N-MFP2 0000763852 XXXXXXXX 2023-08-31 0000763852 S000003909 12 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government Government/Agency N 26 62 205421937108.71 204919463520.44 199671752841.32 206599576156.02 222208772162.65 222087232130.08 221117455006.66 225122211877.44 0.7843 0.7814 0.7701 0.7847 0.8484 0.8469 0.8528 0.8550 6167069428.34 263329650063.54 263383426861.16 537600929.88 2188837838.14 267899259381.24 267976716000.62 1.0000 0.0539 0.9995 0.9995 0.9995 0.9995 C000010941 50000000.00 164287978955.06 164335478866.16 0.9995 0.9995 0.9995 0.9995 30743914991.54 26423444587.84 22311172424.21 24638674305.59 28121679367.51 29922572611.70 29624056255.41 26580512729.81 133220358873.76 125609932365.41 0.0522 Y JPMIM, IA Vol, 1847.24; C000010945 5000000.00 12829901359.55 12833610816.69 0.9995 0.9995 0.9995 0.9995 31023267248.23 31015284398.54 30886124269.32 30455182612.87 31778154908.43 31699414456.29 32091212373.01 32154860266.27 145296998153.59 144858929433.82 0.0513 Y JPMIM, IA Vol, 147.76; JPMDS, Sh Serv Cont, 160782.13; C000010943 1000000.00 10574498471.03 10577555832.44 0.9995 0.9995 0.9995 0.9995 4150717114.07 3945901398.28 3367985420.91 3022155363.76 3178975751.49 3299704087.08 3644702277.43 3176279542.23 16313896943.08 15524830390.77 0.0497 Y JPMIM, IA Vol, 121.92; C000010944 10000000.00 2936800513.37 2937649618.65 0.9995 0.9995 0.9995 0.9995 212704575.45 125809465.49 219982137.73 25743875.45 180209632.29 114006923.34 247041668.33 83397257.78 899734623.58 363453347.01 0.0472 Y JPMIM, IA Vol, 27.93; C000010940 10000000.00 36511807305.81 36522363817.08 0.9995 0.9995 0.9995 0.9995 6069388639.08 7549893481.95 5290208660.35 5092646152.20 5828873843.76 6423481448.19 6524993259.83 5570328856.36 28538491789.35 28523390020.94 0.0518 Y JPMIM, IA Vol, 420.80; JPMDS, Sh Serv Cont, 450623.53; C000010942 1000.00 6938111460.60 6940117448.46 0.9995 0.9995 0.9995 0.9995 21801004669.08 21852771668.38 22249087963.48 21698094047.17 22860863584.43 23150457733.34 22708224291.73 22574745546.88 103254460730.16 102848521228.23 0.0482 Y JPMIM, IA Vol, 76.88; C000010946 10000000.00 274361160.83 274440485.78 0.9995 0.9995 0.9995 0.9995 2290336.83 2069566.62 577160.25 2783258.98 921765.80 1929174.10 423603.54 1955880.97 4199401.38 9744722.48 0.0437 Y JPMIM, IA Vol, 3.28; C000165407 1.00 141478064.13 141518969.12 0.9995 0.9995 0.9995 0.9995 2561940.81 4290414.63 2388557.43 2279390.10 2972575.02 4853560.09 1850923.54 3392861.93 10001187.86 14952560.19 0.0439 Y JPMIM, IA Vol, 1.74; JPMDS, Sh Serv Cont, 3244.28; C000212348 5000000.00 11529391626.83 11532725072.97 0.9995 0.9995 0.9995 0.9995 1174862819.98 472236501.80 770714893.06 1252830792.34 1457687004.62 1519888681.26 631479318.65 617555284.97 4432556361.39 4921392804.98 0.0522 Y JPMIM, IA Vol, 143.32; C000078417 1000000.00 2255495402.79 2256147524.86 0.9995 0.9995 0.9995 0.9995 41468496.26 30723908.29 15610728.64 51511502.02 58965212.16 113134113.02 269462589.57 45859619.36 442340801.58 245052099.46 0.0492 Y JPMIM, IA Vol, 24.10; C000225258 50000000.00 11530427616.46 11533761361.95 0.9995 0.9995 0.9995 0.9995 602086371.61 277092598.31 225548297.14 228123063.82 250032711.12 194368353.73 219152390.73 422994846.54 1568373999.86 1335842045.54 0.0522 Y JPMIM, IA Vol, 133.62; C000115393 50000000.00 8089007444.78 8091346186.46 0.9995 0.9995 0.9995 0.9995 1231094867.80 935336621.30 985749592.75 1187205359.74 1625188349.17 1216575044.14 1263324830.98 1684110320.76 5677303470.69 5718735672.85 0.0527 Y JPMIM, IA Vol, 97.54; BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. (REPO) 5.300 0BAN03538 9DJT3UXIJIZJI4WXO774 0000838927 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2051-10-20 2.500000 27276746.00 20391827.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-12-20 2.500000 20372346.00 14003662.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 19954807.00 12423621.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 4.000000 21997790.00 17735573.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 4047108.00 2994164.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 22002139.00 15077216.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-05-20 4.000000 22833957.00 19895522.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 27786324.00 19979778.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 20680310.00 14037773.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 18230132.00 12701090.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-02-20 4.000000 9934668.00 8508665.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 2.500000 15370424.00 11779265.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-11-20 2.500000 22317957.00 17212311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 2.500000 22524223.00 13391760.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 27455163.00 18147434.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 18052065.00 12581416.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 15112896.00 11864991.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 21728227.00 14266938.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-06-20 3.500000 38884887.00 11881171.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 16693510.00 11493026.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-11-20 3.000000 44005031.00 12039776.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 2.500000 19489343.00 14501746.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 24293990.00 18188450.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 27675563.00 17949258.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 33378265.00 18954224.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 21727204.00 16303857.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 15890873.00 11856349.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-04-20 4.000000 19275944.00 17395869.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.500000 32724655.00 17874494.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-02-20 2.500000 22161585.00 16381005.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 23027937.00 15739644.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 20850969.00 13123878.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.000000 25325964.00 16780495.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-11-20 2.500000 17548458.00 12121202.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 21732175.00 16185886.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 22314082.00 17888430.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 25478618.00 18127188.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-11-20 2.500000 15683902.00 11458876.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 20270492.00 15451889.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-11-20 3.000000 57894690.00 11679585.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-11-20 3.500000 77746977.00 17819005.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2040-12-20 4.000000 195161141.00 12454455.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-03-20 4.000000 16321007.00 15125905.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 2.500000 18447177.00 15108021.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 26320971.00 19719362.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-10-20 3.500000 54217929.00 15454993.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 21030647.00 13535730.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 2.500000 30710454.00 17198984.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 26601256.00 20437070.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 27920226.00 19597416.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 27085429.00 20514308.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 27534626.00 18843083.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-07-20 3.500000 54741198.00 11702156.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-09-20 3.500000 44179023.00 12689231.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 24404823.00 17321384.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-05-20 4.000000 46538972.00 12587990.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-20 4.000000 18103355.00 15954500.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 2.500000 26902097.00 18249798.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 2.000000 25246623.00 16426338.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 2.500000 36224435.00 19193635.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 22990917.00 16200096.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.500000 27899038.00 20598582.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-08-20 2.500000 20574314.00 16025447.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 23018609.00 14401367.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-06-20 3.500000 75704975.00 18667229.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-03-20 4.000000 15126893.00 13804578.47 Agency Mortgage-Backed Securities Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1000000000.00 1000000000.00 0.0037 N Y Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 5.300 0QH002O96 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2048-01-20 3.500000 2500000.00 646316.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2042-01-20 3.000000 34999997.00 2858756.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-04-20 4.000000 46000000.00 37144249.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2048-07-15 3.500000 4000000.00 1085902.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2073-02-20 6.118050 9000000.00 8989755.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-04-20 6.288050 15000000.00 14671246.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-04-20 3.500000 100000000.00 85557193.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-05-20 4.830520 1622538.00 769972.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-02-25 4.000000 17977051.00 8138137.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2027-06-15 3.000000 1000000.00 352177.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-04-25 3.000000 3751000.00 1032247.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2049-12-20 3.000000 100821000.00 7607117.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2062-01-16 2.500000 50000000.00 15086243.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2025-04-25 5.000000 5000000.00 33699.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-06-25 1.250000 2000000.00 117216.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-05-25 4.000000 9884936.00 4866512.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2070-04-20 4.519000 2876625.00 1605932.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-06-20 6.038050 7000000.00 7028911.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2033-01-15 2.250000 1000000.00 85321.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-05-25 3.000000 2500000.00 2056484.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-08-20 6.216200 100000000.00 101840039.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 5.000000 19360000.00 17235218.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-06-20 3.500000 60607428.00 45423494.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-06-20 6.058050 50000000.00 50433635.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-03-20 6.138050 100000000.00 95881528.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-04-20 6.088050 3790227.00 3772197.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-03-20 3.500000 15000000.00 12066699.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-04-25 4.000000 6125709.00 3001564.66 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2043-06-25 3.000000 8100736.00 1000484.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-04-20 4.500000 10060000.00 5513110.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-07-20 3.500000 62500000.00 45639385.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-01-20 6.338050 100000000.00 95508174.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-06-20 3.000000 30300228.00 13679305.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-12-20 5.875430 1559000.00 816019.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-05-20 6.238050 100000000.00 97207705.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-03-20 3.500000 30000000.00 25511041.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-02-20 3.500000 100000000.00 34903969.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-05-20 6.318050 10000000.00 9729274.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-09-20 4.293010 4174000.00 2073718.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-09-20 6.088050 10756923.00 10702748.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2048-08-20 3.500000 2250000.00 91163.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-01-20 2.000000 30001019.00 3073230.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-05-20 6.018050 100000000.00 98843117.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2031-07-25 6.000000 4750000.00 121858.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-04-20 3.805970 5595000.00 2220208.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-08-20 6.471650 30175777.00 30941259.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2067-01-20 5.729430 1365000.00 666084.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-02-20 5.582140 6969000.00 3474767.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-09-15 2.500000 1569614.00 438231.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2042-11-25 1.500000 2500000.00 312554.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-02-20 5.376000 1659000.00 901560.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-08-20 6.128050 75648343.00 75349357.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-06-20 6.338050 100000000.00 97670924.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 5.000000 14222007.00 13003232.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2071-02-20 4.504520 9500000.00 5081598.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-02-25 3.500000 9700000.00 1179988.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2067-11-20 5.645430 1860000.00 1002764.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2048-08-15 3.500000 8000000.00 2742502.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2049-12-25 4.500000 1944288.00 1065018.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2043-05-25 2.000000 2000000.00 694431.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2032-07-25 2.500000 1500000.00 382462.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2050-12-20 3.000000 7569437.00 598722.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2067-04-20 6.464000 2700000.00 1293859.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2028-02-15 3.000000 2627017.00 982970.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2025-10-25 5.000000 2000000.00 31200.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-03-20 3.500000 25365000.00 14452818.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-05-20 5.000000 6723885.00 6362366.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-01-20 3.500000 59175000.00 47138414.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2043-07-25 3.000000 2000000.00 200514.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-06-20 5.754910 23019683.00 10900357.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 6.000000 100000000.00 95846672.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-12-15 2.000000 2000000.00 176653.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2071-07-20 6.638050 49129366.00 46702661.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2072-06-20 6.178050 50000000.00 50550994.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-09-20 3.500000 13000000.00 6778639.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-10-20 4.067680 1595405.00 774002.31 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1450000000.00 1450000000.00 0.0054 N Y Y N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 5.300 0BAR23727 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 2029-04-15 0.000000 6000000.00 9826765.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 51715201.12 16160224.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 53763322.80 18439045.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 8800.00 4349.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 2398600.00 1404219.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 414700.00 239928.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-05-15 0.000000 40324.50 27889.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 4459600.00 3567978.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 17255564.80 5797887.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 0.875000 665000.00 756209.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 13125852.80 6085932.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-01-31 0.000000 9000.00 8032.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-02-15 0.000000 12634443.62 4540819.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-11-15 0.000000 15885679.68 5159255.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-02-15 0.000000 13605470.61 8296466.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-08-15 0.000000 50174567.65 38875806.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 30600.00 15381.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-02-15 0.000000 27472617.65 22627876.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-11-15 0.000000 40800.00 14740.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-01-31 0.000000 9000.00 7740.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-02-15 0.000000 66602100.00 20229189.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 2.000000 900.00 1363.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-05-15 0.000000 10000.00 3154.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-08-15 0.000000 3516362.50 1063035.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 66068600.30 29756108.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-08-15 0.000000 5385945.61 2915223.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-11-15 0.000000 23000.00 10304.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-02-15 0.000000 3735000.00 2750577.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-05-15 0.000000 226800.00 177932.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-02-15 0.000000 17805000.00 5841873.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-05-15 0.000000 15018334.38 12251221.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 5063000.00 1765893.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 565100.00 346219.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 62744480.25 50134722.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 0.000000 5000.00 4945.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-02-15 0.000000 4744200.37 1584183.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-05-15 0.000000 55546383.01 51057013.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-11-15 0.000000 27358695.50 17650407.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-02-15 0.000000 98562.50 29520.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-02-15 0.000000 53334800.30 26728521.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-08-15 0.000000 15984717.01 15206261.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 8500000.00 3186743.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 67000.00 32426.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-08-15 0.000000 15758547.64 13246193.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 7250000.00 2774712.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-15 0.375000 6200000.00 7641162.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 579700.00 213186.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 0.250000 7000100.00 8661012.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-07-15 0.625000 3300000.00 3110817.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-11-15 0.000000 6922000.00 2142151.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-02-15 0.000000 1028928.84 1004440.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 9314.44 2819.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-08-15 0.000000 21753870.61 12963000.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 7530000.00 2673729.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 68111807.63 63280773.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 3545000.00 1291709.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-02-15 0.000000 28208519.61 19720040.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2053-02-15 1.500000 2232000.00 2051537.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 2489000.00 1063233.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 0.000000 17148267.64 13853759.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-02-15 2.125000 25000300.00 36070222.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 18000.00 8584.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 27500385.47 8475261.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-11-15 0.000000 18000671.62 5587570.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-11-15 0.000000 19922060.13 9113167.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-08-15 0.000000 2325000.00 2032491.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-05-15 0.000000 63095902.87 19847384.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 25951180.20 15116821.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-05-15 0.000000 66100.00 49954.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-08-15 0.000000 30000.00 10556.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 29600.00 11963.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-05-15 0.000000 51677212.09 43847804.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 24323448.75 9936128.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 1.250000 1600000.00 1571947.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-11-15 0.000000 831721.31 250771.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-02-15 0.000000 100000.00 55554.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-05-15 0.000000 17500.00 6005.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-05-15 0.000000 13963275.31 4156741.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 54306772.18 23259536.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-08-15 0.000000 28788323.91 21390674.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 0.375000 200.00 236.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 78500.00 72878.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 53426043.43 20695432.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-11-15 0.000000 49885939.12 15851556.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-08-15 0.000000 38602801.25 11762196.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-02-15 0.000000 204000.00 168228.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 24777265.05 11784364.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-11-15 0.000000 30285923.25 13109413.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-08-15 0.000000 15707400.30 8080954.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 4985287.80 2190236.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 8445000.00 3197260.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 6600000.00 2129483.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 203.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 0.000000 153000.00 143803.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-01-31 0.000000 9000.00 8805.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-11-15 0.000000 504900.00 170803.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-02-15 0.000000 18818652.59 6507113.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 70000.00 29773.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-02-15 0.000000 13471445.61 7105756.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-02-15 0.000000 35000.00 11776.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 1126700.00 547790.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-02-15 0.000000 4780000.00 1652522.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 46800.00 22389.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-07-15 0.125000 25000000.00 26342300.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 0.000000 15252947.97 13073911.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-05-15 0.000000 942000.00 769545.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 27643958.12 9742560.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-02-15 0.000000 108000.00 85549.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-05-15 0.000000 1985195.50 1252162.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 37180291.83 33806180.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-11-15 0.000000 11995000.00 3967046.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-15 0.500000 35136100.00 40461850.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-11-15 0.000000 9563100.00 8282294.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-01-15 0.125000 15000000.00 15383971.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-05-15 0.000000 36227462.27 11998752.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 49900.00 45377.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-08-15 0.000000 31512125.30 15388883.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 80000.00 74245.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-02-15 0.000000 300000.00 228806.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2034-11-15 0.000000 28886695.50 17819624.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 32598000.00 13765222.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 8380180.93 3079750.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 35220267.75 17438752.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-08-15 0.000000 39085800.00 12014974.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-01-31 0.000000 9000.00 8367.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 1.000000 11700000.00 12239432.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-05-15 0.000000 44872184.44 13675291.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-08-15 0.000000 48370536.87 15435812.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 100000.00 94776.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-08-15 0.000000 4099922.18 1570671.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-11-15 0.000000 79000.00 71078.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-05-15 0.000000 15761883.00 12345699.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 2.500000 29000000.00 42219021.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-04-15 3.375000 900.00 1732.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 57163339.61 31659344.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 19424772.71 16161488.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-02-15 0.000000 56668061.25 17164019.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 24985859.68 9764648.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-08-15 0.000000 26388670.61 18044889.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-11-15 0.000000 52752785.84 47506574.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-11-15 0.000000 14291362.70 4988300.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 330000.00 136453.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 234000.00 108604.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-02-15 0.000000 90000.00 32220.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-08-15 0.000000 17282780.61 9829927.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 78000.00 30200.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 2033-02-15 0.000000 23766070.61 15863234.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 584035.75 241625.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 32615935.75 13812914.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 0.000000 29100635.52 27345867.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-02-15 0.000000 62821414.91 45814527.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 684522.30 248713.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 960000.00 441998.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 17900.00 9076.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-02-15 0.000000 67591331.87 21796176.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-15 0.125000 5000000.00 4992016.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 0.000000 40000.00 34314.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 3516032.68 1403231.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-15 0.125000 11400000.00 12721585.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 2033-05-15 0.000000 793173.50 523369.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-11-15 0.000000 11315384.09 9794981.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-11-15 0.000000 22300.00 6952.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-05-15 0.000000 248000.00 218913.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-11-15 0.000000 44878695.50 25217339.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-02-15 0.000000 57983242.65 45869267.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 2500.00 1093.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 1423153.88 684922.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 60000.00 25950.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-11-15 0.000000 12480167.75 6340212.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-05-15 0.000000 25660695.50 15468087.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-07-15 0.125000 5000000.00 6251418.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-02-15 0.000000 55772701.12 17638451.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-11-15 0.000000 5000.00 1600.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-05-15 0.000000 12903179.26 12438277.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-07-31 0.000000 9000.00 7883.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-02-15 0.000000 92000.00 89775.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 18246095.50 9988879.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-08-15 0.000000 15050000.00 5129927.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-02-15 0.000000 11528620.61 7361635.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-11-15 0.000000 11769839.50 7944370.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-11-15 0.000000 1500000.00 613254.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 92600.00 43486.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-11-15 0.000000 28970000.00 11341465.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 5497000.00 1699875.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 7819751.87 3274912.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-08-15 0.000000 100000.00 87455.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-08-15 0.000000 50000.00 15066.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-15 0.125000 400000.00 436195.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-05-15 0.000000 897000.00 863375.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-11-15 0.000000 183545.95 72476.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-05-15 0.000000 9221383.00 6922409.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 234023.25 104310.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 0.000000 2697100.00 2180575.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-11-15 0.000000 967200.00 467140.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-08-15 0.000000 2788600.00 873113.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-11-15 0.000000 56416495.50 41557688.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-05-15 0.000000 18246274.74 5849627.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-05-15 0.000000 6307000.00 2110725.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 70000.00 63610.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 3018000.00 959585.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 0.000000 45580337.00 39863104.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-08-15 0.000000 4532400.00 1508740.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-08-15 0.000000 300000.00 118687.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-11-15 0.000000 18705430.06 5678575.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-15 0.000000 20443798.34 18056984.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-07-31 0.000000 9000.00 8579.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-11-15 0.000000 242395.50 142733.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 25685222.63 12043261.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 10000.00 5475.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 19848265.80 7375615.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-07-31 0.000000 9000.00 8191.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 60000.00 26670.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-05-15 0.000000 8310000.00 2703251.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-08-15 0.000000 31302070.61 22377036.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 689000.00 316282.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-08-15 0.000000 530000.00 412029.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 0.125000 431700.00 486172.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-02-15 0.000000 86000.00 45277.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-08-15 0.000000 24160875.12 8199500.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-11-15 0.000000 13697383.00 10509084.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-11-15 0.000000 19861395.50 10630494.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-08-15 0.000000 32785120.61 21396225.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-08-15 0.000000 6420707.63 2106345.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 350000.00 153681.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-02-15 0.000000 14070269.10 12541238.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-02-15 0.000000 29791323.91 22597166.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 8550000.00 3417939.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-11-15 0.000000 34493895.50 24410984.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-11-15 0.000000 185689.80 70352.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 680000.00 300716.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 15268262.68 5732728.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 50000.00 41600.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-05-15 0.000000 898000.00 761985.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-08-15 0.000000 36360370.61 22668145.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 300000.00 156131.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 19646815.30 6985523.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 0.000000 2259997.15 2236000.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 2.375000 100.00 151.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 15256895.50 7946492.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 2.375000 900.00 1443.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-05-15 0.000000 25328195.50 14582835.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.000000 17252000.00 5352433.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 5283701.00 2135185.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-05-15 0.000000 5800195.50 4193953.16 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2000000000.00 2000000000.00 0.0075 N Y Y N BARCLAYS CAPITAL INC. (REPO) BARCLAYS CAPITAL INC. (REPO) 5.300 0BAR23719 AC28XWWI3WIBK2824319 0000851376 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-28 4.000000 264417900.00 260621387.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 299999900.00 269983646.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-31 3.125000 300008000.00 281915117.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 0.500000 311300000.00 280822796.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-30 0.000000 269850000.00 266209723.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-03-31 3.625000 48697800.00 47702596.59 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1379662000.00 1379662000.00 0.0051 N Y Y N BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 5.350 0RC001S06 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2032-02-25 5.945950 106817789.00 107110290.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2066-08-20 5.967710 800000.00 373942.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 5.000000 1000.00 973.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2049-07-25 4.500000 2102703.00 1922826.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-03-16 4.000000 5169378.00 4252761.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-04-20 4.500000 1000.00 962.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 4.500000 1000.00 897.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2031-06-25 6.300000 2990721.00 51544.44 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 0.750000 1239700.00 1062320.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-31 3.250000 1000.00 979.15 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2052-11-20 5.000000 161202.00 156163.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2029-01-01 5.766000 30987532.00 30220692.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2062-07-20 5.835260 1200000.00 118391.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-03-20 5.000000 244000.00 229533.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-09-20 4.500000 4031337.00 2625922.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-02-20 4.500000 218015.00 206207.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-08-25 4.000000 158000.00 144341.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 5.000000 1000.00 927.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-01-20 6.238050 12188424.00 11509463.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2042-08-25 5.915930 1070000.00 6816.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-06-20 4.000000 98435104.00 89539851.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2050-10-25 2.000000 49130249.00 1670683.56 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 19030.00 15972.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-07-20 5.750880 10000000.00 4650984.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2029-01-25 2.260000 12277127.00 10808062.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-07-25 2.539000 10000000.00 8222429.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2032-04-25 3.540583 28966917.00 26688291.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2068-04-20 4.869320 8100000.00 3385842.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-08-25 3.750000 21581750.00 20913466.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-04-25 1.636480 2414.00 1487.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 22974.00 22273.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-07-20 4.500000 1941692.00 1705741.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2049-07-20 4.000000 105000.00 33906.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2038-10-17 6.300000 646416.00 5472.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-08-25 4.000000 2180131.00 1494230.02 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2053-03-20 5.000000 1000.00 999.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2050-12-20 6.100000 147306.00 170805.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-05-25 3.329000 9403971.00 9116671.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-04-20 4.500000 1000.00 929.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2030-05-25 0.716000 889227.00 298345.10 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2053-02-20 4.500000 1000.00 730.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2050-11-25 2.000000 44999000.00 6854874.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2050-10-25 2.000000 9825711.00 1927455.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2050-12-25 2.000000 14321827.00 3015045.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2050-10-25 1.500000 2100000.00 1189925.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2042-06-15 3.000000 1733039.00 1277890.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-04-01 3.000000 14166.00 12003.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 1000.00 992.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2050-05-20 5.000000 2377000.00 1659223.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2068-05-20 6.251000 1923339.00 977331.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-09-01 4.500000 1762800.00 355780.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-05 0.000000 119000.00 118913.13 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2029-01-25 4.367000 9669323.00 9355178.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2046-03-20 2.500000 1774.00 79.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2064-08-16 2.250000 1537868.00 938177.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-04-20 4.500000 1000.00 946.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2024-02-26 0.000000 223000.00 217209.80 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2071-05-20 6.388050 40550760.00 34863830.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 4.500000 1000.00 881.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-01-20 4.000000 364517.00 280616.50 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 2.625000 100.00 97.19 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 1235000.00 1044065.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-02-20 5.000000 1000.00 1000.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-12-25 4.000000 1000000.00 536339.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2053-02-20 4.500000 1000.00 683.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2049-07-20 4.000000 17927375.00 16429774.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2039-06-16 6.532580 1500000.00 149849.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2038-03-15 5.952990 17781602.00 939057.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-05-20 5.000000 131756.00 124790.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-08-25 4.000000 239500.00 210362.49 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2051-01-25 2.000000 4907435.00 1317294.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2043-11-15 3.000000 26141.00 544.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2028-10-25 5.645930 26759007.00 14511278.71 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 3.875000 100.00 99.76 U.S. Treasuries (including strips) FRESB MTG TR 2015-SB2 2035-07-25 5.915930 1546275.00 77374.66 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-01-25 3.600000 200000.00 188000.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-06-20 6.500000 454000.00 443324.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2037-01-25 5.915930 5026.00 269.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2028-05-01 4.400000 22098197.00 21386340.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2064-07-16 4.000000 11062368.00 9212268.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2037-10-25 2.500000 533767.00 387074.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2071-03-20 6.738050 19526521.00 17460833.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-08-20 4.579770 5016407.00 2521929.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2053-05-20 5.500000 25523.00 22791.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2050-10-25 2.000000 2905400.00 339075.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2053-06-20 3.500000 50230.00 45407.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2069-05-20 4.325800 27300000.00 12168723.42 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-15 0.125000 17695100.00 17274387.46 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2064-12-15 4.530000 1096.00 1041.22 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2023-09-21 2023-09-21 2023-09-21 N N N 0.0535 500000000.00 500000000.00 0.0019 N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 5.280 0QK009EW7 R0MUWSFPU8MPRO8K5P83 0001681240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 2044-08-15 0.000000 3059452.40 1210398.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 2.000000 335238.91 508011.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 3037321.42 1162440.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 2.250000 14175847.56 13767204.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 0.875000 15884832.29 18063558.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-01-15 0.125000 68462396.34 70214903.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 0.250000 28464.36 21660.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 40346302.93 14072144.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-05-15 0.000000 53582813.03 32299344.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 2.45 1.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 546551.51 220865.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-02-15 0.125000 717368.73 511722.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 3428867.66 1298162.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-15 2.375000 50810.43 49436.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 66672499.89 23705740.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 4558384.03 1708988.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 31285.08 28445.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 47443.42 21367.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 2661382.37 1114586.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-08-15 0.000000 131531.43 78378.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-11-15 0.000000 1515326.72 485172.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-11-15 0.000000 3249085.26 1825661.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-15 1.000000 95.60 90.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 2.125000 2325784.18 3315812.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 0.000000 0.34 0.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-15 0.500000 54897.25 63218.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-07-15 0.125000 64743.87 64206.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-05-15 2.250000 1254726.09 929231.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-07-15 0.125000 104823.40 131058.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 23.90 8.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-11-15 0.000000 2446118.39 965888.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 4246163.59 2102419.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-15 2.000000 47.80 45.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-02-15 0.000000 3081473.72 1879048.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.125000 209527.31 138219.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 1063078.66 411800.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-15 0.125000 7266106.83 7254505.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-15 3.875000 738519.83 1516637.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 26216935.47 12617450.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-08-15 2.250000 583674.68 395701.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 0.125000 8021547.54 9579681.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 408251.98 181969.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-02-15 1.000000 3846273.20 3811837.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-11-15 0.000000 59285.42 22461.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-05-15 2.375000 3057898.93 2862594.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-08-15 0.000000 2868119.89 1475555.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-15 7.500000 8412.64 8822.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 120214.71 46545.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-10-31 4.000000 2204135.50 2200618.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-02-15 1.000000 47297.20 45687.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.000000 425937.68 132147.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-05-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-31 0.250000 1217084.31 1110192.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 238063.36 113538.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-28 1.125000 1816.37 1712.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-31 1.000000 191.20 163.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 23.90 9.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-15 0.125000 1215984.93 1326017.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-15 0.250000 10777475.72 11652794.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 3.500000 10445869.54 10119032.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-05-15 0.000000 661780.68 496792.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 1142302.63 353242.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 78402121.32 39753560.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-08-15 2.750000 122843.66 96301.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-11-15 0.000000 1020353.88 546128.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 3202031.10 1406780.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 176627.50 97823.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-11-15 4.125000 23.90 24.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-31 3.000000 23.90 23.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 308136.83 127413.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 1434233.76 521113.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-08-15 0.000000 593653.99 337652.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-15 0.125000 106472.47 112216.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-30 0.500000 359257.95 312280.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-02-15 0.000000 23677183.73 17267343.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-11-15 4.000000 191005.16 185813.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 1.125000 10844227.15 6718341.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-15 2.875000 145213.63 137500.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 47.80 19.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-05-15 2.875000 204126.01 159521.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-11-15 0.000000 3534099.81 2081037.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-11-15 3.750000 179676.78 164665.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-08-15 0.000000 41369629.15 25791067.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 49711.05 17651.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-15 2.000000 49304.76 45888.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-07-15 0.125000 48922.37 51549.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-11-15 0.000000 6172540.64 3982202.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-31 4.125000 198085280.66 196937772.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2034-11-15 0.000000 66505270.15 41025771.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 2545308.62 1077943.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 132267.60 61327.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 119.50 121.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-15 0.375000 192128.44 236787.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-05-31 0.250000 166962.22 153834.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-09-30 3.875000 10515.80 10459.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 6.58 5.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 3.250000 22449559.19 21648234.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 2.000000 5080254.49 4861598.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-31 1.125000 733716.02 663476.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 1.500000 57239.41 54345.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-01-15 1.125000 46245.62 44192.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 58.04 19.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 1173662.91 468403.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 1245883.04 439086.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-30 2.875000 931341.35 932139.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 0.500000 178290.60 166325.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-05-15 0.000000 14558877.38 8382346.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 341634.75 125552.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 40685533.07 27921800.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 2.625000 22609853.43 21973466.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 2.500000 167.30 158.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-04-15 3.375000 22608.97 43519.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 5.613067 2686045.91 2702615.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 51773.07 19238.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-08-15 3.125000 55207.95 45289.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-05-15 0.000000 526113.46 331846.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-05-15 3.000000 3037106.32 2448847.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 228764.53 89402.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 0.500000 211056.88 182316.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 1.250000 2294.36 2007.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-30 1.625000 191.20 175.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-05-15 0.000000 12.02 9.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.125000 921542.54 822818.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-16 0.000000 215.10 212.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-02-15 0.000000 14806261.14 10350775.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-12-31 0.375000 23.90 21.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-04-30 3.500000 714859.28 692694.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-15 1.750000 29539.84 42320.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-11-15 0.000000 4194541.02 2968434.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 1.500000 16865430.60 16230136.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 45886432.46 23064861.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 1495036.01 738993.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 207.90 121.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 0.625000 12847582.57 15728487.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-11-15 0.000000 85.16 65.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 2.500000 3904181.80 5683818.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-11-15 3.125000 71.70 68.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 0.750000 52650.70 47899.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-05-15 2.750000 9293361.80 9023330.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 3800906.25 1572499.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-08-15 0.000000 54414104.24 40431475.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-02-15 0.000000 3672093.32 1362383.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 48731.17 43855.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 1.250000 36160.01 35526.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 124205.93 100798.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-02-15 0.750000 176402.54 177481.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-05-15 0.000000 26399.65 19088.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-31 2.750000 12586169.35 11861150.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-02-15 0.000000 86.60 68.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 11183338.03 5318929.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 811270.04 469367.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-15 0.375000 75881.05 88432.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-31 2.750000 4421320.14 4108134.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 18928.44 7992.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-05-15 0.000000 2124356.75 1952661.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-31 0.500000 4547414.14 3887439.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-06-15 2.875000 6210416.15 6023156.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-02-15 0.875000 7208078.74 7133223.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-11-15 0.000000 23.90 10.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-02-15 0.000000 9414132.46 6011422.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 82.09 30.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 0.125000 22057534.96 24840764.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.125000 28153.66 32364.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-02-15 0.000000 4792779.66 1657247.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 6901997.27 4258668.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-07-15 1.375000 1217466.70 1172096.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-15 3.500000 985067.53 974582.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 1621130.01 692502.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 2.750000 23.90 23.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 9024276.83 2869304.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 28297.06 26818.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-02-15 2.125000 202954.93 292821.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 23.90 14.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 10921972.36 4560240.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-02-15 0.000000 4779622.12 2395288.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-02-15 0.000000 2.45 2.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-31 2.625000 23.90 21.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 334593.62 307933.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-15 0.625000 23.90 30.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-11-15 0.875000 271952.92 217941.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 0.250000 283615.90 350909.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-11-15 0.000000 1137998.29 768122.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 766960.28 608669.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-12-31 1.750000 2211281.46 2031516.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-28 4.000000 6993221.83 6892813.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-05-15 2.125000 24190927.80 23196497.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-02-15 0.000000 143.40 49.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 4997299.17 1612373.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 23.90 11.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 47.80 47.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-09-15 0.375000 24391373.28 23209907.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 6292437.20 3277390.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 0.625000 167.30 171.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-09-30 1.250000 3037273.62 2632579.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-11-15 3.000000 294036.10 238077.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-08-15 0.000000 15326141.14 7484490.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-15 0.750000 384591.47 440452.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-05-15 4.375000 23899544.55 24293472.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-11-15 2.000000 21600575.67 15178779.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-31 1.750000 705657.95 620472.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-08-31 1.125000 2389906.66 2050351.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 2191851.13 1723905.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-05-15 0.000000 148894.16 46964.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 1.000000 2958907.01 3095328.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 0.625000 36136.11 30877.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-03-31 3.625000 821594.64 804804.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-06-30 0.250000 3178.64 2920.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-15 0.250000 23.90 23.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 2.375000 2775717.00 4452051.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-08-15 0.000000 14533575.94 5113958.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-08-15 0.000000 29886021.01 23156017.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 3.875000 49429038.05 45921196.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 0.500000 998116.68 900398.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 0.375000 1142732.82 1350379.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-30 1.250000 2389.95 2163.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 18819354.60 10302712.