N-MFP2 0001227155 XXXXXXXX 2023-01-31 0001227155 S000004148 10 N N 333-104972 Morgan Stanley Investment Management, Inc. 801-15757 Ernst & Young LLP Boston MA Morgan Stanley Investment Management, Inc. 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Agency Standard and Poor's Ratings Services AA+ 2023-06-23 2023-06-23 2023-06-23 N N N 0.0496 380932929.30 380932929.30 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130ATWT0 2549001DPIFG US3130ATWT03 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2023-02-01 2023-02-27 2023-02-27 N N N 0.0434 199002083.53 199002083.53 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.370000% 3130ATYC5 2549001DPIFG US3130ATYC59 U.S. Government Agency Debt Y Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2023-02-01 2023-03-27 2023-03-27 N N N 0.0434 199013241.46 199013241.46 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.350000% 3130AU2M5 2549001DPIFG US3130AU2M57 U.S. Government Agency Debt Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 2031-02-15 6.000000 2199990.00 47631.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2023-10-15 6.500000 10.00 0.05 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-07-15 7.000000 100.00 1.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2024-05-15 7.500000 1317759.00 17393.31 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 99208.00 59733.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-01-01 6.500000 1000.00 1005.77 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-02 2023-02-02 2023-02-02 N N N 0.0437 40000000.00 40000000.00 0.0003 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.410000% 7TK5RJIZDFRO 0000812291 ARP0V8390_4.41_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-09-01 3.900000 19555000.00 19266368.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-11-01 3.950000 24758000.00 24433785.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2025-04-01 2.375000 1067493.00 0.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-08-01 2.550000 91000.00 384.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2027-03-01 2.625000 35651163.00 2379.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-11-01 3.360000 227000.00 3628.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-10-01 4.008000 53000.00 333.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 3.770000 2000000.00 1940049.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-01-01 4.095000 24364000.00 24460396.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 4.200000 7000000.00 6415359.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-01-01 4.790000 6250000.00 6485679.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 4.960000 5494000.00 5669320.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-01-01 4.970000 877000.00 905094.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2030-01-01 5.050000 10243000.00 10500266.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-01 5.070000 7213000.00 7382974.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-12-01 5.240000 1188000.00 1245187.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-11-01 6.120000 1692000.00 1771821.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-04-20 N/A 300000000.00 3664211.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-02-16 0.250000 30000000.00 6863301.77 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 1.564290 11185079.00 529828.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-20 1.664290 21397499.00 766729.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 1.714290 74611521.00 1746995.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-02-20 1.764290 100000.00 558.49 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-11-20 1.814290 22830809.00 2161699.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-08-20 1.814290 39026987.00 2952504.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 2.500000 56329040.00 40618684.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-01-20 2.500000 30000000.00 22120676.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-12-20 3.000000 32876786.00 4863814.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-12-20 3.000000 111524000.00 50060633.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 2188255.00 488340.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 14818222.00 1553330.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-07-20 6.359190 6195173.00 1358198.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-10-20 6.780450 7200000.00 1696048.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-04-01 3.006000 290000.00 2641.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-11-01 3.020000 7306000.00 6355043.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 5.661000 4062479.00 868105.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-06-01 6.818000 6000000.00 1039823.83 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-02 2023-02-02 2023-02-02 N N N 0.0441 250000000.00 250000000.00 0.0021 N N Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 4.390000% RUC0QBLBRPRC 0001272025 ARP0V83Q2_4.39_0202 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-02-15 N/A 160779.00 728.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-11-15 N/A 219187900.00 843359.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-12-15 N/A 101180763.00 198523.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-09-15 N/A 105496846.00 1029137.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-12-15 N/A 71407604.00 428267.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-08-15 N/A 73541048.00 1139491.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-06-15 N/A 64465109.00 556488.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-15 N/A 69118725.00 653724.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-07-15 N/A 60881642.00 587283.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-04-15 N/A 46189538.00 760615.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2038-08-15 N/A 36240765.00 513765.61 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-25 N/A 9719789.00 121296.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2039-01-15 N/A 30143347.00 684962.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-07-25 N/A 10000000.00 112567.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-12-25 N/A 10170349.00 310479.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-08-25 N/A 10746342.00 9.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-11-25 N/A 3352228.00 2312542.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-15 0.049200 13129827.00 1351455.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-03-25 0.086804 21019856.00 38254.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-25 0.440197 19410235.00 746669.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-06-25 0.491172 13403261.00 71721.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2041-08-25 0.579734 77153166.00 1947855.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-11-25 0.739890 27805780.00 1387817.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-10-25 0.869890 61945907.00 2912579.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-10-27 0.959000 30337584.00 2422157.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-08-25 1.019890 50000000.00 2960016.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-10-25 1.038493 20869100.00 706823.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-10-25 1.073907 12952894.00 357820.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2030-06-25 1.326314 100000.00 7776.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-12-25 1.494140 15723135.00 1164808.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-07-25 1.494140 21667098.00 1715590.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-12-25 1.494140 16884639.00 1708924.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-05-25 1.500000 1433333.00 55351.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-03-25 1.500000 3386667.00 96525.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-06-25 1.500000 3582500.00 144547.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-25 1.500000 7208741.00 235348.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-25 1.500000 6312704.00 205991.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-08-25 1.500000 1355833.00 43772.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-08-25 1.500000 1000000.00 32220.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-04-25 1.500000 1941667.00 98714.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-04-25 1.500000 5582999.00 283841.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-10-15 1.541000 66453864.00 2202115.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-03-25 1.544140 17768176.00 1431865.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-03-25 1.611290 21019856.00 1889038.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-25 1.694140 20000000.00 1534839.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-25 2.000000 7323219.00 630317.50 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-03-25 2.000000 6250000.00 645116.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-03-25 2.000000 13315250.00 1263033.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-07-25 2.000000 4660687.00 351337.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-01-25 2.000000 8669750.00 293244.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-07-25 2.000000 23225500.00 1430314.