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HSBC Securities USA, Inc. 4.800 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-06-20 2.500000 212965.00 159581.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-09-15 4.030000 691800.00 654451.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-07-20 3.000000 3547712.00 2742282.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 4514800.00 4220053.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-04 0.000000 9997900.00 9994610.69 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2031-08-20 2.500000 16285312.00 2672886.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-08-15 0.000000 16946503.49 6100063.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 24222500.00 14258210.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 27056800.00 30209145.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 34001700.00 25748370.05 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-02-20 2.000000 34649024.00 22443415.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 35000000.00 28752038.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 4.500000 40627968.00 36293789.14 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2051-02-15 1.875000 44284700.00 30469347.47 U.S. Treasuries (including strips) GNMA GNII SP 785194 C 2050-11-20 0.000000 45414784.00 20951863.78 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.000000 76199600.00 29162882.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-08-20 4.000000 221689600.00 27518520.88 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 286000000.00 286000000.00 0.0021 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.890 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FERM 5076AI 02/25/51 2051-02-25 2.500000 92409240.00 10588658.36 Agency Collateralized Mortgage Obligation GNRA 2006-005 IO 2046-01-16 0.453200 35000000.00 4842.66 Agency Collateralized Mortgage Obligation GNRA 2006-030 IO 2046-05-16 2.787800 35000000.00 357.14 Agency Collateralized Mortgage Obligation GNRA 2006-069 SA 2036-12-20 1.847300 83333333.00 51059.10 Agency Collateralized Mortgage Obligation GNRA 2007-037 DS 2037-06-16 5.586800 1325456.00 60406.82 Agency Collateralized Mortgage Obligation GNRA 2008-004 FJ 2038-01-20 0.000000 250000.00 0.02 Agency Collateralized Mortgage Obligation GNRA 2008-013 FJ 2038-02-20 0.000000 30000.00 0.00 Agency Collateralized Mortgage Obligation GNRA 2008-025 SB 2038-03-20 1.947300 92412000.00 39811.25 Agency Collateralized Mortgage Obligation GNRA 2008-043 FJ 2038-05-20 0.000000 50078.00 0.01 Agency Collateralized Mortgage Obligation GNRA 2008-27 FJ 2038-03-20 0.000000 200000.00 0.03 Agency Collateralized Mortgage Obligation GNRA 2010-020 SD 2040-02-20 0.727300 150000000.00 517463.62 Agency Collateralized Mortgage Obligation GNRA 2010-H17 EI 2060-03-20 2.387300 18130232.00 168441.10 Agency Collateralized Mortgage Obligation GNRA 2010-H17 HI 2060-04-20 2.007600 90682680.00 556805.65 Agency Collateralized Mortgage Obligation GNRA 2011-126 IO 2053-04-16 0.000000 78550000.00 10.58 Agency Collateralized Mortgage Obligation GNRA 2011-141 SA 2041-10-16 1.152300 9535169.00 144021.18 Agency Collateralized Mortgage Obligation GNRA 2011-2O FI 2060-12-20 1.246200 39862222.00 343829.82 Agency Collateralized Mortgage Obligation GNRA 2011-H23 HA 2061-12-20 3.000000 110000.00 263.81 Agency Collateralized Mortgage Obligation GNRA 2012-023 IO 2053-06-16 0.244000 49480000.00 35350.22 Agency Collateralized Mortgage Obligation GNRA 2012-033 IO 2052-06-16 0.000000 401151813.00 255.96 Agency Collateralized Mortgage Obligation GNRA 2012-077 DS 2042-06-20 1.147300 5000000.00 16900.79 Agency Collateralized Mortgage Obligation GNRA 2012-139 IO 2053-02-16 0.554900 88200000.00 141986.01 Agency Collateralized Mortgage Obligation GNRA 2012-H26 BI 2062-10-20 1.417600 20786617.00 83269.34 Agency Collateralized Mortgage Obligation GNRA 2012-H26 FI 2062-11-20 1.825100 39413271.00 157288.09 Agency Collateralized Mortgage Obligation GNRA 2013-116 SQ 2043-08-20 1.197300 52410000.00 526197.16 Agency Collateralized Mortgage Obligation GNRA 2013-117 PS 2043-04-20 1.197300 1214646.00 8653.50 Agency Collateralized Mortgage Obligation GNRA 2013-184 SP 2043-12-20 1.197300 36896480.00 400652.40 Agency Collateralized Mortgage Obligation GNRA 2013-190 AS 2041-05-20 0.000000 97967676.00 153141.49 Agency Collateralized Mortgage Obligation GNRA 2013-H09 GI 2063-04-20 1.866200 20020231.00 133983.32 Agency Collateralized Mortgage Obligation GNRA 2013-H11 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2045-06-20 5.355200 528007.00 4474.75 Agency Collateralized Mortgage Obligation GNRA 2015-0O CI 2065-04-20 1.820100 26725000.00 554300.88 Agency Collateralized Mortgage Obligation GNRA 2015-11O CI 2065-05-20 0.023300 43358045.00 575688.03 Agency Collateralized Mortgage Obligation GNRA 2015-15O JI 2065-06-20 2.011900 57090343.00 1463896.06 Agency Collateralized Mortgage Obligation GNRA 2015-16O FM 2065-07-20 5.301400 11085130.00 4850512.73 Agency Collateralized Mortgage Obligation GNRA 2015-16O XI 2065-07-20 0.102700 19150000.00 456298.50 Agency Collateralized Mortgage Obligation GNRA 2015-19O NI 2065-07-20 1.917600 44208358.00 786409.64 Agency Collateralized Mortgage Obligation GNRA 2015-20O CI 2065-08-20 0.086900 19127000.00 505545.08 Agency Collateralized Mortgage Obligation GNRA 2015-23O AI 2065-09-20 0.086300 34531002.00 750249.92 Agency Collateralized Mortgage Obligation GNRA 2015-25O EI 2065-10-20 1.900300 33366000.00 567724.08 Agency Collateralized Mortgage Obligation GNRA 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27857143.00 418407.19 Agency Collateralized Mortgage Obligation GNMA_21-175C 2051-10-20 0.000000 28015543.00 677752.10 Agency Collateralized Mortgage Obligation FHLMC_4908A 2049-08-25 1.029570 28287714.00 879572.75 Agency Collateralized Mortgage Obligation GNMA_19-143H 2047-10-20 1.147290 28344859.00 772719.97 Agency Collateralized Mortgage Obligation FHLMC_5008F 2046-12-15 0.000000 28367228.00 767913.65 Agency Collateralized Mortgage