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-30 0.375000 8627.74 7999.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-15 0.750000 599496.18 569219.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 3.875000 143.40 141.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 1.375000 12671347.33 14753327.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-11-15 0.000000 2224564.12 1638665.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 3.625000 2699812.05 5484454.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-05-15 3.000000 5036566.12 4028811.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-15 2.375000 167.30 152.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-12 0.000000 1706212.39 1695650.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.625000 18251102.29 17365861.00 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 1147178138.61 1147178138.61 0.0043 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 5.280 0QK009EX5 R0MUWSFPU8MPRO8K5P83 0001681240 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 2041-08-15 0.000000 43.47 19.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-02-15 0.000000 27793620.17 17747699.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-02-15 0.000000 8218484.21 5745386.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-11-15 1.375000 50476900.00 32279994.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-05-15 0.000000 70.29 44.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-11-15 0.000000 15168135.20 8931680.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 7071400.00 4852983.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 4934100.00 2854667.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 100.00 49.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 3.31 1.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 325.83 152.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 123.47 52.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 7.02 2.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 100.00 30.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 8553738.37 3143533.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-02-15 1.875000 41622000.00 34955912.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 465400.00 226272.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 7328900.00 3683878.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-11-15 0.000000 398.20 268.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-05-15 0.000000 14.22 10.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 100.00 47.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 240.62 114.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 2035-08-15 0.000000 255.61 152.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-02-15 0.000000 62.98 38.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-05-15 0.000000 200.00 65.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2034-11-15 0.000000 12.43 7.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-05-15 0.000000 430.30 311.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 164.06 58.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2032-05-15 0.000000 39.84 27.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-05-15 0.000000 64.97 37.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 645.38 336.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 2.125000 3738000.00 5329172.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2053-02-15 3.625000 34877600.00 31346804.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 700.00 299.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2035-05-15 0.000000 321.97 194.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-08-15 0.000000 325.49 212.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 0.250000 139049900.00 105811180.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-08-15 0.000000 601318.47 342011.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 33.66 11.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 500.00 211.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 79.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-02-15 0.000000 8.80 4.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2034-08-15 0.000000 1179923.86 735599.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-02-15 0.000000 13436633.75 10629425.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-08-15 0.000000 1068.94 549.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-11-15 0.000000 3111.30 2201.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-11-15 0.875000 821138300.00 658056074.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-02-15 1.000000 660000.00 637539.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-08-15 1.375000 156005600.00 83964058.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-11-15 0.000000 100.00 30.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 200.00 69.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-05-15 3.375000 453600.00 431037.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-02-15 2.500000 40100800.00 29345322.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 1.88 1.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 397.03 158.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 30.88 11.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-11-15 0.000000 0.42 0.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 300.00 112.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 50633300.00 41091157.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 4.375000 34.00 34.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 100.00 32.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 5256582.82 2124227.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 592.08 263.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-11-15 2.375000 92012700.00 64668283.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-11-15 0.000000 0.82 0.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 238.69 110.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 1105.82 532.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-05-15 0.000000 381700.00 130997.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 100.00 41.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-11-15 0.000000 534.26 231.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 477.47 199.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-02-15 0.000000 5.74 4.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 1.125000 200.00 123.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 447.54 189.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 3526509.79 1588276.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.000000 100.00 31.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-08-15 0.000000 199.92 97.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-11-15 0.000000 33525613.55 21628982.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 1768.60 731.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 0.07 0.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 0.13 0.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-02-15 3.500000 925600.00 881274.63 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 1150000000.00 1150000000.00 0.0043 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 5.300 0QK009EV9 R0MUWSFPU8MPRO8K5P83 0001681240 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2050-06-01 3.500000 982.59 367.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2047-12-01 4.000000 1080847.53 214585.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-05-01 4.500000 115945.46 91424.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 28877940.94 29047746.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-01-01 5.000000 1965.18 133.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-03-01 4.661000 79589.68 27647.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-06-01 5.500000 228942162.99 1996710.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.500000 1105412.25 834905.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-03-01 5.000000 3997938.10 489943.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-11-01 5.000000 13652146.87 504156.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-09-01 3.000000 6479425.49 1811512.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-08-01 6.000000 83032.67 878.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-05-01 4.500000 1763.75 53.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 4.817000 5332689.49 5116780.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.500000 10741.66 105.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 22532276.23 20941300.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-01-01 3.500000 970995.10 324252.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.500000 270211.88 206034.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-04-01 6.000000 6932745.72 627600.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 16705633.52 15895913.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-04-01 5.500000 51206556.99 473612.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.500000 3357954.52 3264103.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-10-01 3.500000 3491.14 3013.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.170000 4023.70 2630.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 6.500000 2325426.76 2349790.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.500000 16556183.75 15193930.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-03-01 5.000000 2590682.47 122102.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-12-01 2.000000 35869063.23 25910198.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2034-05-01 5.500000 3280.86 35.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-01-25 3.500000 24564716.67 6041910.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-02-01 6.500000 65439198.58 66516946.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 153988896.36 48557694.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2043-06-01 3.000000 1179106.40 189186.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 2.890000 15453171.96 12934588.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 4.500000 2099.79 57.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-02-01 2.000000 27637389.34 16771387.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 6129780.16 4934594.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-02-01 4.500000 10449.83 1053.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-01 3.500000 15117895.02 2006606.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-09-01 3.985000 4792045.62 38995.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-25 3.500000 25547305.33 1982907.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2041-03-25 4.000000 27068.35 7412.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 15827.54 15039.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-07-01 6.500000 17793256.00 373810.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-04-01 4.000000 6359101.61 1117813.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.718000 982.59 970.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-10-01 4.030000 165859.98 3972.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-07-01 6.500000 2523569.70 5726.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.500000 79840835.59 80621318.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-25 4.500000 2297.29 2073.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 1973.04 1488.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 3.500000 11055413.62 9971165.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-10-01 5.000000 982.59 17.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-05-01 6.000000 33545.58 138.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-06-01 4.500000 761726.32 707200.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 5.000000 3330172.81 105375.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-11-01 2.475000 11004993.07 9623992.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-02-01 4.450000 686377.49 674790.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-12-01 5.000000 5786379.17 5359691.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-12-25 5.658360 6118.58 945.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2047-08-01 4.000000 4273278.11 639010.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-01-01 6.500000 158977.93 7227.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-07-01 3.210000 6740991.57 5714877.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.500000 2969965.63 2278683.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.500000 1359.90 7.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-12-01 2.500000 4427544.53 2389801.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 3.500000 209266781.98 28921544.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.500000 14645589.21 13753677.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-04-01 4.000000 1449318.28 295619.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-02-01 2.500000 2387690.46 585064.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.000000 19985072.32 19860502.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-07-01 6.500000 4023700.59 6085.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 14050814.54 13503380.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 4.500000 810635.65 104527.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-05-01 5.000000 4546865.19 1638532.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.123000 30970889.19 29097683.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-11-01 5.000000 570814.25 8638.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 1592383.19 1608823.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.500000 28151464.01 28816772.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-01-01 3.000000 1949176.86 428038.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 1.500000 224587.34 177207.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 14526640.96 9346520.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 30162435.87 29609447.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-12-01 6.000000 6269153.48 98393.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-25 2.500000 2455.49 1578.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2043-02-01 3.500000 1554078.94 287747.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-09-01 6.500000 25701.57 529.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-06-01 5.573000 6133.32 209.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.500000 7570.85 143.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-12-25 6.000000 982.59 369.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2045-11-01 4.000000 24436870.09 22600585.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 4.000000 1780087.11 234198.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-09-01 6.500000 1965.18 117.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 6.500000 2057.54 123.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 5.000000 1328.46 43.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 3240518.47 67115.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-05-01 4.500000 13553.83 681.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 5.500000 10470.46 221.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-02-01 5.000000 159658.87 49.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-04-01 4.000000 127736.53 43121.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-11-01 5.997000 8514787.17 1399603.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-09-01 4.500000 329167.20 268025.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 4.000000 3361838.69 1078171.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 491294.33 368432.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.500000 8325470.82 8506813.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 2.000000 1131.94 670.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 5.080000 521963.87 484459.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-04-01 3.500000 1001.26 152.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 491294.33 362989.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-01-01 3.500000 1832529.83 506418.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 1277365.27 968401.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 33616.32 27978.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 6.500000 255076.09 9716.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 5.000000 12606008.30 191793.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 42970207.94 36782456.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 5.500000 13530245.94 354925.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 2.500000 1403932.51 1064941.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 4.000000 793202.56 734372.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 5.500000 1821.72 20.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-09-01 6.000000 2011.36 41.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 1025788.18 952841.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-06-01 6.000000 982.59 19.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.500000 1669418.14 137667.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-05-01 2.500000 933459.23 273871.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-08-01 4.500000 4190.74 301.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-04-01 4.854000 4855359.71 64884.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-25 5.500000 827377.98 686012.91 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2053-08-01 6.500000 4085705.87 4172333.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 7849672.90 7795222.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.000000 3330195.40 269831.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-04-01 2.500000 6878.12 4170.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-03-01 5.500000 1703858.86 12437.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 6.000000 142465238.95 843968.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-04-01 5.500000 9579256.91 187693.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 5.500000 2442006.00 53176.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 4.613000 1783575.30 1709324.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 2.500000 17784854.87 8473208.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 4.500000 1064463.85 946201.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 4.000000 7112.96 1104.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-15 5.000000 7015.68 815.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-06-01 5.000000 251056.32 243308.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.500000 1856748.67 1765623.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 5.167000 29237910.33 27595144.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 3.000000 4530492.31 1868217.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 1684156.97 1669815.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-09-01 5.000000 4912943.33 47514.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-04-25 3.000000 1473883.00 1128788.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 15888291.70 15334218.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-09-01 2.500000 614668.17 269402.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 6.000000 3213.07 224.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 4716425.60 3403161.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-03-01 7.000000 981604.11 58133.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-09-01 5.500000 2830.84 392.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-04-01 4.500000 65626662.74 59261455.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-06-01 3.500000 17330180.63 14896446.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-12-01 4.500000 994.38 185.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-04-01 4.500000 114988.42 19332.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-07-01 2.500000 9578077.80 5419914.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-03-25 3.500000 24564716.67 4351049.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2038-12-01 5.500000 1984.83 39.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.500000 15669951.65 14877775.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-04-01 5.500000 40106.32 320.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-01-01 5.500000 751680.33 7082.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.984000 3536.34 95.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-07-01 6.000000 608222.38 228290.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-05-15 3.500000 19651773.33 2698377.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 4857848.60 3807945.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-08-01 6.000000 4620.13 44.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-11-01 4.500000 11239142.96 2687252.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-05-01 4.521000 9336149.74 9285735.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 5.000000 2880.95 654.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.000000 9106748.69 8518191.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 3054.87 2931.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2024-06-01 3.020000 19133949.11 18720553.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 3.000000 5870753.08 3620283.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-02-01 4.000000 984.55 306.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-04-01 4.000000 1091355.34 98662.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 25627.88 518.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 57432464.78 57378713.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-04-01 6.000000 584952.72 92276.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 1806685.78 1793993.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-10-15 3.500000 1965177.33 850853.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-08-01 4.500000 442164.90 386626.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-08-01 5.500000 1805.02 88.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 29838888.09 28505160.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-10-01 4.960000 11848.05 11736.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 2132.22 2132.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 3.000000 2499.71 427.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-09-01 3.500000 129746783.20 13387494.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 5.500000 43480092.85 11180936.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.000000 107102164.67 83897927.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-04-01 4.500000 1670.40 44.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-10-01 4.000000 2946783.41 2614725.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2037-12-01 4.042000 274568.68 983.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.000000 1220.38 78.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-04-01 3.500000 5895.53 1152.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-04-01 5.500000 11299769.67 451084.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 2.500000 628856.75 462996.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 5.000000 588876.20 522953.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-09-01 6.500000 724741.68 30055.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 4.500000 5457945.96 5190059.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.500000 85396.78 75150.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-01-01 5.500000 4021.74 91.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2042-02-01 2.000000 191394.52 141716.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-04-01 4.500000 294776.60 51361.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-09-01 3.500000 29083776.56 24523461.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-06-01 4.500000 982.59 99.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 254313.60 257627.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 6.000000 5278573.42 5058661.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-05-01 4.500000 1658609.67 139137.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.500000 49693439.23 16605745.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 5.500000 1902.29 69.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 4.000000 2962.51 406.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-10-01 6.500000 15610.39 154.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-12-01 4.500000 1228227.97 114397.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2038-09-01 4.533000 1222.34 112.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-03-25 1.544670 483328.49 256915.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-01-01 6.859000 147508.18 1552.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 5.500000 35149.16 162.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-03-01 4.000000 1965.18 423.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2058-11-25 4.955705 43167248.41 11610369.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2038-08-01 5.500000 29341.08 230.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-12-01 3.500000 949319.20 278903.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 15513858.60 15301582.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.000000 1471327.29 1127149.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-02-15 5.000000 1017.96 76.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-04-01 3.500000 14771844.98 11353497.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 5.759000 27832224.88 8949686.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 3.500000 982591.61 851233.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-09-01 5.616000 46486.27 1476.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 593255.59 92058.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-01-01 2.500000 2959616.02 2208047.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 4.500000 106172851.96 29636319.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 6.000000 41386634.64 802335.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-08-01 4.500000 3093744.29 247296.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 6.000000 29477660.00 495650.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-11-01 2.500000 3446223.40 2575294.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-08-01 3.000000 987.50 129.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-01-01 2.000000 35274956.72 25815864.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.000000 1270284.73 1283876.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-10-01 3.000000 52249193.62 20007472.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 2.500000 1484.69 1155.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 3.500000 8843.30 2554.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.000000 82634191.71 82873643.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-09-01 6.500000 1744094.88 24074.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 54378621.46 4936787.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 3.500000 4912.94 1845.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.268000 1645.84 1535.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.500000 124888.00 89805.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-03-01 2.000000 47306141.80 29169484.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2024-03-01 6.500000 1654.68 0.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 982.59 734.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-06-01 5.500000 3440.04 60.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.500000 141193.08 104764.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-02-01 6.336000 1154.54 78.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 6.000000 1972.06 166.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 6.000000 6614828.17 6599251.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.500000 2010024.65 1437700.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-07-01 4.000000 2949.73 870.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.490000 202499.73 138233.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 4.290000 11023704.50 455045.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-07-01 5.000000 6801487.59 97859.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 4.835000 1986307.90 1818310.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 7503.05 188.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-10-01 6.500000 8373547.91 342821.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 2.500000 505050.57 291407.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-04-01 5.500000 9020.16 103.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-08-01 5.000000 1877.73 71.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.818000 5781059.44 5342151.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-05-01 5.500000 1543290.12 195538.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-25 2.500000 491294.33 377480.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2036-12-01 6.000000 8116.18 53.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 637699.06 616065.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-09-01 4.000000 1245.92 96.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-11-01 2.000000 1002769.07 637808.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-11-01 5.000000 6367.18 5864.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-11-01 2.000000 34356434.80 24782983.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-11-01 5.500000 14198406.23 1473174.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-09-01 5.000000 1385450.02 14517.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 5.613000 320826.01 79997.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.500000 26054276.87 16903753.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-05-01 5.000000 15562.24 55.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 95410482.63 92018890.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 4.500000 1965.18 524.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 4.665000 5551114.04 508851.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 6.500000 5453367.10 1470414.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 6.000000 5262.75 180.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-12-01 5.500000 276853.20 5710.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 2.500000 46181.67 31830.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-25 4.000000 2721.77 650.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2034-05-01 5.000000 981593.30 14270.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-11-01 5.000000 40827772.60 38701700.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 5.000000 1626907.43 84055.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-07-01 5.500000 16015.21 378.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2036-04-01 5.500000 9672.60 104.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.086000 20757385.05 18401828.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-02-15 3.500000 1203.67 979.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2050-03-01 2.500000 2947.77 1295.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 5.500000 4294739.81 404315.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-04-25 6.000000 2088.98 336.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2041-11-01 2.160000 2817081.71 1792697.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 6.000000 22548628.47 20985258.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 1574774.22 164398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 5652171.32 5692588.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-09-01 4.500000 42225.77 1083.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.500000 4217732.37 3594945.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 3.500000 2456471.67 1354918.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.000000 1021125.79 53147.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-10-01 5.000000 2836662.73 110895.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-08-01 3.500000 1965.18 1676.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-05-01 4.500000 8305.82 192.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-08-01 4.000000 447077.84 111851.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-02-01 4.596000 1110.33 6.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 2.500000 685846.89 490606.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-01-01 4.500000 8745.04 217.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-11-01 5.423000 45370.05 11579.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-03-01 4.000000 1965.18 474.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.500000 40088359.89 35591436.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-01 2.265000 6843.73 4457.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-11-01 6.500000 33914.05 39.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.500000 10082578.13 97399.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.000000 126753.94 12459.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 6958405.04 6737309.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 5.500000 2138.11 119.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.500000 4239784.61 4213788.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-11-01 5.500000 4046.30 43.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 3.000000 6974906.63 3581510.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-08-01 5.500000 2927523.69 34708.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-10-01 6.000000 1965.18 178.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-03-01 4.060000 18327.24 260.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2035-07-01 5.922000 7512281.43 77420.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.500000 8414195.63 441810.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-06-01 4.820000 15304462.08 248468.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-10-01 6.000000 196517.73 41648.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 1309452.68 1274040.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-07-01 4.590000 2195.10 2153.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 2038937.32 1972393.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-02-01 2.240000 10761311.08 8860278.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 2.500000 1473883.00 370098.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-12-01 2.410000 7330.11 4814.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-09-15 6.000000 1274907.81 101315.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-11-01 2.500000 4276.23 2620.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2041-07-01 5.500000 668160.29 243732.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-05-01 2.500000 982.59 607.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-10-01 2.000000 5541800.08 3348840.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-04-01 6.000000 1965.18 25.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 6.904000 8084.74 548.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-09-01 4.152000 3943085.09 4880.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-07-01 3.925000 1976.97 61.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2024-07-01 4.500000 2052.63 5.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.435000 984.55 598.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.000000 77615.66 23236.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 6.000000 4715443.01 155134.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 6683565.16 6843592.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 2.000000 284950.71 204577.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-25 4.000000 1956057.93 351917.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2038-05-01 5.000000 1026441.60 941076.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-01-01 5.500000 2527527.57 194133.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 6764132.52 6708796.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 8983099.73 8898912.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-01-01 5.500000 6709.12 27.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 3.000000 2107.65 392.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-01 3.952000 9825886.67 208771.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-01 2.500000 32425.43 16260.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2036-12-01 2.000000 52926154.96 38580213.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 5.629000 33932981.33 3713231.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-09-01 1.500000 3933.30 2562.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-03-01 4.500000 5256849.37 893355.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 2.958000 3536.34 2025.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-04-01 6.000000 1965.18 665.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 696030.44 689194.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 992698.52 982918.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 6.000000 1050814.71 104288.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-01-01 5.000000 9329.68 154.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.500000 45772.91 35949.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.500000 8729317.71 6980967.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-07-01 2.500000 872239.05 631100.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 475346.92 413931.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-07-01 3.000000 214861.68 39243.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 2.500000 1780.45 1389.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2034-06-01 4.987000 6495.89 16.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 8610.42 8402.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 5.500000 7276073.01 360487.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.162000 76641.92 56622.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2032-07-15 6.500000 4706.60 251.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-11-01 1.220000 24564716.67 17757506.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-01-01 4.000000 2024.13 119.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 6.000000 3973726.13 35060.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.000000 7002418.13 445748.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-10-01 3.000000 116312.95 21135.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 3.500000 98258.87 56357.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-06-01 5.000000 2814350.11 391779.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 4.400000 14837088.87 14369941.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.500000 11503758.02 11236458.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-08-01 5.000000 289022.56 83505.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 6.500000 790754.93 12665.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-11-01 4.000000 1106.40 1057.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-12-01 4.050000 1029.75 9.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-12-01 5.000000 356198.22 327030.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-09-01 6.500000 5158590.50 1520441.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-10-01 6.500000 5171364.15 37918.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-08-01 5.000000 1965.18 143.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-11-01 6.000000 3015.57 70.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-10-01 2.930000 303385.06 280561.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-03-01 2.610000 3350.63 2573.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 2336766.82 2166646.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-06-01 4.500000 3119520.53 468478.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 1.500000 17575302.11 12218621.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-15 3.500000 2064430.58 425686.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2039-02-01 5.000000 4643.71 140.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 377314.05 363703.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 7872309.78 6606871.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.000000 795522.45 759074.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 6.000000 3558024.31 3434755.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-06-01 4.000000 47977122.13 7746425.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 3.500000 13019139.67 11551158.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-09-01 4.043000 5497942.23 68374.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 6.500000 3897546.03 3864085.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 43914663.33 36383902.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.500000 1965.18 203.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 6.000000 1967.14 50.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-09-01 5.000000 1974.02 101.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 6.500000 3634595.48 55031.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 37782.50 27527.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-04-01 4.000000 8308.77 368.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 3.800000 219769.71 208044.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.500000 22330472.17 11769347.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-09-01 2.500000 4168642.24 650258.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-10-01 4.500000 222782.33 10266.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-09-01 5.500000 30960074.82 794002.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 98261767.27 50190327.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-01-01 3.000000 5839.52 1269.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-07-01 5.500000 7270173.54 277070.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 3.000000 5298656.55 4459962.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-08-01 7.000000 3340801.47 213762.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-09-01 4.500000 1486674.34 1329050.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-06-01 2.500000 13756241.33 5910852.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-01-01 3.500000 985.54 291.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-12-01 2.500000 62640205.35 18016237.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-06-01 6.000000 13257.09 59.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.500000 2231313.44 1683626.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 3.500000 340958.27 124073.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-04-15 5.500000 1045022.35 272527.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2050-12-01 2.500000 27512.48 14415.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-11-01 4.933000 1048.42 28.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-12-01 6.500000 5966781.47 134287.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-01-25 5.500000 90165345.72 83879058.01 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2037-09-25 6.000000 21558.00 822.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2046-10-01 3.000000 476555.50 144130.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1727703.34 1755043.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 5367550.75 5030451.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 2804430.88 2830729.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 4.000000 29138037.07 24701153.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-05-01 6.000000 3630384.10 492080.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.500000 4507040.87 4605211.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 3.500000 10682924.08 1704633.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.000000 2844749.44 578063.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-02-01 6.000000 21814492.26 421532.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-04-01 3.000000 12268947.96 1717922.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-25 3.000000 830669.65 684071.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-10-01 2.000000 564988.48 397545.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-12-01 3.000000 1473883.00 400458.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-12-01 5.000000 5896136.29 289249.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 5.415000 4911206.12 40169.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 4.000000 3085.33 182.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 6.000000 9198.01 373.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-06-01 5.500000 97247763.28 708722.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-01-01 5.000000 4618166.73 738153.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-01-01 4.375000 88586.26 313.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.500000 1064.14 18.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-10-01 3.825000 120588.19 113004.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-03-01 4.531000 1012.07 0.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-12-01 5.500000 3853712.75 53060.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 5861734.88 5039920.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 1.500000 15170332.83 10371064.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-05-01 5.500000 221711.31 2255.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-06-01 6.000000 85467096.05 883962.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-01-01 3.300000 7474.55 5998.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-02-15 5.500000 43917.78 9973.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2037-08-01 6.500000 1165806.08 9819.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-07-01 5.000000 3221.91 81.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.500000 1292192.53 925670.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-03-01 6.000000 3677829.38 41970.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-11-01 4.000000 2517793.06 197677.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 2870141.50 729985.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-02-01 5.500000 1429.67 26.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.500000 7277987.09 6944153.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 44434236.56 41675388.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-06-01 6.000000 1105.41 3.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 6.000000 20796115.75 21084506.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-08-01 6.000000 26938770.76 243725.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 3.000000 50112.02 12681.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 4.000000 35267604.99 31615869.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-01-01 5.500000 982588.67 13050.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 341942.82 32140.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.500000 467465.58 338168.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-12-01 5.500000 2917.31 48.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.500000 27020023.97 19133883.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-09-01 3.000000 13503708.19 4506810.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-01-01 3.500000 931804.55 705281.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-06-01 3.400000 5832.65 5122.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 2136111.41 1646679.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-10-01 5.370000 2610619.19 36787.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-10-01 6.500000 3469.52 10.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 5.500000 12340433.25 293194.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 2076209.85 1873857.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 2.500000 485398.80 276825.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 3.460000 31464236.15 598975.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 1063652.23 1075005.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 4.500000 64378959.86 60562769.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-04-01 3.000000 111146491.76 65217113.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 32975.68 28998.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-01-01 5.000000 1965.18 31.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-01-01 5.000000 40134.82 763.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.570000 9426.96 8390.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 8406656.23 8288235.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-03-01 4.500000 4629.96 66.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-11-01 7.500000 1473883.00 882953.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2036-02-01 3.960000 1461218.41 77107.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-06-01 5.500000 6151.01 362.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-12-01 5.500000 18905.01 143.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 5.500000 9162639.32 56088.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-01-01 2.500000 3912.67 2410.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 3.500000 4206334.35 3750285.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-09-01 5.000000 1965.18 546.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 3.000000 2806409.81 1408886.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2032-12-25 3.820000 8764356.83 8134447.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 9629368.93 7335123.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.000000 12503268.83 12165138.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-11-01 3.000000 3835075.01 504850.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 5.500000 49511249.60 16212847.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-09-01 4.500000 2106640.62 221046.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-06-01 3.500000 765463.10 637554.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-01-01 7.000000 17743587.13 294520.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 180284058.77 184031563.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 40318799.53 34105305.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2042-04-01 2.000000 931610.98 709229.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 120010379.90 118992971.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-03-01 4.000000 2214.76 180.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 1.500000 17802850.98 12427329.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.500000 53737964.80 52378684.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-05-01 4.500000 1417568.88 152273.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-07-01 5.544000 989.47 29.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-07-01 4.850000 2007.43 2012.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-10-01 6.000000 13351414.80 298860.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-07-01 4.000000 65460684.85 14289232.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-07-01 6.000000 11159396.07 662305.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 3.000000 173853.34 137423.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-07-01 4.000000 3961.80 3197.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-09-01 3.000000 1030735.51 195369.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.313000 2418389.48 2149260.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 5.500000 227960.57 29791.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-07-25 2.000000 1675710.64 877433.74 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2052-09-25 5.500000 676217.52 389546.15 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2050-08-01 4.000000 52022025.01 47004135.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 3.500000 982.59 336.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-06-01 4.000000 24168733.43 20787120.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-02-01 3.000000 1965.18 544.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 3375640.13 3059625.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-09-01 6.000000 3403934.75 19800.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.500000 349418.36 263238.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-03-01 2.520000 21616950.67 20688178.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-03-01 2.770000 2348200.22 1731077.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 3.000000 5936.80 3458.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-07-01 2.000000 1860042.31 856244.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 1286.21 1132.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 4.500000 71163.98 63386.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-12-01 5.214000 475676.09 46849.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.500000 13144908.07 11144848.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 6.000000 3120856.85 185108.20 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2947766000.00 2947766000.00 0.0110 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 5.300 0SB003ZT0 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2050-11-01 1.500000 2180089.16 1248940.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-04-01 4.000000 7656190.26 1187327.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 981778.50 608710.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 1687327.15 1624044.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 3.000000 2271052.04 1540935.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 1706868.75 1695789.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 3.000000 2645704.92 1517684.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 13635101.65 1868267.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 2513419.67 1463173.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 3.500000 5869556.84 1210838.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-09-01 4.000000 5916914.01 1441818.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 2.500000 1817503.19 1346019.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-02-01 4.000000 9843238.42 1988144.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.000000 3717072.81 1468185.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 1316829.09 1236443.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 1513309.51 1508838.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-07-01 2.000000 99361.46 68559.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-04-01 4.000000 5053286.39 1457196.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.000000 1334354.40 1213686.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 3.000000 2104747.74 1768602.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 3.000000 2269451.81 1944522.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 3.000000 1730107.56 1507394.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.500000 1984278.69 1393255.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.000000 2979408.47 1995455.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 2.500000 1831074.17 1549320.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.000000 1833818.98 1588109.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.500000 2645704.92 1978259.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 1328143.87 1200973.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.500000 1851993.44 1370376.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 4.000000 1375766.56 1194462.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.500000 2645704.92 1952955.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.500000 2645704.92 1975376.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-11-01 3.500000 1368468.27 1263655.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 2376934.74 1945894.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-05-01 2.000000 2063649.84 1450276.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.500000 2509503.13 1994612.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-05-01 4.000000 4131516.13 1175781.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 6.000000 1924148.85 1893855.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-10-01 1.500000 2531444.17 1732932.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 2193899.79 1988477.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 3.500000 4957790.47 1875596.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-04-01 3.500000 17462763.65 1633356.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-05-01 2.500000 2636651.47 1300140.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-10-01 2.500000 2654389.55 1601715.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 9687506.41 1193268.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.500000 2169762.71 1976046.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 1.500000 2045228.32 1262392.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-06-25 4.000000 1266490.32 1210012.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.000000 1412986.07 1381062.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-11-01 2.000000 2450030.17 1658249.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 2095382.31 1689943.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 1423106.58 1367223.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 10014381.34 1350388.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.500000 2772167.34 1701091.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2061-11-01 4.000000 1931787.90 1697828.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 1608591.45 1614159.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 1.500000 2622211.80 1864360.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 2.500000 4615167.66 1977460.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.000000 1859930.56 1352600.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.500000 1714416.79 1190426.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 1326950.23 1310207.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-05-01 2.500000 2451478.06 1617373.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.000000 1851993.44 1421001.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.000000 1834690.53 1371059.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 2083045.18 1954612.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-05-01 2.500000 1501437.54 1193615.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.500000 2645704.92 1487272.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 1.500000 2772664.89 1834296.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 2.500000 2367562.17 1705330.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.500000 1957821.64 1462124.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 1330333.67 1284794.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 2.000000 2191860.70 1366362.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 1419069.66 1419219.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.500000 1703833.97 1216602.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 3.000000 1414581.96 1241647.90 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 111119606.55 111119606.55 0.0004 N Y Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 5.280 0SB003ZR4 0001675365 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-15 0.125000 57550500.00 57458613.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.125000 31647800.00 36381403.05 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 92000000.00 92000000.00 0.0003 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 5.300 0SI002QD0 0000839336 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2051-09-01 2.500000 4690336.00 3363845.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 6.000000 1148920.00 1153796.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 4.000000 1050.00 506.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 3.000000 10352872.00 8375390.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 4.000000 1000.00 239.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 702862.00 697812.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 11298.00 11086.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 20005.00 2088.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 2752017.00 421908.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.500000 2020334.00 1864072.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 4.000000 2000.00 589.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 209098.00 208357.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-11-01 3.000000 13715000.00 3547080.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 6.000000 3034083.00 2905405.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 12683481.00 11741612.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-03-01 4.000000 3807881.00 1418044.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.000000 68840228.00 12550998.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 2266210.00 2088467.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.500000 500001.00 362925.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-11-01 3.000000 4001.00 821.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 2.500000 2864989.00 2103268.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 2.000000 8292839.00 6493247.