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-10-25 2.000000 9368625.00 573772.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-09-25 2.000000 419500.00 37796.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-09-25 2.000000 1069375.00 61746.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-10-25 2.000000 2067500.00 136105.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-12-25 2.000000 4544250.00 236834.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-11-25 2.000000 3756000.00 289671.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-12-25 2.000000 45717557.00 5152397.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-12-25 2.058266 40000000.00 30563.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-25 2.500000 762300.00 65173.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-25 2.500000 100000.00 10851.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-25 2.500000 1455096.00 122075.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-25 2.500000 1600000.00 161458.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-03-25 2.500000 7600000.00 1010668.75 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-25 2.500000 2684000.00 278993.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-03-25 2.500000 4300000.00 486955.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-25 2.500000 5000000.00 386201.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-10-25 2.500000 15308541.00 2341926.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-10-25 2.500000 21630882.00 2407943.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-05-25 2.500000 15000000.00 2044298.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-25 2.500000 15000000.00 2094941.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-07-15 2.671000 300000000.00 82642.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-07-15 2.828225 18270000.00 145071.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-01-15 3.000000 59887569.00 119639.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2048-02-15 3.500000 357143.00 4790.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-02-25 3.500000 11586180.00 351479.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-04-25 3.500000 5990857.00 754940.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-06-25 3.500000 17562285.00 15311.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-01-25 3.500000 24896560.00 64572.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-12-25 3.500000 7967048.00 669974.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-06-25 3.500000 3540729.00 14236.64 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-25 N/A 86065754.00 910621.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-25 N/A 19404255.00 193570.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-25 N/A 22000000.00 196123.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-25 N/A 18000000.00 184329.55 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-25 N/A 10000000.00 39771.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-25 N/A 15000000.00 100112.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-25 N/A 15000000.00 441295.18 Agency Collateralized Mortgage Obligation 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1.814290 16189714.00 279911.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-04-20 1.814290 55696493.00 2986684.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-04-20 1.814290 10450707.00 659129.72 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2060-03-20 1.838630 31671449.00 187512.74 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-07-20 1.844460 43042938.00 933924.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-03-20 1.852470 15015072.00 330797.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-25 1.889890 17439040.00 1389013.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-20 1.890230 29166665.00 2287575.81 Agency Collateralized Mortgage Obligation Federal National Mortgage 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Association B1V7KEBTPIMZEU4LTD58 2036-05-25 2.144140 6964432.00 70123.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-05-20 2.185990 28607880.00 1317223.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-08-20 2.204410 14635149.00 632572.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-02-20 2.460180 16237688.00 714055.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-25 2.500000 2500000.00 273206.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-07-25 2.500000 24500000.00 3976288.26 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-25 2.500000 40187600.00 3870319.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-25 2.500000 30318100.00 3126088.16 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-25 2.500000 13243200.00 1233044.96 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-25 2.500000 17572000.00 1704853.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-25 2.500000 200000.00 18554.63 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-25 2.500000 3733760.00 436390.15 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-12-20 2.500000 390714.00 84864.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-03-20 2.500000 10700000.00 924251.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 2.500000 5373900.00 556444.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 2.500000 12246289.00 1278632.13 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 2.500000 8000000.00 762351.97 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-01-20 2.500000 13000000.00 1195474.38 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-03-20 2.500000 391758.00 106465.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-05-20 2.500000 2000000.00 219936.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 2.500000 376108.00 100045.23 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-09-20 2.500000 1000000.00 92590.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 2.500000 3234585.00 474172.21 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-11-20 2.500000 6921797.00 1014705.85 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-01-20 2.500000 350000.00 31538.03 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 2.515250 15384996.00 371155.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-01-20 2.609780 4699675.00 265788.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-04-20 2.704260 50590001.00 1357542.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-25 2.754140 37000000.00 22679.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-03-20 2.772610 48052607.00 1314981.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-02-20 2.828940 16097403.00 550180.71 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-10-25 3.000000 16666666.00 566847.38 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-25 3.000000 6226665.00 279101.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-25 3.000000 1670500.00 105597.35 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-03-25 3.000000 5753333.00 218236.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-25 3.000000 574833.00 55191.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-25 3.000000 24001161.00 3144635.76 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-07-25 3.000000 2818439.00 95872.14 Agency 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Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-25 3.500000 2298678.00 25349.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-25 3.500000 5063037.00 390849.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-25 3.500000 11797143.00 561903.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-07-25 3.500000 787785.00 45585.07 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-25 3.500000 20097841.00 1063143.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-12-25 3.500000 15318176.00 2611895.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-25 3.500000 142857.00 7000.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-25 3.500000 5536138.00 422696.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-25 3.500000 642856.00 68839.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-25 3.500000 22081705.00 1696290.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-25 3.500000 13576075.00 134194.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-25 3.500000 5697428.00 321720.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-04-25 3.500000 4200272.00 236.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-25 3.500000 20378661.00 969494.72 Agency 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NR Standard and Poor's Ratings Services A-1 2023-02-02 2023-02-02 2023-02-02 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's Investors Service, Inc. 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1.400450 102675689.00 4242357.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-07-20 1.505220 98628823.00 4678174.53 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-02-20 1.564290 103203159.00 6493735.00 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-04-20 1.598930 154875473.00 8062828.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-10-20 1.614290 107999334.00 3319187.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-20 1.614290 46097941.00 1550631.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-09-20 1.614290 17033120.00 673285.20 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-06-20 1.614290 44965051.00 2087890.