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2050-03-01 2.500000 45164.09 12882.98 Agency Mortgage-Backed Securities Government National Mortgage Association 2049-01-20 3.500000 1376018.51 246169.67 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 0.625000 7200.00 5884.72 U.S. Treasuries (including strips) Government National Mortgage Association 2048-11-20 4.500000 6321733.53 1535116.22 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-01-20 2.500000 125937.56 9898.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2050-10-20 2.000000 31542062.66 19664498.03 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-01-20 2.000000 503101.96 332398.40 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2051-02-15 1.875000 2537181.82 1757609.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-10-31 0.250000 6.55 5.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-01-15 0.125000 85084.36 88500.46 U.S. Treasuries (including strips) Government National Mortgage Association 2051-04-20 3.000000 27529.33 16925.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-08-20 4.500000 3272492.16 560728.32 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.375000 48115.64 45762.76 U.S. Treasuries (including strips) Government National Mortgage Association 2051-03-20 2.000000 10358979.18 7092313.78 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-06-20 3.000000 949304.03 642235.59 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 91243.64 70624.84 U.S. Treasuries (including strips) Government National Mortgage Association 2051-07-20 3.000000 1042226.18 751842.01 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-06-20 2.500000 2023300.80 588927.15 Agency Collateralized 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2036-03-01 5.500000 65.59 0.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-08-01 5.500000 592.56 24.17 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-08-20 2.500000 81020.16 62693.55 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-01-20 3.000000 1218050.38 965274.73 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 6.55 6.14 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-04-25 4.905860 654545.45 350130.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-25 5.055860 1834739.35 1132990.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-07-15 4.859000 1817756.31 391661.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2054-04-15 3.000000 1800000.00 288648.06 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-06-15 4.859000 1963636.36 413320.59 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-11-20 3.500000 1963636.36 381834.45 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 4.785710 1636363.64 348495.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-06-20 1.250000 1286162.57 836261.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-07-20 1.000000 1309090.91 765649.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-09-20 1.250000 1309090.91 940734.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-02-20 3.000000 11944199.32 9506807.66 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 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Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 3.000000 6.55 6.42 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 626.14 396.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 3460553.54 1348852.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 1093.09 948.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 5.500000 65.45 66.49 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-02-20 3.000000 25121978.18 20098569.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-02-20 3.000000 180916.36 145767.07 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2024-11-30 4.500000 6.55 6.61 U.S. Treasuries (including strips) Federal Home Loan 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Citigroup Global Markets, Inc. 4.310000% MBNUM2BPBDO7JBLYG310 BIV6M4B40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 30363.75 26948.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 7935369.30 6982799.63 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 2501437.39 2469944.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 3204835.99 3126041.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 0.00 2973689.55 2834229.46 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 375316.20 344428.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 3499285.50 3133386.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 0.00 98706.94 87646.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-15 0.00 3430076.40 3423833.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 11.25 11.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 2992.50 2936.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 56227.50 54972.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.500000 2061877.50 2375520.35 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-03-15 0.250000 154248.75 146900.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.375000 3787110.00 3599165.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.250000 7651575.00 7491863.84 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-08-15 5.318710 24525000.00 17632107.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2041-09-01 3.874000 66195000.00 36026171.27 Agency Collateralized Mortgage Obligation U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.500000 1291106.25 1264431.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-08-15 2.750000 10822.50 10270.10 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-02-25 3.815000 42032.36 40733.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2025-02-25 3.600000 21989.81 21653.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-08-25 7.860110 702562.50 704004.87 Agency Collateralized Mortgage Obligation Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 90000000.00 90000000.00 0.0221 N Y Y N Metropolitan Life Insurance Co. Metropolitan Life Insurance Co. 4.320000% 549300H7EXFMRS487544 BIV6M4B99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-11-15 0.00 360000.00 360000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2044-11-15 0.00 320000.00 320000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2046-08-15 0.00 25257795.00 25257795.00 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0432 25000125.00 25000125.00 0.0061 N Y Y N Mitsubishi UFJ Trust & Banking Corp. 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RBC Dominion Securities Inc. 4.300000% 549300QJJX6CVVUXLE15 BIV6MEUK1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 3.375000 4466.15 4206.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 9.65 8.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 0.750000 69355.48 74844.86 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-01-01 5.500000 192.92 2.54 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 327.97 329.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-15 1.625000 86.81 81.18 U.S. Treasuries (including strips) GINNIE MAE 2046-06-20 3.500000 90586.17 13351.67 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-11-15 2.000000 96.46 90.79 U.S. Treasuries (including 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Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2028-02-15 2.750000 64715.71 62803.49 U.S. Treasuries (including strips) Government National Mortgage Association 2048-01-20 3.500000 98.78 15.97 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-05-20 4.000000 96.46 11.50 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 7763376.78 8912674.89 U.S. Treasuries (including strips) Government National Mortgage Association 2048-08-20 4.500000 197.55 22.04 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 4387231.01 3911677.