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 1791632.00 1637825.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 4.000000 13000.00 1555.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 3.500000 19478302.00 5626872.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 4.000000 102668.00 92587.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 4.500000 2413682.00 2206376.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2034-08-01 3.500000 2591.00 282.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 2.500000 35922.00 8135.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 3.500000 50898631.00 36941468.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 6549717.00 4871559.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-08-01 3.000000 24926690.00 17240955.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 2.000000 10924614.00 7345109.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 3.000000 3000.00 1643.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 1783836.00 1778565.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-05-01 3.000000 87872.00 24940.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 6.000000 1209836.00 1223831.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 2.500000 31808426.00 24566477.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 2.500000 4064433.00 3163938.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 4.000000 9351900.00 2631843.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 7.000000 1956255.00 2024372.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 2.500000 341400.00 263091.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.500000 2141220.00 1959483.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-06-01 2.680000 10222200.00 9256726.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.500000 6859.00 6265.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-07-01 2.000000 1000.00 692.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 5817.00 5403.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-06-01 4.000000 1000.00 263.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-05-01 4.000000 21449.00 4151.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 4.500000 9331740.00 2547553.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 4.500000 144564.00 39370.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-10-01 4.000000 119984571.00 18907804.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 2.500000 20322908.00 13626680.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 2.500000 4098898.00 3137779.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 4.000000 549000.00 144055.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-03-01 2.610000 484570.00 372200.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-06-01 2.500000 1149457.00 735654.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 4.500000 4289453.00 4074980.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 1292070.00 1332680.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.500000 1001691.00 1047339.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 2.500000 2256000.00 1290564.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-03-01 4.000000 1000.00 190.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.500000 3039.00 893.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-10-01 5.290000 17679.00 506.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 1000.00 923.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-01 2.000000 17624358.00 11936825.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-10-01 4.000000 1002.00 199.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.500000 30189125.00 25734421.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-05-01 4.500000 15000000.00 4503860.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-10-01 2.510000 4532.00 3220.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.500000 13586241.00 12874428.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 5668.00 727.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.000000 1001.00 134.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.000000 2159572.00 1560551.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 3.000000 8828401.00 7289644.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 3.500000 1001.00 156.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 3.000000 4999.00 1664.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-06-01 4.000000 3055.00 404.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.000000 5928544.00 1847585.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.000000 4016432.00 3439597.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-10-01 2.140000 15246900.00 13140134.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.000000 33707699.00 26117424.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 1000.00 958.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 1048771.00 1086571.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 2115456.00 1570482.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 2.500000 25885056.00 19179787.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 2375684.00 240289.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.500000 1780070.00 1664379.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.000000 1939906.00 1570018.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 12731488.00 11871051.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 3.000000 5226082.00 4060047.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.500000 23170025.00 17705043.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 3.500000 183230.00 144054.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 237840.00 215091.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-10-01 4.000000 1005.00 194.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.690000 1052.00 733.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-10-01 3.000000 1999.00 1657.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 1001.00 790.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 4.500000 19933279.00 18547299.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.000000 6724915.00 6338544.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 6.000000 466740.00 429463.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 208640.00 202014.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-08-01 4.500000 2048.00 331.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-12-01 1.500000 5852.00 3322.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-08-01 4.000000 4778931.00 1146965.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 208139.00 188653.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.810000 1556.00 1064.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.500000 2466809.00 2237247.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 4.500000 47849.00 43957.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-12-01 3.500000 1205.00 535.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 1000.00 217.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-04-01 5.000000 8032.00 134.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 1040.00 974.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 4.000000 3203013.00 1037146.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 6.000000 1000.00 988.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 4.000000 32222644.00 4554418.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-09-01 4.000000 3028648.00 1613243.56 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 425000000.00 425000000.00 0.0016 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 5.280 0CAN07VX2 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-12-19 0.000000 239.00 235.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-12 0.000000 492952.01 489900.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 3.250000 1425583.93 1374698.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2037-02-15 4.750000 716.99 764.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 23.90 18.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-30 2.875000 47.80 48.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-02-15 2.125000 33244.27 47964.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-11-15 2.875000 477.99 374.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.000000 84078.60 82768.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 2.500000 4851.61 7063.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-12-31 0.375000 9474281.33 8582522.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-30 2.875000 11454478.09 10754774.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 6.125000 1625.17 1783.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-08-15 1.750000 23.90 16.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 477.99 328.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-11-15 2.000000 239.00 167.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-14 0.000000 23.90 23.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-31 4.125000 10817459.63 10754794.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-08-31 4.375000 377708.40 379419.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 2.375000 736703.46 1116852.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 3.375000 40103.44 34634.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 2.375000 23756.15 38103.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-15 0.375000 321687.87 306769.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-02-15 0.750000 14793.82 14884.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2038-05-15 4.500000 23.90 24.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 1.375000 5710628.86 6648920.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-15 3.875000 1659966.76 3408937.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-02-15 0.125000 95.60 68.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 47.80 29.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 5.500000 71.70 75.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-02-15 0.750000 2603186.19 2835524.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 4.500000 175972.35 176540.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 2.000000 295159.37 447276.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-05-15 3.000000 286.79 236.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-04-15 3.375000 231729.98 446052.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 31786.39 29253.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-31 3.625000 53295.98 52240.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-06-30 4.625000 17900.76 17930.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-06-30 3.250000 602268.52 573561.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 2.000000 23.90 22.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 3.625000 204006.51 201112.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.500000 4887982.64 4835407.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 0.750000 8020926.13 7266957.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-31 1.250000 23.90 20.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-31 0.500000 71.70 61.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 3.875000 13407.64 13374.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-15 6.000000 955.98 986.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 3.500000 23.90 23.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-15 4.500000 143.40 144.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 2.000000 239.00 152.59 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 59748861.27 59748861.27 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.280 0CTG14AV0 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-10-31 4.000000 307686800.00 307195905.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 0.000000 100.00 97.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 104786700.00 103756692.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 3.875000 100358000.00 99047377.97 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 500000000.00 500000000.00 0.0019 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.340 0CTG149D2 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 244777700.00 242371642.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-31 0.500000 1182832300.00 1011165714.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 0.500000 200.00 172.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 3.250000 100.00 96.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-10-31 2.250000 700100.00 681240.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-15 2.250000 588600.00 544331.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 19542400.00 19840134.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-09-30 0.375000 465300.00 396689.01 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-21 2023-09-21 2023-09-21 N N N 0.0534 1250000000.00 1250000000.00 0.0047 N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.280 0CTG14AU2 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 1340000.00 1326828.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 3.625000 508483800.00 501269273.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-31 0.500000 100.00 85.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 0.750000 127600000.00 109342710.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-15 2.250000 600.00 554.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-10-31 2.250000 62300.00 60621.72 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0528 600000000.00 600000000.00 0.0022 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.310 0CTG14AN8 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-30 3.875000 61412900.00 60672225.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-31 2.750000 295587500.00 274649431.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-10-31 4.000000 26225800.00 26183958.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-03-31 3.625000 312150700.00 305771491.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-03-31 2.375000 6989100.00 6397544.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-15 1.500000 179457900.00 152074809.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-15 0.250000 7505700.00 8115293.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-04-30 3.500000 55589800.00 53866203.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-31 1.750000 100.00 87.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 27116400.00 26708936.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 99846900.00 79239821.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-10-31 2.250000 1153600.00 1122523.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-30 2.875000 162818100.00 152872254.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-15 3.875000 159080400.00 326690371.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-06-30 3.250000 13128900.00 12503104.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-28 4.000000 23544200.00 23206152.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-31 3.125000 24317200.00 22850678.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-09-30 3.875000 264137100.00 262733943.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 2800.00 2576.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-15 0.125000 201722000.00 212604533.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 407975600.00 356226697.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-15 2.375000 14217200.00 12956349.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-28 1.875000 142200.00 125538.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 250658200.00 240772082.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-31 2.625000 110161900.00 100973436.62 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-05 2023-09-05 2023-09-05 N N N 0.0531 2666000000.00 2666000000.00 0.0100 N Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.300 0CTG14AT5 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASUR 2044-08-15 0.000000 44643.62 17662.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 4164855.80 3465176.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 53813.64 25665.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-08-15 0.000000 27705.82 9748.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-02-15 0.000000 845186.31 277308.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-11-15 0.000000 84821.30 26444.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 20387.80 6578.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 4338.96 2099.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 33775.07 16421.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 4037.35 1545.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-11-15 0.000000 48511.65 16411.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 6265.03 2504.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-02-15 0.000000 2157895.36 1923394.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 4794.02 1856.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-11-15 0.000000 61861.87 19806.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 595415.89 309876.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-08-15 0.000000 1796825.20 923605.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-11-15 0.000000 33378.21 10329.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 2571.63 1487.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 2645.71 1161.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-11-15 0.000000 7032.28 2875.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 4577.07 2001.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 37616.63 19073.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-05-15 0.000000 116590.92 37927.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-02-15 0.000000 210344.12 116856.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 4476267.30 3576671.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-11-15 0.000000 4533567.60 4082708.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-05-15 0.000000 1802116.61 545578.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-11-15 0.000000 4735356.53 4099085.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 107399.75 45351.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-11-15 0.000000 21202.68 8300.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-02-15 0.000000 871140.68 458635.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-05-15 0.000000 315510.89 108281.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 404417.16 236759.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 80487.64 33281.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 91885.33 50313.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 10.58 4.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 82762.94 30436.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-08-15 0.000000 35209.04 11720.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-05-15 0.000000 6863156.12 5375656.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 7442330.18 3489552.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 36547.77 17484.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 30055.21 10951.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-02-15 0.000000 32018.32 11069.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-02-15 0.000000 72116.62 26755.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 142063.77 61442.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-11-15 0.000000 503885.08 166647.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 1186990.22 445015.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 529453.18 163726.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 46241.63 23243.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 26414.72 11471.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 6180430.19 2194528.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-02-15 0.000000 14143.94 4759.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 108749.05 43952.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-05-15 0.000000 6222395.80 5075925.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-08-15 0.000000 42352.44 14436.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 46664.94 21485.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-11-15 0.000000 28663.57 10355.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-11-15 0.000000 34394.16 16182.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 0.000000 5266191.00 4254455.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-11-15 0.000000 4796205.10 3679806.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 28695.32 14184.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 333205.37 142336.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-08-15 0.000000 112103.81 34460.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 1362162.34 834556.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-08-15 0.000000 30351.53 9503.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-05-15 0.000000 1100008.01 1011103.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-02-15 0.000000 140624.51 50344.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.000000 20303.14 6299.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-11-15 0.000000 15948.31 7702.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 0.000000 3896450.57 3407710.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-05-15 0.000000 30610.81 10244.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 32552.75 10350.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 167155.64 69792.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 27996.85 9764.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-05-15 0.000000 36637.72 11556.38 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 50268393.44 50268393.44 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 5.310 0CTG14AW8 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-08-15 2.250000 1222243200.00 828617651.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-15 0.750000 21744900.00 24903279.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 0.000000 5000100.00 4865947.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 99000.00 100508.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-01-15 0.125000 3422500.00 3510109.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-15 0.125000 94277700.00 99363809.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-08-15 3.000000 759150700.00 600565141.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-07-15 0.125000 26582300.00 26361749.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 0.625000 168256600.00 205985974.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-15 0.125000 201923200.00 220194959.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-15 0.500000 86900.00 100071.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-15 0.250000 34409000.00 37203611.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-07-15 0.125000 40000.00 42147.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-15 0.125000 283689200.00 283236255.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 0.375000 350793300.00 414536041.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-07-15 0.625000 218847000.00 206300908.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 1.250000 72931000.00 71652328.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-15 0.375000 81200.00 100074.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.125000 237350600.00 272851441.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-01-15 1.125000 86555300.00 82712908.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-15 0.125000 139786000.00 145854968.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 23910400.00 22661429.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 0.875000 13894000.00 15799668.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 0.125000 2201300.00 2479061.02 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 3500000000.00 3500000000.00 0.0131 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. (REPO) DAIWA CAPITAL MARKETS AMERICA INC. (REPO) 5.300 0QR0036T9 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2047-08-01 3.500000 17575103.00 11472338.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 4.000000 819171.00 744117.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.000000 2455898.00 2389482.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 2635350.00 2623165.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 4.000000 23609625.00 21638854.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-12-01 3.500000 3000000.00 437544.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.000000 5012400.00 4336487.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 4.500000 4382937.00 4084454.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 6652990.00 6466609.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-02-01 4.500000 1706293.00 507032.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 3.500000 22880101.00 20068444.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-02-01 4.500000 14590914.00 2266488.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-10-01 4.000000 1234948.00 258135.67 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 4.375000 157.00 160.37 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2053-07-01 5.500000 10441326.00 10181280.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 4.000000 7750000.00 683030.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 10960263.00 8120607.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 10003688.00 9715784.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-03-01 3.500000 1658347.00 86126.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 2.500000 27349.00 22550.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 4.000000 50151522.00 7548031.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-03-01 3.500000 179643734.00 33172899.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-10-01 3.500000 4115404.00 684428.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-15 1.625000 131300.00 122026.74 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2047-11-01 4.000000 26450000.00 3297126.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 4.000000 2380851.00 376082.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 310850.00 285834.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-11-01 1.500000 100000000.00 61418589.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-09-01 4.500000 16132294.00 272246.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.000000 9866500.00 9935121.51 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-15 0.125000 29900.00 29327.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2052-08-01 4.500000 29815000.00 27488756.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 4970824.00 4826150.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 5.500000 1905420.00 1849284.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-04-01 2.000000 9123550.00 6226911.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-08-01 4.827000 25083883.00 186256.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.500000 27817577.00 26010188.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-05-01 2.500000 109549.00 86185.94 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-08-15 1.750000 100.00 67.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2029-01-01 4.000000 91884.00 12844.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 307251.00 233244.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.000000 1000.00 917.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-08-01 4.500000 100489876.00 4568664.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 3.500000 6600576.00 1403161.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-11-01 4.500000 2473083.00 1045936.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 3.500000 60043769.00 9533351.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 28535112.00 27317679.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 4.500000 34722757.00 32426692.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 13782041.00 12547944.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.500000 970135.00 913992.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-11-01 4.000000 5301548.00 1579044.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 3.500000 10358100.00 8971426.59 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-06-30 2.000000 200.00 195.14 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2053-07-01 5.000000 20547935.00 19952179.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 4.000000 2000000.00 229041.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 2.125000 20390200.00 20058859.25 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2043-09-01 4.000000 3615289.00 935798.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 3.000000 10061426.00 7827960.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.000000 44099.00 40154.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 4.500000 4786752.00 4541601.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-11-01 3.500000 29000000.00 9636138.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-09-01 5.500000 5074919.00 26.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-07-31 5.450067 700000.00 703219.52 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2045-10-01 3.095000 25148760.00 2552229.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-03-31 2.125000 4000000.00 3960124.79 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2047-02-01 4.000000 1121465.00 648324.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-15 3.625000 23680000.00 23328318.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2042-07-01 4.000000 100880982.00 8965968.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-09-01 5.500000 312628396.00 9052637.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 22936385.00 22741937.97 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-31 2.125000 2636600.00 2482333.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2035-08-01 5.672000 115050000.00 1248217.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.000000 1133054.00 267956.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 8833296.00 8895385.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 4.000000 61426592.00 55187117.91 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-30 3.000000 400.00 390.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-31 4.125000 1000.00 994.21 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2051-05-01 2.500000 1476025.00 1064337.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 3.000000 10000000.00 6432099.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-12-01 3.000000 1010977.00 99217.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 1000.00 961.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 27454695.00 26656369.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 3.500000 2288288.00 242106.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.000000 7044981.00 743806.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-01-01 4.000000 5000000.00 1117300.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-09-01 3.500000 8916244.00 3277711.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.000000 219665.00 197865.26 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-30 2.875000 370000.00 357644.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-01-01 5.000000 8265560.00 7983728.68 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 0.750000 2701900.00 2315306.19 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2048-04-20 3.500000 1087.00 62.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 2.500000 1550000.00 563314.93 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 1.750000 100.00 95.86 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2048-05-01 4.000000 17000000.00 3796168.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 4.000000 1057492.00 260067.47 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.500000 1000.00 989.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-01-01 4.000000 100444.00 91246.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-03-01 4.000000 4918850.00 4461303.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 4.500000 5211175.00 4903562.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-06-01 4.500000 19300000.00 977230.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 4.500000 1089195.00 461428.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 3.500000 75015876.00 25214036.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 67653.00 56717.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 3.500000 12401856.00 10679351.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 5854070.00 5685333.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-09-01 4.000000 5710319.00 1103131.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 3.000000 41394799.00 32193249.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 4.500000 21600495.00 20310320.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-08-01 3.500000 2683253.00 409370.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.500000 11164900.00 10458733.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.000000 239972.00 219560.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 4.500000 49998151.00 2843758.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 4.000000 11667930.00 872355.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.500000 15688340.00 15321681.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-05-15 1.250000 1800.00 942.22 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2046-07-01 4.000000 1062474.00 293264.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 1.500000 320706.00 177494.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 30903201.00 29309091.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 4.000000 25100247.00 6204567.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.000000 393000.00 53357.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 3.695000 250000.00 215245.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 3.500000 50134536.00 43889547.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.500000 14958012.00 12712023.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 4.125000 260300.00 257435.36 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2047-09-01 4.000000 65086224.00 19592433.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.000000 46887540.00 42768691.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-06-01 3.500000 8146015.00 1619968.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.500000 34433296.00 35099465.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 4.500000 291074.00 276787.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-08-01 2.000000 159751.00 129792.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 4.000000 1181250.00 400995.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-10-01 4.000000 9420000.00 2942964.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 6.000000 21750028.00 417618.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 92156439.00 16974939.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-04-01 3.000000 114960.00 91722.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-02-01 5.500000 8720216.00 391201.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 52000000.00 49423102.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 7872907.00 7483787.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 1013.00 1003.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-05-01 3.500000 4055591.00 1332066.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 1042880.00 1038242.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 4.500000 7383652.00 6977818.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-03-01 4.000000 2551486.00 1152869.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-03-01 4.000000 2182089.00 754949.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-03-01 4.000000 18600000.00 4428763.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-02-01 4.000000 179999997.00 44962364.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-09-01 5.000000 137146138.00 2484045.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 31070807.00 24673410.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 4.000000 12000000.00 1189373.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 3.500000 2611307.00 703928.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 812702.00 718087.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-07-01 3.500000 3000000.00 162934.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 2.000000 2000.00 1366.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 4.000000 1044325.00 976060.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 4.000000 339002.00 306639.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.000000 16000003.00 15145644.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 107499665.00 104592730.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 21816007.00 20635260.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 72716013.00 72095478.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 5948850.00 5985777.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 2024-01-31 2.250000 39000.00 38562.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 0.625000 500.00 513.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2043-04-01 3.500000 1437025.00 378906.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-31 5.448067 18300.00 18385.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-03-01 5.000000 39422026.00 37400134.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 20337503.00 20132201.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 7438789.00 7490525.78 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 5.338067 970000.00 973809.06 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2048-08-01 4.000000 1774415.00 682949.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 4.500000 277397.00 265166.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 5015905.00 4973381.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-05-01 3.500000 3045471.00 899906.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 14619935.00 14175213.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-10-31 4.000000 23300.00 23262.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2052-10-01 4.000000 13077176.00 11577713.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 3.500000 1195294.00 1071027.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-02-01 4.500000 1553.00 11.95 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 0.125000 84100.00 100435.88 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2042-06-01 4.000000 2449650.00 182226.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-11-01 4.000000 11095090.00 2787778.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 3503986.00 3420407.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 76.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2048-10-01 4.500000 60000000.00 14003746.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-30 2.875000 15000.00 14623.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2052-05-01 3.500000 3567427.00 3113226.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 4.000000 316868.00 270687.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-07-01 6.000000 9310.00 9129.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 890595.00 878408.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 4.500000 452052.00 423307.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-10-20 2.500000 1001.00 728.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 4.000000 12755515.00 11693226.28 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 100.00 61.70 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-08-20 5.500000 1581217.00 1558468.56 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-15 2.250000 100.00 95.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2043-02-01 3.500000 2600000.00 365637.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 4.000000 175123.00 160464.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 13785.00 13664.84 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-15 2.250000 410000.00 378394.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 1.500000 100.00 98.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2048-02-01 4.000000 1985200.00 593807.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-05-01 4.500000 3324485.00 1835119.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2024-08-14 5.550000 12315000.00 12341487.51 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2053-01-01 4.000000 8762772.00 7891324.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 1061753.00 1028902.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 51613718.00 49378519.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 21380593.00 20676862.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 43271908.00 41585989.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-02-01 4.000000 1032103.00 272097.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 13690229.00 13539638.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 4.000000 350087.00 312340.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 4.500000 7050000.00 403351.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-03-01 4.000000 22494802.00 2009316.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 3.000000 50000000.00 37250173.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-04-01 4.000000 1828138.00 285395.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-05-01 5.500000 1329344.00 62.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 2.500000 2875347.00 2238300.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-06-01 2.000000 125338.00 100826.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 4.000000 1521879.00 1378710.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.000000 286209.00 253342.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 4654716.00 4542419.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 1.500000 685362.00 467888.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 7758140.00 7524659.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 7060997.00 6987785.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 50000000.00 27291491.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-04-01 3.000000 62000.00 42650.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.000000 19058290.00 17310374.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-08 0.000000 171366300.00 163008765.55 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-06-20 5.500000 25452915.00 25300765.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 7.000000 272863.00 248839.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 2024-12-31 2.250000 100.00 96.57 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-03-20 2.500000 31545.00 24508.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-01-01 3.985000 33974295.00 28571.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-10-01 6.500000 1108.00 17.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-09-30 4.125000 100.00 100.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 1.250000 25000000.00 21869149.73 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-05-01 5.000000 3347942.00 3159133.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 2.500000 48316.00 37902.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 4997284.00 4815137.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 2.000000 192423.00 158361.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 2691148.00 2685107.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-09-01 4.000000 12281639.00 1048117.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 2.000000 1052153.00 797812.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-11-01 3.500000 4995775.00 405976.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 224820911.00 222906411.06 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 1.500000 50000000.00 47472508.70 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2052-12-01 5.000000 19713519.00 18794948.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-03-20 2.000000 2961995.00 2244901.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.000000 15439086.00 15546464.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 3.500000 39819.00 37629.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-07-26 5.800000 11410000.00 11435634.47 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2052-10-01 5.000000 33552000.00 29859146.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 110466816.00 108805329.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.500000 2136502.00 965152.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-31 1.875000 499900.00 464009.42 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2051-11-01 2.000000 535816.00 397936.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.500000 876919.00 301461.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 4.000000 32250000.00 11935774.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 4905805.00 4937797.17 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 2.375000 5085800.00 4840024.54 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2038-07-01 3.500000 100011.00 94093.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 3.000000 204891.00 174430.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.000000 228925.00 209265.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 4.500000 6815631.00 6467941.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.500000 539884.00 417059.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 3.500000 11932472.00 1403902.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 3.500000 65682666.00 19883874.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 4827417.00 4688319.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.000000 52619.00 47976.43 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-11-15 3.375000 3937000.00 3370575.51 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-04-01 3.500000 33705566.00 29685624.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-15 2.375000 15939400.00 15508519.90 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2052-10-01 4.000000 135277.00 120920.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-12-01 3.000000 11117957.00 603014.90 Agency Mortgage-Backed Securities Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0530 2500000000.00 2500000000.00 0.0093 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 5.300 0DBS25AA3 9J6MBOOO7BECTDTUZW19 0001093579 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 4.125000 39732600.00 39295337.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 35223200.00 32416661.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 0.500000 69311400.00 64659992.62 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2036-11-26 3.230000 90000.00 76709.66 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2026-12-11 2.625000 350000.00 331057.42 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-05-15 3.875000 12900.00 12105.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2024-03-01 0.000000 920000.00 895617.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2024-10-15 1.625000 386000.00 372706.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2025-08-25 0.375000 123000.00 112544.45 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-03-08 1.875000 75000.00 74239.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2032-07-15 0.000000 5000.00 3306.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-13 0.000000 600000.00 598891.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 2024-11-25 5.490000 107000.00 107179.23 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2023-11-06 0.250000 52446000.00 52015345.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2030-01-23 2.080000 25000.00 21476.14 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-31 3.250000 3039400.00 2976028.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-31 5.538067 9999900.00 10038180.55 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2026-03-13 2.375000 100000.00 95394.63 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-05-15 3.375000 65084700.00 61847314.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-08-15 0.000000 9000000.00 4630212.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2025-06-13 2.875000 95000.00 92013.12 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2025-01-06 1.125000 202000.00 191326.07 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 2025-05-15 0.750000 121000.00 112634.95 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 2.500000 3311000.00 2398922.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-30 3.875000 5842000.00 5807945.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 4.250000 2012000.00 2000590.60 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2026-12-11 2.125000 75000.00 69755.19 Agency Debentures and Agency Strips UNITED STATES TREASUR 2047-08-15 0.000000 4560000.00 1604536.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-05-15 3.000000 100.00 79.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-28 1.125000 8326800.00 7849549.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-09-13 2.875000 580000.00 573032.85 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2025-04-11 5.548067 55000000.00 55421836.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2025-06-13 0.500000 85000.00 78493.53 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2027-03-12 1.625000 30000.00 27359.35 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-31 0.250000 28714700.00 26284965.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-02-29 4.000000 43848000.00 43246580.83 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2023-10-02 0.200000 193000.00 192219.85 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-11-15 2.000000 100.00 70.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-11-15 3.000000 12000.00 9648.93 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2023-11-27 0.250000 37000.00 36562.10 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-24 0.000000 1000000.00 987439.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2026-04-24 2.125000 115000.00 108621.70 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 1.125000 33483300.00 20743963.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-18 0.000000 1489000.00 1439276.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 0.750000 10450000.00 9467697.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-01 0.000000 8090000.00 8088851.22 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2036-02-15 4.500000 300.00 313.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-02-15 2.375000 2062000.00 1529941.33 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2027-02-01 2.875000 81000.00 76743.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-03-08 2.375000 40000.00 39791.73 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 2025-11-01 6.750000 72000.00 76155.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2024-02-05 2.500000 4000.00 3955.22 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 1487000.00 1020503.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2025-07-15 0.000000 1000000.00 907390.00 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-11-15 0.875000 600.00 480.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-08-15 1.500000 1050000.00 1011590.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-10-10 0.000000 1610000.00 1600674.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2023-09-08 0.125000 75000.00 74949.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-09-13 0.250000 200000.00 189879.13 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-05-15 2.875000 362000.00 290020.82 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2026-05-15 0.000000 910000.00 798752.50 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 1029000.00 634913.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 4.375000 18595800.00 18530903.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-05 0.000000 361000.00 359141.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2028-12-08 3.500000 50000.00 48277.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-31 3.125000 27667300.00 25998740.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 1.625000 23862600.00 20642831.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 4.375000 44600.00 44777.10 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2027-09-27 6.090000 8000.00 8593.53 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-12 0.000000 1481000.00 1471832.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-03 0.000000 348000.00 346315.68 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2024-02-26 0.250000 71000.00 69185.08 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 54116300.00 48701736.19 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-08-01 6.500000 129678436.00 132374018.42 Agency Mortgage-Backed Securities UNITED STATES TREASUR 2041-08-15 3.750000 1895500.00 1751556.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-14 0.000000 1131000.00 1128692.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 1.500000 33770800.00 30942805.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 1.500000 13428000.00 12922188.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 21673900.00 21460855.04 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2023-09-25 4.875000 6998000.00 7140514.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-20 0.000000 960000.00 957266.88 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-03-31 2.375000 69357700.00 63487283.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-11-15 1.625000 3152100.00 1829355.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2023-09-01 3.250000 3500000.00 3555632.50 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2023-09-25 5.330000 900000.00 908927.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2023-11-10 0.000000 1233000.00 1220269.27 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2023-12-01 0.500000 2000000.00 1976800.00 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-17 0.000000 3250000.00 3227536.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2023-09-12 2.875000 200000.00 202487.31 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-11-15 5.250000 300.00 317.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 4719000.00 2125352.66 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2025-03-14 2.375000 125000.00 121003.30 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2029-09-14 2.125000 125000.00 110962.20 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 2.000000 24566900.00 23509529.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-07-11 0.000000 1300000.00 1241506.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-07-31 3.000000 738000.00 724040.12 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-06-14 2.875000 10000.00 9856.59 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-15 1.750000 2151000.00 2061816.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 2.250000 1139000.00 766197.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-30 3.875000 40118500.00 39634648.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-12-31 1.375000 10000.00 8647.73 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2025-12-12 2.625000 65000.00 62107.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 237000.00 233528.05 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-31 1.250000 73833900.00 64396751.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-12-13 2.750000 10000.00 9736.64 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 5.613067 2500600.00 2516025.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-12 0.000000 182000.00 181679.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 1.375000 1479800.00 1722940.20 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2026-09-24 1.875000 7000.00 6521.11 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2025-11-07 0.500000 2000.00 1823.14 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.125000 12000.00 10714.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 0.000000 2314013.29 1983433.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-31 0.750000 67597200.00 60446700.59 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2030-05-01 7.125000 93000.00 108512.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-07-19 5.550000 225000.00 226407.94 Agency Debentures and Agency Strips UNITED STATES TREASUR 2043-02-15 0.000000 8022000.00 3387465.98 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-09-30 4.125000 61415300.00 61825422.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-15 2.000000 900.00 837.64 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2029-02-09 3.200000 150000.00 140570.33 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 6.250000 400.00 453.47 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2025-06-13 3.125000 30000.00 29128.76 Agency Debentures and Agency Strips UNITED STATES TREASUR 2029-11-15 0.000000 16600252.17 12736261.27 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-10-19 0.000000 530000.00 526239.65 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-30 0.000000 17000.00 16770.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2025-04-22 0.625000 16000.00 14916.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-05 0.000000 131000.00 130904.37 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-19 0.000000 2630000.00 2622662.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2030-08-05 0.875000 36000000.00 28544686.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2027-12-10 2.500000 55000.00 50953.93 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-05-15 2.375000 2058000.00 1438149.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-05-15 2.500000 500.00 365.02 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2027-10-08 0.750000 10000000.00 8684831.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-04-11 0.000000 3286000.00 3179766.91 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2028-03-10 3.000000 20000.00 19150.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-21 0.000000 172000.00 171469.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-26 0.000000 171000.00 169593.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-22 0.000000 2250000.00 2191788.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-02-13 2.500000 1520000.00 1500387.44 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-08-15 2.750000 501300.00 449780.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-11-15 2.750000 28000.00 21334.67 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-10-25 0.000000 3000000.00 2976066.00 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 4.375000 47.00 48.01 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-03-18 0.000000 4141000.00 4021225.72 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-05-15 2.875000 2124000.00 1657955.11 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2029-05-15 6.250000 112000.00 124524.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2023-09-27 3.750000 5000000.00 5072458.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2026-09-11 4.625000 15000000.00 15026216.25 Agency Debentures and Agency Strips UNITED STATES TREASUR 2024-05-16 0.000000 1159000.00 1115703.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 7973100.00 6270896.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-10 0.000000 70000.00 69587.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2025-07-21 0.375000 23000.00 21127.42 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2024-05-15 0.000000 200000.00 192365.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-08-15 3.875000 3965000.00 3757201.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-10-31 4.000000 61144900.00 61047347.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-11-15 2.875000 569000.00 445369.10 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2031-09-15 1.500000 4000.00 3207.09 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-09 0.000000 3059000.00 3027529.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-31 0.250000 2761100.00 2506928.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-05-31 2.625000 36000.00 33986.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-08-15 0.000000 3388000.00 2517395.80 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2042-12-15 3.500000 1000000.00 809164.89 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-31 0.500000 69280000.00 59225268.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2028-06-09 3.250000 20000.00 19158.60 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 2024-09-15 2.875000 57000.00 56230.90 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 2.125000 2416000.00 3444430.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-04-30 3.500000 23574200.00 22843267.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 300.00 261.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2026-09-11 3.000000 95000.00 91898.60 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 1.250000 513000.00 448754.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-11-15 1.375000 100.00 63.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2028-11-16 3.250000 975000.00 935677.44 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-02-16 0.000000 100000.00 97546.90 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2023-09-08 3.375000 90000.00 91396.69 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-08-15 4.500000 481900.00 496180.88 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2024-11-18 0.875000 263000.00 249093.47 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 2035-06-15 4.650000 1000.00 999.