Obligation GNMA_20-188B 2050-12-20 2.500000 28491851.00 3438080.29 Agency Collateralized Mortgage Obligation GNMA_19-85A 2049-07-20 1.147290 28514769.00 1123379.56 Agency Collateralized Mortgage Obligation FNMA_23-20C 2051-10-25 2.500000 28556734.00 4330600.16 Agency Collateralized Mortgage Obligation GNMA_15-177A 2044-08-20 1.247290 28585974.00 493168.43 Agency Collateralized Mortgage Obligation GNMA_22-148H 2052-08-20 5.000000 29057253.00 27904824.14 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 1.129570 30000000.00 575962.95 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 2036-11-15 1.542290 30000000.00 113585.41 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-16 1.802290 30000000.00 317237.32 Agency Collateralized Mortgage Obligation GNMA_22-45F 2052-03-20 0.000000 30000000.00 286228.57 Agency Collateralized Mortgage Obligation GNMA_16-4G 2046-01-20 0.697290 30081589.00 244852.88 Agency Collateralized Mortgage Obligation GNMA_17-167A 2047-11-20 1.247290 30121153.00 612546.50 Agency Collateralized Mortgage Obligation FNMA_19-67J 2044-04-25 1.029570 30459321.00 1143764.26 Agency Collateralized Mortgage Obligation GNMA_21-175C 2051-10-20 0.000000 30595930.00 651370.19 Agency Collateralized Mortgage Obligation FNMA_16-67B 2046-09-25 1.079570 30876214.00 432172.07 Agency Collateralized Mortgage Obligation FHLMC_49-24 2049-10-25 1.029570 30893921.00 957411.06 Agency Collateralized Mortgage Obligation FNMA_16-65A 2046-09-25 1.079570 31164258.00 809320.57 Agency Collateralized Mortgage Obligation GNMA_23-48K 2053-03-20 1.509770 31165067.00 1413302.59 Agency Collateralized Mortgage Obligation GNMA_20-149U 2050-10-20 0.000000 31281637.00 152195.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 2035-10-25 1.679570 31962174.00 52480.62 Agency Collateralized Mortgage Obligation GNMA_21-135F 2051-08-20 0.000000 32416186.00 555620.65 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 1.029570 32564675.00 407001.00 Agency Collateralized Mortgage Obligation FNMA_14-24 2044-05-25 1.029570 33000000.00 177986.57 Agency Collateralized Mortgage Obligation FNMA_08-10 2038-03-25 1.209570 33073447.00 102857.99 Agency Collateralized Mortgage Obligation GNMA_16-146C 2046-10-20 1.147290 33333333.00 1271831.32 Agency Collateralized Mortgage Obligation FNMA_19-81C 2050-01-25 0.979570 33705506.00 982283.45 Agency Collateralized Mortgage Obligation GNMA_16-61 2046-05-20 1.067290 33879164.00 969305.54 Agency Collateralized Mortgage Obligation FHLMC_3922D 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39000000.00 582865.17 Agency Collateralized Mortgage Obligation GNMA_20-122A 2050-08-20 0.000000 39514522.00 962083.95 Agency Collateralized Mortgage Obligation GNMA_21-209D 2051-11-20 0.000000 39607201.00 1215417.75 Agency Collateralized Mortgage Obligation FHLMC_4313C 2044-03-15 1.202290 40000000.00 324777.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 2037-04-16 1.602290 40000000.00 173804.56 Agency Collateralized Mortgage Obligation GNMA_18-111B 2048-08-20 0.000000 40000000.00 295935.17 Agency Collateralized Mortgage Obligation GNMA_14-43 2044-03-16 2.302290 40082821.00 584745.31 Agency Collateralized Mortgage Obligation GNMA_11-5 2041-01-20 1.047290 40125851.00 332457.58 Agency Collateralized Mortgage Obligation GNMA_19-1A 2049-01-20 1.097290 41454508.00 1346710.74 Agency Collateralized Mortgage Obligation FNMA_06-44H 2036-06-25 1.579570 42412200.00 50537.66 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 2040-05-25 1.379570 42500000.00 11141.83 Agency Collateralized Mortgage Obligation FNMA_12-56A 2042-06-25 0.879570 42902469.00 502678.54 Agency Collateralized Mortgage Obligation GNMA_20-149T 2050-10-20 0.000000 42920568.00 288798.63 Agency Collateralized Mortgage Obligation FHLMC_4908E 2042-12-15 0.000000 43734086.00 812635.24 Agency Collateralized Mortgage Obligation GNMA_19-65K 2049-05-20 0.000000 45000000.00 321257.66 Agency Collateralized Mortgage Obligation GNMA_22-171D 2052-07-20 1.199770 45357917.00 3791478.47 Agency Collateralized Mortgage Obligation GNMA_21-122E 2051-07-20 0.000000 46081461.00 712549.18 Agency Collateralized Mortgage Obligation GNMA_12-108 2042-09-20 1.147290 47120875.00 836216.85 Agency Collateralized Mortgage Obligation GNMA_21-96J 2051-06-20 0.000000 47979314.00 1063295.41 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 1.479570 48333333.00 581947.70 Agency Collateralized Mortgage Obligation FNMA_11-110 2041-04-25 1.629570 50000000.00 83137.17 Agency Collateralized Mortgage Obligation FHLMC_4698B 2047-07-15 0.000000 50000000.00 619899.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 2035-06-20 1.247290 50000000.00 41208.98 Agency Collateralized Mortgage Obligation GNMA_09-13E 2039-03-16 1.052290 50000000.00 153443.94 Agency Collateralized Mortgage Obligation GNMA_18-148B 2048-10-20 0.000000 50000000.00 504726.43 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-08-20 1.147290 50739057.00 1007946.95 Agency Collateralized Mortgage Obligation FNMA_18-80B 2048-10-25 1.129570 52540009.00 943326.72 Agency Collateralized Mortgage Obligation GNMA_23-17A 2053-02-20 0.809770 52612866.00 2581513.46 Agency Collateralized Mortgage Obligation FNMA_12-9 2027-02-25 1.679570 53356008.00 56232.22 Agency Collateralized Mortgage Obligation GNMA_21-187E 2051-10-20 0.000000 53855000.00 222922.95 Agency Collateralized Mortgage Obligation GNMA_10-15B 2039-10-20 1.647290 54125028.00 54738.93 Agency Collateralized Mortgage Obligation FNMA_12-3 2042-02-25 0.929570 54729163.00 635091.28 Agency Collateralized Mortgage Obligation GNMA_21-175C 2051-10-20 0.000000 54906266.00 1139292.99 Agency Collateralized Mortgage Obligation FNMA_02-8 2032-03-25 3.079570 54996809.00 6293.37 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 2039-07-15 0.852290 56066666.00 9566.63 Agency Collateralized Mortgage Obligation GNMA_18-134A 2048-10-20 1.297290 56176322.00 1393764.39 Agency Collateralized Mortgage Obligation GNMA_14-152 2044-10-20 0.647290 57000000.00 586078.87 Agency Collateralized Mortgage Obligation GNMA_14-27 2044-02-16 1.152290 57270053.00 721856.91 Agency Collateralized Mortgage Obligation GNMA_21-140F 2050-06-20 0.000000 57329923.00 921479.37 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-20 1.247290 57430828.00 1176622.80 Agency Collateralized Mortgage Obligation GNMA_15-20 2045-02-20 0.647290 57578855.00 530919.33 Agency Collateralized Mortgage Obligation FNMA_17-12A 2047-03-25 1.079570 58905704.00 885567.