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 454611.20 435099.30 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 619713.90 709242.55 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 7241116.49 892821.81 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 2.375000 18983.53 17754.25 U.S. Treasuries (including strips) .25 07/15/2029 2029-07-15 0.250000 32410.91 35244.41 U.S. Treasuries (including strips) Government National Mortgage Association 2042-01-15 4.000000 98.78 7.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 98.68 32.66 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-08-31 1.250000 38.58 36.90 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-10-01 3.000000 500.54 96.47 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-11-15 2.375000 9.65 7.50 U.S. Treasuries (including strips) UNITED STATES TREAS N 1.625 15AUG29 2029-08-15 1.625000 9.65 8.65 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2049-07-01 3.000000 558209.00 77325.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 1778384.33 413316.54 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2026-11-30 1.625000 405.14 375.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-31 1.500000 46909.00 43009.13 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-03-01 2.500000 888304.24 253387.28 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 453.37 482.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2050-08-15 1.375000 1747922.13 1062339.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-08-15 0.625000 28.94 23.59 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-11-15 1.375000 9.65 6.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 1.125000 7659.01 6474.93 U.S. Treasuries (including strips) Government National Mortgage Association 2051-03-20 3.000000 96.46 53.35 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 1.875000 12732798.35 9636382.12 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.375000 28.94 27.52 U.S. Treasuries (including strips) Government National Mortgage Association 2051-03-20 2.000000 96.46 66.04 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-06-20 3.000000 483733.55 327261.76 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2051-05-15 2.375000 7354922.18 5692892.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 962198.79 872611.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2051-08-15 2.000000 96.46 68.76 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 1.250000 144585.44 121907.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2051-11-15 1.875000 278048.92 190465.53 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 0.125000 2691.26 2630.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-10-31 1.375000 9.65 8.56 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-10-31 1.125000 9.65 8.78 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-15 2.000000 307025.82 233602.79 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-11-15 1.375000 260348.33 219749.54 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-02-28 1.875000 4270136.96 4003781.72 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2052-02-15 2.250000 289740.00 219139.89 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-03-31 2.375000 1822727.66 1711295.96 U.S. Treasuries (including strips) Government National Mortgage Association 2042-02-20 4.000000 9870466.35 685816.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-01-01 6.000000 307.81 4.65 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 13215.16 12307.70 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-03-01 3.500000 222.25 63.24 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-08-20 4.500000 100949.46 99201.48 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-07-31 2.625000 144.69 136.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-31 3.125000 3133305.12 3101576.87 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 4.250000 96.46 97.58 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2050-12-01 3.000000 274016.85 95688.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-06-01 2.500000 96.46 73.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-10-20 5.000000 898952.09 900804.82 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2024-06-30 3.000000 48.23 47.31 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-10-31 4.125000 367420.07 378247.36 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 185.21 117.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2.000000 96.46 76.06 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2052-11-15 4.000000 9.65 10.33 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2047-08-01 3.500000 5535683.71 1403348.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-11-01 4.000000 3333596.80 145492.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 97.72 79.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2048-11-01 4.000000 325.27 71.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-08-01 2.500000 98.78 77.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2040-12-01 2.000000 98.78 69.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-12-01 2.000000 98.78 78.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 4666773.92 364793.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 289.29 200.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 196.30 163.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-09-20 4.000000 514914.97 496220.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2052-12-20 5.000000 134249.06 135451.08 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 4.125000 77.17 81.66 U.S. Treasuries (including strips) Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 48230516.00 48230516.00 0.0118 N Y Y N Mitsubishi UFJ Trust & Banking Corp. 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Securities Government National Mortgage Association 2049-02-20 4.935710 2380000.00 854302.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 5568102.40 2142615.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 21000.00 10333.50 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-10-20 4.785710 4200000.00 1222570.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-02-20 4.785710 4429371.52 1744865.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-04-20 4.765710 4200000.00 908834.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-04-20 4.935710 2800000.00 738807.78 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-02-16 4.959000 2800000.00 369065.54 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2040-02-20 4.885710 1819999.86 146760.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-06-20 4.885710 3804053.12 1003344.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-01-20 4.668710 1733439.68 183634.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2046-09-20 4.885710 2896087.04 795833.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-05-01 3.500000 60760.00 17485.85 Agency Mortgage-Backed Securities Government National Mortgage Association 2042-10-16 4.759000 2100000.00 278221.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-09-16 4.759000 4900000.00 1961759.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 59942.82 42937.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2039-08-25 2.580000 57260.00 47132.34 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-09-20 4.785710 3500000.00 1018783.39 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-05-20 3.500000 7000000.00 5061789.63 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2051-10-20 3.000000 7000000.00 5375532.61 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-09-20 4.735710 2454497.92 669334.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 27001.66 22526.07 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-11-20 2.500000 51044000.00 36807659.82 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 1519824.32 1277012.