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 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NR Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0438 300000000.00 300000000.00 0.0025 N Y Y N Prudential Legacy Insurance Company of New Jersey Prudential Legacy Insurance Company of New Jersey 4.310000% 5493005NCNV4ZW27HH91 0000729057 ARP0VNEX2_4.31_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bond 254900HROIFW 2036-02-15 0.010000 19300000.00 11786992.50 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2039-08-15 0.010000 440000000.00 232815000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2039-02-15 N/A 290000000.00 156774000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2037-11-15 0.010000 220000000.00 125103000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2044-11-15 0.010000 143000000.00 60896550.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2036-05-15 0.010000 130000000.00 78565500.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2044-05-15 0.010000 112000000.00 48552000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2038-08-15 0.010000 90000000.00 49572000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2036-08-15 0.010000 85000000.00 50719500.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2044-05-15 0.010000 75000000.00 33564375.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2045-11-15 0.010000 57000000.00 23401350.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2036-11-15 0.010000 55000000.00 32538000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2038-05-15 0.010000 50000000.00 27795000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2042-02-15 0.010000 50000000.00 23715000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2042-02-15 0.010000 50000000.00 23460000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2038-11-15 0.010000 40000000.00 21828000.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2041-05-15 0.010000 22900000.00 11299432.50 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2039-05-15 0.010000 22800000.00 12209400.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 1004505000.00 1004505000.00 0.0082 N Y Y N Northwestern Mutual Life Insurance Company Northwestern Mutual Life Insurance Company 4.340000% 1DU7IM20QESY 0000073076 ARP0VNG85_4.34_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.000000 40870900.00 32531131.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 31253000.00 24879386.32 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 7795600.00 5312765.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 1591500.00 1109803.81 Agency Collateralized Mortgage Obligation Federal National 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Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 18928600.00 14107980.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-03-01 2.000000 34034600.00 24717382.86 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 43621500.00 34709378.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-11-01 2.000000 58072500.00 38930350.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 8255200.00 6305262.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.000000 23998200.00 17480856.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 47924700.00 37811999.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 34429300.00 28754843.53 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 40000000.00 33330126.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 9559300.00 7902984.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 51491900.00 35946496.93 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 48727400.00 37309383.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 30052900.00 8251025.80 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 69334900.00 13946085.57 Agency 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NR Standard and Poor's Ratings Services NR 2023-02-01 2023-02-01 2023-02-01 N N N 0.0434 1000000000.00 1000000000.00 0.0082 N Y Y N Daiwa Capital Markets America, Inc. 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NR Standard and Poor's Ratings Services A-2 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 300000000.00 300000000.00 0.0025 N Y Y N Fixed Income Clearing Corp. 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 400000.00 269827.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 1165000.00 919009.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 44000.00 35485.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 2213576.00 1849862.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 471000.00 377082.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 515000.00 419988.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 25000.00 20526.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 557355.00 448501.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 200000.00 164417.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-11-01 2.500000 254465.00 223089.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 2350000.00 1849543.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 1137000.00 895505.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 2276412.00 1948151.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 151881.00 132054.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 505000.00 437703.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 2459004.00 2107945.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 7000000.00 5914840.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 1272900.00 829043.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 100000000.00 57887335.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 1000000.00 465871.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 200000.00 141714.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 13886384.00 10524635.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-03-01 2.500000 500000.00 371483.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-04-01 2.500000 100342016.00 75630500.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 2085000.00 1582194.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 152000.00 119571.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 75000.00 59236.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 704000.00 585293.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 195000.00 110211.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-12-01 2.500000 5500000.00 3466444.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 600000.00 477785.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 1695000.00 1204456.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 1560000.00 1243431.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 2384248.00 1868284.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 544000.00 437645.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 519549.00 433432.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 3456520.00 2853130.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 2.500000 194000.00 47916.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 800000.00 196579.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-10-01 2.500000 60000.00 13568.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 2.500000 25000.00 6491.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-02-01 2.500000 24000000.00 6577359.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-10-01 2.500000 776448.00 373070.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 2.500000 336176.00 280980.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 2.525000 361305.00 101949.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 2.525000 176908.00 43535.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 2.775000 56062.00 34091.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-06-01 2.775000 403725.00 70935.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 2.775000 423453.00 198090.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 3.000000 4149624.00 3749208.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-07-01 3.000000 10000.00 9070.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-08-01 3.000000 12322048.00 11501585.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 170520.00 150502.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 45852544.00 39756352.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-01 3.000000 2232180.00 1848514.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 3202404.00 2900054.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-09-01 3.000000 6592056.00 6212703.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 3.000000 3479904.00 3296529.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 1903664.00 1713286.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-07-01 3.000000 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Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 100000.00 22893.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-12-01 3.000000 169938.00 31352.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 55166.00 13099.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 200000.00 101088.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 3.000000 19946720.00 6116838.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 3.000000 3030916.00 727870.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-08-01 3.000000 26127.00 6542.