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-70 2046-10-25 1.079570 59586989.00 1222082.10 Agency Collateralized Mortgage Obligation FHLMC_3988 2042-01-15 1.527330 60000000.00 490781.16 Agency Collateralized Mortgage Obligation GNMA_18-120C 2048-09-20 1.247290 61040367.00 962191.82 Agency Collateralized Mortgage Obligation GNMA_12-74 2042-06-20 1.147290 61125000.00 1194960.13 Agency Collateralized Mortgage Obligation FNMA_18-77B 2048-10-25 1.179570 61371260.00 1314613.93 Agency Collateralized Mortgage Obligation GNMA_18-120D 2048-09-20 1.247290 61735180.00 1802746.85 Agency Collateralized Mortgage Obligation FHLMC_43-67 2044-07-15 1.252290 61834251.00 385241.90 Agency Collateralized Mortgage Obligation FHLMC_4915C 2038-02-15 0.000000 64544188.00 1272496.62 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 0.647290 65131833.00 976714.66 Agency Collateralized Mortgage Obligation GNMA_20-123G 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FHLMC_4770C 2043-08-15 0.000000 76400829.00 758857.90 Agency Collateralized Mortgage Obligation GNMA_21-136A 2051-08-20 0.000000 78293216.00 1386936.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 2033-06-20 1.747290 80000000.00 13894.56 Agency Collateralized Mortgage Obligation FNMA_11-63 2041-07-25 0.899570 85439970.00 538757.02 Agency Collateralized Mortgage Obligation FHLMC_5110A 2051-05-25 3.500000 85641144.00 9525517.40 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 1.129570 87899839.00 905451.67 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-16 0.602290 88000000.00 878427.45 Agency Collateralized Mortgage Obligation GNMA_21-137P 2051-07-20 0.000000 89365000.00 960294.37 Agency Collateralized Mortgage Obligation GNMA_14-66 2044-05-16 0.652290 90187500.00 189142.95 Agency Collateralized Mortgage Obligation GNMA_14-37 2044-03-20 0.657290 90727657.00 332479.90 Agency Collateralized Mortgage Obligation 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Collateralized Mortgage Obligation FNMA_10-113B 2040-10-25 1.579570 111111111.00 350093.03 Agency Collateralized Mortgage Obligation GNMA_21-197B 2051-11-20 3.500000 113239714.00 11423774.54 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 0.979570 118886400.00 968109.68 Agency Collateralized Mortgage Obligation GNMA_17-162F 2047-10-20 0.000000 125000000.00 1062785.80 Agency Collateralized Mortgage Obligation FNMA_13-110 2043-11-25 0.000000 127678670.00 3826490.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8 2039-02-16 1.152290 128571429.00 275911.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 2035-01-15 1.752290 128670867.00 96661.41 Agency Collateralized Mortgage Obligation GNMA_15-57 2045-04-20 0.647290 136500000.00 1302147.57 Agency Collateralized Mortgage Obligation GNMA_22-30D 2052-02-20 3.000000 138852823.00 11355228.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 1000.00 197.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 1000.00 287.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1000.00 212.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 1000.00 96.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 1000.00 118.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 1000.00 236.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 1000.00 166.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 1000.00 145.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1000.00 143.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 1000.00 233.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1000.00 139.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 3.500000 1000.00 132.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 1000.00 197.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 3.000000 1000.00 201.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 1000.00 226.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-05-01 3.500000 1000.00 283.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 1000.00 213.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 4.000000 1000.00 225.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 3.000000 1000.00 131.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 4.000000 1000.00 120.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 1000.00 177.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 1000.00 223.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 1000.00 278.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 4.500000 1000.00 78.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 3.500000 1000.00 363.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 1000.00 298.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 2.500000 1000.00 236.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1000.00 297.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 1000.00 107.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1000.00 200.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 1000.00 145.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1000.00 214.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 345.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 1000.00 172.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 1000.00 160.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 1000.00 108.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 1000.00 204.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 1000.00 85.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 1000.00 119.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 3.500000 1000.00 379.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 1000.00 111.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 4.000000 1000.00 212.