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2023-09-08 0.250000 5975000.00 5975103.90 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-11 0.000000 1000000.00 980420.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2023-12-08 3.375000 11400000.00 11419975.65 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-05-15 2.375000 64220500.00 60118807.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 56.75 52.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-12-19 0.000000 500000.00 491865.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 1.000000 244700.00 255981.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 5.500000 2779200.00 2927254.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2053-06-01 5.500000 53378268.00 51514025.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-01-15 0.000000 1000.00 931.05 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-16 0.000000 1863000.00 1841959.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-21 0.000000 3080000.00 3070793.88 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-15 0.000000 38.70 34.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 1496000.00 1417855.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-05-15 2.500000 1013000.00 999736.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-07 0.000000 419000.00 418570.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-31 0.750000 65240000.00 58899014.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-02-15 3.000000 393000.00 311148.45 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2025-09-12 2.625000 25000.00 24166.57 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-09-06 0.000000 900000.00 899233.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2025-03-14 2.625000 120000.00 116897.65 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-08-15 2.875000 66626500.00 62459478.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2038-02-15 4.375000 362300.00 370447.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2026-03-13 4.375000 530000.00 535542.03 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-12-31 0.750000 435000.00 428820.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2023-10-20 0.000000 100000.00 99275.20 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2024-11-15 1.000000 20000.00 18974.69 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-31 2.750000 6167900.00 5730994.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 77644000.00 61619306.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2035-02-05 2.460000 15500000.00 12142338.33 Agency Debentures and Agency Strips UNITED STATES TREASUR 2024-02-15 0.000000 15000000.00 14643000.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-28 0.000000 2500000.00 2467135.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 2.750000 1728000.00 1732286.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-31 0.375000 619000.00 614601.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 15000.00 14774.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-08-15 1.750000 1094100.00 733038.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 1.500000 22307900.00 21180239.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2051-09-01 2.000000 52153830.00 36833539.69 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-15 1.625000 1583700.00 1471848.85 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2025-02-12 1.500000 5000.00 4748.91 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-12-15 4.000000 54272400.00 53813163.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 2.000000 30000.00 19154.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-11-15 4.000000 637000.00 619687.06 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2027-06-11 3.125000 20000.00 19130.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2025-09-12 3.125000 70000.00 68456.72 Agency Debentures and Agency Strips UNITED STATES TREASUR 2036-08-15 0.000000 8171677.43 4647804.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-08-31 1.125000 70911700.00 60836636.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2029-01-15 0.000000 530000.00 414678.36 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-28 0.000000 3500000.00 3485601.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-26 0.000000 4811000.00 4792670.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.625000 67951200.00 64655332.87 U.S. Treasuries (including strips) CASH 2023-09-01 0.000000 25581791.59 25581791.59 Other Instrument Cash Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2000000000.00 2000000000.00 0.0075 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 5.310 0DBS25AB1 9J6MBOOO7BECTDTUZW19 0001093579 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-11-15 3.000000 16149300.00 12985286.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 2.500000 20174200.00 14616832.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-05-15 0.000000 156129800.00 65188719.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 19427000.00 13332424.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-08-15 2.750000 2311600.00 1746889.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 111012400.00 44867326.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-05-15 1.250000 21038900.00 11012885.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-08-15 3.375000 12999800.00 11263434.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-05-15 0.000000 190704200.00 62036266.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-08-15 0.000000 150973300.00 53123277.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-08-15 3.625000 18061100.00 16101147.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-05-15 2.500000 21405600.00 15626943.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-11-15 4.375000 11072900.00 11335456.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 208900.00 128895.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-05-15 3.000000 18606700.00 15367280.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 68214000.00 33718043.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 4.750000 13326400.00 14056769.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-11-15 0.000000 262186400.00 88695299.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-02-15 2.375000 18022300.00 13371998.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2037-02-15 4.750000 10710700.00 11424741.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 5.500000 100.00 105.33 U.S. Treasuries (including strips) Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 500000000.00 500000000.00 0.0019 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 5.300 0DBS24ZY7 9J6MBOOO7BECTDTUZW19 0001093579 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-30 2.750000 21431700.00 20401297.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-05-15 0.000000 2435400.00 1409022.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 99500.00 79606.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 98839656.41 91829157.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 21000.00 17507.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-08-15 0.000000 533000.00 466139.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 14000.00 6497.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 2015000.00 913729.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 18900.00 8265.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-11-15 0.000000 47026400.00 21253910.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 0.000000 70000.00 65686.18 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-08-15 0.000000 3504900.00 1515869.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 0.000000 600000.00 563934.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 100000.00 48397.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-08-15 0.000000 100957700.00 39941491.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 62981800.00 27996417.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-11-15 0.000000 71781000.00 25933972.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 0.125000 256953300.00 289375781.91 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 0.000000 435000.00 372945.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-11-15 0.000000 48000.00 38424.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-02-15 0.000000 220000.00 167791.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-05-15 0.000000 2000.00 1040.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-11-15 0.000000 2105400.00 789337.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-05-15 0.000000 3240000.00 1111948.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-02-15 0.000000 8526100.00 2797438.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 1083200.00 462713.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-05-15 0.000000 1272000.00 1167707.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 268094400.00 272178894.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 0.000000 1000000.00 808624.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-05-15 0.000000 787100.00 430989.20 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 0.000000 102465900.00 31790045.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-02-15 0.000000 146700.00 49360.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-05-15 0.000000 596000.00 573658.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-08-15 0.000000 40000000.00 12053200.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-11-15 0.000000 920000.00 827750.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-08-15 0.000000 99999000.00 32264577.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-08-15 0.000000 63400.00 29190.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-02-15 0.000000 79000.00 77089.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-08-15 0.000000 2950500.00 1220017.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-08-15 0.000000 59104400.00 18168692.56 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-02-15 0.000000 5000.00 4123.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-05-15 0.000000 30044900.00 9476852.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-08-15 0.000000 367000.00 285310.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-08-15 0.000000 35000.00 27256.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-02-15 0.000000 6813000.00 6071295.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 244400.00 89878.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-08-15 0.000000 2989100.00 1536460.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-05-15 0.000000 4991400.00 1670441.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-05-15 0.000000 4021700.00 1539181.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-05-15 0.000000 203600.00 153867.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-11-15 0.000000 9125700.00 2824130.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-08-15 0.000000 1198000.00 1007310.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 0.000000 76000.00 65197.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2052-05-15 0.000000 857700.00 265232.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-02-15 0.000000 5056300.00 1875937.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-08-15 0.000000 564600.00 213756.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 2050-11-15 0.000000 77168300.00 24707514.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-08-15 0.000000 11426700.00 4163603.81 U.S. Treasuries (including strips) UNITED STATES TREASUR 2045-02-15 0.000000 2156700.00 835050.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-08-15 0.000000 49800.00 24212.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-05-15 0.000000 500000.00 219545.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-11-15 0.000000 950400.00 459026.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 27745200.00 11716021.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-07-15 0.625000 45459500.00 42853391.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-11-15 0.000000 128289900.00 39996044.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-02-15 0.000000 1221000.00 370856.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-02-15 0.000000 579700.00 277336.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 2031-02-15 0.000000 170800.00 125782.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 2053-05-15 0.000000 114628000.00 34702824.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-02-15 0.000000 49000.00 45491.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 2037-02-15 0.000000 87200.00 51049.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-05-15 0.000000 127000.00 107764.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-02-15 0.000000 28000.00 22179.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-02-15 0.000000 17200.00 6157.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-02-15 0.000000 3664000.00 2035531.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-11-15 0.000000 7523600.00 2945414.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 135000.00 122677.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 2029-05-15 0.000000 65000.00 50994.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-08-15 0.000000 97900.00 32588.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 41400.00 14439.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2028-08-15 0.000000 1167900.00 944234.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 1918400.00 766897.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-08-15 0.000000 125782200.00 39382532.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-11-15 0.000000 3780600.00 1545645.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-08-15 0.000000 498600.00 473590.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-02-15 0.000000 120000.00 106925.88 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-05-15 0.000000 21631200.00 10692258.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-05-15 0.000000 10817800.00 3841151.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 2026-11-15 0.000000 892000.00 772532.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-08-15 0.000000 5050400.00 1721474.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 2048-02-15 0.000000 4999800.00 1728510.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 2025-08-15 0.000000 828300.00 753235.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 2023-11-15 0.000000 63000.00 62315.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 34364900.00 31626749.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-11-15 0.000000 3961600.00 2008717.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 67558800.00 21480590.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2049-11-15 0.000000 25963100.00 8586646.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2040-02-15 0.000000 50206200.00 25236196.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 2036-02-15 0.000000 50679000.00 31049502.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 2041-05-15 0.000000 33200.00 15591.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 2039-02-15 0.000000 9200.00 4843.59 U.S. Treasuries (including strips) Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1250000000.00 1250000000.00 0.0047 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 5.300 0DBS24ZZ4 9J6MBOOO7BECTDTUZW19 0001093579 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2052-03-01 2.500000 110520586.00 87816609.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-06-01 4.500000 411483466.00 130375829.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.500000 66138575.00 60795883.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-07-01 4.630000 3500000.00 3444663.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-02-01 3.575000 9000000.00 8616682.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-10-01 2.500000 118213963.00 77526233.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-08-01 5.250000 300000.00 138316.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 100000000.00 90681130.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 96629389.00 93194468.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 106712454.00 105807781.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 74988889.00 66151962.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.000000 123715883.00 99181057.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 64843048.00 64849881.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.000000 303700070.00 106935195.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 3.000000 115095520.00 63713930.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 60966043.00 60350607.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-07-01 4.860000 2500000.00 2506432.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.000000 485875200.00 119183525.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 6.000000 65534994.00 62264446.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-11-01 4.500000 7000000.00 6841800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 165767315.00 111273628.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 119322117.00 117689432.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 115734643.00 112773510.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-04-01 4.490000 2000000.00 1947583.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 100288493.00 79772116.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 3.000000 508005925.00 92698015.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.500000 166214404.00 92940778.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.000000 401285245.00 92525052.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 98838648.00 88528769.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 125694814.00 85604355.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 103417347.00 96091966.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 4.500000 86208320.00 79699126.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-09-01 5.660000 275000.00 233217.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.500000 232495251.00 168670815.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2054-01-16 3.954860 49987.00 54133.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-06-01 3.500000 187867167.00 157409636.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-06-16 2.384670 66745000.00 677.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2049-09-01 3.500000 196040320.00 61468038.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 67759306.00 68700940.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 99988864.00 90724088.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2062-09-01 3.500000 119087792.00 103792206.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-02-16 1.250000 58334000.00 4568.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-07-01 5.500000 93769251.00 91493352.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 100060595.00 94645021.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 73679859.00 61921602.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.000000 149095019.00 123378641.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 2.500000 175463383.00 77103673.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.500000 126723246.00 80911861.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-06-01 5.000000 72149261.00 68899001.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-05-01 4.000000 135103125.00 120090359.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 3.000000 427007746.00 80183852.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 61185786.00 60754842.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 69716112.00 50890955.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 162592593.00 156748313.50 Agency Mortgage-Backed Securities Y Fitch Long Rating BBB+ Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 4000000000.00 4000000000.00 0.0149 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.450 3133EPLP8 254900C5LP6DN9OP9V83 US3133EPLP80 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-08-01 2024-08-01 N N N 0.0554 250033752.50 250033752.50 0.0009 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.500 3133EN3K4 254900C5LP6DN9OP9V83 US3133EN3K42 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-12-05 2024-12-05 N N N 0.0557 255221995.35 255221995.35 0.0010 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.455 3133EPTT2 254900C5LP6DN9OP9V83 US3133EPTT21 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-08-18 2025-08-18 N N N 0.0553 625173712.50 625173712.50 0.0023 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.470 3133EPNN1 254900C5LP6DN9OP9V83 US3133EPNN15 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-06-30 2025-06-30 N N N 0.0554 450251905.50 450251905.50 0.0017 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.485 3133EPMJ1 254900C5LP6DN9OP9V83 US3133EPMJ12 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-04-14 2025-04-14 N N N 0.0556 475132705.50 475132705.50 0.0018 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.440 3133EPKP9 254900C5LP6DN9OP9V83 US3133EPKP99 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-04-25 2025-04-25 N N N 0.0553 296858431.98 296858431.98 0.0011 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.400 3133ENFK1 254900C5LP6DN9OP9V83 US3133ENFK10 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-26 2023-09-26 N N N 0.0548 325015431.00 325015431.00 0.0012 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.365 3133ENSE1 254900C5LP6DN9OP9V83 US3133ENSE13 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-01-18 2024-01-18 N N N 0.0544 150004104.00 150004104.00 0.0006 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.373 3133ENNU0 254900C5LP6DN9OP9V83 US3133ENNU00 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-02-15 2024-02-15 N N N 0.0545 450031122.00 450031122.00 0.0017 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.355 3133ENQA1 254900C5LP6DN9OP9V83 US3133ENQA19 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-01-02 2024-01-02 N N N 0.0543 199986162.00 199986162.00 0.0007 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.370 3133ENQZ6 254900C5LP6DN9OP9V83 US3133ENQZ69 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-03-11 2024-03-11 N N N 0.0545 99988817.00 99988817.00 0.0004 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 5.355 3133ENRH5 254900C5LP6DN9OP9V83 US3133ENRH52 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-01-11 2024-01-11 N N N 0.0544 99992015.00 99992015.00 0.0004 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.460 3130AWNS5 2549001DPIFGXC1TOL40 US3130AWNS59 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-07-28 2025-07-28 N N N 0.0554 999959240.00 999959240.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.580 3130AWNT3 2549001DPIFGXC1TOL40 US3130AWNT33 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-08-14 2024-08-14 2024-08-14 N N N 0.0548 996879830.00 996879830.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.470 3130AX4K1 2549001DPIFGXC1TOL40 US3130AX4K10 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-10 2025-09-11 2025-09-11 N N N 0.0547 1000000000.00 1000000000.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.460 3130AWNJ5 2549001DPIFGXC1TOL40 US3130AWNJ50 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-07-21 2025-07-21 N N N 0.0554 250010920.00 250010920.00 0.0009 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.460 3130AWQ52 2549001DPIFGXC1TOL40 US3130AWQ528 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-07-24 2025-07-24 N N N 0.0554 1350046075.50 1350046075.50 0.0050 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.891 313384SW0 2549001DPIFGXC1TOL40 US313384SW05 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-02-09 2024-02-09 2024-02-09 N N N 0.0489 1358437548.00 1358437548.00 0.0051 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.620 3130AWQW3 2549001DPIFGXC1TOL40 US3130AWQW35 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-08-26 2024-08-26 2024-08-26 N N N 0.0551 1346690718.00 1346690718.00 0.0050 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.460 3130AWPV6 2549001DPIFGXC1TOL40 US3130AWPV60 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-07-28 2025-07-28 N N N 0.0553 325290888.00 325290888.00 0.0012 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.350 3130AVKP6 2549001DPIFGXC1TOL40 US3130AVKP64 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-03 2024-05-03 2024-05-03 N N N 0.0528 1894174543.00 1894174543.00 0.0071 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.230 3130AVRP9 2549001DPIFGXC1TOL40 US3130AVRP91 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-17 2024-05-17 2024-05-17 N N N 0.0516 996133500.00 996133500.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.995 313384MA4 2549001DPIFGXC1TOL40 US313384MA49 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-22 2023-09-22 2023-09-22 N N N 0.0500 1894342560.00 1894342560.00 0.0071 N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.460 3130AW5U0 2549001DPIFGXC1TOL40 US3130AW5U01 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-06-18 2024-06-18 2024-06-18 N N N 0.0536 971911590.00 971911590.00 0.0036 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.420 3130AVF23 2549001DPIFGXC1TOL40 US3130AVF234 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-06 2023-09-06 N N N 0.0550 2000004840.00 2000004840.00 0.0075 N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.000 3130AUME1 2549001DPIFGXC1TOL40 US3130AUME17 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-02-16 2024-02-16 2024-02-16 N N N 0.0491 473442441.75 473442441.75 0.0018 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.450 3130AW5W6 2549001DPIFGXC1TOL40 US3130AW5W66 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-06-18 2024-06-18 2024-06-18 N N N 0.0535 971771229.00 971771229.00 0.0036 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.360 3130AW2H2 2549001DPIFGXC1TOL40 US3130AW2H27 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-06-11 2024-06-11 2024-06-11 N N N 0.0526 996423040.00 996423040.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.170 313384LD9 2549001DPIFGXC1TOL40 US313384LD96 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0517 165633000.00 165633000.00 0.0006 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.360 3130AVMU3 2549001DPIFGXC1TOL40 US3130AVMU32 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-10 2024-05-10 2024-05-10 N N N 0.0529 947079557.50 947079557.50 0.0035 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.280 3130AVNN8 2549001DPIFGXC1TOL40 US3130AVNN89 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-10 2024-05-10 2024-05-10 N N N 0.0521 946639631.50 946639631.50 0.0035 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.510 3130AWFH8 2549001DPIFGXC1TOL40 US3130AWFH86 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-07-12 2024-07-12 2024-07-12 N N N 0.0544 996838920.00 996838920.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.902 313384RS0 2549001DPIFGXC1TOL40 US313384RS02 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-01-12 2024-01-12 2024-01-12 N N N 0.0490 490576595.00 490576595.00 0.0018 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.300 3130AVQM7 2549001DPIFGXC1TOL40 US3130AVQM79 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-14 2024-05-14 2024-05-14 N N N 0.0523 996457250.00 996457250.00 0.0037 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.350 3130AVL75 2549001DPIFGXC1TOL40 US3130AVL752 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-05-03 2024-05-03 2024-05-03 N N N 0.0528 1993867940.00 1993867940.00 0.0075 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.830 313384LT4 2549001DPIFGXC1TOL40 US313384LT49 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-15 2023-09-15 2023-09-15 N N N 0.0483 99801394.00 99801394.00 0.0004 N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 5.420 3134GYSM5 S6XOOCT0IEG5ABCC6L87 US3134GYSM58 U.S. Government Agency Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-06-17 2024-06-17 2024-06-17 N N N 0.0532 971320788.75 971320788.75 0.0036 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.990 3135G06X6 B1V7KEBTPIMZEU4LTD58 US3135G06X68 U.S. Government Agency Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-02-16 2024-02-16 2024-02-16 N N N 0.0490 473423826.50 473423826.50 0.0018 N N N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 5.300 0FRT13FQ5 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-08-15 2.750000 9326200.00 8367733.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-05-15 4.250000 34993600.00 35416596.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 10636600.00 9789089.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-08-15 2.875000 13700752100.00 10688354035.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 1.625000 3701026200.00 3201648665.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 4511210700.00 3938994612.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-08-15 3.875000 491900.00 466120.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2038-05-15 4.500000 6468074600.00 6760253840.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-11-15 4.250000 22374000.00 22483539.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 1.875000 16859612700.00 11667226565.01 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-15 1.500000 10808200.00 9159000.26 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-05-15 2.875000 57548800.00 44973667.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-11-15 1.375000 13170800.00 10708694.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 12573700.00 10204112.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-11-15 3.125000 10249900.00 9783818.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-05-15 2.875000 15061600.00 13789775.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-05-15 3.000000 38121000.00 30737318.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-05-15 3.000000 35138000.00 29020486.42 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 3.625000 15281125800.00 13596489977.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 3.125000 43670400.00 36178816.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 4.375000 40.00 40.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-11-15 2.750000 17169000000.00 13539742132.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 7226900.00 5684005.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 12820400.00 10174439.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-11-15 0.875000 100.00 80.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-02-15 3.500000 9207816500.00 8450839503.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-05-15 1.625000 1198601200.00 1007774326.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-08-15 1.250000 6913400.00 5577865.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-11-15 4.375000 21645100.00 22158341.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-02-15 3.125000 26543400.00 22244688.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2036-02-15 4.500000 13393820000.00 13981829079.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-02-15 2.250000 19540399900.00 13144695327.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-12-31 1.750000 100.00 91.87 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 100300000000.00 100300000000.00 0.3744 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 5.310 ORS003PM4 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 0.500000 275000000.00 256545070.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-03-31 0.625000 300000000.00 263000911.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-09-30 3.875000 336769100.00 334980105.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-15 0.250000 233640000.00 252615647.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-02-29 4.000000 360000000.00 355062240.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 2.625000 325000000.00 315852400.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 1.250000 300000000.00 294740212.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.125000 325000000.00 290183075.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 0.750000 350000000.00 299921227.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-07-15 0.125000 266000000.00 263793022.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-03 0.000000 275000000.00 273669000.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 1.625000 331000000.00 286338342.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 0.750000 251603500.00 227952719.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-31 5.000000 350000000.00 350765800.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.875000 375000000.00 343622625.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-22 0.000000 350000000.00 340944800.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-15 0.625000 250000000.00 322692623.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 350000000.00 277764633.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2053-02-15 1.500000 311465400.00 286282718.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.125000 276890000.00 318304801.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 0.750000 382500000.00 347980999.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-04-30 3.500000 300000000.00 290698310.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 1.250000 333200000.00 291472027.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-11-15 3.125000 300000000.00 254816758.70 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 7000000000.00 7000000000.00 0.0261 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 5.310 ORS003PO0 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 953026700.00 967546334.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-08-15 2.750000 58461900.00 52453691.74 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 1000000000.00 1000000000.00 0.0037 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 5.300 ORS003PN2 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-15 2.875000 362930800.00 343653549.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-12 0.000000 400000000.00 397524000.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-12-19 0.000000 400000000.00 393492000.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 4.500000 400000000.00 401290513.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 645000000.00 593607241.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-08-15 2.250000 660000000.00 447445852.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 0.500000 498000000.00 449244306.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-05-31 2.625000 425000000.00 401231603.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 400000000.00 396068174.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-15 0.125000 82599600.00 92175249.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 2.375000 389000000.00 589729299.31 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-31 0.750000 445000000.00 401748334.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 3.625000 415000000.00 409111850.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-30 0.375000 435600000.00 395400489.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-31 1.125000 451500000.00 408277539.38 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 6000000000.00 6000000000.00 0.0224 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 5.310 0GOL23UF9 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2052-07-01 4.000000 2000000.00 1584082.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-05-01 6.000000 1723000.00 89141.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-06-01 2.500000 32191296.00 11811603.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-02-01 4.000000 5063760.00 247816.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 100000.00 62200.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.500000 12989664.00 9952971.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 289229440.00 278948093.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 18969664.00 16835582.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-12-01 4.000000 11500000.00 243060.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 1.500000 12150000.00 8247766.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 5.500000 1571352.00 1511022.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2043-12-01 5.000000 297569.00 39678.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.500000 3456320.00 1590096.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.500000 2337800.00 2393167.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.500000 8070930.00 6802787.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-10-15 5.000000 1021164.00 72253.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 3.500000 475000.00 140557.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-03-01 6.000000 901884.00 66495.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 1.500000 28049.00 19883.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 2.000000 121347328.00 82517527.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-06-01 4.500000 126825.00 30356.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-05-01 2.500000 1000000.00 170171.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-06-20 4.500000 10580832.00 3702619.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 2147496.00 2175368.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 1.500000 62248.00 41591.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-12-01 6.500000 54000000.00 1975118.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 4.000000 122000.00 63787.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.000000 2898364.00 2880439.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 360000.00 49537.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.500000 200000.00 154294.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-11-01 5.500000 1054284.00 109756.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 3.500000 434000.00 95497.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-06-01 3.500000 13050000.00 3047362.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 2208756.00 514704.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-01-01 3.500000 8544880.00 1260426.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.000000 50262000.00 33507558.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 31665760.00 25665970.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-07-01 4.000000 3496580.00 502618.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-01-01 4.000000 1531606.00 480829.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-10-01 3.500000 10500000.00 1923235.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 4.000000 9313936.00 1790609.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-01-01 2.500000 888535.00 394778.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-10-01 4.000000 663099.00 10645.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 3.000000 2515612.00 1406163.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 4.500000 1730000.00 327915.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 3.500000 102810240.00 24781312.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-01-15 5.000000 1803202.00 268510.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.000000 8189056.00 5973985.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-01-01 3.500000 5114000.00 528972.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-06-20 4.000000 35008704.00 32854175.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-01-01 5.500000 13219540.00 313694.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-06-20 4.000000 1890818.00 1733057.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 4.000000 1274370.00 1031840.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.000000 554490.00 560387.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 5.000000 531000.00 140482.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 4.500000 1060000.00 485861.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 1120000.00 134640.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 3.000000 91262976.00 16792213.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-09-01 3.000000 900000.00 235093.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 1000000.00 594794.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 31945568.00 32018729.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 4.500000 20280608.00 6288026.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 1800000.00 1641277.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 4.000000 478700.00 162968.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 500000.00 371488.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.000000 343000.00 204431.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2060-03-01 3.500000 1900000.00 1039281.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 3.500000 2134148.00 1595062.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.000000 5132704.00 4304563.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-06-20 5.000000 77089408.00 74933504.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2040-03-01 5.500000 301822.00 49335.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 2.500000 216659.00 45703.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 59730.00 13895.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 3587812.00 3549147.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2037-04-01 2.500000 38008.00 29684.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-08-01 4.500000 1357842.00 1302411.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.000000 115279200.00 98590221.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 928138.00 541579.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-02-01 3.000000 1342000.00 1071135.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-02-01 5.000000 3358144.00 3199823.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.500000 7884856.00 7012992.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 1120620.00 1080240.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 4.000000 1294150.00 340433.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 4.500000 4203424.00 1946408.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-11-20 5.000000 5601672.00 561290.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 2.000000 300000.00 207561.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-05-01 5.000000 560409.00 498060.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-03-01 3.500000 18280384.00 5807109.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 40000.00 32161.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 2883372.00 2617103.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 3.500000 30000.00 10265.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-01-01 3.000000 500000.00 73611.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-08-01 3.000000 103791.00 10433.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 4.000000 2551820.00 1102360.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.500000 218979.00 163043.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.000000 26264.00 19627.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2046-01-01 4.000000 1800000.00 576896.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-09-01 4.000000 126000.00 21700.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 2.000000 2660364.00 1817724.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-01-01 5.000000 4469512.00 3919086.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.500000 2164000.00 1536478.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-11-01 4.000000 1910476.00 1206568.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-10-01 4.000000 2000000.00 168850.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2059-04-01 5.000000 28927712.00 15345446.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.500000 5740392.00 2378955.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-08-01 6.000000 10009040.00 149257.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 6.500000 23984896.00 24352693.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 400000.00 65551.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-11-01 6.000000 19855420.00 503736.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-08-01 4.000000 210892.00 23875.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-06-01 2.000000 311380992.00 210001923.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 5934488.00 6001699.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-09-01 4.000000 16332000.00 1410337.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-07-01 3.750000 30926500.00 27817064.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-10-01 4.000000 8260000.00 2392041.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-09-01 5.000000 90000000.00 1557744.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-01-01 5.500000 13378256.00 204811.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-07-01 3.500000 22817728.00 2289456.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-10-01 3.500000 106196.00 14817.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-07-01 3.000000 2258000.00 325838.09 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-15 1.625000 18846900.00 17505208.45 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2044-05-01 5.500000 30000.00 9181.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 3.500000 5818000.00 1375418.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-09-01 6.000000 2267432.00 2025483.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 51846.00 41250.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2042-03-01 2.000000 4262504.00 3201643.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1371792.00 1318555.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 400000.00 265833.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 3.000000 12392848.00 4590776.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 3.500000 85000.00 30808.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-01-01 3.000000 1141310.00 673765.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 3.000000 142977536.00 124607581.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1534840.00 1577188.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-02-15 4.000000 1590292.00 146317.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-07-20 3.500000 2098444.00 1761471.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-09-20 4.500000 198233600.00 182100442.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-01-01 3.500000 38649792.00 34349522.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 1023860.00 1035394.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.500000 7029864.00 5276090.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 10051600.00 8785214.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-10-01 3.000000 12227100.00 4619021.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 5.000000 711000.00 62823.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1505338.00 1522340.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2056-06-01 4.500000 3090000.00 893914.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.500000 573320.00 100446.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 6.000000 5726984.00 5706337.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-05-15 5.000000 14857000.00 696429.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-01-01 3.000000 7838376.00 3319412.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 1.500000 2527000.00 1746017.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 6.000000 1614474.00 1383322.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 27973344.00 28150757.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-03-01 3.000000 25076000.00 17952113.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-08-01 2.500000 1518808.00 1033639.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 4.000000 3988248.00 1505364.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-05-01 3.000000 480000.00 126611.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 3.500000 3017988.00 542633.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-11-01 3.000000 4444384.00 1394330.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-10-01 5.500000 1435522.00 120378.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 4.500000 1475000.00 339482.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-04-01 3.500000 200304.00 102956.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-11-01 4.000000 85800.00 9093.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 8840000.00 2904854.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 3.000000 2302220.00 1152535.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-02 3.000000 5000000.00 4089003.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 2.500000 2019088.00 1588999.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-04-01 4.000000 38000.00 6529.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 7555530.00 7272158.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.500000 1017592.00 960686.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 5.000000 2538136.00 2294738.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 2.500000 284660.00 48001.44 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 2.500000 657899200.00 624010154.31 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2052-03-01 2.000000 3251656.00 2520130.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-11-01 4.000000 2200000.00 274679.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 2.500000 6550712.00 1470395.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-11-01 5.000000 6035410.00 39590.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.000000 5954200.00 5543031.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.000000 8833.00 7270.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.000000 2219070.00 1965900.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-03-01 4.500000 2005000.00 442037.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-09-01 4.500000 57998080.00 3214909.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-07-01 3.000000 800000.00 326512.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 8000.00 6378.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 2578944.00 2556587.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-04-01 4.000000 109440384.00 103136154.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 467462.00 470009.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-11-01 3.000000 6600000.00 3118913.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-12-01 4.500000 8015152.00 2168568.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-09-20 3.500000 5617368.00 4704442.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.000000 100000.00 23606.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-10-15 4.500000 37400000.00 2836026.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.500000 36487808.00 33946194.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 3.000000 18000.00 14277.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 1.500000 555744.00 394288.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2036-10-20 3.500000 124638.00 83157.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.000000 25859136.00 23577751.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2024-12-01 5.000000 3365000.00 22787.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.500000 12900896.00 3913488.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 4.000000 257003.00 217868.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-12-01 5.500000 1231508.00 1160609.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.000000 120592896.00 89557514.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-01-01 4.000000 390000.00 193649.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 3.000000 40859.00 29499.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 4.500000 11467856.00 3671242.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-06-01 4.500000 11447344.00 1474836.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 6.000000 180211.00 9399.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-06-20 3.000000 31676992.00 24959304.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 4.000000 135125.00 6000.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 5.500000 1501168.00 1488255.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.000000 5234240.00 5277108.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.000000 775069.00 571336.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-07-01 4.000000 337439.00 61374.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-09-15 5.500000 88209.00 18027.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 6.000000 1008438.00 837348.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-07-01 2.000000 2122844.00 1848924.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-12-01 2.000000 99624448.00 57601648.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-09-01 4.000000 165000.00 16954.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-04-01 5.500000 17197824.00 1211207.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-03-01 3.000000 9948784.00 7770111.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 2553876.00 2514073.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 1555612.00 1246172.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 3.000000 1256090.00 548137.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-09-20 4.000000 2088588.00 1910578.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-04-01 4.000000 2900000.00 621902.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 3.500000 1530130.00 1354605.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-05-01 5.000000 100000.00 6082.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-08-01 5.000000 8345701.00 36318.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-12-01 1.500000 100000000.00 57696545.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-12-01 1.500000 33360.00 24314.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-12-01 2.000000 1065500.00 179667.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 2.500000 694060.00 487702.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 506384.00 403175.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-12-01 5.500000 1500000.00 46581.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.500000 2165840.00 2038851.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-09-20 4.000000 3435252.00 3138758.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-03-01 3.000000 397000.00 108379.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 4.000000 41000.00 11316.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 2.000000 10521540.00 7978136.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-09-20 3.500000 879660032.00 765990376.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 2007750.00 1982566.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.000000 10907552.00 9361333.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-03-01 3.500000 53980864.00 16050215.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-02-01 3.000000 496052.00 42462.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-06-20 4.500000 1298180096.00 1236362892.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-05-20 3.500000 972367872.00 823537266.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 10690288.00 9579236.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 3.000000 320000.00 240647.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 4.000000 62000.00 22107.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-06-01 2.500000 2014628.00 290233.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 3.000000 964000.00 585029.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 200000.00 130484.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 4.000000 100000.00 27510.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 4.000000 3683592.00 2479041.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.000000 2908000.00 2530137.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 3.500000 127569280.00 116849208.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2042-06-01 3.000000 900000.00 733388.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.500000 425000.00 326354.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-02-01 3.500000 20679616.00 1522544.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-12-01 4.500000 147000.00 13204.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.000000 1157742.00 899803.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-01 5.000000 1808222.00 1800057.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-07-20 4.000000 10675200.00 380003.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-04-01 4.000000 20577840.00 3280149.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 3.500000 1092528.00 879036.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-02-20 3.500000 10540336.00 9124685.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 2663000.00 390665.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-02-20 3.000000 23374048.00 19819870.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 2.500000 54000.00 43017.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 3.500000 10339824.00 8544750.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 3.000000 50000.00 13032.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-07-01 5.000000 1008728.00 986370.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 3.500000 4271368.00 3765550.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 4.000000 1200000.00 411457.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 4.500000 1682376.00 1228896.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 4.000000 156000.00 26510.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.000000 722456.00 521478.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.500000 3086944.00 2797250.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 6.000000 1000000.00 27488.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 9282096.00 9262320.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1029172.00 1059256.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 12000.00 9970.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.000000 4927180.00 4191459.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-05-01 4.500000 15988864.00 9791091.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 6.000000 3626092.00 3129378.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 3.500000 3317900.00 2645179.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.500000 1517278.00 1558187.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 3.500000 1444130.00 751443.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 5.000000 1933268.00 1854072.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.500000 100000.00 57668.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-12-01 3.500000 100000.00 78451.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-05-01 3.500000 1516224.00 160301.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-01-20 4.500000 1188386.00 636363.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 3.500000 1000000.00 359091.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-07-01 4.000000 1333210.00 1027693.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-11-01 4.000000 2760290.00 651144.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-02-20 4.000000 15000000.00 651537.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-12-01 3.000000 291317.00 51517.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 4.000000 76000.00 9639.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-10-01 2.000000 250000.00 128440.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 4.500000 3520452.00 3074815.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-10-01 3.500000 4562656.00 851666.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-02-01 3.500000 16600000.00 3342392.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-05-20 3.000000 11756608.00 8114750.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-06-15 5.000000 8450000.00 536293.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 4.000000 1250000.00 420932.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-09-01 4.500000 3056228.00 2705901.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 5.000000 8120624.00 7708705.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 671000.00 563139.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 523849.00 177259.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-06-15 5.500000 5107056.00 377283.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 4.000000 1395448.00 746136.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-05-01 3.500000 250000.00 32328.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 91000.00 15878.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-07-01 5.000000 2500000.00 37694.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2051-08-01 2.000000 2800000.00 1919183.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 4.500000 1145924.00 1086948.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.500000 51706240.00 48102792.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-11-01 3.000000 919551.00 212726.