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.000000 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 900000.00 195217.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1760652.00 547122.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 850000.00 266466.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 51533.00 13825.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 1489524.00 700140.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 350000.00 93443.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.000000 30580.00 8306.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 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Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-08-01 3.000000 400000.00 103919.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 3.000000 751352.00 222475.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-01-01 3.000000 250000.00 82835.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 370000.00 76241.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-12-01 3.000000 590000.00 110803.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2031-03-01 3.000000 1066000.00 297253.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 500000.00 126641.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 56000.00 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Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 6501056.00 4125557.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.000000 1007708.00 290472.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.000000 1000000.00 303121.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 5440000.00 1966324.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 450000000.00 86830311.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 3.000000 2180016.00 350326.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 205272064.00 50015356.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-12-01 3.000000 3015964.00 1592514.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-10-01 3.000000 5632688.00 2262642.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 100000.00 30860.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 250000.00 89404.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 1000000.00 384931.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 1124964.00 550133.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 6420632.00 3051756.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 5223070.00 3087305.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-01-01 3.000000 1108502.00 311435.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 312000.00 102101.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 2612980.00 1851715.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 770000.00 300843.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 4849920.00 2774786.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 5000000.00 2388857.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 1674944.00 866774.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 800000.00 482711.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 139000.00 65240.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 1062000.00 505501.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 3.000000 4651768.00 3521182.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 3.000000 6141216.00 4610199.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 3.000000 2952760.00 2586900.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-09-01 3.000000 1356010.00 656774.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 330186.00 289259.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 410492.00 365918.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 902118.00 807835.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 643980.00 537487.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 400000.00 296863.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-11-01 3.000000 198303.00 153150.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 20371200.00 17717484.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 211658.00 190055.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 68675.00 61222.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 47747200.00 40120344.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 900000.00 783333.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 8276128.00 7299099.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 2294896.00 2005704.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 860812.00 769663.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 39782.00 33221.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 3.000000 1245420.00 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6.500000 121000.00 3025.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-05-15 6.500000 70000.00 5892.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-10-20 6.500000 3963756.00 8270.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-01-20 6.500000 32640.00 25.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2025-12-20 6.500000 513000.00 1271.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-03-20 6.500000 37504.00 36.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-08-20 6.500000 700000.00 84200.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 6.500000 210000.00 34613.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 6.500000 485000.00 93373.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 6.500000 20000.00 3720.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-07-20 6.500000 15000.00 3451.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-08-20 6.500000 120000.00 21745.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-08-20 6.500000 129000.00 2114.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-09-20 6.500000 25000.00 376.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-12-20 6.500000 78749.00 1332.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-10-20 6.500000 30000.00 486.19 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-12-20 6.500000 95000.00 112.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-04-20 6.500000 100000.00 3724.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-03-20 6.500000 404915.00 719.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-02-20 6.500000 1375034.00 2814.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-04-20 6.500000 492000.00 1252.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-07-20 6.500000 93000.00 202.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-09-20 6.500000 749999.00 1855.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-01-20 6.500000 1001000.00 2712.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-07-20 6.500000 593000.00 2974.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-08-20 6.500000 475000.00 11273.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-02-20 6.500000 1101336.00 27897.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-03-20 6.500000 220000.00 7010.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-01-20 6.500000 80000.00 1770.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-11-20 6.500000 103000.00 2580.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-06-20 6.500000 60200.00 1231.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-08-20 6.500000 74000.00 1043.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-02-20 6.500000 20000.00 411.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-03-15 6.500000 328428.00 2579.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-04-15 6.500000 930816.00 111.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-03-15 6.500000 30000.00 519.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-09-15 6.500000 862654.00 2168.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-08-15 6.500000 8820736.00 625.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-08-15 6.500000 1821951.00 772.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-11-15 6.500000 1812550.00 3158.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-06-15 6.500000 312000.00 6592.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-07-15 6.500000 510000.00 1062.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-10-15 6.500000 251469.00 7706.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-10-15 6.500000 2257736.00 7246.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-12-15 6.500000 225000.00 1036.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2033-03-15 6.500000 358433.00 1523.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-02-15 6.500000 233695.00 6303.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-09-15 6.500000 6545248.00 38608.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-11-15 6.500000 2002320.00 97837.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-11-20 7.500000 58878.00 12692.80 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 200000000.00 200000000.00 0.0016 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.300000% 254900Y8NKGV541U8Q32 0001457970 ARP0VNQN1_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2024-05-15 0.250000 188323500.00 178021219.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-08-31 0.750000 5793139900.00 5213188024.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-12-15 1.000000 4364041300.00 4109291300.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-01-31 1.750000 5421520000.00 4864729896.