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1000.00 240.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-01-01 3.500000 1000.00 195.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 3.500000 1000.00 139.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 3.500000 1000.00 295.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 3.500000 1000.00 137.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1000.00 442.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 1000.00 64.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 1000.00 191.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-05-01 3.500000 1000.00 93.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 2.500000 1000.00 100.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 1000.00 348.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 6.000000 1000.00 26.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 5.000000 1000.00 32.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-11-01 6.000000 1000.00 55.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-07-01 3.500000 1000.00 369.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 1000.00 201.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 1000.00 120.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 1000.00 352.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 1000.00 336.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 1000.00 167.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 1000.00 306.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 1000.00 303.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 1000.00 306.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 1000.00 298.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 3.000000 1000.00 351.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1000.00 452.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1000.00 168.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1000.00 447.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1000.00 709.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 1000.00 395.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 1000.00 464.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1000.00 399.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 1000.00 116.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1000.00 318.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1000.00 441.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 1000.00 277.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 1000.00 369.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 3.500000 1000.00 368.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 1000.00 384.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1000.00 394.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 1000.00 196.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 1000.00 569.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 1000.00 383.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 6.500000 1000.00 257.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 3.500000 1000.00 378.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-09-01 5.500000 1000.00 363.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 5.500000 1000.00 306.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-03-01 3.500000 1000.00 393.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 1000.00 397.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-09-01 4.500000 1000.00 360.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2059-04-01 3.000000 1000.00 511.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 1000.00 364.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1000.00 167.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1000.00 381.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 1000.00 235.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 1000.00 302.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 1000.00 180.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 1000.00 309.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 4.000000 1000.00 318.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 3.500000 1000.00 275.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 1000.00 200.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 3.500000 1000.00 355.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 1000.00 363.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 411.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1000.00 400.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-03-01 3.500000 1000.00 261.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 1000.00 685.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 1000.00 175.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.500000 1000.00 287.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 1000.00 239.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 1000.00 509.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 437.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.000000 1000.00 411.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 342.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 1000.00 321.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 1000.00 302.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 1000.00 44.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 1000.00 378.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 409.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 1000.00 252.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1000.00 326.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 1000.00 429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 1000.00 286.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 1000.00 428.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 6.000000 1000.00 342.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 1000.00 332.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 3.500000 1000.00 574.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1000.00 245.