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.000000 147000.00 129188.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-08-01 2.000000 33581.00 20349.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-07-01 2.000000 400000.00 231778.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-02-01 5.500000 6885000.00 55222.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 4.000000 58000000.00 7213378.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-05-01 3.500000 500000.00 127950.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-06-01 3.500000 456000.00 57640.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 4.000000 6690000.00 5808365.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-01-20 5.000000 1261642.00 1220437.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-04-01 5.000000 42574.00 33870.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-09-20 4.500000 4710480.00 2196530.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 1.500000 41694976.00 24218221.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 3290040.00 2879586.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 657000.00 113402.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 4646024.00 4256111.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 295567872.00 179373617.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-06-01 3.000000 796529.00 530443.44 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 6000000000.00 6000000000.00 0.0224 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 5.300 0GOL23UN2 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-30 0.500000 1762920000.00 1743857247.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-06-20 5.000000 522144768.00 508527456.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 832036.00 838820.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-06-20 3.500000 650129408.00 553456940.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 50006000.00 29170525.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-12-20 3.000000 9007680.00 1883141.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1867280.00 1928688.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-08-20 5.000000 3868640.00 238786.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-07-20 4.500000 1525774336.00 1381074724.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-06-20 5.500000 61363200.00 60713494.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-12-20 4.500000 3349736.00 3130587.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 99408256.00 94574789.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 469325824.00 465604797.03 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 4750000000.00 4750000000.00 0.0177 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 5.310 0GOL23UH5 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2053-06-20 6.000000 849027.00 860439.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 5.000000 44540.00 42769.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.500000 2835072.00 2691437.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 2.000000 332518.00 241737.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 1303938.00 1253627.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 5.000000 21619008.00 20487769.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 3.500000 112022656.00 98645938.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 5.000000 1807000.00 399294.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-08-01 4.500000 5627400.00 663907.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-12-01 1.500000 20000000.00 12665900.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 6.500000 1260000.00 8474.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 34000.00 7144.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 6.000000 1185228.00 18401.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-07-01 3.000000 158940.00 34073.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.500000 4922576.00 5029123.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.000000 7809860.00 7824988.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-05-01 3.500000 2318496.00 431274.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1049426.00 1076674.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-08-01 2.500000 26815104.00 18703050.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-05-01 5.500000 1410094.00 263962.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-09-20 3.500000 2595230.00 2097813.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.000000 1495786.00 739723.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 3.000000 37495040.00 15882380.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.500000 5614288.00 5208516.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 5.500000 29973400.00 29090360.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-01 4.000000 865000.00 445411.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-07-01 2.500000 29000.00 19164.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-04-20 4.500000 1001340.00 274398.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 4.000000 5256272.00 789190.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-09-20 4.000000 1532546.00 1408769.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 2729592.00 2650338.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 1160000.00 955314.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1293948.00 1319529.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-04-01 6.000000 4941400.00 111690.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1956840.00 2080885.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-04-01 5.500000 2000000.00 84039.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-03-01 4.500000 1025000.00 110361.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-09-01 3.500000 20203232.00 5623725.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 5.500000 25164.00 25003.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 6461328.00 6506266.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 1076748.00 1109528.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-05-01 4.500000 3846460.00 165311.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-03-01 4.000000 86912300.00 20980247.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-06-01 3.000000 400000.00 27012.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-11-01 2.500000 68676864.00 14810711.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-08-01 3.000000 128483.00 7813.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1688654.00 1730123.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 3147048.00 2856981.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-02-20 4.000000 25850080.00 6568678.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-09-01 3.000000 498597.00 232696.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-03-01 3.500000 56000.00 15772.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-08-01 6.000000 2868304.00 52852.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 5.000000 230000.00 14157.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 15227.00 9103.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-12-01 6.000000 8876000.00 72055.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 11734400.00 10433830.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-09-01 3.000000 20122368.00 3871860.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 1290000.00 1003366.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-04-01 5.500000 5500000.00 50869.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.000000 602363.00 449218.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-02-01 3.500000 4248648.00 2713373.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-07-01 2.000000 50012032.00 30383765.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 229044.00 202378.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-12-20 5.500000 173881856.00 170718310.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 1075980.00 1108065.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 283998.00 49207.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-02-01 5.500000 2611276.00 20573.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2057-09-01 4.500000 100000.00 34084.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.500000 1141904.00 1149815.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 61288896.00 59209724.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.500000 14199260.00 10442742.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 6.000000 665000.00 610309.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-10-01 4.750000 542880.00 93680.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-04-01 5.000000 400080.00 30550.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2045-06-01 5.000000 118000.00 29246.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-11-01 4.000000 169398.00 7679.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 4.500000 29360928.00 25319353.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 69000.00 47650.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 4.500000 175000.00 25559.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 671363.00 684729.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 2.500000 2443884.00 1926099.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.500000 47860992.00 38907241.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.000000 1821740.00 1757473.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 53147136.00 50380166.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 36425.00 27039.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-11-01 6.000000 16244640.00 380890.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-07-15 5.000000 1538486.00 1398991.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 4.000000 1363720.00 502621.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-06-20 3.500000 10569280.00 7934610.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 6.000000 2223940.00 2082662.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 2.500000 26029920.00 19773177.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 764033.00 565281.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-11-01 6.000000 5300000.00 59870.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-01 4.500000 6467000.00 303010.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-04-01 4.000000 495000.00 375230.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-06-01 4.500000 1074786.00 81755.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 2.500000 1098856.00 840968.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-05-20 3.500000 3811960.00 2994465.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 2.000000 6158590.00 4276982.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-02-01 3.000000 420000.00 229506.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-02-01 3.500000 225060.00 39828.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 3070000.00 2731661.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2056-08-01 3.500000 587000.00 209565.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2024-12-01 5.500000 5300000.00 14743.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-03-01 3.500000 2000000.00 365666.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-11-01 3.500000 1228316.00 640675.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 743083.00 740162.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.000000 8427344.00 7687481.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.500000 4320000.00 4230344.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 5.500000 1185954.00 1178864.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 6.000000 1144006.00 26356.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2036-01-20 5.500000 555000.00 9771.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.000000 35369840.00 26877046.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.500000 17506272.00 14350531.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 746998.00 749976.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-10-20 3.500000 2719528.00 2117215.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-03-01 3.500000 4000000.00 513128.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 9281664.00 9303978.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 4.500000 40938944.00 33887421.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 46637952.00 46921444.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-01-20 4.000000 3797276.00 3266305.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.500000 105542784.00 80060133.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.000000 151988.00 116715.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 400000.00 344061.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-02-01 4.000000 118098.00 10450.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 3.000000 5616760.00 4876762.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.000000 3490400.00 2859030.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 3.500000 2203000.00 274543.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-12-01 5.000000 502685.00 30160.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-06-01 4.000000 3600000.00 83286.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.500000 1121866.00 1158182.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-03-01 4.000000 491000.00 111593.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 1110436.00 1076404.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 4.000000 17973632.00 16303674.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 2.500000 83272320.00 51077958.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.000000 22922464.00 23444270.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 24203.00 25000.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-10-01 4.000000 758532.00 67852.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 2790970.00 2722796.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 35336320.00 32438851.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-04-01 5.000000 12245000.00 124360.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.500000 1402566.00 1440400.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 27346.00 27970.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-12-01 5.000000 759652.00 14734.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-11-01 4.000000 9394608.00 4552288.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-11-15 5.000000 137928.00 7241.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-01-01 3.000000 1624464.00 348211.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-05-20 3.500000 8284784.00 7371073.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 2940000.00 64405.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 3.500000 722742.00 154827.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2025-11-01 4.000000 1795428.00 14476.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-02-01 3.000000 6399000.00 3054018.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 5.000000 2117576.00 2024073.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-12-01 6.000000 1275254.00 17350.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-02-01 4.000000 56000.00 6545.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 4706896.00 4807001.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.500000 1094736.00 1092025.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 3.000000 1299570.00 1004934.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2033-12-01 2.500000 553714.00 167584.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-08-01 5.500000 206697.00 8520.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-01-20 4.500000 68105984.00 4403505.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-01-01 5.500000 8950160.00 2855724.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 4799184.00 4646695.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 4.500000 26252.00 25000.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-05-01 3.500000 1750000.00 235720.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1560174.00 1603903.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-06-15 4.500000 253559.00 33986.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 4.500000 5430000.00 1598868.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 5.000000 40514304.00 36904961.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 3.500000 566667.00 150915.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 82000.00 44265.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 400000.00 295403.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-02-15 4.500000 5787040.00 151805.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-05-01 5.000000 1820886.00 216067.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 5.000000 567359.00 93357.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-12-01 2.500000 59836672.00 44450418.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 6.000000 4933792.00 4943947.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 174879.00 171264.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-01 4.500000 467129.00 25899.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 7.000000 2051772.00 2151630.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-05-01 4.000000 124000.00 21043.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 6819210.00 6465019.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-12-01 3.000000 120000.00 25372.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.000000 272000.00 175521.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 7.000000 15800000.00 169456.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.500000 21662880.00 17163290.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-04-01 4.000000 1800000.00 285882.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-06-01 5.500000 7775912.00 335139.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-11-01 6.000000 1750000.00 30520.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.500000 37490752.00 33281371.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-10-01 4.000000 172299.00 27254.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-05-01 5.000000 5460000.00 90196.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 2169132.00 2037022.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 162000.00 61629.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-08-01 4.500000 1536016.00 42604.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2045-10-20 3.500000 315258880.00 35835686.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-02-20 3.000000 68851760.00 58945881.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 3.500000 164000.00 54383.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-09-01 3.500000 44662080.00 14057002.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.500000 660000.00 499066.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 4.000000 312834.00 21682.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-10-01 3.000000 381341.00 23510.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 2.500000 46656.00 25000.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 2.000000 316326.00 236917.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 4.000000 1037378.00 130563.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 4.000000 1000000.00 49803.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 4.000000 25000.00 21502.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 113999.00 89991.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 554925.00 560741.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.500000 2468140.00 2399389.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-01-01 4.000000 297000.00 27532.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 2.000000 200000.00 142365.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 2.500000 2368384.00 1358698.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-02-01 3.500000 91487232.00 80021487.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 2144616.00 2132250.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 2.500000 14633200.00 10934671.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1307252.00 1338255.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-01-01 2.500000 12950000.00 10293953.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-11-15 4.500000 2680000.00 322922.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-15 3.400000 10450144.00 9932728.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-07-01 2.500000 102499968.00 55511934.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 607000.00 182061.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 846103.00 854065.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-12-01 3.000000 17920992.00 6115541.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-02-01 5.500000 2369548.00 26516.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-03-20 4.000000 1176000.00 65628.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-03-01 4.500000 5000000.00 56269.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-09-01 5.000000 706398.00 63834.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 3.000000 15590680.00 11793915.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-03-15 5.000000 642420.00 26381.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.500000 1062960.00 1110389.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-03-01 3.000000 21172416.00 8975366.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-06-01 4.500000 1314000.00 20530.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-01 4.000000 5000000.00 540952.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-03-20 4.500000 550000.00 132822.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-10-01 2.000000 427000.00 303882.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-11-01 5.500000 11370032.00 391586.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-06-01 3.000000 27500992.00 19010940.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 4.000000 1119378.00 1034786.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.000000 810145.00 592173.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-04-20 3.500000 2015356.00 1572584.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-09-01 6.500000 1840810.00 29583.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-03-20 3.500000 3593324.00 3076586.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 20678752.00 20979809.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-12-01 5.000000 21348000.00 475739.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-03-01 5.500000 6743440.00 5733320.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-12-01 5.500000 3000000.00 22070.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-06-01 3.000000 2509676.00 1632725.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-08-15 3.000000 900000.00 144803.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-02-01 3.500000 725000.00 199014.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-01-01 2.000000 1515000.00 888657.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 6.500000 7129944.00 75443.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-04-01 4.500000 2088556.00 551398.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 4282952.00 4340997.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-06-01 3.000000 87000.00 10739.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-07-01 6.000000 1934000.00 68783.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1102778.00 1134801.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-05-01 2.500000 350000.00 131330.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-10-01 4.500000 3800000.00 1378458.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.000000 14372440.00 13219401.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 57262464.00 51560018.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 21510464.00 16269234.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-09-01 3.500000 3200000.00 454623.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 6.500000 3711824.00 3804031.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 4.000000 6343376.00 5577621.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-05-01 3.000000 20000.00 6647.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 4.000000 2271812.00 257327.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-05-01 4.000000 610000.00 110473.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-01-01 3.500000 8003760.00 1167618.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-01-15 6.000000 11178464.00 163806.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 3.500000 6543730.00 5332477.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-11-01 3.500000 1170000.00 155150.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 3.000000 24986336.00 19924266.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-08-01 6.000000 105000.00 13969.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1341970.00 1367916.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-11-01 4.000000 1450000.00 127533.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 3.000000 267743232.00 111730449.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 4.000000 500000.00 9926.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 100000.00 81039.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2056-08-01 3.500000 28145000.00 9509595.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-01-01 3.500000 58820.00 18088.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-08-01 4.000000 1580000.00 428479.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-02-01 6.000000 970000.00 32072.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 31000.00 6737.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 7798624.00 7392312.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-01 3.000000 3398000.00 618399.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-04-01 6.000000 722745.00 6998.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 4538770.00 4425094.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-01-01 4.000000 14002928.00 3079243.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-08-01 4.000000 2787988.00 41292.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 49025.00 16490.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-07-01 3.500000 710000.00 217010.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-10-01 6.500000 571000.00 5280.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 2397292.00 2020634.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 49269696.00 48768501.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-07-01 3.500000 49970800.00 40414019.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.000000 23035584.00 21101663.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 25688.00 25007.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 4.500000 1243166.00 97416.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 28350176.00 28433187.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-05-01 5.000000 1650000.00 75589.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.500000 1304804.00 1338028.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-08-01 5.000000 342000.00 10288.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 3.500000 19573247.00 17453575.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 3.500000 1858000.00 277014.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 4.000000 190000.00 24089.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-05-01 2.500000 400000.00 283695.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.500000 14829616.00 12065174.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 4.500000 1375000.00 302006.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 7.000000 33125568.00 28911177.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2033-11-01 5.500000 3021244.00 24845.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-07-01 2.500000 7850000.00 3606383.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 2529316.00 2464163.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-03-01 4.500000 3054004.00 20531.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-03-01 3.500000 267000.00 23857.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-07-15 4.000000 379862.00 196192.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 4039144.00 4163284.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-01-15 5.000000 5001752.00 254509.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-11-01 3.500000 87000.00 16779.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-04-01 3.000000 1120886.00 314629.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 1014324.00 1043931.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-04-01 4.000000 12810144.00 188507.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-02-01 2.500000 100000.00 55893.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 6.000000 1328000.00 10139.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.000000 9001.00 8266.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-01-01 4.000000 1003500.00 56149.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 31904.00 25000.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 3.000000 3500000.00 2717958.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 1176246.00 1169078.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-04-20 4.000000 2529460.00 2314492.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 3.000000 1662026.00 935490.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.000000 80000000.00 61315201.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.500000 1538420.00 1579959.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-07-01 4.000000 130591.00 29105.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 5.000000 675000.00 95231.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.500000 39215488.00 4108944.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 5.500000 9000.00 8994.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 3.500000 1687454.00 1471510.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-06-01 4.500000 311000.00 15918.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-12-01 3.000000 611000.00 136389.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 4.500000 500000.00 462984.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-01-01 2.000000 9000.00 5197.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 2032936.00 1974961.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-03-01 3.000000 7603568.00 1137238.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-07-01 4.500000 2945320.00 272981.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 149078.00 113350.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-07-01 5.000000 1825000.00 136630.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-09-01 4.000000 776589.00 28190.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-04-01 2.500000 320000.00 50815.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-06-01 4.000000 604391.00 146652.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 2444776.00 2191490.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2056-08-01 5.000000 1000000.00 323964.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1013292.00 1047806.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-01 4.000000 66179712.00 7187652.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 1270654.00 1259449.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.000000 951000.00 731441.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-05-01 5.500000 850000.00 14968.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2030-11-01 2.500000 54918.00 11153.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-11-20 4.500000 30000.00 27886.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-06-01 4.000000 103415.00 13923.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-03-01 3.500000 100000.00 81959.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-07-01 5.000000 2395736.00 192330.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.500000 9083696.00 8562623.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-06-01 4.000000 61000.00 52447.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-02-01 5.500000 1350000.00 507618.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-12-15 3.000000 1153000.00 142847.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-02-01 3.000000 454936.00 39023.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-02-20 4.000000 12296000.00 10975874.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 4.000000 8000.00 7019.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 5.000000 27714400.00 9529128.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-11-01 3.500000 33176000.00 10601282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1021518.00 1051025.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 5.000000 8047056.00 59698.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.500000 9141264.00 8479008.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 7.000000 1081094.00 1126932.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-12-20 3.500000 9000000.00 7579381.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-01 2.500000 1034100.00 811939.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 4.000000 3092456.00 2672592.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 40000.00 19998.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 2097788.00 2136456.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.500000 1419622.00 1456481.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 3.500000 2373816.00 1940872.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-03-01 5.000000 4109624.00 845084.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.000000 1995432.00 1437324.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 27994240.00 28390638.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-06-01 4.500000 69805696.00 11445659.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 6707750.00 5753987.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-07-01 4.500000 1591552.00 1465258.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 3.500000 19241312.00 16817663.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-06-01 2.000000 826130.00 569848.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 3101468.00 3011214.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-01-01 5.500000 12500000.00 110618.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.500000 350000.00 278174.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.000000 2035168.00 1887194.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-10-20 3.500000 1005300.00 456170.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-03-15 3.500000 1096876.00 108781.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 4.000000 197050.00 177947.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.500000 53034368.00 47400835.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.500000 1402000.00 376498.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-02-20 3.500000 10085936.00 3705903.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-10-01 6.000000 2020964.00 17663.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 3.500000 2038000.00 727257.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 3.500000 1083634.00 774286.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 96988.00 90606.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 5.000000 108876640.00 105824307.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-05-20 6.000000 130770.00 5011.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-02-01 3.500000 135088.00 25000.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.500000 4519304.00 3727101.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-09-01 4.000000 230579.00 69786.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-12-01 2.500000 20000.00 13736.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 217745408.00 195647382.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 2799432.00 2827979.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 4.500000 19570304.00 13615667.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-05-01 6.500000 1373646.00 18249.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.000000 21390208.00 17111217.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 2.000000 5165392.00 3987668.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 883450.00 892333.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-06-01 1.500000 28215168.00 18523888.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-04-01 5.500000 518025.00 31864.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 127255296.00 123061127.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-10-01 4.000000 109900.00 97394.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-08-01 2.500000 67218000.00 41942142.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 6.000000 337891.00 5036.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 6.000000 1111000.00 1108418.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.000000 1026196.00 1002699.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.000000 10442624.00 9806572.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 3.500000 329936896.00 287709683.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 3.000000 2496916.00 1912469.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-08-01 4.000000 2225556.00 844722.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.500000 1806500.00 1846243.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-05-01 3.000000 222000.00 64720.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-02-01 4.500000 329000.00 14642.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 2993080.00 3030946.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.000000 2308864.00 1769940.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.500000 27088.00 26903.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2025-06-01 4.500000 1982842.00 13509.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 2.500000 170405120.00 140071579.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 2.000000 3904992.00 2928770.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-12-01 3.500000 9201104.00 7913372.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 6.000000 18212740.00 243450.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.500000 26236.00 25002.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 4.000000 4288320.00 437508.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-12-01 3.500000 9125000.00 1427273.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 5622184.00 4583227.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 3.000000 1071342.00 897350.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-12-01 3.500000 1400000.00 214790.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-01 3.500000 211000.00 49723.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 8068288.00 8112587.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-03-01 3.000000 69000.00 17733.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 3.500000 2634000.00 1794270.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-04-01 3.500000 21830560.00 5619703.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 1674196.00 1575179.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 3074192.00 3058310.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 2760164.00 2675747.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 1696212.00 1750208.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-08-20 4.000000 2002580.00 1560662.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 4.500000 500000.00 46446.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-03-01 5.000000 4066080.00 3444644.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-06-01 5.000000 625000.00 71756.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-06-01 5.000000 11929104.00 247585.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-12-01 3.500000 11925168.00 10562342.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-08-01 5.000000 800000.00 13473.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-06-01 6.000000 1007262.00 12159.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-09-01 3.500000 25000000.00 7709306.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 4.500000 984856320.00 932981124.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 69746880.00 67238913.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-11-01 5.500000 2661496.00 20784.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-09-01 2.500000 18500000.00 8108363.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-07-01 5.500000 17277184.00 276708.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 4.000000 8915648.00 7266940.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 3597300.00 3569426.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 3.500000 1050860.00 930052.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 5066592.00 5203825.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 2.500000 2615940.00 2129646.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 3.000000 199000.00 129112.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.500000 715000.00 47645.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 2.500000 34464000.00 8330540.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-02-01 4.000000 9129490.00 2907724.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-11-01 3.500000 7000000.00 1006891.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 4.500000 1208036.00 194751.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-01-01 5.500000 1203652.00 54044.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-02-20 3.500000 6198272.00 4303731.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 2.500000 28944384.00 24306519.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 59329.00 15245.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 8899760.00 8939299.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.500000 6507128.00 5044459.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 4.000000 33558720.00 23645404.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-08-01 4.000000 203000.00 21833.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-02-01 3.500000 234917.00 83204.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-01-01 4.500000 500000.00 27520.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-08-01 5.000000 866000.00 97329.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 3.500000 75732736.00 8767818.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 8942688.00 9099346.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-02-20 3.500000 1451124.00 1197131.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-10-20 4.000000 2451088.00 1839686.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-03-01 5.000000 1111152.00 48904.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-02-01 5.000000 5085744.00 4703198.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 2.500000 9214400.00 7360920.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-01-01 3.500000 498107.00 253609.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-07-01 3.500000 239662.00 53370.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-01-01 3.000000 1612080.00 697576.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2028-12-20 4.500000 530446.00 8669.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-12-01 5.000000 430000.00 5870.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-11-01 4.000000 1524514.00 908656.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.500000 6000000.00 5117316.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.000000 800000.00 615345.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 4.000000 2592292.00 2439731.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 4.500000 42190784.00 13776472.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-12-01 3.000000 954837.00 604747.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 10000000.00 9603840.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.000000 4372440.00 3630533.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 4998808.00 4976400.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 3.500000 30129.00 8082.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-09-01 2.500000 3280160.00 2035074.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-03-01 6.500000 1535864.00 128667.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2056-09-01 5.500000 300000.00 103665.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-05-01 4.500000 259156.00 16124.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-05-01 5.500000 11500000.00 4784481.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.000000 20320000.00 17759723.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 22352.00 16783.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-01-01 5.000000 1514278.00 148281.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-01-01 5.000000 10758272.00 86909.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 483003.00 362436.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 3.000000 80398848.00 64949948.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-11-01 4.500000 42184384.00 41263287.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.500000 310000.00 224814.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2043-06-15 3.000000 502660.00 78437.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 392168.00 361060.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-04-01 3.000000 6674944.00 1522309.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 1.500000 535625.00 384012.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 51540224.00 45302376.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 1064554.00 1053762.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.000000 1269822.00 1285877.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 13609880.00 12714061.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-12-01 3.000000 61366.00 5862.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-03-01 3.500000 157000.00 50630.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 2580868.00 2508034.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-03-01 5.000000 2061630.00 16603.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.500000 1597824.00 1645265.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-01-01 3.000000 1141482.00 867271.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-04-01 5.000000 1600000.00 46695.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.000000 10015440.00 7425469.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 4.000000 363722.00 315873.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 3.000000 2300000.00 1540917.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-06-01 5.000000 2969888.00 18289.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 5.000000 700000.00 64767.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-07-01 5.500000 338075.00 5636.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 5.500000 2725000.00 49186.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 3.000000 100000.00 79045.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2049-11-01 3.000000 19179104.00 6626639.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-12-01 5.000000 37897280.00 561068.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-09-01 4.000000 708454.00 166213.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-11-01 4.500000 2147224.00 607413.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 5961696.00 6003341.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 4547560.00 4542004.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1297390.00 1317501.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-02-01 3.000000 1336492.00 683238.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 5043104.00 5106254.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 25150.00 25001.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-10-01 3.500000 50353792.00 3426172.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-03-01 3.500000 69589632.00 14577928.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 2120516.00 2106660.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-06-01 5.500000 400000.00 32985.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 25792.00 25003.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2029-04-20 4.000000 1302530.00 100303.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-01-01 5.500000 100000.00 6705.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.000000 1383690.00 1265170.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 4893808.00 4724838.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-11-01 5.000000 1867000.00 172376.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 2892052.00 2733741.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 310561.00 26564.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 2000000.00 1524706.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-04-01 2.500000 300000.00 162417.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 4.500000 169735.00 159715.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-07-01 5.000000 808000.00 16206.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-03-01 5.000000 26575040.00 1502410.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1871816.00 1914764.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 3.000000 45587.00 39207.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-04-01 3.500000 1050000.00 220384.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 1506000.00 1484542.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 1246104.00 1272983.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-02-01 4.000000 646573.00 15671.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2026-02-01 7.000000 5207560.00 14937.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-05-01 4.000000 199266000.00 151168585.14 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 5000000000.00 5000000000.00 0.0187 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 5.310 0GOL23UM4 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2040-03-15 5.000000 87596.00 5256.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1991386.00 2019612.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2040-12-20 5.500000 1500000.00 68210.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 3.500000 7227912.00 6352037.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-03-01 6.500000 1583002.00 13888.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-06-01 4.000000 57927.00 6583.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-10-20 4.000000 3548768.00 3044104.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 2497076.00 2316586.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-08-01 5.500000 1963694.00 1978932.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-25 3.500000 211235584.00 175787450.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-09-01 4.500000 74195040.00 60170652.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-12-01 4.000000 683000.00 96029.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-04-01 3.500000 950000.00 78389.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-03-20 5.000000 196548.00 109648.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-10-01 2.000000 175000.00 51918.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 77000.00 20413.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-05-01 3.000000 35000000.00 15934732.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-09-01 6.500000 7000000.00 42574.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-05-01 4.500000 5001512.00 227991.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2054-12-15 2.880000 100000.00 83391.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-10-20 4.000000 240000.00 70524.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.500000 64611280.00 54079970.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-10-01 3.500000 568628.00 115861.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2049-07-01 4.000000 248000.00 31478.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-10-20 3.000000 585211.00 485517.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-03-20 4.500000 1547900.00 338898.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 3400550.00 3093924.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 170001920.00 168597080.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 6.000000 5378470.00 48255.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-06-01 3.000000 3200000.00 542772.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 5820736.00 5634105.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 819983.00 694522.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 4923496.00 4807991.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-11-01 3.500000 3208992.00 1181436.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-01-01 4.000000 91224.00 9086.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 2924152.00 2853932.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 833864.00 715613.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-02-01 3.000000 61771.00 10047.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-07-20 5.000000 6817800.00 648405.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-10-01 6.500000 2595000.00 59633.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.500000 2279752.00 2162639.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-04-01 3.500000 20000000.00 1338620.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 2.000000 9000.00 6319.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-07-01 4.000000 751477.00 101746.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2040-11-01 4.000000 150194.00 14668.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.000000 318685184.00 249640391.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-06-01 4.000000 26757088.00 11422176.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 6.000000 19000000.00 18898424.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-01 3.500000 97119.00 29224.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-01-15 4.000000 546869.00 43717.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 3.500000 1433450.00 252112.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 14268016.00 12178063.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-07-01 3.000000 1000000.00 265111.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-08-01 4.500000 4162000.00 122681.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 3.500000 361772.00 251268.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-01-01 3.500000 1526796.00 77017.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 1.500000 10000.00 6443.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-11-01 4.500000 31834816.00 3939262.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-01 3.500000 172540.00 27697.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-10-01 3.000000 2797044.00 530642.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-10-01 3.720000 659922.00 428581.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.000000 7000000.00 773089.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-07-01 2.000000 149792768.00 102332526.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2051-12-01 2.500000 10000.00 7345.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-04-01 3.000000 50937920.00 44628499.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2035-05-15 4.000000 1913098.00 191638.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-05-15 4.290000 30000.00 11271.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 6.500000 3000000.00 578945.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1520452.00 315293.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 3.000000 18260.00 5456.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.000000 36299.00 30614.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-05-01 4.000000 1575000.00 707569.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-11-01 4.500000 1670060.00 343312.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-04-01 5.000000 2541544.00 2254040.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-05-01 3.000000 125000.00 25768.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-15 4.500000 8029872.00 1693872.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2038-01-20 6.000000 3650000.00 47110.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 4.500000 1867099.00 1746924.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 3.000000 20624.00 17174.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 1.500000 1223678.00 781530.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 1497550.00 1548075.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-07-01 6.500000 510000.00 6078.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-10-15 4.500000 695000.00 87420.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 4.500000 214335040.00 202152997.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.000000 1706816.00 1566700.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1451170.00 1492997.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-08-01 4.500000 323000.00 26232.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2045-09-01 3.500000 85000.00 23632.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 3.000000 1180760.00 757656.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 3.500000 1266888.00 1050357.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2039-02-20 5.500000 2600000.00 49149.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 3.500000 2369756.00 2083290.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-10-20 4.500000 4087984.00 3438929.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 3.000000 200000.00 104393.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.500000 100000.00 82783.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 48733568.00 49485847.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-06-01 4.000000 755000.00 206906.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-12-01 5.000000 4630000.00 31059.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-09-01 4.000000 417505.00 97499.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-12-01 6.000000 1406000.00 11143.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.500000 3241224.00 2374060.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 2.000000 87257728.00 51722074.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-03-01 5.000000 1920824.00 69384.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 3.500000 48299776.00 23119830.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-03-01 2.500000 93246600.00 71108122.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2025-04-01 6.500000 450000.00 7657.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2033-05-15 5.000000 3500000.00 43879.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-12-01 3.000000 1017172.00 147057.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-12-01 4.000000 394000.00 45034.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2038-02-15 5.500000 3756612.00 56919.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2057-08-15 3.740000 24584352.00 21825856.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-02-01 4.500000 4087960.00 676599.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-20 4.000000 1556700.00 1225852.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 3.500000 202585.00 44027.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.500000 375000.00 356757.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2034-11-01 2.500000 15829.00 7593.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 5.000000 7441176.00 6044334.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-06-01 3.500000 95000.00 26995.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-12-20 2.000000 3077000.00 2255113.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.500000 43426.00 39650.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-02-20 4.000000 9722240.00 3546292.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-04-20 4.500000 3081272.00 2247726.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2054-04-15 2.680000 1622064.00 1335496.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-12-01 3.000000 364000.00 69223.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 359586.00 288110.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-11-01 7.000000 277024.00 25209.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 14585000.00 9775354.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-12-01 3.500000 32909312.00 13854960.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 1182836.00 1171527.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-01 3.000000 500246.00 114641.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-06-01 4.000000 21051936.00 17469017.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 5.000000 796000.00 211082.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-06-01 4.000000 260000.00 99048.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-08-01 3.000000 680000.00 469018.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.500000 1747796.00 1473923.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-11-01 2.860000 23480000.00 19404708.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-01-15 5.500000 808399.00 5765.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 3.500000 2813084.00 2498064.