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-03-15 1.750000 4163398900.00 3984228155.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2032-02-15 1.875000 1519361000.00 1339849612.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-06-30 2.000000 4537587600.00 4381919790.87 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-02-29 2.125000 5074665800.00 4978913724.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-05-15 2.500000 4970000000.00 4859555067.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-11-30 2.875000 5397853800.00 5260667227.42 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2040-08-15 3.875000 94960400.00 98995696.27 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2041-02-15 4.750000 13168800.00 15332063.25 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 39280000000.00 39280000000.00 0.3222 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 4.270000% 9J6MBOOO7BECTDTUZW19 0000058056 ARP0VNRW0_4.27_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2030-07-15 0.125000 138052700.00 147398251.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-04-15 0.625000 102863000.00 123000545.41 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-01-15 0.625000 123867300.00 150014709.45 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2033-01-15 1.125000 1897800.00 1875033.77 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-10-15 1.625000 85892100.00 87711527.27 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-2 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 500000000.00 500000000.00 0.0041 N Y Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 4.300000% 5U0XI89JRFVH 0001184915 ARP0VNUA4_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2025-01-15 1.125000 141194400.00 133034950.36 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-09-30 1.250000 89315600.00 78828957.25 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-11-30 3.875000 238160200.00 242090385.05 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 445000000.00 445000000.00 0.0036 N Y Y N Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 4.270000% 1VUV7VQFKUOQ 0001330437 ARP0VNUB2_4.27_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2032-05-15 2.875000 354206500.00 337886552.96 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-06-30 3.250000 87242700.00 85413495.33 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 415000000.00 415000000.00 0.0034 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.300000% 549300HN4UKV 0001102113 ARP0VNUC0_4.30_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-02-01 1.500000 100000000.00 69281347.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-09-01 2.000000 100000000.00 66407461.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 100000262.00 68165854.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 86352436.00 70340681.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 88044268.00 69395836.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 105205113.00 86010396.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-08-01 3.000000 69290995.00 61773450.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 196000000.00 81032995.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-08-01 3.500000 270000000.00 67460372.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-04-01 3.500000 12223426.00 11702251.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 85403888.00 78566764.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-01 4.000000 301210568.00 78162265.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 79210572.00 77500322.06 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 860000000.00 860000000.00 0.0071 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 4.270000% 9J6MBOOO7BECTDTUZW19 0000058056 ARP0VNUD8_4.27_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2027-01-15 0.375000 127426300.00 149789955.31 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-07-15 0.375000 128746200.00 156210052.49 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-2 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 300000000.00 300000000.00 0.0025 N Y Y N Bank of Nova Scotia Bank of Nova Scotia 4.270000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0VNUE6_4.27_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFW 2026-07-15 0.125000 200.00 236.40 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-10-15 0.125000 4357300.00 4893869.04 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2030-01-15 0.125000 7366300.00 7851692.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-04-15 0.125000 225200.00 242615.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-09-15 0.375000 88700.00 83202.69 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-11-30 1.250000 900.00 819.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-02-28 1.500000 75100.00 75395.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-02-29 1.500000 142900.00 138899.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-10-15 1.625000 1375800.00 1404943.17 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-02-28 1.875000 2803900.00 2553774.52 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-05-31 2.625000 999900.00 959065.24 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-07-31 2.625000 2000.00 1881.91 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2032-08-15 2.750000 5772800.00 5478145.18 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-07-31 2.750000 21788300.00 20894565.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-06-30 3.000000 100.00 98.03 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-08-15 3.125000 300.00 297.39 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-08-31 3.250000 200.00 198.93 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-06-30 3.250000 100.00 98.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-01-31 3.500000 202400.00 200724.13 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2029-11-30 3.875000 273900.00 279473.94 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2032-11-15 4.125000 471300.00 497588.73 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-10-31 4.375000 29292300.00 29591631.70 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2043-02-15 0.625000 9386400.00 10431656.62 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2040-02-15 2.125000 9020000.00 13900222.88 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2041-05-15 2.250000 1200.00 957.80 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2042-02-15 2.375000 100.00 81.58 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2045-02-15 2.500000 49792200.00 40513771.00 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2046-05-15 2.500000 4005900.00 3215686.87 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2045-08-15 2.875000 18180500.00 15798929.49 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2041-11-15 3.125000 10898600.00 10012185.25 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2043-08-15 3.625000 538400.00 532644.73 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2044-02-15 3.625000 94802000.00 93591512.94 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2038-05-15 4.500000 16000.00 17850.72 U.S. Treasuries (including strips) U.S. Treasury Bond 254900HROIFW 2037-05-15 5.000000 1739100.00 2035321.52 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0427 260000000.00 260000000.00 0.0021 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 4.300000% KBVRJ5K57JZ3 0000877559 ARP0VNUF3_4.30_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Bill 254900HROIFW 2023-05-02 N/A 100.00 98.84 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2023-03-09 N/A 24481800.00 24369281.65 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2023-03-21 N/A 7005400.00 6962751.12 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFW 2023-05-16 N/A 500.00 493.32 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-07-31 0.250000 136000.00 123744.22 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-11-15 0.250000 25112400.00 24245815.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-03-15 0.250000 1500000.00 1428544.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-06-15 0.250000 11080200.00 10443230.35 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-09-30 0.250000 503400.00 488939.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-09-30 0.375000 46396300.00 39874240.82 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-11-30 0.375000 100.00 90.43 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2027-10-31 0.500000 400.00 344.88 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2030-05-15 0.625000 80600.00 65739.49 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2030-08-15 0.625000 2100000.00 1707848.61 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-10-15 0.625000 100.00 94.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2026-05-31 0.750000 30400.00 27464.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2024-11-15 0.750000 670100.00 629314.56 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2030-11-15 0.875000 708000.00 583867.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-07-31 1.000000 100.00 86.72 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2031-02-15 1.125000 29900.00 25208.74 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-08-31 1.125000 10000000.00 8763548.34 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2025-01-15 1.125000 1200.00 1129.48 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-03-31 1.250000 100.00 89.