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 1000.00 428.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 4.000000 1000.00 555.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 1000.00 429.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 1000.00 633.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 1000.00 994.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 1000.00 760.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 1000.00 882.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.000000 1000.00 1001.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 6.000000 1000.00 961.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 1000.00 981.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 1000.00 1002.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1000.00 1007.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 1000.00 1018.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 1000.00 997.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 1000.00 1036.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.500000 1000.00 1015.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 1000.00 1014.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 1000.00 981.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 1000.00 1015.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 1000.00 1027.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-03-01 5.500000 1000.00 1011.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 1000.00 991.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 6.500000 1000.00 1041.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 1000.00 922.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 1000.00 998.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 1000.00 975.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 1000.00 995.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 1000.00 962.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 1000.00 993.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 4.000000 1000.00 955.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 1000.00 1030.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 6.000000 1000.00 1033.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 1000.00 1020.54 Agency Mortgage-Backed Securities FEDERAL 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2027-02-15 2.250000 7126200.00 6808650.39 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 14485200.00 13781163.34 U.S. Treasuries (including strips) 2 1/4 BOND 49 2049-08-15 2.250000 20916000.00 15838999.46 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 32550000.00 24439228.05 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 16561300.00 16209775.00 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 999600.00 760224.93 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 3771000.00 3045792.84 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 9760700.00 9536362.88 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 2027-03-31 2.500000 5832000.00 5601814.27 U.S. Treasuries (including strips) 2 1/2 NOTE BC 24 2024-05-31 2.500000 2008800.00 1981316.64 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 10711400.00 10602506.61 U.S. Treasuries (including strips) 2 1/2 NOTE E 23 2023-08-15 2.500000 100002000.00 99744832.43 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-02-15 2.500000 4022600.00 3224956.13 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 50000000.00 40366948.34 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 300.00 290.71 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 2026-07-31 1.875000 1000.00 948.18 U.S. Treasuries (including strips) 1 NOTE AV 24 2024-12-15 1.000000 74932000.00 71353196.63 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 50708300.00 47667481.16 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 35485000.00 24414861.00 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 4997000.00 4957874.59 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 10814700.00 9548935.38 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 2025-01-31 1.375000 144000.00 137645.07 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 2657300.00 2006238.33 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 69639000.00 72145867.75 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 12957000.00 13308705.37 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 9000.00 9917.13 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 2102600.00 2394280.86 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 2026-03-15 4.625000 740000.00 761400.72 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 56978100.00 59730344.33 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 95163600.00 95928589.16 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 63909000.00 70887713.09 U.S. Treasuries (including strips) 4 3/8 BOND 39 2039-11-15 4.375000 10808600.00 12067893.15 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 81730670.00 91185800.41 U.S. Treasuries (including strips) 4 3/8 NOTE BJ 24 2024-10-31 4.375000 100000000.00 102105128.73 U.S. Treasuries (including strips) BILL 04/18/24 2024-04-18 0.000000 150193200.00 143477010.68 U.S. Treasuries (including strips) BILL 05/03/23 2023-05-30 0.000000 49425000.00 49262836.58 U.S. Treasuries (including strips) BILL 05/16/23 2023-05-16 0.000000 37038400.00 36973323.53 U.S. Treasuries (including strips) BILL 06/06/23 2023-06-06 0.000000 100001000.00 99524995.24 U.S. Treasuries (including strips) BILL 06/15/23 2023-06-15 0.000000 43750000.00 43491787.50 U.S. Treasuries (including strips) BILL 06/22/23 2023-06-22 0.000000 10200.00 10128.77 U.S. Treasuries (including strips) BILL 07/06/23 2023-07-06 0.000000 500000.00 495474.00 U.S. Treasuries (including strips) BILL 07/11/23 2023-07-11 0.000000 859900.00 851560.69 U.S. Treasuries (including strips) BILL 07/25/23 2023-07-25 0.000000 824500.00 814799.76 U.S. Treasuries (including strips) BILL 08/01/23 2023-08-01 0.000000 3000000.00 2961612.00 U.S. Treasuries (including strips) BILL 08/03/23 2023-08-03 0.000000 