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-07-01 4.000000 2150000.00 59220.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2024-09-01 2.890000 8529000.00 7527934.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 1136358.00 1175010.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 1.500000 3970752.00 2710476.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-05-01 4.000000 102372.00 24520.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-03-01 4.490000 9807000.00 9469939.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 891043.00 915720.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-10-20 4.000000 3234812.00 2972149.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 2343504.00 2364219.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 424807.00 314446.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-02-01 4.500000 984000.00 77602.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-12-20 4.000000 2259332.00 2071290.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 4.000000 2000000.00 58230.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 1050000.00 255711.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 4423224.00 4473697.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-05-01 4.500000 1330818.00 1227131.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-04-01 6.000000 1222500.00 11575.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-02-01 6.000000 200000.00 10083.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-05-01 3.000000 2037720.00 610254.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1110942.00 1132307.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-08-15 5.000000 197194.00 10246.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2040-10-01 4.000000 144615.00 20858.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-02-01 6.000000 1700000.00 16324.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 2.500000 518314.00 250961.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-08-01 3.500000 218303.00 9042.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 744000.00 99891.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-04-01 4.000000 5167064.00 657122.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-03-01 5.500000 1200000.00 10034.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 2.500000 1500000.00 449537.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-09-01 4.500000 1038672.00 24575.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-06-20 3.500000 30175744.00 25700388.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-01-01 2.500000 144000.00 23539.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 3.500000 346351.00 48880.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-05-20 4.500000 1005596.00 352639.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 500000.00 76148.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-04-01 3.000000 25000.00 7090.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 4.000000 175000.00 27353.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 4.500000 812518.00 766818.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 1141500.00 1138062.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 71000.00 7419.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 664594.00 671541.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-11-01 3.500000 102475.00 28844.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-05-01 3.500000 310185.00 13570.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2045-01-01 4.000000 788895.00 416438.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-11-20 3.500000 1447522.00 1291289.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 4.000000 2539544.00 1995086.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-11-01 4.000000 60894.00 12851.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2035-10-01 2.000000 1478000.00 841056.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-12-01 4.500000 14196120.00 3144175.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-08-01 2.000000 188509440.00 129195440.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 325000.00 240928.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 4.500000 1166226.00 1109920.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-01-20 3.500000 1740046.00 1327297.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-15 4.500000 6692552.00 1643836.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 2.000000 47337.00 36607.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-10-01 5.500000 295000.00 5904.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 100000.00 84058.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-03-01 3.500000 1346846.00 1040846.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-01-01 5.000000 61309.00 7256.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-01-01 3.500000 533170.00 126535.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-04-01 5.000000 71000.00 13135.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 6.000000 265980.00 241579.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-06-01 5.500000 669340.00 14964.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 4228360.00 947586.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 7689184.00 6744907.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 4.000000 2297296.00 907155.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 37000000.00 34306341.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2041-05-01 4.500000 249000.00 10116.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-20 2.500000 75279200.00 60660155.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-04-01 5.130000 4037000.00 4030270.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 3.000000 6444464.00 4731900.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-04-20 3.500000 2501564.00 2232478.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-03-01 5.500000 25292160.00 458978.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-09-20 4.500000 1480658.00 1330458.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2057-04-15 2.650000 6172360.00 5582724.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 4.500000 150000.00 142099.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1172506.00 1211217.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 3.500000 13687136.00 11163233.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-12-01 3.000000 1667936.00 646592.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 4.000000 1567996.00 675342.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-02-01 3.500000 69427968.00 56819283.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 3.000000 18883.00 15791.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 8462848.00 8420793.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-02-01 4.000000 19179328.00 2675552.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-10-01 4.500000 325000.00 16582.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-10-01 1.500000 17954144.00 11847908.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-04-01 4.500000 1671946.00 490164.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-01-01 6.000000 2877700.00 67394.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 3.500000 2353704.00 2127597.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-07-01 5.000000 1625000.00 5422.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-03-01 3.500000 50411.00 9137.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-11-01 2.500000 1279744.00 496530.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-06-20 3.500000 3632784.00 3113570.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 5.000000 162905088.00 158656593.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 3.500000 7809200.00 5994764.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-03-01 3.950000 96264000.00 91433247.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.000000 3385676.00 3091106.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-10-01 4.500000 2500000.00 14239.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-12-01 3.000000 36440.00 11139.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 6.000000 667553.00 509115.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-11-20 2.500000 8328640.00 6971137.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-05-01 5.500000 8150000.00 139212.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-03-01 4.000000 159000.00 25000.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 2.500000 2156830.00 1479926.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-11-01 6.000000 2398496.00 33817.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-11-15 3.000000 1737274.00 285696.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 1946376.00 1959261.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 4.000000 88000.00 74600.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-01-01 4.500000 169102.00 14193.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2062-06-01 4.000000 110725000.00 97294816.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 1045374.00 1059047.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 5.000000 1186000.00 145843.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1872726.00 1928296.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-08-20 3.500000 488885.00 413366.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 3.500000 1374926.00 1176012.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-02-01 3.000000 2750000.00 548132.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-07-01 4.000000 1082008.00 330987.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-06-20 5.000000 2392110.00 393360.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 3.500000 57060.00 8843.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 6103712.00 6025653.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-06-01 3.000000 910000.00 282853.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-11-01 3.500000 1317824.00 162872.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-03-01 3.000000 77125.00 5537.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-09-20 4.500000 1226558.00 1158059.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2057-07-15 2.800000 13255000.00 10864298.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.000000 9875550.00 7342712.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-12-01 4.000000 2825012.00 453076.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.500000 5917888.00 5887370.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 624717.00 61727.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-01-01 3.000000 656189.00 52709.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 3029000.00 231850.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2043-09-01 6.000000 600000.00 46679.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2043-04-15 3.000000 823558.00 190721.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.500000 11000.00 8606.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-02-01 3.500000 624109568.00 48831835.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.500000 57000.00 48119.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-03-20 4.000000 5019696.00 4273259.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 3405000.00 2440225.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-11-15 3.500000 25021824.00 3126302.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-03-01 4.500000 1074658.00 490855.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-10-01 2.000000 24956.00 14954.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 3.000000 2925704.00 2468091.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-09-01 3.500000 1078412.00 349116.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.500000 8500000.00 8118534.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 4.500000 83000.00 5593.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-03-20 3.500000 3654340.00 2682997.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.000000 3529848.00 2954564.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 2360392.00 2386087.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2060-07-01 3.000000 1070000.00 598355.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-20 3.000000 27000.00 21243.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-12-01 2.000000 420000.00 251659.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 129084.00 117461.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2035-12-15 5.500000 3009696.00 47796.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-07-01 3.000000 20976.00 9543.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.500000 6594736.00 6760156.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.000000 199000.00 158678.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 4.500000 1509338.00 1309419.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-12-01 5.000000 2256920.00 354908.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 13400816.00 13634356.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2058-01-15 5.500000 10299600.00 10424136.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-04-20 4.500000 1423230.00 460107.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-12-01 3.500000 71000.00 10277.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 5.000000 14998576.00 1301165.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-09-01 4.000000 371017.00 13717.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-12-01 3.500000 210000.00 51030.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2063-06-15 2.800000 250000.00 201723.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-04-20 5.000000 2264756.00 485939.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 181753.00 175504.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 3.500000 16721504.00 14033596.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 86515840.00 84424136.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1788204.00 1799538.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-06-01 4.000000 530475.00 210390.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 273394.00 164031.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-06-15 4.500000 3073184.00 2881284.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2024-10-20 4.500000 5000000.00 29078.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2057-06-15 2.980000 1335332.00 1119134.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-06-01 3.500000 3800000.00 905791.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 3.500000 2450000.00 229764.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-03-01 2.500000 120000.00 94744.59 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-07 2023-09-07 2023-09-07 N N N 0.0531 2500000000.00 2500000000.00 0.0093 N Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 5.310 0GOL23UK8 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2034-02-20 4.250000 180000.00 34639.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-03-15 4.000000 32850560.00 1426462.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-08-15 4.500000 120000.00 7047.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-03-01 5.000000 1067782.00 31764.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-06-01 3.000000 2103528.00 874205.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 29179904.00 29274544.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-05-15 4.500000 115225.00 9392.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.000000 3839390.00 2704000.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-07-01 3.000000 1059000.00 206942.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-07-15 3.000000 1400000.00 179933.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-03-01 3.500000 975000.00 533413.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 3.500000 159000.00 21509.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-02-01 4.500000 1699860.00 12375.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-01 4.500000 4500000.00 112041.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 2.500000 23886.00 9661.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-05-01 4.500000 16183904.00 4496762.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-12-01 3.500000 2476852.00 2234304.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-03-20 5.500000 1227160.00 71629.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-11-01 6.500000 2000000.00 16345.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-01-01 4.000000 10077584.00 1880402.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 4.000000 5039752.00 1748120.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.000000 15000000.00 11868130.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.500000 7188840.00 5520873.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 30074.00 28190.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-03-01 4.000000 4900000.00 846572.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-01-20 3.500000 4468970.00 3609038.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-09-15 4.500000 400000.00 79425.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-09-01 3.500000 2000000.00 576805.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-06-01 4.000000 6500000.00 181602.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-04-01 3.500000 20614000.00 4858170.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.500000 326590.00 318787.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 3.000000 2500000.00 436108.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-09-15 3.250000 2668230.00 516465.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-09-01 3.500000 439528.00 375072.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-10-01 6.000000 1187806.00 1193634.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-03-01 1.500000 40900.00 25325.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 3.500000 3669732.00 3444087.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-10-01 3.500000 796806.00 132293.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-09-01 3.000000 500000.00 222291.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-08-01 3.000000 7046632.00 1612766.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 2292224.00 1295557.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 2.500000 41263.00 32003.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 5.500000 1867932.00 1777817.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 994138.00 793473.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1071392.00 1086638.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-08-01 4.500000 122200.00 32006.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 3.140000 4000000.00 2712332.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-07-15 5.500000 5794536.00 238131.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-08-01 5.000000 4972888.00 2004803.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-10-20 4.000000 1018056.00 934384.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 3.000000 38468672.00 28425546.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2056-07-01 4.000000 2670000.00 865500.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-10-01 3.000000 1893840.00 417832.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-01-01 4.000000 8756.00 5536.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-01-01 4.500000 759819.00 65457.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.000000 89086.00 79622.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-06-20 5.000000 5254624.00 566389.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 3.000000 13825000.00 4030672.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 2365000.00 1686621.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 1681424.00 1703344.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-05-01 4.000000 290000.00 38526.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.000000 13342944.00 9880631.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2035-11-15 4.000000 1137140.00 94367.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 3.500000 9268416.00 8210489.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-09-01 3.000000 550968.00 48381.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-11-01 4.000000 58886.00 9075.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-11-01 4.000000 28657472.00 3867962.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-12-01 6.000000 100000.00 94365.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-11-15 4.500000 700000.00 21502.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 2982224.00 2952755.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-07-01 3.000000 1000000.00 336097.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 4.500000 50067328.00 30196250.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 139142.00 93401.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1146684.00 1190156.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-03-01 1.500000 500000.00 310235.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 682462.00 688810.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 739028.00 745855.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-08-01 6.500000 10000000.00 76919.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-04-01 5.000000 392445.00 361021.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 945485.00 952236.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 3.500000 493000.00 63518.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 849247.00 860515.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-09-01 6.000000 9850076.00 107653.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 29000.00 11354.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 3.000000 1063922.00 897718.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-03-01 2.500000 24925824.00 19435986.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 1200000.00 1174119.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 2.500000 102997760.00 58154753.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2038-04-15 5.000000 5000000.00 314115.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1642448.00 1745424.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-02-01 3.690000 1700000.00 1323116.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-05-01 3.500000 567000.00 132225.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 2.500000 1000000.00 694986.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-03-01 3.500000 540000.00 25001.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-08-01 3.000000 593000.00 83368.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-07-01 5.000000 501145.00 32865.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 2258916.00 2290747.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 224000.00 19155.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-01 6.000000 6078056.00 6018340.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-06-15 5.000000 304000.00 9246.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.000000 100000.00 65410.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 3.500000 39522304.00 27150772.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-20 4.000000 2044780.00 1855998.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 28043264.00 25857873.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 2746036.00 2767517.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2059-12-15 3.300000 300000.00 256292.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1389910.00 1404185.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-04-15 4.500000 356340.00 21556.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2030-06-01 5.000000 2070000.00 67745.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 3392844.00 3111081.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 3.000000 2740444.00 2060755.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 768030.00 777113.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-05-01 5.000000 8601344.00 341214.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-02-01 5.005000 34352500.00 34636967.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 4.500000 1641248.00 1551401.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-07-01 3.500000 26113320.00 23037876.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-05-01 2.000000 13673232.00 10304784.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 1411196.00 1428719.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-10-01 3.000000 145000.00 34272.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.000000 3599370.00 3405360.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-10-20 4.500000 33831744.00 31294352.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 2966792.00 2915610.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-06-20 4.000000 1575450000.00 1386705716.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-03-01 4.500000 355317.00 61018.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-10-01 5.000000 2425000.00 686291.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 12364304.00 1398555.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-11-01 3.500000 405000.00 133639.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-02-01 3.500000 370000.00 85117.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-01-01 4.500000 3273190.00 933298.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 5.500000 192110.00 192733.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-11-15 4.000000 2800000.00 183832.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1195262.00 1228122.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 4.500000 157562.00 147462.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-04-01 3.000000 2065000.00 1060970.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 123340.00 121136.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-01 2.000000 1000000.00 705961.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 6.000000 67027072.00 65285053.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-11-01 7.500000 1057256.00 7768.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.000000 1606674.00 1072329.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-12-01 5.500000 903000.00 49944.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-11-01 6.000000 588000.00 8357.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-08-01 3.500000 21069152.00 2319542.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 3.000000 629937.00 583031.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-06-01 3.500000 2532632.00 477937.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-04-20 3.500000 44483840.00 38995491.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-10-20 2.500000 6272920.00 1415940.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-09-01 2.500000 6263608.00 1259260.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 5.500000 9564144.00 9220243.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.000000 185761280.00 115831733.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-05-01 4.500000 92610.00 8114.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.000000 2299792.00 2142142.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.500000 63200000.00 53670520.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2039-08-01 4.500000 7794000.00 435666.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.500000 12807400.00 10356131.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 6.000000 3109750.00 3115677.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-11-01 3.000000 200000.00 153558.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-04-01 5.000000 1095616.00 18358.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2034-01-01 3.500000 856666.00 183161.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-05-01 3.500000 7919408.00 1649678.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 3.500000 85000000.00 66605594.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 4.000000 5584968.00 4664441.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-11-20 3.500000 647282.00 32173.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-05-20 5.500000 311208448.00 307181844.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-12-20 4.000000 68316000.00 7674822.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1127056.00 1165192.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 4.500000 10000000.00 1289449.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-12-01 5.500000 600000.00 11885.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 1066166.00 1076160.95 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-06 2023-09-06 2023-09-06 N N N 0.0531 2500000000.00 2500000000.00 0.0093 N Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 5.300 0QZ002944 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2053-08-01 6.500000 1000.00 1026.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 18244684.00 16130559.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-04-01 4.342000 55689.00 1575.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-10-01 4.500000 4195.00 214.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.000000 31593044.00 22312525.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 34278332.00 32144109.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2042-06-01 3.500000 2552960.00 402636.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-01-01 4.000000 1025.00 957.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 3000.00 2746.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-11-01 5.500000 2165.00 329.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-09-01 3.500000 2728604.00 827446.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 3.000000 9201531.00 7271337.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 4658360.00 4466776.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-07-01 4.340000 127072.00 122138.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-03-01 3.500000 8512149.00 2372652.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 6104540.00 5415159.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 979457.00 881683.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 1.500000 35029218.00 22252755.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-01 5.500000 1361867.00 140144.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-12-01 3.000000 3853960.00 2060986.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-04-01 5.626000 2706507.00 5900.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 828366.00 776861.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-03-01 3.500000 198000.00 56648.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 34936108.00 34636553.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-01-01 5.500000 4042400.00 297700.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 3.500000 630000.00 525357.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-06-01 4.400000 6112034.00 5904204.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-04-01 4.500000 3214756.00 1348371.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-10-01 4.546000 1438137.00 68519.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 2049600.00 1843590.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 4042640.00 3908833.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 4949216.00 4680829.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 323946.00 296869.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-11-01 3.000000 732900.00 133622.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.500000 1518080.00 992946.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 4603.00 557.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 2.500000 6381184.00 4051146.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-03-01 4.500000 3003.00 770.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-03-01 4.000000 1027607.00 202001.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 3.500000 1000.00 866.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.000000 4263040.00 3671064.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 4.500000 19000000.00 18050001.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-01-01 5.500000 11455888.00 1074744.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.500000 257000.00 183823.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.500000 2554984.00 2447763.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 4.000000 74800.00 68364.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2036-09-01 3.815000 7396740.00 52726.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2050-10-01 1.500000 85200.00 51307.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.000000 12919936.00 12429948.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-03-01 5.000000 1000.00 312.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-09-01 4.000000 43992.00 11751.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-07-01 5.929000 367848.00 1856.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-06-01 4.500000 1803832.00 675501.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 5.000000 6487755.00 6292162.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.500000 3183604.00 2973663.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 3.000000 1000.00 794.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-10-01 6.500000 1037.00 21.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-03-01 4.387000 143148.00 1527.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 6544157.00 6680188.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-10-01 2.500000 7324218.00 4422490.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-01-01 4.876000 1558801.00 114869.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-07-01 4.000000 141000.00 39061.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 3.000000 22322704.00 17360644.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-05-01 4.500000 97000.00 27393.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-11-01 5.000000 1536622.00 209086.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 5926898.00 5497372.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.000000 52339029.00 36164117.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-09-01 2.000000 4953227.00 2831942.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 3.000000 3737688.00 2407932.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 2335836.00 2095371.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 5001200.00 4495784.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 1000.00 973.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 27336913.00 26651424.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 3.500000 66001.00 24682.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-06-01 5.500000 2192.00 151.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 19866051.00 19316589.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 441057.00 400238.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2032-11-01 2.500000 303814.00 99663.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.000000 2122440.00 1760261.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 8811555.00 7815000.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 8723539.00 5419074.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 6062419.00 6074612.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 4.500000 19558784.00 18249860.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.000000 5287800.00 4652401.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 5.000000 3371091.00 2946192.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-05-01 3.827000 3188.00 127.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 1041.00 935.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-07-01 3.000000 2675310.00 1641020.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-09-01 4.150000 22663.00 324.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 3.000000 8937488.00 6133028.77 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 400000000.00 400000000.00 0.0015 N Y Y N METROPOLITAN LIFE INSURANCE COMPANY (REPO) METROPOLITAN LIFE INSURANCE COMPANY (REPO) 5.310 0QT002C96 0000065374 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 2045-11-15 0.000000 205000000.00 77511967.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 2047-11-15 0.000000 175500000.00 61852877.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-15 2.250000 50000000.00 46195855.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 48605400.00 42497563.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 2051-02-15 0.000000 145000000.00 46566429.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-11-15 0.000000 507000000.00 218330256.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 2046-05-15 0.000000 380727200.00 141370436.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 0.000000 125000000.00 50339902.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-02-15 0.000000 154000000.00 62728644.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 2038-11-15 0.000000 109000000.00 55974850.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 2042-02-15 0.000000 150000000.00 67239130.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 2043-02-15 0.000000 189999986.80 78456297.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 85000000.00 71086237.80 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 1000000000.00 1000000000.00 0.0037 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) 5.310 ORL001PC7 JBONEPAGQXF4QP29B387 0001462160 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2041-09-20 4.500000 118701400.00 7099144.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-05-20 3.000000 100000000.00 14714145.00 Agency Mortgage-Backed Securities GNMA REMIC TRUST 2049-08-20 3.000000 184000000.00 30741496.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-09-20 2.500000 50000000.00 10069080.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-03-20 3.000000 375000000.00 73371311.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-10-20 2.500000 50000000.00 9351441.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2050-08-20 3.000000 50000000.00 17977612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2050-09-20 3.000000 85000000.00 32677666.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-12-20 3.000000 50000000.00 38131190.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-06-20 5.000000 40000000.00 36196605.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-05-20 5.000000 40000000.00 35790068.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-04-20 3.500000 100000000.00 11605826.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 225000000.00 22087298.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.000000 310000000.00 102718289.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2049-05-20 3.500000 100000000.00 12141356.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-09-20 2.500000 200000000.00 143220306.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-11-20 3.000000 100000000.00 74898090.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-08-20 3.000000 100000000.00 68767001.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-11-20 3.000000 150000000.00 30254325.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-05-20 4.500000 50000000.00 44548828.50 Agency Mortgage-Backed Securities Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-05 2023-09-05 2023-09-05 N N N 0.0531 800000000.00 800000000.00 0.0030 N Y N MORGAN STANLEY & CO. LLC (REPO) MORGAN STANLEY & CO. LLC (REPO) 5.310 0MST10AC1 9R7GPTSO7KV3UQJZQ078 0000728672 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2024-03-20 4.500000 1000.00 2.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2026-02-15 3.500000 142000.00 2692.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-06-01 4.000000 21000.00 1438.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2043-11-20 4.500000 622578.00 44589.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2025-12-04 2.600000 10000.00 9562.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2024-04-01 2.500000 175000.00 1266.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 710000.00 547472.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 5120.00 4507.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2029-04-20 5.500000 100000.00 53.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-05-01 3.000000 20000.00 3072.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 3.500000 333840.00 314564.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2027-12-15 7.500000 50000.00 124.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.000000 14000.00 2563.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2025-02-01 4.500000 46000.00 168.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-09-20 4.500000 50000.00 1888.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2025-07-20 7.000000 680000.00 191.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2026-12-01 4.500000 84997.00 1438.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2034-06-20 4.000000 474190.00 80974.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-04-15 4.500000 50000.00 864.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-10-15 4.000000 25000.00 1898.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2034-04-20 5.500000 35100.00 666.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2024-05-01 4.500000 1000.00 1.59 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 1000000.00 1000000.00 0.0000 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 5.300 0RG004UO1 KX1WK48MPD4Y2NCUIZ63 0001698159 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2052-06-25 4.000000 4998990.00 4158290.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2053-01-01 6.000000 1983898.00 2007016.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-11-15 6.000000 3336000.00 2820918.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-04-01 3.500000 4964045.00 4036347.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-05-20 3.500000 2610474.00 1794245.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-05-01 4.430000 1039.00 1006.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2037-08-25 5.000000 4024100.00 392608.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-04-01 3.500000 48680869.00 7408916.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2032-05-20 6.000000 10709000.00 474069.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-10-25 3.000000 2500000.00 2256222.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-02-01 5.500000 1018725.00 1011880.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-03-25 2.500000 1279311.00 847670.62 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-05-15 3.000000 17761000.00 14320860.33 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2033-08-01 4.535000 31456812.00 30726893.38 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-15 2.375000 22483600.00 21875814.53 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2041-04-01 2.740000 4240000.00 3034681.07 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2037-01-05 2.680000 7372000.00 5659107.61 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2047-04-25 3.500000 8253517.00 9208649.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2050-01-25 3.000000 11703235.00 5638169.46 Agency Collateralized Mortgage Obligation TENNESSEE VALLEY AUTH 2038-01-15 0.000000 12700000.00 6205131.10 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 3.875000 5999500.00 5921149.73 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2048-06-25 3.500000 5981000.00 2458589.28 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2042-03-24 3.700000 107000.00 87315.86 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2038-12-01 4.085000 8000000.00 7287953.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-25 2.000000 1581428.00 735379.09 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2042-05-25 3.500000 7186944.00 6599473.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2040-01-25 5.000000 9208000.00 543078.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2029-12-01 3.060000 356138.00 318149.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-05-15 5.500000 4000000.00 431660.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2034-06-15 6.000000 2870000.00 869485.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-01-25 2.500000 1642538.00 925965.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2032-02-15 6.500000 159.00 13.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2038-09-01 3.880000 7492430.00 6674588.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 2036-11-17 2.480000 5660000.00 4270042.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2048-03-01 3.500000 99999999.00 15511238.85 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 1.500000 72313200.00 69589276.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2027-05-15 5.500000 3000000.00 244847.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2041-04-15 4.000000 9000000.00 3714913.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-01-01 5.000000 3597038.00 3143092.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-01-25 3.500000 4000000.00 4062010.86 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-31 1.875000 28437800.00 26396093.47 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2041-12-01 2.410000 9118332.00 5989078.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-25 3.000000 13000000.00 5356388.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-08-01 4.000000 298520.00 274180.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 11054862.00 10661890.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-07-15 4.500000 823087.00 498558.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 1170639.00 1105027.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 1028641.00 1003441.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-11-15 3.000000 1151290.00 1282995.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-03-01 5.500000 2669538.00 2634320.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2034-07-25 4.500000 4000000.00 691625.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-04-01 4.000000 71511.00 65519.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-07-01 3.680000 3414841.00 3190925.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-06-15 4.500000 6000000.00 493968.39 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2047-07-25 3.500000 3523175.00 2375770.04 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-31 1.250000 100.00 96.00 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2038-04-01 3.510000 5399000.00 4652221.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-15 5.500000 11890752.00 581125.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2047-12-15 3.000000 4482937.00 2652362.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2046-07-25 3.000000 5317338.00 2506228.61 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2036-10-14 2.340000 3864000.00 2877076.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2058-12-25 3.500000 5000000.00 4603980.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2050-07-01 2.500000 8262551.00 4297354.75 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 2036-03-07 2.150000 5764000.00 4295400.05 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-08-01 3.650000 5200000.00 4838816.67 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 2.625000 17600.00 17104.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2052-10-01 4.500000 1160290.00 1097254.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-03-25 4.500000 2000000.00 681297.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-04-01 5.000000 1362209.00 1304301.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-05-01 3.610000 2100000.00 1904234.50 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-11-15 3.375000 100.00 85.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2046-05-25 3.000000 1999000.00 1517898.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-08-25 2.000000 500000.00 268591.33 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2053-03-01 5.000000 3995701.00 3784589.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-25 3.000000 1614454.00 1096871.81 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2051-11-25 2.500000 84000.00 49351.75 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2033-07-01 4.460000 1000.00 970.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-01-15 4.000000 2304000.00 864180.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2046-11-25 3.000000 3800000.00 3837182.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2045-05-25 3.000000 1747000.00 1668428.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-07-25 3.500000 4033822.00 4319591.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2031-01-01 4.150000 5419000.00 4259104.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-25 4.500000 3000000.00 2673132.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2037-05-15 5.500000 1998660.00 363284.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-06-01 6.500000 18537152.00 18868668.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.500000 1000.00 995.12 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-02-29 1.125000 15802000.00 13733138.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-31 1.500000 9509000.00 8628405.62 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2048-02-20 3.000000 5000000.00 3101920.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 3.875000 500.00 464.52 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2048-01-20 3.000000 4200000.00 4161197.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2035-04-25 5.500000 4033012.00 388281.20 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 254900C5LP6DN9OP9V83 2036-12-01 2.780000 3171000.00 2476011.93 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2043-06-25 3.000000 1999000.00 1506757.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-03-01 2.500000 1650188.00 1257052.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-07-15 5.000000 16000000.00 1570279.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2047-04-01 3.000000 13066000.00 2746196.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-05-01 5.000000 15167.00 8635.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-09-15 4.000000 3999000.00 2007764.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2053-01-01 5.000000 1908660.00 1735471.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-07-25 2.000000 4768815.00 2593526.98 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 2.250000 100.00 95.15 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2043-03-15 3.000000 7000000.00 6131307.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-12-01 5.500000 26649342.00 2917242.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 2041-12-09 2.900000 1923000.00 1384032.24 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2052-12-01 5.500000 671952.00 638624.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-25 2.000000 9338155.00 4721426.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2030-09-01 3.850000 5436831.00 5079219.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-25 4.000000 1500000.00 1231771.27 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 13895200.00 13347164.55 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2043-01-25 3.000000 365038.00 366658.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 2028-11-15 0.000000 64201113.60 51298615.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-06-01 6.500000 1168.00 1175.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-09-01 3.500000 814807.00 376340.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-25 3.000000 1665000.00 1120513.76 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.125000 5999700.00 5356958.14 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2052-05-20 3.000000 6114418.00 4989152.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-11-25 2.000000 9797315.00 5359476.71 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-08-01 3.750000 6421404.00 6003601.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-30 2.750000 100.00 95.19 U.S. Treasuries (including strips) FEDERAL FARM CREDIT B 2036-07-14 2.310000 1046000.00 773585.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2052-11-25 5.500000 20000000.00 19942890.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2033-10-01 3.780000 358132.00 323598.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 42492788.00 41147951.52 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 92.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2036-01-25 5.500000 3092000.00 1485971.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-01-25 2.500000 6750000.00 4011585.99 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-15 2.000000 100.00 94.68 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2038-06-15 0.000000 5600000.00 2615379.20 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2051-11-25 2.500000 1461217.00 798376.14 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 1.500000 21926000.00 20817644.51 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2049-05-01 5.000000 2888610.00 1067609.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-09-15 4.000000 2000000.00 686923.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2036-09-15 6.000000 5099000.00 1359337.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-07-20 2.500000 11748797.00 7234866.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2050-02-01 4.500000 2221092.00 549852.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 3175441.00 3058864.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2041-10-25 3.500000 198032.00 165941.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-15 3.125000 20121900.00 19478777.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2046-09-20 3.000000 3156348.00 3057549.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-05-25 2.000000 2255145.00 1118807.73 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-31 2.750000 162352000.00 152999806.57 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2028-10-01 3.825000 1984350.00 1859563.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-05-25 3.000000 1673507.00 1292524.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-08-25 3.500000 2226346.00 1178891.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-10-25 3.500000 3004007.00 1899887.70 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2037-07-15 6.000000 1378575.00 181321.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-07-25 3.500000 3095000.00 1536824.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2040-07-15 4.500000 4998990.00 1515148.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2041-10-25 4.000000 2690915.00 1042706.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2043-04-15 3.500000 5509000.00 4785407.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2043-07-25 3.000000 4974000.00 4091323.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2040-09-15 4.500000 1042250.00 1747042.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2037-11-01 3.510000 1192614.00 1021456.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-04-25 3.000000 1389000.00 1117438.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2043-07-25 3.500000 2218739.00 1960075.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2041-03-15 4.000000 28108075.00 4686792.56 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 2.375000 6600.00 6281.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2048-04-01 3.000000 3009103.00 609967.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-25 2.500000 4297759.00 2682392.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2033-06-25 5.250000 12500000.00 1027408.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2047-07-25 3.000000 3000000.00 2274819.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-12-25 2.500000 2364000.00 1380277.30 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-05-15 2.125000 24998900.00 23971255.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 0.625000 1000000.00 857128.04 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2033-07-01 3.750000 3810000.00 3495240.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2034-07-15 6.000000 5585606.00 1798014.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-04-20 3.500000 1380193.00 1040055.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-05-25 4.000000 5078383.00 4214203.42 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 4.125000 2748200.00 2717955.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-01-01 6.000000 2994763.00 2837010.10 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 2056-04-01 0.000000 32848000.00 5964769.78 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-15 2.375000 35550800.00 32397981.17 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2041-06-25 4.000000 1586000.00 307223.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-09-25 2.500000 2929158.00 1692225.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-03-25 2.500000 1864788.00 1106461.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2046-11-01 3.000000 1118071.00 415110.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-25 2.500000 5888691.00 2853878.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2047-11-25 3.500000 5799000.00 2813220.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-31 4.750000 100.00 100.07 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2051-07-25 2.500000 3999000.00 2570926.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-12-01 4.150000 1206861.00 1151147.87 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 2065-09-15 0.000000 9714000.00 1015268.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2042-08-15 3.500000 3128850.00 4102390.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2050-11-01 2.490000 286815.00 192979.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.500000 2554730.00 2549242.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-02-01 4.110000 7966398.00 7619700.36 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-30 4.500000 9732600.00 9750697.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2045-07-25 3.000000 7994927.00 2519239.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-12-25 2.500000 12758750.00 7615383.05 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-15 1.500000 49999800.00 42370439.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 200.00 162.31 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-08-01 7.000000 1049.00 1084.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.500000 2714197.00 1985735.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-03-20 3.000000 2000000.00 1233492.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-10-01 2.500000 505540.00 372948.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 4.000000 1451886.00 1327790.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-07-25 3.000000 5224000.00 4545932.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2034-08-15 5.500000 1166440.00 411677.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2033-11-20 5.500000 18841317.00 2536978.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2043-11-15 4.000000 5561245.00 4721476.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2043-05-15 3.500000 3362666.00 4213134.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2047-05-20 3.500000 1000000.00 411839.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2047-12-15 3.000000 533000.00 469951.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2040-07-15 4.500000 4000000.00 898061.15 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-04-25 3.500000 1295951.00 938827.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2047-03-15 3.500000 5627000.00 4191966.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2042-07-25 3.500000 1267426.00 1128857.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-09-25 2.000000 20169060.00 11253250.40 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-09-01 3.690000 4080771.00 3753052.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-02-25 3.000000 999000.00 867665.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2043-07-15 3.500000 2224314.00 2007469.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 0.500000 26878100.00 24246653.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2051-08-25 2.500000 1776000.00 1154238.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2036-02-15 5.500000 6152940.00 1397281.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2052-07-01 4.000000 7414896.00 6407208.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-04-15 6.000000 3296941.00 527990.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-07-25 4.500000 3754615.00 3309585.43 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2037-07-01 3.210000 4443308.00 3766947.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-02-01 4.500000 4555628.00 1537857.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-09-01 6.000000 5874099.00 5917021.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-08-16 4.500000 3081000.00 5341320.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2036-02-25 6.000000 3263587.00 1042822.10 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2035-10-26 1.730000 6090000.00 4222726.49 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2047-02-25 3.000000 2056000.00 1304502.30 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-15 0.750000 100.00 94.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2043-06-15 3.500000 6922844.00 5506626.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2041-03-25 4.000000 5000000.00 1369181.