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2028-05-31 1.250000 300.00 265.47 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFW 2023-02-15 1.375000 7649900.00 7688184.21 U.S. Treasuries (including strips) U.S. Treasury Note 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Government National Mortgage Association 2050-02-15 3.500000 1635346.00 389291.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 3.500000 250713.00 227058.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-04-20 3.500000 251306.00 227519.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-04-20 3.500000 168001.00 150374.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-10-20 3.500000 22622176.00 20807154.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-04-15 3.500000 101353.00 94651.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-12-20 3.500000 140787.00 131279.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 3.500000 783069.00 708305.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2058-01-20 3.500000 260916.00 242638.81 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-02-20 3.500000 774500.00 728151.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-02-20 3.500000 386727.00 363589.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 3.500000 297686.00 269047.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-10-20 3.500000 151799.00 138312.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-07-20 3.500000 179229.00 162345.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-05-20 3.500000 3660572.00 3318218.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 3.500000 8578464.00 7292243.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2053-10-20 3.500000 900666.00 812941.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 3.500000 640441.00 563935.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-15 3.500000 158862.00 33911.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-07-15 3.500000 4546800.00 1024507.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-05-15 3.500000 75000.00 16659.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-04-15 3.500000 3613936.00 815277.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-09-20 3.500000 1003140.00 80642.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-08-20 3.500000 161626.00 146579.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 3.500000 97990.00 88892.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-10-20 3.500000 1886188.00 1794118.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 3.500000 212470.00 193057.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-03-20 3.500000 10901712.00 10369486.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-05-20 3.500000 437995.00 402178.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 3.500000 1139598.00 240400.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 3.500000 1357676.00 370654.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-06-20 3.500000 1044126.00 451878.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 3.500000 200000.00 82475.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-08-15 3.500000 3850000.00 640431.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-11-15 3.500000 3525000.00 708356.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-07-15 3.500000 1440656.00 110933.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-15 3.500000 2634656.00 338443.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-09-20 3.500000 616463.00 32128.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-06-15 3.500000 568738.00 250307.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-09-15 3.500000 2550000.00 467403.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-20 3.500000 27516864.00 24709065.59 Agency Mortgage-Backed Securities Government National Mortgage Association 2057-10-15 3.730000 3433780.00 3490568.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.000000 9310384.00 8836908.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-01-20 4.000000 7370272.00 7083571.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.000000 1682774.00 1593033.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.000000 1217238.00 1152323.41 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1763394.00 1706641.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1328872.00 1286264.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 30182528.00 28838616.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-05-20 4.000000 1131022.00 1099477.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 9529488.00 9043830.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 9930704.00 9424870.57 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-01-20 4.000000 1119212.00 1082583.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1016542.00 983858.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.000000 158301.00 149356.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-11-20 4.000000 1344254.00 1299894.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1050222.00 1014344.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1896282.00 1839533.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1788438.00 1718897.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-09-20 4.000000 2438964.00 2357495.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-09-20 4.000000 2720392.00 2627084.29 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 2801740.00 2656009.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 4.000000 1056830.00 1021523.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 5043736.00 4779973.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-12-20 4.000000 6236488.00 741151.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-11-20 4.000000 30515968.00 4586316.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-03-20 4.000000 723360768.00 82806972.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 4.000000 4038312.00 818006.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-05-20 4.000000 1302694.00 554785.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-07-20 4.000000 320926.00 277134.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-07-20 4.000000 161382.00 136597.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-12-20 4.000000 300000.00 258196.11 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-01-20 4.000000 203710.00 182627.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-02-20 4.000000 1700876.00 1437467.63 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-03-20 4.000000 354629.00 329664.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.000000 141144064.00 136019689.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.000000 13864992.00 13089301.65 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.000000 22554.00 21897.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 4.000000 2295136.00 929550.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-06-20 4.000000 1055568.00 205441.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-20 4.000000 1113224.00 374547.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-15 4.000000 93000.00 38586.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-12-15 4.000000 97000.00 50565.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-05-15 4.000000 176664.00 170955.37 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1126838.00 1091329.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-02-20 4.000000 3075352.00 2982628.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 4.000000 17914112.00 17031642.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 4.000000 9115728.00 8712086.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-20 4.000000 3037388.00 2941562.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-04-20 4.000000 9720288.00 9279137.67 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-07-20 4.000000 2238984.00 2060879.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 4.000000 2084892.00 531922.02 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.000000 336628.00 17308.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.000000 2320120.00 452747.73 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 4.000000 1330398.00 203109.42 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-12-20 4.000000 3028808.00 1503829.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 4.000000 1824130.00 709709.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 4.000000 2883228.00 731084.05 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-06-20 4.000000 42600960.00 8959628.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.000000 300000.00 99606.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-11-20 4.000000 500000.00 194682.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-02-20 4.000000 1513376.00 1409741.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1051924.00 1015137.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 4.000000 10196528.00 2597844.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.000000 478731.00 452028.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-20 4.000000 358560.00 344405.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.000000 1145968.00 1106987.81 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 4.000000 1073472.00 1036600.10 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-08-20 4.000000 125077.00 117327.