3000000.00 2960529.00 U.S. Treasuries (including strips) BILL 08/10/23 2023-08-10 0.000000 120000.00 118345.56 U.S. Treasuries (including strips) BILL 08/17/23 2023-08-17 0.000000 63358600.00 62414176.71 U.S. Treasuries (including strips) BILL 08/31/23 2023-08-31 0.000000 100856200.00 99174826.29 U.S. Treasuries (including strips) BILL 09/07/23 2023-09-07 0.000000 50000.00 49129.90 U.S. Treasuries (including strips) BILL 09/21/23 2023-09-21 0.000000 13527000.00 13268214.96 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 51501000.00 45206025.09 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 10800000.00 9490033.99 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 100589700.00 88506146.10 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 69600.00 69627.52 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 50000000.00 56196263.81 U.S. Treasuries (including strips) 3 BOND 52 2052-08-15 3.000000 500.00 442.26 U.S. Treasuries (including strips) 3 NOTE AQ 25 2025-07-15 3.000000 92963800.00 91790960.48 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 11946000.00 11718740.28 U.S. Treasuries (including strips) 3 7/8 BOND 43 2043-02-15 3.875000 2825000.00 2877299.74 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 2027-11-30 3.875000 107000000.00 110120328.71 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 2026-01-15 3.875000 5817000.00 5886778.13 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 25000000.00 24964237.02 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 446000.00 455962.52 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 62578800.00 59547861.86 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 115900000.00 113414518.10 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-02-15 3.625000 2600000.00 2597766.46 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 12238600.00 12682921.77 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 6700000.00 6066355.27 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 3520700.00 3134145.31 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 600.00 605.59 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 2026-04-15 3.750000 3913000.00 3917742.43 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 14917000.00 13239242.65 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 24500000.00 21723712.93 U.S. Treasuries (including strips) 6 7/8 BOND 25 2025-08-15 6.875000 100.00 107.90 U.S. Treasuries (including strips) 7 1/2 BOND 24 2024-11-15 7.500000 100.00 108.20 U.S. Treasuries (including strips) BILL 10/05/23 2023-10-05 0.000000 7697000.00 7534724.15 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 300.00 322.41 U.S. Treasuries (including strips) BILL 02/22/24 2024-02-22 0.000000 539000.00 518832.24 U.S. Treasuries (including strips) BILL 11/30/23 2023-11-30 0.000000 3000000.00 2920971.00 U.S. Treasuries (including strips) TRFR BJ 10/31/23 2023-10-31 5.165690 258800.00 261792.90 U.S. Treasuries (including strips) TRFR AX 01/31/24 2024-01-31 5.115690 379135700.00 383524466.17 U.S. Treasuries (including strips) TRFR AX 01/31/25 2025-01-31 5.330690 1866000.00 1891181.45 U.S. Treasuries (including strips) TRFR BE 07/31/23 2023-07-31 5.159690 3000.00 3033.39 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 5.167690 9100.00 9203.04 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 50000000.00 46465124.18 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 77000.00 76244.98 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 23895000.00 22598434.46 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 36640000.00 34691077.31 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 6800000.00 6114036.70 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 2025-03-15 1.750000 504000.00 483365.93 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 6055000.00 6096689.75 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 4350000.00 2629104.36 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 2028-08-31 1.125000 22500000.00 19904145.04 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 13026800.00 12356514.71 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 300.00 255.17 U.S. Treasuries (including strips) 1 3/4 BOND 41 2041-08-15 1.750000 60526600.00 44216053.01 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 2042900.00 1987987.71 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 6469000.00 6274999.87 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 2028-06-30 1.250000 359000.00 321628.67 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 3000000.00 2980191.43 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 36909000.00 33257627.30 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 22156400.00 20477980.87 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 2025-01-15 1.125000 8680600.00 8264156.61 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 2026-10-31 1.125000 6576000.00 6062091.16 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 2028-09-30 1.250000 3977000.00 3531179.43 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 187700000.00 125104033.81 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 379971900.00 256446335.40 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 13560900.00 12419809.60 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 353000.00 323561.93 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 2026-08-31 0.750000 638400.00 580312.27 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 1198000.00 1097606.47 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 200000.00 183804.95 U.S. Treasuries (including strips) 0 3/4 NOTE BL 23 2023-12-31 0.750000 539000.00 525518.40 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 2433000.00 2383026.87 U.S. Treasuries (including strips) 0 3/8 NOTE AM 24 2024-04-15 0.375000 35098000.00 33655514.20 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 192200.00 182344.92 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 50000000.00 45589462.15 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 2026-07-31 