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2040-12-20 4.985710 2800000.00 170873.10 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-10-16 4.859000 4270000.00 715952.94 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-09-20 4.885710 5040000.00 749821.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-03-20 3.500000 1400000.00 1216087.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-05-16 4.859000 5880000.00 968393.01 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2028-09-25 3.920000 2422000.00 2400160.02 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-02-20 3.000000 15267320.32 12301512.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 273.00 210.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 1406328.00 1128534.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 424886.00 383297.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 4.000000 51940.00 28108.64 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-16 4.859000 7000000.00 1150717.05 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 21000.00 14826.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 419.86 96.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-02-20 4.885710 2800000.00 145421.51 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-20 5.409770 1324075.20 1311923.57 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-08-20 4.000000 231140.00 209652.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-08-20 5.509770 124125.82 124764.89 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-12-20 5.500000 1483932.80 1553506.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 3.500000 20999.30 3594.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 2787290.24 2176956.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 2.500000 1317729.28 1127710.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 173441.80 156636.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 15680.00 3011.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.500000 23870.00 7388.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-09-01 4.500000 193801.44 37068.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 63700.00 23546.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 1954680.00 831938.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-01-01 2.000000 4200.00 2587.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 22820.00 8505.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 145231.52 126538.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 7560.00 6433.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-03-01 4.000000 1277245.76 1066768.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 1120000.00 1074921.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 314403.60 280557.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 7042358.40 6338748.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 2800.00 386.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 4037931.52 3508475.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2052-12-01 5.288000 125390.16 126788.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2051-01-20 5.000000 140.00 62.23 Agency Mortgage-Backed Securities Government National Mortgage Association 2036-06-20 2.500000 140.00 85.87 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-06-20 5.000000 2310000.00 2308517.27 Agency Collateralized Mortgage Obligation Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0430 105000000.00 105000000.00 0.0258 N Y Y N BofA Securities, Inc. BofA Securities, Inc. 4.300000% 549300HN4UKV1E2R3U73 BIV6MEUZ8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE A 2065-04-20 4.434860 168544.97 99.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE A 2052-05-16 2.750000 791005.29 76459.99 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips 2037-10-15 0.00 13629629.63 34955.41 Agency Debentures and Agency Strips Government National Mortgage Association 2030-01-15 5.854302 662010.58 13179.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-02-15 3.423000 5597883.60 619193.02 Agency Debentures and Agency Strips Government National Mortgage Association 2066-09-20 4.468160 109523.81 58893.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-01-20 4.435060 332100.53 197450.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-10-25 4.865860 15820.11 27.66 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2061-12-20 3.000000 271375.66 652.96 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2065-03-20 1.750000 78492.06 22.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-02-01 1.500000 8505347.43 5974551.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 8525568.08 5843596.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-03-20 3.000000 41862.43 11398.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2068-03-20 0.987860 82994.71 35449.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2024-02-25 2.951000 52328.04 4675.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-11-25 3.459000 933994.71 884605.54 Agency Collateralized Mortgage Obligation FHLMC MULTI SCR 2021-MN1 M-2 20510125 FLT 2051-01-25 8.060110 851851.85 759812.11 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT 2041-07-25 7.660110 1922994.71 1660386.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2029-01-25 3.310000 243386.24 84566.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2038-08-20 5.500000 1916666.67 284301.99 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-07-16 3.566680 365079.37 872.81 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-03-16 2.694300 65105.82 4995.24 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2047-11-16 2.845440 219047.62 38717.48 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-06-16 3.537120 12169.31 461.86 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2039-11-20 7.510590 3726380.53 569348.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2056-02-16 1.750000 11925.93 9815.12 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-02-20 1.003130 261031.75 134015.01 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-01-20 4.659770 243386.24 227914.63 Agency Collateralized Mortgage Obligation FREDDIE MAC SCRT SERIES 2021-3 TT 20610325 2.00000 2061-03-25 2.000000 232677.25 154577.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2059-08-25 2.500000 1269867.72 681120.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2042-07-25 10.310110 512571.43 518577.92 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-08-20 3.757710 97354.50 43015.91 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2066-07-20 3.155430 72650.79 32680.50 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2069-03-20 1.237860 73867.72 35507.07 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2071-03-20 5.809770 206878.31 183044.88 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2071-12-20 5.129770 122301.59 99736.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2072-02-20 5.129770 138730.16 119687.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-08-20 4.000000 196081.45 182524.64 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2067-11-20 3.000000 141367.49 74575.24 Agency 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S6XOOCT0IEG5ABCC6L87 2040-12-01 2.000000 1241516.50 822912.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 5.500000 933881.20 941419.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2032-12-01 4.500000 249427.50 245218.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-10-01 5.500000 806340.15 733348.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2037-11-01 4.500000 135755.90 136372.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 2038-01-01 5.500000 156010.40 160765.96 Agency Mortgage-Backed Securities Y 2023-02-01 2023-02-01 2023-02-01 N N N 0.0431 175000000.00 175000000.00 0.0430 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.300000% 254900Y8NKGV541U8Q32 BIV6MGFP2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. 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