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-15 4.000000 2670412.00 2578639.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-15 4.000000 826096.00 798021.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-15 4.000000 1005324.00 965726.58 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.000000 111610.00 105626.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-15 4.000000 147309.00 123490.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-20 4.000000 1987654.00 1905404.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-01-20 4.000000 9985616.00 8477138.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-05-20 4.000000 1491254.00 1441881.74 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-05-20 4.000000 2330228.00 2248035.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.000000 231235.00 217557.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2060-05-20 4.000000 397957.00 374485.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.000000 125062.00 117967.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.000000 721604.00 667028.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-10-20 4.000000 2511772.00 2298706.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.000000 111365.00 105083.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 4.000000 2271512.00 2201438.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.000000 2130712.00 2050710.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-06-20 4.000000 1136246.00 1101876.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-20 4.000000 1821556.00 1761030.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-20 4.000000 3103604.00 3011364.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 4.000000 5551200.00 5379472.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-05-20 4.000000 1013210.00 986557.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.000000 353967.00 335226.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-20 4.000000 7786112.00 7578390.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-02-20 4.000000 3556412.00 3461477.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-20 4.000000 4136230.00 303461.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-12-20 4.000000 1000000.00 70240.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-12-15 4.000000 965000.00 11822.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-11-15 4.000000 2252436.00 579078.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-08-15 4.000000 2276292.00 1097707.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-20 4.000000 10892208.00 1322253.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-02-15 4.000000 1694502.00 1503933.33 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 4.000000 61008512.00 58644574.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-11-20 4.000000 43000.00 19163.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2057-11-15 4.270000 8297200.00 8177268.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2057-12-15 4.400000 11343640.00 11732786.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1152362.00 1136800.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 4.500000 10802016.00 10430540.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-03-20 4.500000 1880434.00 1820351.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-20 4.500000 1951676.00 1926194.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1996812.00 1967843.68 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.500000 1199250.00 1184604.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-15 4.500000 459165.00 456018.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 4.500000 1774520.00 1727001.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.500000 1136582.00 1123174.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 1034372.00 1025535.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.500000 657922.00 644632.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 4.500000 121990144.00 12337722.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-04-20 4.500000 9604480.00 1028229.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.500000 10552320.00 1097656.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-10-20 4.500000 4888544.00 1090275.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 4.500000 76117248.00 7796809.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-03-20 4.500000 134799.00 51971.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-03-20 4.500000 612464.00 135128.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-05-20 4.500000 1197244.00 1163087.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-06-20 4.500000 198571.00 184958.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-04-20 4.500000 539290.00 262629.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 695000.00 675203.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2037-11-20 4.500000 228446.00 226216.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-12-20 4.500000 86978816.00 86308375.16 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 2933036.00 2905975.75 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-08-15 4.500000 3272948.00 229550.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 4.500000 3099820.00 1301615.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1043678.00 1032832.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2061-07-20 4.500000 279749.00 273208.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.500000 6808304.00 2954067.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-10-20 4.500000 1100810.00 463425.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 4.500000 200000.00 21936.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.500000 2519000.00 226922.88 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-04-20 4.500000 3599732.00 354057.86 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-02-20 4.500000 1195500.00 232396.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 4.500000 41000.00 10521.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 4.500000 2764640.00 623577.84 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-05-20 4.500000 2144300.00 478619.00 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.500000 300000.00 38391.43 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-08-20 4.500000 78860.00 76904.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 4.500000 125467.00 122132.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 4.500000 705198.00 685984.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1397322.00 1386067.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-03-15 4.500000 729836.00 727853.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 4.500000 109140.00 106254.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1530594.00 1523257.18 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1724778.00 1702470.62 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 2043988.00 2026081.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 4.500000 364576.00 360560.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.500000 405648.00 393958.81 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.500000 689710.00 682172.48 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-06-20 4.500000 7700120.00 7608064.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.500000 79337.00 77257.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 1043176.00 1034255.54 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-07-20 4.500000 1832036.00 1804854.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-06-20 4.500000 213692.00 208013.30 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-15 4.500000 297114.00 121046.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-03-15 4.500000 1399140.00 146578.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2035-01-20 4.500000 1012998.00 451825.52 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.500000 80667.00 78733.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 9594832.00 9406128.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.500000 467865.00 456646.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.500000 2634152.00 2578998.25 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.500000 308146.00 300729.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.500000 207347.00 202386.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 1581302.00 1549937.39 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-07-20 4.500000 156558.00 151899.82 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.500000 3020952.00 2999133.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.500000 1273578.00 1246904.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-07-20 4.500000 1139738.00 1131020.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.500000 924071.00 904773.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.500000 10472544.00 10231040.71 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.500000 218863.00 213584.93 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-20 4.500000 2334352.00 2338622.22 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-08-20 4.500000 7386528.00 7395214.46 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-04-20 4.500000 2370372.00 2372385.09 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-09-20 4.500000 1736706.00 1694944.20 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-07-20 4.500000 100605.00 98260.