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.875000 26278800.00 24079973.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2051-11-25 2.500000 1750028.00 1008273.05 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-12-31 1.250000 25000000.00 22575499.46 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2051-11-25 2.500000 5442395.00 3122708.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2038-10-01 2.150000 997463.00 684324.12 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-31 2.750000 40390400.00 37529328.58 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2050-02-01 5.000000 1401431.00 1011227.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-09-15 4.000000 997101.00 410050.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-31 1.000000 6883600.00 5886058.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2037-04-15 5.500000 2000000.00 521573.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2043-06-25 3.000000 1855322.00 1448125.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-08-01 5.500000 2375000.00 2366311.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 1.750000 49999900.00 47928822.62 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2030-06-01 3.690000 1125.00 1051.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 8168038.00 8152555.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-02-20 3.000000 10357702.00 4889372.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-10-25 2.000000 1306802.00 689857.73 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2033-07-01 4.640000 28210000.00 27785627.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-08-15 3.000000 1877746.00 1478154.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-12-01 3.955000 6104000.00 5810793.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-12-01 6.000000 1634.00 26.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-15 2.875000 55400.00 52457.40 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2027-12-01 3.060000 4640000.00 4306328.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2033-07-16 5.000000 5615000.00 1717103.43 Agency Collateralized Mortgage Obligation TENNESSEE VALLEY AUTH 549300HE1ISW43LNKM54 2065-09-15 4.250000 6183000.00 5449246.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2051-10-25 2.000000 3012725.00 1617052.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2047-06-15 3.000000 15085013.00 11135795.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2036-07-15 6.000000 2999000.00 865903.64 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-31 0.750000 1228100.00 1108735.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-05-15 4.250000 32100.00 32488.02 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2042-12-15 0.000000 15535000.00 5711908.80 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2053-08-01 6.500000 1272150.00 1333756.71 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-15 2.250000 24999800.00 23829265.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2051-10-25 2.000000 14155463.00 6882646.47 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTH 2056-04-01 5.375000 1059000.00 1140570.36 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2034-12-25 4.500000 9900000.00 1803342.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-06-25 4.500000 2938016.00 2608454.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2040-10-15 4.000000 3000000.00 845589.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2047-05-25 3.500000 8499000.00 2897822.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-08-25 4.500000 2999000.00 2667156.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-08-01 6.500000 573248.00 593908.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2036-09-20 6.000000 10575845.00 1152953.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-04-01 3.000000 1000.00 847.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-07-01 4.740000 28523000.00 28320629.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 4.000000 7789102.00 6737993.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-02-25 5.000000 2000000.00 459517.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-09-25 2.000000 15993000.00 8282162.96 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2043-12-15 3.500000 1007353.00 1016278.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-01-25 2.500000 5170000.00 2975964.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-04-01 5.000000 1142342.00 1090946.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-08-25 4.500000 4000000.00 551298.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2052-01-01 2.500000 1000.00 764.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-04-25 2.750000 1846000.00 1602116.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2049-03-01 4.500000 140000.00 59146.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 6.000000 2451004.00 2283709.17 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 0.625000 500.00 427.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2034-02-01 3.960000 2413058.00 2243878.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-12-01 4.130000 8000000.00 7621221.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-03-01 3.110000 4602757.00 4261700.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-02-01 3.520000 2530465.00 2358373.98 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-15 1.750000 200.00 191.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-06-30 1.875000 25000000.00 23304674.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 14999997.00 2448002.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-03-01 3.430000 1000.00 885.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-25 2.500000 3447000.00 2105596.56 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2033-04-01 3.720000 1000000.00 893066.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-07-25 2.500000 2602000.00 1616542.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2052-08-01 4.000000 544300.00 476900.60 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 4.500000 57751800.00 57938123.63 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2051-09-25 2.500000 1904000.00 1207735.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2047-03-15 3.000000 2077000.00 1826185.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2034-10-25 4.500000 4000000.00 756752.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2042-09-25 3.500000 1134716.00 859397.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2039-09-16 5.500000 1614668.00 1256131.94 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-11-25 2.500000 1207240.00 674196.85 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-31 0.375000 49999400.00 42814031.06 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-09-15 0.375000 49999900.00 47578012.18 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-08-01 5.500000 2498659.00 2507168.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 9030742.00 8773451.83 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2053-08-15 4.125000 4999000.00 4921282.94 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2038-04-01 3.510000 7141207.00 6153449.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-25 2.000000 4842323.00 2283358.15 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2043-10-15 4.000000 2764000.00 2547466.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2034-05-01 3.590000 5211373.00 4669127.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2037-08-25 6.000000 13079554.00 2748011.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-10-20 2.000000 4485052.00 2081497.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 0.750000 65125200.00 59247927.22 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2049-12-25 3.000000 2000000.00 1741466.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2051-06-01 2.500000 1000.00 692.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-25 2.500000 2920359.00 1716152.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2045-05-20 3.500000 2131579.00 1360971.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2053-08-01 6.500000 2110579.00 2199417.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-25 2.000000 9750000.00 4963575.27 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 2.625000 2242100.00 2182875.74 U.S. Treasuries (including strips) TENNESSEE VALLEY AUTH 2039-09-15 0.000000 16947000.00 7421498.03 Agency Debentures and Agency Strips UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-15 3.500000 238038000.00 235504411.50 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 2000000000.00 2000000000.00 0.0075 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 5.340 0RG004T21 KX1WK48MPD4Y2NCUIZ63 0001698159 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-31 0.500000 100.00 85.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-28 2.750000 6437000.00 6216268.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-02-15 3.875000 12834000.00 11923206.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-03-31 0.500000 100.00 93.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-08-15 2.750000 8443000.00 6380422.82 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 1100.00 865.16 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-11-15 4.250000 2482000.00 2494151.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-11-15 2.750000 300.00 228.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.000000 11199200.00 11024658.03 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-31 1.250000 3219100.00 3090326.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 1.625000 300.00 259.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 0.500000 37808200.00 34106663.80 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-12-15 4.000000 40769900.00 40424917.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 3.875000 2000000.00 1973881.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-05-15 2.500000 100.00 98.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 0.750000 1300.00 1182.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-05-15 3.000000 2934600.00 2366195.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-11-15 3.750000 1000100.00 916543.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2038-05-15 4.500000 800.00 836.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-26 0.000000 113678100.00 112742870.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-11-15 1.625000 6152900.00 3570903.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-07-31 1.750000 1528100.00 1480582.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2033-05-15 3.375000 5000.00 4751.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.250000 4202200.00 4146568.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-11-15 2.875000 2000000.00 1565445.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-05-15 3.875000 1830800.00 1718003.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-28 1.125000 1000.00 942.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 1.750000 287600.00 275687.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-15 2.375000 733300.00 668267.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-11-15 1.375000 443000.00 360187.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-15 2.250000 100.00 95.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-08-15 1.750000 1400.00 937.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-30 2.750000 37900.00 36077.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-02-15 3.000000 13000000.00 10307301.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-31 1.875000 1934800.00 1795890.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-02-15 6.625000 2093700.00 2240674.46 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 3.500000 700.00 683.93 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-11-15 4.375000 8000000.00 8189693.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-11-15 0.875000 500.00 400.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 4.375000 500553.00 511305.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-15 3.750000 5420000.00 5375568.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-31 1.500000 8221400.00 7460045.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 5.375000 600.00 646.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 3.625000 407000.00 362131.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-02-29 1.125000 300.00 260.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 2024-11-15 2.250000 899000.00 873084.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-05-15 2.500000 3527400.00 2575142.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-12-31 1.250000 1200.00 1083.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 0.750000 100.00 85.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 2.500000 3200.00 2318.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-01-31 3.500000 100.00 96.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-31 2.750000 100.00 92.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 2.500000 14621100.00 13867952.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2043-08-15 3.625000 36600.00 32628.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2044-02-15 1.375000 4260000.00 4959944.08 U.S. Treasuries (including strips) UNITED STATES TREASUR 2044-05-15 3.375000 168800.00 145778.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-04-15 2.625000 1332000.00 1294508.92 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-15 2.375000 5999900.00 5837708.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 4.250000 131900.00 131152.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 0.625000 3665200.00 3141545.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2053-02-15 1.500000 9005600.00 8277476.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-09-30 4.125000 100.00 100.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-02-15 0.750000 2000000.00 2178503.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-15 1.125000 2193000.00 2078362.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-08-15 3.000000 2600100.00 2056942.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-15 4.625000 6000000.00 6118666.86 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-11-15 3.375000 919000.00 786781.53 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-15 3.125000 21073300.00 20399769.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-15 3.625000 82000.00 166576.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-03-31 0.625000 1300.00 1139.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.625000 1817500.00 1729344.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-08-15 2.000000 7600000.00 4808934.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-08-15 2.875000 5001000.00 3901425.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-15 2.000000 993700.00 924846.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-05-15 2.750000 926900.00 899967.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-05-15 3.625000 58070000.00 57207578.44 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-11-30 0.500000 500.00 494.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-06-30 3.250000 30200.00 28760.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-11-30 3.875000 4999000.00 4949862.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2037-02-15 4.750000 1700.00 1813.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 2.000000 695700.00 665756.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 1.250000 100.00 87.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-10-31 1.375000 1100.00 956.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-05-15 4.250000 815200.00 825054.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 2.000000 9670300.00 6174327.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-15 2.250000 4000000.00 3691657.04 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 199900.00 162227.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-05-15 1.250000 3500100.00 1832139.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-15 1.500000 200.00 189.89 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 2200.00 2166.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-11-15 1.875000 60321100.00 37219308.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-15 2.000000 200.00 189.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-02-15 0.750000 876500.00 881862.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-11-15 2.000000 5050600.00 3549069.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-28 1.875000 778900.00 687633.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 1.250000 34029600.00 29767936.70 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 1100.00 989.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-08-15 1.250000 987800.00 796976.28 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-15 0.125000 500000.00 488112.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-15 0.125000 900.00 939.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 8068500.00 7750273.27 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-15 1.000000 1000800.00 950237.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-15 3.000000 400.00 387.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-06-30 1.750000 400.00 389.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 0.625000 9094400.00 11133702.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 4.500000 800.00 802.58 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-12-31 0.625000 100.00 85.45 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2049-05-15 2.875000 9532600.00 7440971.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-31 2.750000 4000.00 3836.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-15 2.875000 1100.00 1041.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-31 1.750000 15000000.00 13189232.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 4.375000 1773000.00 1766812.54 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2045-02-15 2.500000 400.00 292.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2041-02-15 1.875000 4334400.00 2999501.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-05-31 1.250000 2600.00 2267.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-11-30 1.625000 100.00 91.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-11-15 3.125000 758800.00 724295.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2047-05-15 3.000000 34000000.00 27197019.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 100.00 87.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-05-15 3.000000 9000000.00 7433103.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-11-15 4.000000 39000000.00 37940024.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 3.625000 800.00 788.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2051-05-15 2.375000 2100.00 1467.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-08-15 3.000000 575600.00 457609.11 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 3.250000 13735000.00 13244736.64 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2039-02-15 3.500000 100.00 91.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-02-15 3.000000 10050000.00 7954869.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-15 3.500000 100.00 98.94 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2048-02-15 1.000000 700000.00 693732.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-06-30 0.875000 4538000.00 4104658.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 100.00 94.78 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 1.500000 1100.00 1078.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 2.375000 100.00 95.17 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-31 0.375000 7562000.00 6475271.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-11-15 1.375000 64391500.00 41178385.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2042-11-15 2.750000 64753000.00 51065229.33 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-06-30 1.875000 19800000.00 18457301.95 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 91.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-08-15 2.750000 166000.00 148939.96 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2052-05-15 2.875000 234784100.00 183480839.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 2027-11-15 0.000000 1000.00 833.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-31 1.000000 2964700.00 2535068.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 2.500000 10575300.00 10212947.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-03-31 2.375000 200.00 183.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-12-31 0.750000 1000.00 985.79 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-09-30 1.250000 26000.00 22535.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-15 0.125000 3800000.00 4240528.38 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-30 3.875000 3530000.00 3487426.21 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-08-15 1.375000 1490600.00 802258.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-15 0.750000 2300.00 2183.84 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-04-30 2.875000 400.00 375.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-31 3.125000 4339000.00 4077323.59 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-31 0.250000 4112000.00 3733472.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-15 1.500000 757100.00 641575.76 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-05-15 2.875000 1500.00 1373.34 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-05-15 1.625000 700400.00 588890.73 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-31 4.125000 100.00 99.60 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-08-15 2.250000 11026400.00 7567233.75 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-03-31 2.125000 519000.00 513826.19 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-30 0.250000 2736000.00 2493420.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2040-05-15 1.125000 858000.00 531558.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-08 0.000000 867600.00 825287.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-05-15 0.625000 8480200.00 6729998.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-04-30 0.750000 13788500.00 12492378.15 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2050-02-15 0.250000 1716700.00 1306337.17 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-21 2023-09-21 2023-09-21 N N N 0.0534 1000000000.00 1000000000.00 0.0037 N N Y NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 5.300 0QJ0057U9 XPSKD1VTEQPKCHBEKQ95 0000902266 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MOR 2053-01-01 4.500000 225027.00 206725.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 1017911.00 995536.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 160000.00 156332.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-04-20 3.500000 16702735.00 14683481.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 6.000000 9114600.00 8772520.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 602000.00 606301.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-11-01 2.500000 25534984.00 18860521.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-05-01 3.000000 23549122.00 12123062.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.500000 1152519.00 1115443.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.500000 1277800.00 1319133.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-03-01 4.430000 13693600.00 13172389.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.500000 11016945.00 10850800.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-15 4.000000 42594.00 38085.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2064-10-15 4.710000 12341083.00 11826928.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-08-01 3.000000 20925000.00 13158293.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.000000 1301500.00 1309601.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.000000 1289813.00 1256464.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 63419500.00 61551476.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 4045648.00 3938934.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 2763.00 2655.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 1047628.00 939930.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 6.000000 72522839.00 70258459.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.000000 374000.00 377194.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.000000 16374990.00 12949717.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 22092341.00 21071356.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.000000 6398900.00 6144998.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.500000 1103942.00 1129316.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 1940324.00 1980656.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-06-01 3.000000 23952383.00 18742321.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 6.000000 1843204.00 1767496.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1168496.00 1211206.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 1328503.00 1347894.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2053-02-01 4.000000 100000.00 90236.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 3168089.00 3212187.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 19398862.00 18604917.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 6915964.00 6706681.22 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2046-02-15 1.000000 46300.00 48434.68 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2049-06-01 4.000000 800000.00 721563.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-07-01 5.000000 231271.00 219753.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.500000 13338023.00 13009177.15 Agency Mortgage-Backed Securities UNITED STATES TREASUR 2024-10-31 2.250000 3810500.00 3707850.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-08-20 5.000000 1524597.00 1486385.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 8450232.00 8514155.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-06-01 3.500000 18210888.00 15059379.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.500000 1644795.00 1684668.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 1.500000 25521623.00 18869319.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 6482520.00 6275901.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.500000 1608300.00 1654226.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 2002457.00 1942429.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 1125716.00 1098691.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 18260805.00 10932626.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 1002676.00 1025626.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 1488600.00 1447697.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 6203408.00 6278922.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2033-04-01 4.380000 8168000.00 7913975.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.500000 6554500.00 6734743.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 2456928.00 2398093.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 4418500.00 4284985.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-02 3.000000 17403000.00 13102813.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 7700679.00 7799568.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 1044493.00 1011131.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.500000 1075012.00 1111694.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.000000 4465555.00 4521182.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-04-01 4.000000 98833881.00 11432136.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 1264071.00 1276723.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2058-02-15 5.550000 15758500.00 16018014.07 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-29 0.000000 41853300.00 40730375.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2062-05-20 4.000000 156622.00 140453.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.000000 5837700.00 5478992.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-11-20 4.500000 17619621.00 15602125.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 2435136.00 2367017.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 5884859.00 5700207.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 2150518.00 2103810.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.000000 600000.00 558844.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-07-01 3.500000 116665097.00 12249164.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.000000 516243.00 492705.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-01-20 5.000000 1432261.00 1388311.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 101300.00 97720.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 3.500000 39348526.00 10831784.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1278360.00 1287675.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-08-01 4.000000 30766828.00 12474433.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 2062160.00 2007974.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 272400.00 274420.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-09-01 4.000000 72460709.00 14471814.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.500000 1581792.00 1500769.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 1161507.00 1113657.04 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 1438900.00 1382148.88 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2052-02-01 3.000000 18621000.00 15586625.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 5058600.00 4922665.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 1655383.00 1608125.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 3.000000 13732156.00 11313011.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 6.000000 10000000.00 9535655.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.000000 3093253.00 2998198.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.000000 42741936.00 14152329.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2058-02-15 5.550000 996000.00 1012008.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 34841510.00 33042373.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 1547732.00 1512156.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.000000 1466406.00 1430506.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-01-01 3.000000 22242962.00 15893886.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 3141982.00 3211412.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.500000 12579319.00 10833114.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.500000 1943700.00 1995232.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-04-20 4.000000 4489294.00 4109363.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 1129100.00 1099194.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 1027500.00 1037432.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.500000 2172.00 2115.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 2499473.00 2430196.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 6148512.00 5999220.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 5014927.00 4877317.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 19787616.00 14998815.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 38487651.00 37220851.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 6.000000 1102036.00 1069855.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 7.000000 1105688.00 1138558.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 4668900.00 4522746.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-07-01 2.500000 40000000.00 22104433.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 2522856.00 2460461.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.000000 1484686.00 1429165.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 2561167.00 2601560.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.000000 90000.00 78660.19 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-06-15 2.875000 13296200.00 12895286.29 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-03-01 5.000000 4220514.00 3566205.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 5865021.00 5661265.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 75045199.00 72170096.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 5.500000 320853.00 309250.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 1637565.00 1599547.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.500000 1752229.00 1722578.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 12634893.00 12781019.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.000000 25072586.00 20554336.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.000000 17810404.00 13300830.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 3.000000 49983044.00 20635443.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-04-01 2.500000 25100100.00 14633246.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2050-04-20 3.500000 50000000.00 12534192.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2062-08-20 5.000000 195152.00 186126.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 3500472.00 3377608.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 2231889.00 2165261.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.500000 19918547.00 17315057.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 1673900.00 1632033.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2040-06-01 2.500000 29548606.00 11145999.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 5251841.00 5292467.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-10-01 4.000000 19487415.00 15755750.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.500000 1645889.00 1698268.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 6.000000 105500.00 106511.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.000000 1295207.00 1256243.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 3.000000 86612678.00 18778302.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 3152982.00 2987026.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 1108842.00 1077770.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 92052900.00 89388579.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 5.000000 686704.00 662213.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 6300.00 6182.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 3.000000 18349688.00 14230535.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 5.500000 92199.00 82406.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2027-05-01 2.880000 21600000.00 19392446.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-03-20 3.000000 128612324.00 113722360.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 17862432.00 17950102.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.000000 14000.00 14207.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-06-20 5.000000 19686.00 18944.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 1178178.00 1143391.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 133316.00 128659.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 1808912.00 1762082.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-05-20 5.000000 8202234.00 7962670.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 1459589.00 1473538.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 1910734.00 1855192.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 100013000.00 14783493.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.500000 2164112.00 2031709.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 1441952.00 1392724.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 1128100.00 1095743.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-11-20 4.000000 22570517.00 20060338.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 25840.00 25006.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 3197803.00 3267459.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 4006532.00 3906564.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 26539604.00 25910453.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.360000 24346610.00 19681480.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 5.500000 696738.00 677477.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-09-01 2.000000 20000000.00 14095994.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 1865.00 1808.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 77400.00 75323.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-02-01 3.500000 23182679.00 20233882.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-05-01 4.000000 99919084.00 14100862.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 5.000000 2710790.00 2609073.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 4.500000 4799920.00 4560308.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-08-20 4.500000 14924020.00 13613590.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 2033578.00 2067105.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-05-01 3.500000 24500000.00 12451574.99 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 4773100.00 4523775.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-30 2.875000 522900.00 505438.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-07-20 5.000000 1191371.00 1148382.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.500000 51200000.00 16324602.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 31114700.00 31428647.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.500000 13220118.00 11805430.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 4.500000 1432549.00 1283214.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.000000 1142500.00 1160076.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-09-01 4.000000 42468428.00 14528612.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 5711238.00 5545864.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 4.500000 12000.00 10806.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-09-01 3.000000 30253149.00 10871159.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 1961287.00 1892825.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 2775273.00 2690899.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.000000 652100.00 630607.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 3.000000 14693488.00 10726714.75 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-31 1.875000 24010700.00 22286839.40 U.S. Treasuries (including strips) FEDERAL HOME LOAN MOR 2053-05-01 5.000000 9365938.00 9076162.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 4.500000 4580136.00 4355333.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 2794615.00 2716470.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 1065900.00 1043144.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-12-01 5.500000 18616347.00 14700786.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 2125516.00 2044024.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.000000 1834595.00 1846417.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 67104700.00 64802704.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 8923600.00 8979457.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-08-01 4.500000 3136210.00 3065018.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 4.000000 46994997.00 13491268.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 4.500000 1682857.00 1578990.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 1054355.00 1063722.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 4.000000 3308277.00 3018596.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-07-01 5.000000 12570866.00 11356602.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 4340878.00 4203854.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 1466926.00 1480945.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 7270995.00 7440241.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-09-01 2.000000 24498800.00 13758171.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 4.000000 23383180.00 21565197.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 48735000.00 47465533.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 31560.00 30513.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 47775500.00 44053944.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 4.500000 20835090.00 19399157.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 3.000000 17796157.00 13836061.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 128530607.00 123995544.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 5.000000 5122972.00 4918387.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-12-20 5.500000 71884528.00 69337789.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.000000 10545418.00 10122125.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 2499400.00 2513990.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.000000 1104323.00 1070375.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-02-20 4.000000 14682564.00 13242334.05 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 2048-01-15 4.875000 8720000.00 8507399.13 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-02-01 4.620000 33058800.00 32132889.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-06-01 4.000000 1096229.00 1022242.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 1111593.00 1123188.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-08-01 6.500000 130639.00 133408.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 5.000000 251700.00 244585.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 13740300.00 13441196.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2038-06-01 6.000000 1283286.00 1293913.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.500000 2754183.00 2824402.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 3950894.00 3838124.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 5227700.00 5275616.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2058-02-15 4.950000 4218700.00 4139373.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 6.500000 235878.00 225480.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.000000 1527100.00 1536989.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-05-01 3.000000 22166906.00 17886774.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 13864429.00 13391238.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 1872707.00 1812950.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-04-20 5.000000 34934430.00 33752975.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 1.500000 17069000.00 11108939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 5.500000 1011786.00 990905.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.000000 1000.00 1022.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 1609546.00 1559177.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-01 6.000000 846958.00 822071.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 43900.00 42702.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 2083224.00 2013017.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 2522274.00 2544692.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 23413134.00 22804134.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 1.500000 19451979.00 12259379.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 4.500000 16235943.00 15181561.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-09-20 4.000000 13689609.00 12315344.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 1208204.00 1234455.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 100429445.00 97386973.37 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-02-22 0.000000 14795800.00 14413003.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL M 2053-04-20 6.000000 7065530.00 7141927.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 176992929.00 170628597.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 1.500000 19705850.00 12697280.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.000000 1200410.00 1170026.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 3.500000 38900000.00 15515488.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 5254302.00 5311226.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2048-07-01 4.500000 56409009.00 12412518.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 5.500000 124165.00 119835.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-01-01 7.000000 1090493.00 1061474.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 3.500000 503532.00 472570.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 1303279.00 1284603.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 24862700.00 24345945.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-12-20 2.500000 2786323.00 2078380.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 6.000000 1392064.00 1349187.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 6.000000 1659000.00 1681285.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 4.500000 23379922.00 20547715.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2047-07-01 4.000000 14582382.00 11018882.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 206926.00 201323.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 1092106.00 1100287.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 4025589.00 3863105.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2064-06-15 4.510000 16232142.00 15432909.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.500000 1607056.00 1508969.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 3123249.00 3204116.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-11-01 5.000000 1156812.00 1127328.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.000000 21196142.00 16869267.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 4.500000 12953886.00 11150448.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 1759549.00 1708160.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-05-01 4.350000 35000000.00 33921370.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 5905758.00 5745482.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-02-01 3.000000 46855619.00 19987149.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2049-09-01 4.500000 52008591.00 18583962.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-11-01 3.000000 33453964.00 27065632.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 14522777.00 14022850.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 5.000000 2276069.00 2232128.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-07-20 4.500000 100000.00 90516.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 5.000000 10262182.00 9763603.03 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-01-15 2.000000 422400.00 640093.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-02-01 5.000000 1106963.00 1070894.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.500000 14256570.00 13615765.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 16695688.00 11019941.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-10-20 3.000000 20601778.00 14901694.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 6.000000 1100810.00 1131709.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.500000 1298949.00 1341893.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.500000 9960692.00 9622440.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2062-09-15 4.750000 122000.00 118825.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.000000 1663647.00 1613338.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 165308246.00 21751800.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 4800655.00 4903454.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 34997900.00 33753583.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 2952216.00 2847941.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2028-04-01 4.020000 45326400.00 43770480.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.500000 1504254.00 1477100.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2064-10-15 5.050000 2121920.00 2060208.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2044-03-01 4.500000 20333800.00 16399378.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-08-01 2.500000 23231262.00 16440193.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 3.500000 41480000.00 16544601.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.000000 1097300.00 1073015.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 5.500000 1593751.00 1605158.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 6.000000 1294558.00 1302301.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 3031536.00 2925732.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-03-01 4.000000 78165610.00 11886583.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 71114380.00 14004844.46 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-08-31 2.750000 92743000.00 88947956.44 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2053-05-01 5.000000 6783988.00 6578830.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 3235681.00 3138890.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 2001531.00 1953076.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 30597370.00 29711299.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 3.500000 50224874.00 17417517.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 2.000000 34608829.00 27736680.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 2053993.00 2007588.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 1793196.00 1757678.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 1733100.00 1681171.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2062-10-20 5.500000 37800.00 37037.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.000000 1738946.00 1665215.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 6.500000 1323103.00 1360874.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 11037400.00 10691959.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-12-01 2.000000 28260000.00 16751133.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 15265649.00 14568581.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-10-01 4.500000 17233200.00 16951833.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 1253788.00 1216257.57 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-18 0.000000 49600.00 48582.70 U.S. Treasuries (including strips) FEDERAL HOME LOAN BAN 2024-05-20 5.400000 20000.00 20293.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2053-02-01 5.500000 151279240.00 144833705.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-03-01 1.500000 20754691.00 14692963.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 5.000000 1471055.00 1429465.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-07-01 5.500000 258000.00 250045.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 18098816.00 17955877.58 Agency Mortgage-Backed Securities UNITED STATES TREASUR 2023-11-15 0.000000 0.30 0.30 U.S. Treasuries (including strips) FEDERAL NATIONAL MORT 2050-06-01 2.500000 104171918.00 58513548.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 6.000000 66376900.00 64358842.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-01-01 4.500000 39756935.00 14724465.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 5.000000 15342594.00 14880046.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 5.000000 1536887.00 1461733.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 6.000000 2195496.00 2101126.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 5183457.00 5025818.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-12-01 4.500000 1001429.00 924217.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 2998004.00 2883088.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.500000 2475943.00 2401673.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 590317.00 560879.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2030-04-01 4.180000 9998600.00 9617986.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 1808552.00 1769237.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-02-01 3.500000 76243887.00 69456707.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-06-01 5.000000 2011621.00 1951955.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 4.500000 4151636.00 3938817.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-03-20 2.500000 17875197.00 13771181.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-08-01 5.000000 25497015.00 21838482.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 15000000.00 13731520.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-03-01 5.500000 8176047.00 7773738.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-04-01 5.000000 1001030.00 959633.87 Agency Mortgage-Backed Securities Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 4000000000.00 4000000000.00 0.0149 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 5.340 0QP001IV7 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-04-30 0.000000 44816600.00 43310762.24 U.S. Treasuries (including strips) UNITED STATES TREASUR 2030-04-30 0.000000 486946200.00 466689238.10 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-06 2023-09-06 2023-09-06 N N N 0.0534 500000000.00 500000000.00 0.0019 N Y N RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 5.300 0PO003WZ1 549300LCO2FLSSVFFR64 0000895502 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MOR 2036-10-25 2.361000 20000000.00 14959250.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-10-25 0.807000 10000000.00 5442605.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-04-01 7.000000 4000.00 7.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2029-01-26 1.050000 2000000.00 1642121.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2037-06-25 5.915930 13968000.00 3858831.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-10-26 5.715930 11080000.00 4438214.40 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 2038-01-25 5.915930 30000000.00 10044216.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2030-02-01 7.000000 5000.00 3.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2023-09-25 6.500000 4000.00 0.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2048-05-25 2.000000 250000.00 97857.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2035-09-20 5.000000 59000.00 8872.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2032-01-20 6.500000 25000.00 89.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2029-10-01 7.500000 5000.00 3.09 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 2028-08-22 5.710000 5500000.00 5493661.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2052-01-20 1.750000 25000.00 15720.87 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-01-01 6.500000 1000.00 1.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2049-08-25 1.500000 37000.00 15276.31 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2035-08-01 5.000000 3000.00 22.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2031-06-25 5.311450 29850000.00 14384980.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2035-05-20 5.500000 86000.00 17367.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2042-06-20 2.500000 21000.00 16905.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2039-01-15 4.000000 30000.00 7844.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-05-01 5.500000 8000.00 24.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-07-20 6.000000 15000.00 2245.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2030-11-25 3.690000 4500000.00 4180873.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2064-03-20 6.024000 1000.00 168.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2029-07-25 5.735930 5000000.00 2232311.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-11-28 5.300000 6000.00 6035.71 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2040-10-15 4.692707 8590000.00 3595121.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-07-25 3.500000 28014000.00 25415944.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2031-11-25 2.347000 47000000.00 39205935.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2024-04-05 5.550000 630000.00 646088.31 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2042-11-16 2.000000 20000.00 6625.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2026-06-01 2.370000 195593.00 175493.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-11-25 5.915930 61074000.00 17777018.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-12-25 1.247000 2500000.00 2006690.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2026-08-28 6.000000 300000.00 299892.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2031-10-25 4.796000 9125332.00 8975080.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-06-23 1.000000 2000000.00 1684757.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2050-05-20 5.000000 15016553.00 13419446.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2051-12-25 2.000000 35000.00 21244.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2032-09-25 3.893550 14000000.00 13354535.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-05-20 5.000000 48000.00 4927.35 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-06-01 7.000000 3000.00 3.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-01-25 5.455930 15552000.00 1803217.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2023-11-20 6.500000 25000.00 1.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2030-04-25 5.555930 8500000.00 8431515.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2040-04-25 1.030000 14596000.00 10890149.06 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2030-12-23 1.240000 2000000.00 1554864.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2025-11-01 4.000000 1800.00 19.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2038-03-20 5.500000 28000.00 10856.82 Agency Mortgage-Backed Securities FRESB MTG TR 2016-SB2 2036-09-25 5.915930 27600000.00 4836514.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2025-08-28 5.500000 3260000.00 3259707.69 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2048-04-20 6.000000 75000.00 10111.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-04-25 2.450000 25000000.00 20877516.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2031-12-01 5.500000 4000.00 11.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-11-25 6.000000 10000.00 390.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2042-05-25 3.500000 2000.00 1724.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-06-22 1.000000 2000000.00 1685033.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2035-10-25 1.860000 16000000.00 11521888.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2048-06-20 5.000000 45000.00 35036.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-08-25 5.735930 11424000.00 2493827.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-08-20 1.250000 17000.00 8418.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2027-06-25 3.000000 3985000.00 3752531.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2051-05-25 1.241597 27630000.00 23822175.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-09-25 2.229000 15000000.00 8532941.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2037-01-25 5.915930 24529000.00 7324342.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2033-01-01 4.550000 485280.00 475839.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2026-07-27 5.705930 10000000.00 4549612.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2027-01-01 2.330000 30144000.00 27682762.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-09-20 4.500000 3800.00 1141.62 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2026-06-22 4.400000 4671000.00 4628229.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2028-08-16 1.000000 2000000.00 1673253.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2025-02-28 5.000000 150000.00 149641.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2035-09-01 5.000000 3000.00 27.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2038-05-01 6.000000 5106.00 40.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-06-25 2.920000 15000000.00 13000280.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-08-01 4.630000 124910000.00 124049661.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-09-25 5.915930 56250000.00 9455261.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2029-03-25 3.505000 3000000.00 2822195.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-05-25 4.000000 45000.00 7260.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2039-11-20 5.500000 16000.00 5640.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2031-12-25 2.001140 3500000.00 2905935.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2023-10-25 6.500000 1000.00 0.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2026-09-20 8.000000 25000.00 16.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-05-20 4.000000 500000.00 39376.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-09-01 7.500000 5000.00 0.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-08-15 6.500000 20000.00 664.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2032-10-01 3.690000 17698071.00 16135667.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-25 1.500000 18000.00 7947.79 Agency Debentures and Agency Strips FRESB MTG TR 2016-SB2 2036-07-25 5.915930 28250000.00 11816852.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2024-03-08 5.165000 90000.00 90079.46 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2031-06-25 1.800000 2000000.00 344032.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2033-05-25 4.200000 509190.00 486406.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-05-28 5.700000 10000.00 9936.35 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2028-07-01 6.500000 1000.00 0.