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-05-20 4.500000 59548.00 58159.12 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 1163938.00 1159206.90 Agency Mortgage-Backed Securities Government National Mortgage Association 2050-05-20 4.500000 2986028.00 2976395.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 1213048.00 1202799.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.500000 3504608.00 3423678.70 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.500000 606099.00 591873.51 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-10-20 4.500000 76645.00 74853.89 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 5997448.00 5879284.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-11-20 4.500000 21284576.00 20856169.14 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-11-20 4.500000 167269.00 163446.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 4.500000 4052952.00 4021732.21 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-12-20 4.500000 4461696.00 4428626.92 Agency Mortgage-Backed Securities Government National Mortgage Association 2062-11-20 4.500000 74423.00 73241.99 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-07-20 4.500000 1650676.00 414565.79 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-08-15 4.500000 48450.00 6039.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-15 4.500000 803233.00 351854.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-15 4.500000 1073858.00 360323.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-08-20 4.500000 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Agency Mortgage-Backed Securities Government National Mortgage Association 2031-08-20 7.000000 53730.00 21270.53 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-07-20 7.000000 51069.00 52115.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-10-20 7.000000 97571.00 99431.94 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-01-20 7.000000 2091328.00 1585650.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2028-02-20 7.000000 3000144.00 5020.13 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-03-15 7.000000 2013480.00 17867.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-12-20 7.500000 96666.00 92259.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2031-01-20 7.500000 33249.00 33507.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-08-20 7.500000 35476.00 35364.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2029-11-20 8.000000 44961.00 34132.91 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-06-20 8.500000 28894.00 26017.38 Agency Mortgage-Backed Securities Government National Mortgage Association 2030-08-15 8.500000 983809.00 6736.54 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. 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S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 1224774.00 141860.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-11-01 3.500000 5000.00 1050.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 3.500000 5000.00 1264.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 1000.00 396.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-04-01 3.500000 4000.00 431.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-06-01 3.500000 4000.00 672.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-05-01 3.500000 4000.00 1886.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 4000.00 211.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-09-01 3.500000 4000.00 336.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-04-01 3.500000 4000.00 614.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 1617043.00 667969.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-10-01 3.500000 147000.00 36816.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 2001.00 467.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-12-01 3.500000 2048.00 366.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2043-03-01 3.500000 2000.00 401.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-03-01 3.500000 2000.00 612.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 3.500000 2000.00 640.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-04-01 3.500000 2000.00 286.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-01-01 3.500000 2000.00 536.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 223000.00 83149.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-06-01 3.500000 1000.00 575.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-09-01 3.500000 2000.00 1105.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 1000.00 905.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-03-01 3.500000 2016.00 1797.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 2000.00 1479.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2036-07-01 3.930000 1470.00 7.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2026-05-01 4.000000 266000.00 7298.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-12-01 4.000000 2781228.00 277228.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-03-01 4.000000 6000.00 987.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-08-01 4.000000 5003.00 872.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2045-03-01 4.000000 5000.00 1285.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 2007.00 324.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2046-08-01 4.000000 4225.00 1694.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 10800.00 1781.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 4000.00 716.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 4001.00 861.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-04-01 4.000000 4000.00 591.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-10-01 4.000000 4000.00 625.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 5000.00 995.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 4000.00 500.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 6001.00 1042.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-12-01 4.000000 4001.00 1703.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-12-01 4.000000 3000.00 436.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2033-12-01 4.000000 3000.00 949.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.000000 4001.00 784.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-02-01 4.000000 4000.00 937.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 3000.00 1058.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 4001.00 870.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.000000 28405848.00 9053910.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2044-08-01 4.000000 503160.00 46326.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-02-01 4.000000 2084.00 776.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 4048.00 1429.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-10-01 4.000000 2000.00 616.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-12-01 4.000000 2000.00 299.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2029-02-01 4.000000 2000.00 448.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2034-03-01 4.000000 2000.00 314.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2048-12-01 4.500000 2000.00 708.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-02-01 4.500000 4230.00 1348.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-03-01 4.500000 4000.00 362.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 5991.00 2804.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-05-01 4.500000 4000.00 1033.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-02-01 4.500000 4000.00 145.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2040-09-01 4.500000 4000.00 155.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-06-01 4.500000 1024.00 362.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2053-02-01 6.000000 1020.00 1053.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2032-12-01 7.500000 14800.00 1127.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 3000.00 2883.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2028-11-01 6.500000 5880514.00 8500.83 Agency Mortgage-Backed Securities Federal Home Loan Bank 2549001DPIFG 2038-11-02 4.250000 10000.00 9180.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-04-01 4.500000 53708.00 10217.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-10-02 4.500000 154222.00 10915.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-08-01 4.500000 93134.00 10984.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2050-07-01 4.500000 42118.00 11110.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 113102.00 12532.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-10-01 4.500000 72000.00 13150.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2042-04-01 4.000000 164840.00 20278.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 202191.00 23259.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2048-07-01 4.000000 73299.00 24279.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2037-03-01 7.500000 1558921.00 29157.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2053-02-01 5.500000 2000.00 2060.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 2533948.00 2606759.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 1000.00 1055.47 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 500000000.00 500000000.00 0.0041 N Y Y N Morgan Stanley Institutional Liquidity Funds 2023-02-07 Lonnie Bae Lonnie Bae Vice President