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2035-12-01 5.500000 3000.00 40.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2030-06-25 5.585930 11000000.00 6843793.13 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2026-08-13 0.670000 2000000.00 1764850.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2032-08-25 3.400000 6175000.00 5535593.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2028-01-25 3.002514 48745157.00 42679506.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2044-06-25 5.500000 7000.00 6609.42 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2039-05-20 5.000000 30000.00 3041.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-08-14 4.250000 2785000.00 2733407.72 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2048-07-20 6.500000 11997.00 2024.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2024-06-20 8.000000 25000.00 3.93 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 2027-02-01 2.875000 19000.00 18001.47 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2032-05-19 1.620000 20000.00 15424.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2030-03-25 5.545930 9100000.00 5818836.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2033-05-25 4.134000 25000000.00 23663350.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2029-01-08 1.000000 2000000.00 1641104.44 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2052-04-20 6.000000 4000.00 4104.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2062-12-16 4.000000 150000000.00 114342231.18 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2025-02-06 5.465000 1205000.00 1210043.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2040-03-25 1.170000 14500000.00 9949393.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2027-12-10 4.250000 75000.00 74829.94 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2025-05-22 5.050000 22000.00 22173.22 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2025-03-28 2.000000 15000.00 14354.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2028-01-28 0.900000 2000000.00 1702070.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2024-11-20 9.000000 25857.00 0.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-08-25 3.123000 12483000.00 10959381.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-08-20 7.500000 258000.00 268283.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2549001DPIFGXC1TOL40 2025-07-28 5.460000 4975000.00 5003473.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2036-10-25 2.570000 19000000.00 13704138.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2025-01-07 1.625000 240000.00 229523.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2051-05-25 1.480229 10480000.00 8923740.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-02-25 4.410000 15000000.00 14515110.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2026-05-18 5.375000 53000.00 53527.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2029-03-15 1.550000 2000000.00 1702534.44 Agency Debentures and Agency Strips FEDERAL FARM CREDIT B 2023-09-08 5.325000 2109000.00 2135183.24 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2038-10-20 6.000000 75000.00 22948.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 2000.00 1693.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-08-20 3.500000 25000.00 920.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2031-10-20 7.000000 28200.00 78.44 Agency Mortgage-Backed Securities FRESB MTG TR 2016-SB1 2036-01-25 5.915930 42562000.00 10164392.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2026-12-25 2.547470 45364504.00 31438523.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2030-04-25 3.511000 1900000.00 1766786.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2033-04-25 3.750000 4000000.00 3674212.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2040-07-20 2.500000 50000.00 40550.47 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2024-02-15 8.150000 8000.00 0.39 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2024-12-13 5.250000 1750000.00 1750358.75 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2051-06-20 1.500000 2000.00 1064.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-01-20 5.000000 28100.00 26910.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2038-09-25 3.360000 32140000.00 7627326.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2030-11-25 5.475930 15500000.00 9718550.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2025-12-01 7.000000 3000.00 0.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-05-20 4.000000 51000.00 7809.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2030-09-25 5.535930 5080000.00 2109710.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-02-25 5.755930 7115000.00 2378856.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2035-02-20 5.000000 28000.00 6588.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2033-06-01 4.520000 46483637.00 45204484.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-04-20 5.000000 29854.00 29829.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2052-06-20 3.000000 5000.00 4110.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-02-25 3.000000 1700004.00 186762.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2028-08-28 6.150000 500000.00 500011.25 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2069-11-20 5.667710 120000000.00 42721921.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2026-02-24 5.625000 385000.00 385170.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2027-02-10 0.830000 6200000.00 5443061.63 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2026-04-25 5.695930 6038069.00 1391328.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2024-07-20 8.000000 25000.00 0.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 95441866.00 94685159.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT B 2028-08-28 4.500000 18796000.00 18900223.82 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2026-12-21 1.250000 65000.00 58537.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 149994758.00 97847158.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2033-05-25 4.250000 25000000.00 24362841.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2048-01-20 6.000000 355000.00 63035.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-20 2.500000 30000000.00 21174486.94 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2025-03-10 5.430000 2000000.00 2024856.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2030-05-28 5.685930 17250000.00 11025200.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2024-05-01 4.783000 200000.00 21.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2023-12-28 0.800000 5050000.00 4976623.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2049-09-20 2.000000 500000.00 66754.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-03-25 2.400000 50000000.00 41394150.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2027-12-25 3.086357 37500000.00 24575687.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2024-07-20 7.500000 25000.00 0.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2023-10-25 6.500000 1000.00 0.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2024-09-25 2.532000 500000.00 316477.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2025-07-25 3.116000 7563000.00 7275913.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2023-12-29 0.250000 5400000.00 5306151.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2030-12-26 5.401450 6000000.00 2670728.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2023-11-25 6.500000 2000.00 1.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 2051-06-20 3.500000 50000000.00 34503437.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2031-11-01 6.000000 6000.00 10.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-06-20 5.000000 27000.00 24420.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-01-15 3.500000 32000.00 24771.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2029-12-26 5.725930 20950000.00 6692705.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2036-03-25 5.915930 48750000.00 9206373.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-08-20 7.000000 99000.00 102959.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2025-02-12 1.500000 223000.00 211801.31 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-08-28 1.000000 60000.00 46340.60 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2028-01-25 5.455930 15472610.00 2943943.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2023-10-15 4.500000 395000.00 93.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-11-25 4.118000 20000000.00 18898453.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2030-07-25 1.270000 29350000.00 23401557.23 Agency Debentures and Agency Strips GOVERNMENT NATIONAL M 2061-06-16 4.000000 50362944.00 42032428.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2024-04-01 6.000000 5000.00 0.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-12-20 6.000000 100000.00 99898.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT 2035-12-25 6.000000 23000.00 21894.46 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT B 2029-03-01 1.200000 75000.00 62277.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT 2030-06-01 4.260000 52850000.00 51063141.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2028-05-01 7.000000 1000.00 0.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2030-04-01 8.000000 5000.00 2.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2028-07-01 6.000000 2000.00 2.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BAN 2026-04-28 1.200000 2000000.00 1824700.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2029-07-25 5.735930 7500000.00 3443804.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR 2032-05-25 2.580000 20822000.00 17555819.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BAN 2026-05-26 0.690000 2000000.00 1790461.67 Agency Debentures and Agency Strips FEDERAL HOME LOAN BAN 2026-08-20 1.100000 3500000.00 3148285.39 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR 2024-09-15 8.500000 5000.00 3.05 Agency Collateralized Mortgage Obligation Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1500000000.00 1500000000.00 0.0056 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON088B4 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-02-15 1.875000 230544300.00 193620836.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-31 3.125000 208995500.00 199191521.10 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-15 4.250000 162359800.00 163014855.25 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-06-30 4.625000 185830900.00 186142932.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-30 3.875000 145140400.00 143389925.08 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-20 2023-09-20 2023-09-20 N N N 0.0534 868000000.00 868000000.00 0.0032 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON088E8 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-02-28 4.625000 46734000.00 46385317.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-02-15 2.625000 42678000.00 39277472.63 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-15 0.125000 77958800.00 82164534.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-07-15 0.625000 157763100.00 148718834.69 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-08-31 1.375000 50672500.00 46182156.41 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-02-28 1.125000 8024000.00 7164396.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-12-31 1.750000 39202600.00 36015639.12 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-30 2.750000 44459000.00 42321481.35 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-07-15 0.250000 154658500.00 167219470.48 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-10-15 1.625000 164011000.00 166509754.47 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-03-31 2.250000 46194600.00 45791770.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-05-15 2.375000 42837200.00 39038187.57 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-06-30 3.250000 38792900.00 37408208.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 1.500000 45852300.00 44125116.62 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-04-15 0.125000 510922800.00 510107049.68 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 1.250000 42982000.00 37725018.14 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 4.375000 33711800.00 33845668.28 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-15 2023-09-15 2023-09-15 N N N 0.0534 1500000000.00 1500000000.00 0.0056 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON08857 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-15 0.125000 17885300.00 20560427.83 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-07-15 0.375000 74506600.00 91825328.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-15 0.125000 38531600.00 40610309.50 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-15 0.125000 32091100.00 33484371.61 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-01-15 0.625000 20257000.00 26147137.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-02-15 1.125000 28239900.00 22917925.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-24 0.000000 1000.00 992.07 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-15 0.125000 103792200.00 115824676.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-03-31 2.375000 204045300.00 186774962.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-08-31 3.125000 3010000.00 2868800.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-10-31 5.553067 6618500.00 6655060.66 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-01-31 5.613067 12000.00 12074.02 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-01-15 0.375000 96766700.00 114350202.09 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-07-15 0.125000 43999500.00 52546116.85 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-09-21 0.000000 25100.00 25022.52 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2023-10-12 0.000000 700.00 695.67 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 307614700.00 295482182.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-01-15 0.875000 22652600.00 25759576.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2032-01-15 0.125000 79266600.00 75126074.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-08-08 0.000000 199061600.00 189353365.77 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-01-15 0.125000 26664200.00 27346752.65 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-15 0.750000 95000000.00 108798454.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-15 0.500000 78892300.00 93529508.32 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-21 2023-09-21 2023-09-21 N N N 0.0534 1500000000.00 1500000000.00 0.0056 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON088I9 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-07-31 2.750000 230765100.00 217472009.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 117922500.00 116150541.40 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-30 3.875000 63102900.00 62341843.51 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-02-29 4.000000 212429900.00 209516211.49 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-12-31 4.250000 211720000.00 210519404.92 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-19 2023-09-19 2023-09-19 N N N 0.0534 800000000.00 800000000.00 0.0030 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON088H1 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-11-30 4.500000 87509300.00 87672021.39 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-10-31 0.250000 84766000.00 76962916.55 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-09-15 0.375000 95175900.00 90565783.72 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-08-15 1.625000 100095000.00 86589233.87 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-09-30 0.875000 89056000.00 80145572.00 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-01-31 3.500000 88355600.00 84870799.43 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-11-15 1.750000 99287400.00 86693475.37 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-12-15 4.000000 92825100.00 92039641.90 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-02-28 2.500000 80473200.00 76327944.99 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-02-28 4.000000 30631200.00 30191397.23 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2024-04-30 2.500000 93903000.00 92892977.29 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2031-05-15 1.625000 106068200.00 89181296.32 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-11-30 0.375000 95187700.00 86403267.22 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-07-31 1.000000 106352700.00 90940533.74 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2027-03-31 2.500000 81681800.00 77306417.97 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-31 2.250000 84447200.00 80349799.71 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2030-08-15 0.625000 21445400.00 16866951.62 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-20 2023-09-20 2023-09-20 N N N 0.0534 1300000000.00 1300000000.00 0.0049 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.340 0SON088G3 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-10-31 1.125000 259462800.00 234624216.05 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2025-09-15 3.500000 233040100.00 230559707.30 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2026-03-15 4.625000 6142800.00 6264291.13 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2028-03-31 3.625000 241900500.00 238468340.36 U.S. Treasuries (including strips) UNITED STATES TREASUR 254900HROIFWPRGM1V77 2029-12-31 3.875000 107701900.00 106083520.91 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-09-18 2023-09-18 2023-09-18 N N N 0.0534 800000000.00 800000000.00 0.0030 N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 5.380 0SON089A5 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2049-10-20 3.500000 3051.00 703.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-12-20 4.000000 21532975.00 17716882.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-07-20 4.000000 2000.00 124.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.500000 2048.00 1211.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 3.500000 1036.00 537.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 5.000000 2080.00 1926.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 5.000000 3082.00 2896.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 30288320.00 20523287.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 2.500000 8729400.00 5344891.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.500000 20756662.00 9521399.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 4.000000 16579965.00 6399344.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.000000 2052.00 1084.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 7996680.00 5406949.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 4.000000 83272.00 35752.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 246000.00 164341.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-09-20 4.500000 1027.00 362.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.000000 4119.00 2851.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 2.500000 7167.00 4955.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-12-20 3.500000 1999.00 824.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 2.500000 3012.00 2067.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 3.000000 5058.00 3316.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 3.000000 5057.00 3997.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 4.000000 2023.00 827.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 3.000000 49429686.00 22523858.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-20 2.500000 5325251.00 3982682.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 2.500000 1105.00 653.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.500000 1024.00 654.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 2155.00 1424.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2039-07-15 5.000000 1011.00 74.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.000000 2047.00 1318.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.000000 28181358.00 23106134.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 3.500000 19952950.00 10721866.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 2.500000 9219815.00 7003672.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-08-20 3.000000 2000.00 1520.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 630678.00 457540.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 3.000000 1024.00 681.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 4.000000 1000.00 280.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 2.000000 5847708.00 3798890.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-12-20 3.000000 1032.00 834.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.000000 261839129.00 251999710.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 1000.00 625.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2047-10-15 4.000000 173000.00 84052.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 3.500000 3240.00 1841.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 3.500000 1000.00 493.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-01-20 4.000000 1024.00 408.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-04-20 3.500000 750000.00 73971.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 3.000000 14207938.00 10663280.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.000000 1034.00 598.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.500000 2024.00 1029.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 3.000000 4097.00 2565.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 3.500000 29626239.00 18102559.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 3.000000 1120.00 742.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 3.000000 25868086.00 18663677.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-05-20 2.500000 1049.00 734.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.500000 2024.00 1228.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 2000.00 1192.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.500000 2111.00 1206.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.000000 1009.00 800.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 2.000000 3072.00 1945.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 2.000000 1000.00 631.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 2024.00 1228.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.000000 3978088.00 3250112.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 2.500000 3000.00 1769.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 2.500000 1027.00 579.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 2.500000 6662605.00 4679990.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2032-04-20 4.250000 29549.00 9800.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 2.500000 3118.00 1821.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 2000.00 1434.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.000000 371071.00 231381.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-08-15 4.500000 3007.00 275.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-11-20 5.000000 5020.00 1172.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 2024.00 1245.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.000000 5240.00 3633.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 11079274.00 6635714.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.000000 1023.00 759.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 3.500000 1002.00 541.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 161845475.00 161155922.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-01-20 4.000000 1998993.00 44728.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 3.000000 1000.00 688.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2033-01-20 6.000000 17865.00 5945.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-12-20 2.500000 1132.00 688.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 2.500000 16559700.00 12936363.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-08-20 3.000000 4130.00 3303.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 3.000000 2045.00 931.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-10-20 3.500000 79240.00 40652.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2041-07-20 4.000000 1001.00 23.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 3.000000 2000.00 1171.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-01-20 4.000000 1002.00 220.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.500000 198595.00 133162.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-06-20 3.500000 17389792.00 13380635.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 3.000000 1064.00 826.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-07-20 2.500000 9445592.00 6408673.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 2.500000 1040.00 615.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 26103235.00 20135377.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-09-20 2.500000 7289.00 4031.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2027-06-20 3.000000 2000.00 36.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 3.500000 2000.00 922.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.000000 9370701.00 7010153.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-12-20 3.500000 75000.00 35691.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 2.000000 25552216.00 16079102.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 2.500000 42392048.00 25450625.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-10-20 2.500000 3048.00 1818.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 3.500000 1024.00 305.56 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2023-10-03 2023-10-03 2023-10-03 N N N 0.0538 700000000.00 700000000.00 0.0026 N N Y TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 5.300 0QG003PM5 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-08-01 6.000000 44138074.00 44142725.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 217000000.00 142661193.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 5.500000 150265331.00 141365750.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-08-01 3.000000 218390000.00 135832263.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-02-01 5.500000 150064645.00 141443536.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 147519007.00 146029842.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.000000 229985000.00 157653770.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-05-01 6.000000 48658186.00 47986327.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-09-01 5.000000 123922005.00 114042266.13 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2023-09-01 2023-09-01 2023-09-01 N N N 0.0530 1050000000.00 1050000000.00 0.0039 N Y Y N THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) THE NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY (REPO) 5.310 0TO001J58 0000073076 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2039-12-01 4.000000 267940200.00 13057634.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-09-01 3.000000 125837700.00 30709989.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-07-01 3.500000 134287000.00 26271591.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-10-01 3.000000 49778500.00 14443489.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-10-01 3.000000 71481300.00 18948218.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-09-01 3.500000 2500.00 316.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.000000 20651200.00 5385009.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2043-08-01 3.000000 134290600.00 32630150.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-08-01 3.000000 30985200.00 5482740.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2045-06-01 3.000000 14496300.00 3753646.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2046-02-01 3.000000 12485100.00 3047419.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-10-01 2.500000 70498800.00 39690053.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.000000 8154200.00 5720689.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 2.000000 59469100.00 38156041.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.500000 63453600.00 47523811.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.000000 65000000.00 40998896.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-10-01 2.000000 46518800.00 32103687.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-12-01 2.000000 60000000.00 39064606.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-11-01 2.000000 60799600.00 37486395.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.500000 53698700.00 38831391.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 16899100.00 12965468.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.000000 65098100.00 48424604.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-04-01 2.000000 60012400.00 45217882.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-05-01 2.000000 6332300.00 4694491.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-07-01 2.000000 26990400.00 17849057.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 57347000.00 39456007.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-06-01 2.500000 48727400.00 34172154.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-08-01 2.500000 47924700.00 33724862.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-09-01 2.000000 22040500.00 14070635.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 50831200.00 33252615.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 11484500.00 7720528.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-03-01 2.000000 20331600.00 13662833.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.000000 42859900.00 26779665.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.000000 43903500.00 27548353.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-01-01 2.000000 40000000.00 26357082.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-01-01 2.500000 35500000.00 26788894.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-10-01 4.500000 15201000.00 13420871.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-03-01 3.500000 12139300.00 9399430.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 4.000000 24297400.00 20887993.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-06-01 5.000000 22421000.00 20098561.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-12-01 0.000000 50455000.00 45859709.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2050-11-01 2.000000 20993000.00 12998840.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2051-02-01 2.500000 1726000.00 1431159.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2052-02-01 2.500000 13566900.00 10062968.86 Agency Mortgage-Backed Securities Y Fitch Long Rating AA+ Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating NR 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 1000000000.00 1000000000.00 0.0037 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.271 912797HD2 254900HROIFWPRGM1V77 US912797HD27 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-10-31 2023-10-31 2023-10-31 N N N 0.0527 654192877.80 654192877.80 0.0024 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.370 912797HM2 254900HROIFWPRGM1V77 US912797HM26 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-11-28 2023-11-28 2023-11-28 N N N 0.0537 98704078.00 98704078.00 0.0004 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.334 912797HL4 254900HROIFWPRGM1V77 US912797HL43 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-11-21 2023-11-21 2023-11-21 N N N 0.0533 2602995612.07 2602995612.07 0.0097 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.192 912797FS1 254900HROIFWPRGM1V77 US912797FS14 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-06-13 2024-06-13 2024-06-13 N N N 0.0519 364488947.20 364488947.20 0.0014 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.239 912797HA8 254900HROIFWPRGM1V77 US912797HA87 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-10-10 2023-10-10 2023-10-10 N N N 0.0524 2470754389.60 2470754389.60 0.0092 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.391 912797GE1 254900HROIFWPRGM1V77 US912797GE19 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0539 1270861150.00 1270861150.00 0.0047 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.448 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2023-10-31 2023-10-31 N N N 0.0551 4940178139.21 4940178139.21 0.0184 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.398 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-01-31 2024-01-31 N N N 0.0545 12656842003.68 12656842003.68 0.0472 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.250 912797FU6 254900HROIFWPRGM1V77 US912797FU69 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-12-14 2023-12-14 2023-12-14 N N N 0.0525 1319686350.40 1319686350.40 0.0049 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.310 912797GV3 254900HROIFWPRGM1V77 US912797GV34 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-10-03 2023-10-03 2023-10-03 N N N 0.0531 49764589.00 49764589.00 0.0002 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.423 912797GN1 254900HROIFWPRGM1V77 US912797GN18 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-02-15 2024-02-15 2024-02-15 N N N 0.0542 1273005928.35 1273005928.35 0.0048 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.392 912797HV2 254900HROIFWPRGM1V77 US912797HV25 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-12-19 2023-12-19 2023-12-19 N N N 0.0539 559843287.84 559843287.84 0.0021 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.290 912796CQ0 254900HROIFWPRGM1V77 US912796CQ02 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-14 2023-09-14 2023-09-14 N N N 0.0529 389909155.71 389909155.71 0.0015 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.582 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2025-04-30 2025-04-30 N N N 0.0563 1500535170.00 1500535170.00 0.0056 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.825 912796CX5 254900HROIFWPRGM1V77 US912796CX52 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-04-18 2024-04-18 2024-04-18 N N N 0.0483 1022906658.42 1022906658.42 0.0038 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.338 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-04-30 2024-04-30 N N N 0.0549 5478904042.60 5478904042.60 0.0204 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.328 912796YT0 254900HROIFWPRGM1V77 US912796YT03 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-11-02 2023-11-02 2023-11-02 N N N 0.0533 1288184261.00 1288184261.00 0.0048 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.553 91282CFS5 254900HROIFWPRGM1V77 US91282CFS52 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-09-01 2024-10-31 2024-10-31 N N N 0.0572 1654628255.71 1654628255.71 0.0062 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.318 912797GK7 254900HROIFWPRGM1V77 US912797GK78 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2024-08-08 2024-08-08 2024-08-08 N N N 0.0532 623231026.25 623231026.25 0.0023 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 5.391 912797HU4 254900HROIFWPRGM1V77 US912797HU42 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2023-12-12 2023-12-12 2023-12-12 N N N 0.0539 1477443120.00 1477443120.00 0.0055 N Y Y N WELLS FARGO BANK N.A. (REPO) WELLS FARGO BANK N.A. (REPO) 5.380 0WFC02AA1 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT 2040-12-01 4.000000 63160000.00 2728844.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2053-07-01 5.000000 248642885.00 239804283.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT 2040-11-01 4.000000 63911883.00 2962978.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 310852790.00 308158049.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 450000000.00 433818848.89 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTH 2036-03-15 0.000000 2680000.00 1448808.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 41039590.00 36718414.33 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-21 2023-09-21 2023-09-21 N N N 0.0538 1000000000.00 1000000000.00 0.0037 N N Y WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 5.310 OQB007A90 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MOR 2037-05-01 3.500000 2388661.00 1896059.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.000000 44000.00 38668.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-01 2.000000 100000.00 63038.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1179550.00 1197303.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 6.000000 1776874.00 1736916.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-11-01 4.500000 5301547.00 2811911.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 1696009.00 1646807.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-07-01 6.500000 1253654.00 37005.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.500000 683069.00 670431.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-12-01 2.500000 1510000.00 1135888.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 10988117.00 10400934.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 5030600.00 5015736.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2042-04-01 2.000000 5000000.00 3806468.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 1116314.00 1085165.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.500000 30523402.00 30936248.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-07-01 3.500000 1534116.00 1102840.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 4.500000 1745462.00 1648073.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 1090289.00 1063699.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 116376678.00 115520620.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2047-04-01 3.500000 19000000.00 5384895.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.500000 1588700.00 1559599.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-02-01 3.500000 15009000.00 1460846.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2024-11-01 5.000000 37182571.00 203129.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.500000 1309755.00 1299976.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 3019605.00 2611494.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2032-12-25 4.500000 712650.00 620913.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 5.000000 1007998.00 988262.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 1.500000 1664102.00 1195950.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.500000 15551000.00 14921972.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-02-01 3.000000 6483000.00 1171529.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 2271530.00 2298220.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2040-04-01 2.500000 3675000.00 867055.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 3.000000 7367231.00 4805018.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 4099401.00 3994329.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-02-01 2.000000 1500000.00 883054.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-08-01 6.500000 1322917.00 68095.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-06-01 4.000000 490000.00 88912.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 4.000000 3085961.00 2812479.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 1004247.00 973154.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 2.000000 1000000.00 632984.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 3.000000 6865651.00 5426610.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 7.000000 4871240.00 254934.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2050-11-01 2.000000 600000.00 336928.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.000000 13337564.00 12829063.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 2.000000 700000.00 446776.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 3.000000 4934427.00 3656070.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-02-01 5.500000 9100000.00 8643221.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-08-01 5.500000 3043436.00 3033056.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.000000 3594570.00 2817037.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 1432652.00 1396535.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 6.500000 1363750.00 1404929.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-01-01 3.500000 143129.00 14785.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 2.000000 5469935.00 3927080.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 21727071.00 20268426.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 1230171.00 1217974.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 4.500000 2427668.00 2292610.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.000000 1011750.00 876103.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 5.500000 1053306.00 19012.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 12632290.00 12540318.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-06-01 1.500000 55511.00 36761.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2048-09-01 4.000000 9662973.00 830014.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2046-12-01 3.000000 820136.00 277038.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-07-01 3.500000 260000.00 100982.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-02-01 3.500000 500000.00 114914.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 1144237.00 1136066.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 4924453.00 4792736.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-09-01 4.000000 2818758.00 2674896.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 4.000000 205836.00 183466.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-08-01 2.000000 370153.00 303950.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-03-01 1.500000 197739.00 125129.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-05-01 4.500000 1000000.00 22899.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 2.500000 44143.00 32550.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2041-12-01 2.000000 1625000.00 1178373.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.500000 1518899.00 1084301.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-05-01 4.500000 6250000.00 820736.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2027-11-01 5.000000 4939420.00 54356.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 6.000000 2249488.00 2283365.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-09-01 3.500000 2207243.00 180638.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-12-01 4.500000 11216002.00 2046435.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 3.000000 200000.00 158907.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 426295261.00 422681271.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-06-01 5.500000 4020000.00 33835.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 69322320.00 62023174.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-09-01 4.500000 17853000.00 15849170.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 5.500000 2700231.00 2682407.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-08-01 3.000000 44947618.00 38286096.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 5005359.00 4994123.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 6695317.00 6598752.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-02-01 4.000000 329295.00 49040.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 2.000000 15603110.00 11851157.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 5.000000 6394690.00 5634552.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 21204791.00 17195519.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 6.000000 2284600.00 2136783.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.000000 1172796.00 1025706.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-04-01 3.000000 3019099.00 2437985.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2041-11-01 1.500000 20000.00 14104.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-04-20 4.500000 139544846.00 133190645.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.500000 52126385.00 49571670.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-12-01 2.500000 1500000.00 664324.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 5.000000 32772559.00 61351.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 3.000000 554010.00 466798.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 5.000000 2371777.00 2356843.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.000000 2029410.00 1976368.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 2.500000 195000.00 148812.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 4.500000 1363665.00 1336994.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-02-01 4.000000 500000.00 66067.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.500000 162610.00 155008.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-12-01 4.500000 1336000.00 30557.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 1936007.00 1501442.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-07-01 5.500000 64372842.00 60680957.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-04-01 4.500000 21666699.00 20365349.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-06-01 5.500000 19318401.00 18972715.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2041-01-01 2.000000 1500000.00 921835.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-08-01 4.000000 3193412.00 2894489.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 4.000000 83393736.00 77235303.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 387867.00 313734.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.000000 3650581.00 2993983.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 4.500000 528417659.00 501594806.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-08-01 3.000000 20318628.00 1130355.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 5.500000 1168269.00 1144069.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-08-01 5.500000 10068342.00 10146475.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 24020304.00 23807358.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-06-01 3.000000 205000.00 27159.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-08-01 5.000000 1792592.00 1780475.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-11-01 5.500000 550000.00 54048.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 6.000000 1287600.00 1298527.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-01-01 5.500000 4019997.00 3887201.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 3173340.00 3223548.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-10-01 2.000000 3770287.00 2765071.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-06-01 4.500000 4090000.00 3571090.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-02-01 5.500000 4000000.00 18118.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-12-01 3.000000 2196399.00 334471.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-05-01 3.000000 459834.00 391386.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-03-01 3.500000 685000.00 581746.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-05-01 5.500000 1280242.00 895479.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-11-01 5.000000 3212786.00 3094010.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-06-01 3.500000 1008264.00 361649.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-04-01 2.000000 2000000.00 1320371.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-01-01 1.500000 179620.00 103337.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.000000 1497733.00 1451327.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-05-01 3.500000 311094.00 38430.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-06-01 4.000000 317847.00 75567.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-12-01 3.500000 77930297.00 69948518.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-10-01 4.500000 300000.00 283994.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 2.000000 340000.00 233993.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.000000 250000.00 226600.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2039-11-01 4.000000 14618055.00 2883262.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2045-07-01 4.500000 15250000.00 6644841.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.500000 5771447.00 5505338.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-10-01 3.000000 765293.00 615869.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-05-01 2.000000 904632.00 606863.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-01-01 3.500000 1146570.00 86951.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-08-01 5.000000 1431968.00 1298786.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2029-09-01 6.000000 2289944.00 1218908.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-07-01 3.500000 253766.00 35234.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.000000 3041504.00 2798982.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 1892501.00 1928136.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-11-01 4.000000 700000.00 122353.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 1800252.00 1810784.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-01-01 4.500000 7663550.00 7011999.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-01-01 3.000000 2044506.00 448972.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-09-01 5.000000 1599110.00 1557675.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-01-01 2.500000 4452210.00 3411907.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-02-01 2.500000 9316898.00 7482746.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 4.000000 151622.00 140658.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-11-01 5.000000 14500000.00 3961200.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 5524549.00 4905733.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2050-01-01 3.000000 980474.00 441903.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 2.000000 238596.00 171808.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.000000 6363579.00 5713451.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.500000 7712947.00 6345039.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2037-05-01 3.500000 1004217.00 876672.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2044-08-01 4.000000 307000.00 25874.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 4531128.00 4149208.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-03-01 1.500000 330867.00 234232.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2038-05-01 5.000000 3066463.00 2991210.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-04-01 5.000000 468096.00 424187.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-09-01 6.000000 3416654.00 3470712.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 2052-01-01 3.500000 17190000.00 13136667.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 2779128.00 2719453.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-03-01 5.000000 18990163.00 17606635.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-07-01 5.000000 1650898.00 1609616.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 1230712.00 1196391.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.000000 105414662.00 102568852.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-07-01 4.500000 2000000.00 323828.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 2.000000 2163345.00 1600155.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-11-01 3.000000 4653274.00 3130160.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 4.000000 20800886.00 18842270.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2035-10-01 1.500000 1000000.00 501318.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2047-08-01 4.000000 385760.00 51824.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2042-05-01 4.500000 2115000.00 227191.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 1364388.00 1322755.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 3.000000 4596336.00 3043704.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2043-01-01 7.000000 164500.00 133359.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2033-08-01 5.000000 27024042.00 26460538.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 5.500000 1777907.00 1762765.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2053-08-01 4.500000 20731026.00 19713526.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2036-08-01 2.500000 225000.00 149312.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-11-01 5.500000 3686372.00 3491221.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-09-01 3.000000 5007558.00 3819998.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-12-01 4.000000 194000.00 12893.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2051-04-01 2.000000 1067744.00 706831.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-07-01 5.000000 2045166.00 1851385.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2052-10-01 5.500000 2145634.00 1802115.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2048-08-01 4.500000 17849847.00 3230111.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR 2041-05-01 2.500000 472477.00 310766.69 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-01 2023-09-01 2023-09-01 N N N 0.0531 2200000000.00 2200000000.00 0.0082 N Y Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 5.320 OQB007A41 0001224385 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL M 2048-05-20 4.000000 115468132.00 104211628.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2043-05-20 3.500000 732000.00 90320.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-07-20 3.000000 91380043.00 76871776.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-15 4.000000 97310720.00 86271794.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1232276.00 1252967.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 3771981.00 3890568.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-12-20 3.500000 100000.00 79134.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 1016784.00 1043085.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.000000 119136755.00 120112485.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-11-20 3.500000 1324751.00 499189.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2038-10-20 5.000000 2494396.00 98186.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-04-20 3.000000 1687801.00 1448024.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 3610937.00 3648405.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-01-20 5.000000 380000.00 66708.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-08-20 4.000000 3603000.00 478454.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1149027.00 1182858.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-04-20 4.000000 82977340.00 76434524.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 5.500000 101500180.00 100891606.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-05-20 6.500000 1911861.00 1974063.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1564298.00 1577204.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 4.000000 225589195.00 207673708.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 5116175.00 5185997.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-09-20 5.500000 1799870.00 222236.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-10-20 3.500000 588067.00 446081.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-07-20 3.000000 40406579.00 33036950.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-12-20 4.000000 195655660.00 34094181.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2043-10-20 3.500000 754000.00 88495.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 15336944.00 15631815.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 4.500000 671331.00 633174.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2048-05-20 5.000000 3091664.00 432094.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-01-20 6.500000 2826326.00 2869258.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-02-20 3.000000 35453188.00 30119297.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-04-20 1.500000 38221761.00 24789422.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-04-20 4.500000 7236561.00 602138.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2045-06-20 4.500000 3227000.00 275848.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-07-20 3.500000 377000.00 56432.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-01-20 6.000000 1600619.00 1626621.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2040-07-20 4.500000 7662502.00 346625.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-03-20 2.500000 247598279.00 207854588.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-08-20 2.500000 1245354.00 940996.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-06-20 3.500000 2000000.00 330317.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-06-20 3.500000 754000.00 64515.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-02-20 3.500000 1217525.00 582797.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-04-20 3.000000 83330484.00 74077883.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-01-20 3.500000 89402237.00 81731569.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 32308295.00 27265286.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2048-08-20 4.500000 2100000.00 208257.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-05-20 3.000000 6341929.00 1214990.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-11-20 4.500000 137000.00 44650.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 4184957.00 4185395.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 6.000000 7048358.00 7145364.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-12-20 3.000000 400000.00 35583.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2048-10-20 3.500000 320000000.00 42894929.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1490763.00 1511246.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2053-04-20 4.500000 110124734.00 105110183.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-02-15 4.000000 126103918.00 118457090.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-01-20 4.000000 7434835.00 6797420.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 5349666.00 816189.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2036-04-20 2.000000 35000.00 20443.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-07-20 6.000000 1412390.00 1406888.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2047-01-20 3.500000 100613336.00 91555102.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.000000 1731284.00 1755530.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 5.500000 1860907.00 1842620.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-03-20 5.500000 2099293.00 2076257.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.000000 201519332.00 175502003.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-01-20 1.500000 79110.00 57737.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.000000 1329573.00 1351702.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 3085325.00 3094042.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 3073751.00 3151455.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2044-07-20 3.500000 1131000.00 95983.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 5.000000 1046046.00 1019466.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-08-20 5.000000 1293215.00 1268083.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-08-20 3.000000 500000.00 296245.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-04-20 6.000000 4551496.00 4575495.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 549300M8ZYFG0OCMTT87 2039-12-20 5.000000 595000.00 24835.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2033-12-20 4.000000 269417.00 37000.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-08-20 6.500000 6364278.00 6620469.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2040-08-20 5.000000 1741953.00 36342.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 6.500000 2485083.00 2550171.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2042-06-20 2.000000 152354.00 66488.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-12-20 6.000000 1633555.00 1651115.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-10-20 4.500000 3438046.00 3286325.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2052-11-20 4.000000 123443683.00 112640153.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2053-06-20 5.500000 1062972.00 1064483.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2046-12-20 2.500000 1975000.00 412980.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2030-10-20 4.500000 3306809.00 58233.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2037-02-20 1.500000 280730.00 198309.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2050-07-20 3.500000 317922.00 167535.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2049-03-20 5.000000 4969707.00 779646.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-09-20 2.500000 2746571.00 1845065.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M 2051-01-20 4.500000 250000.00 79426.74 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2023-09-05 2023-09-05 2023-09-05 N N N 0.0532 2000000000.00 2000000000.00 0.0075 N Y N JPMorgan U.S. Government Money Market Fund 2023-09-08 Timothy J. Clemens Timothy J. Clemens Treasurer