0.625000 43765500.00 39717063.10 U.S. Treasuries (including strips) 0 5/8 NOTE AT 24 2024-10-15 0.625000 200.00 189.40 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 4523800.00 4368552.81 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 2025-04-30 0.375000 166146000.00 154767205.71 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 149745400.00 123761052.84 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 300.00 267.57 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 29823100.00 17554919.97 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 186000.00 178571.92 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 2031-08-15 1.250000 37555000.00 31820396.11 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 172855000.00 156064402.86 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 9082800.00 8432907.24 U.S. Treasuries (including strips) 1 1/2 NOTE AY 24 2024-02-29 1.500000 510000.00 497262.18 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 95000.00 88797.97 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 3000000.00 2884157.74 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 1409000.00 1342546.39 U.S. Treasuries (including strips) 0 1/4 NOTE AT 23 2023-11-15 0.250000 715000.00 698017.75 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 2765000.00 2713516.41 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 3588200.00 3354122.03 U.S. Treasuries (including strips) 0 1/4 NOTE Z 25 2025-05-31 0.250000 6900.00 6389.49 U.S. Treasuries (including strips) 0 1/8 NOTE AJ 24 2024-01-15 0.125000 1359000.00 1314439.29 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 358700.00 352965.25 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 2278000.00 2270855.45 U.S. Treasuries (including strips) 0 1/8 NOTE BD 23 2023-07-31 0.125000 250000.00 246999.35 U.S. Treasuries (including strips) 0 1/8 NOTE AR 23 2023-09-15 0.125000 1898000.00 1864920.62 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 495600.00 481535.45 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 15000.00 13730.81 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 1175300.00 1079908.91 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 51518000.00 47290137.04 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 767300.00 709439.38 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 3299000.00 3011952.79 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 50000000.00 43751218.78 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 2256400.00 2204242.64 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 4202600.00 3717837.25 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 605000.00 533720.61 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 60320200.00 52919613.01 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0482 5000000000.00 5000000000.00 0.0365 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 4.820 549300H47WTHXPU08X20 BRYH112H3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/4 NOTE AN 23 2023-06-15 0.250000 10000900.00 9953809.06 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 10001400.00 9615205.07 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 44488600.00 40724294.45 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 24991200.00 22816706.45 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 24161800.00 22339804.98 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 2027-06-30 0.500000 2251500.00 1986234.65 U.S. Treasuries (including strips) 0 1/4 NOTE AP 24 2024-06-15 0.250000 30218600.00 28793379.91 U.S. Treasuries (including strips) 0 1/8 NOTE AS 23 2023-10-15 0.125000 12599200.00 12330980.66 U.S. Treasuries (including strips) 0 1/4 NOTE BG 23 2023-09-30 0.250000 599100.00 587944.91 U.S. Treasuries (including strips) 0 1/8 NOTE BB 23 2023-05-31 0.125000 209539200.00 208882017.14 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 29900.00 29051.47 U.S. Treasuries (including strips) 0 1/8 NOTE BF 23 2023-08-31 0.125000 1410400.00 1387851.10 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 223752000.00 207742090.72 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 105858200.00 86888208.79 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 2027-12-31 0.625000 7635700.00 6691379.95 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 3775900.00 3489863.33 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 28721200.00 28531558.04 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 9000800.00 8206832.62 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 164506600.00 135960837.63 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 12032800.00 10522614.33 U.S. Treasuries (including strips) 0 3/8 NOTE BH 23 2023-10-31 0.375000 9999500.00 9794113.09 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 47392000.00 43554421.92 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 23546700.00 21641361.40 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 2026-05-31 0.750000 1127300.00 1032831.19 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 13305200.00 12944626.21 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 79192100.00 77826914.39 U.S. Treasuries (including strips) 2 3/8 NOTE V 24 2024-02-29 2.375000 2400000.00 2360286.59 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 433400.00 422508.31 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 589100.00 573090.14 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 2025-04-15 2.625000 73600.00 71615.92 U.S. Treasuries (including strips) 2 5/8 NOTE AA 23 2023-06-30 2.625000 1439700.00 1446899.41 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 99800.00 97916.87 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 10000300.00 9774650.06 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 23935500.00 23606594.89 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 2025-05-15 2.125000 31000.00 30118.83 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 127544600.00 122655750.31 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 18510600.00 17960755.27 U.S. Treasuries (including strips) 2 1/8 NOTE S 23 2023-11-30 2.125000 35772500.00 35506405.87 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 443400.00 432490.36 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 26095300.00 22055840.55 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 7098600.00 7018198.51 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 582100.00 570286.84 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 2029-05-31 2.750000 95282900.00 92242791.23 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 74037800.00 72172066.26 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 82800.00 79110.36 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 21698700.00 21031164.50 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 161056400.00 157637867.02 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 292326800.00 236006816.69 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 99500.00 98720.94 U.S. Treasuries (including strips) 1 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(including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 20841700.00 20450706.83 U.S. Treasuries (including strips) 2 7/8 NOTE AF 23 2023-11-30 2.875000 37100.00 37108.89 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 2025-06-15 2.875000 30241300.00 29852511.53 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 35087100.00 34139616.09 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 2026-01-31 2.625000 18100.00 17652.87 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 99800.00 99241.66 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 4533300.00 3928670.49 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 93490900.00 90329776.39 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 52700.00 50670.57 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 98471500.00 70270040.38 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 12041100.00 11777666.74 U.S. 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25382000.00 24152649.61 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 50379300.00 47833737.51 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 51861500.00 47618268.29 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 2027-08-31 3.125000 433136000.00 427219877.77 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 2029-08-31 3.125000 44631400.00 43820322.06 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 2025-08-15 3.125000 3527200.00 3484381.45 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 29466100.00 29242112.22 U.S. Treasuries (including strips) 3 5/8 BOND 43 2043-08-15 3.625000 89200.00 87580.12 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 2029-09-30 3.875000 220022400.00 224937146.15 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 2029-12-31 3.875000 18378600.00 19001087.14 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 26813200.00 23797443.25 U.S. Treasuries (including strips) 3 NOTE Q 25 2025-09-30 3.000000 10710500.00 10506744.33 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 18844800.00 18720956.76 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 208078800.00 212355720.25 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 16000.00 16006.33 U.S. Treasuries (including strips) 4 1/2 BOND 38 2038-05-15 4.500000 804600.00 912249.64 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 8785100.00 9873795.94 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 2027-10-31 4.125000 285222000.00 297338258.92 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 2024-12-31 4.250000 2614500.00 2648680.90 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 8598400.00 8746420.93 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 409580800.00 439536657.19 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 7243400.00 8034362.31 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 689900.00 756744.40 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 36366700.00 41487408.03 U.S. Treasuries (including strips) BILL 02/22/24 2024-02-22 0.000000 4999400.00 4812337.45 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 1250200.00 1444596.50 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 704700.00 787529.59 U.S. Treasuries (including strips) BILL 07/06/23 2023-07-06 0.000000 106389000.00 105425966.77 U.S. Treasuries (including strips) TRFR BE 07/31/23 2023-07-31 5.159700 33400.00 33771.74 U.S. Treasuries (including strips) TRFR BB 04/30/24 2024-04-30 5.055700 5675900.00 5735018.55 U.S. Treasuries (including strips) BILL 10/26/23 2023-10-26 0.000000 44999000.00 43917719.03 U.S. Treasuries (including strips) 3 NOTE AQ 25 2025-07-15 3.000000 216400.00 213669.88 U.S. Treasuries (including strips) TRFR BK 10/31/24 2024-10-31 5.270700 188362200.00 190729215.30 U.S. Treasuries (including strips) TRFR BF 07/31/24 2024-07-31 5.167700 291396000.00 294695587.68 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0482 5000000000.00 5000000000.00 0.0365 N Y Y N Citibank NA Citibank NA 4.790 E57ODZWZ7FF32TWEFA76 BRYH112P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 TRIB 48 2048-02-15 1.000000 914900.00 985825.34 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-02-15 1.875000 37500.00 25358.30 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 2033-02-15 3.500000 600.00 602.68 U.S. Treasuries (including strips) 2 BOND 51 2051-08-15 2.000000 317300.00 220796.98 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 100.00 107.40 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 339500.00 362681.98 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 3300.00 3730.47 U.S. Treasuries (including strips) 6 1/8 BOND 29 2029-08-15 6.125000 2897300.00 3334732.39 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 13135700.00 13395068.73 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 129546400.00 133554959.89 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 532900.00 582178.32 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 2031-02-15 1.125000 500.00 422.48 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 800.00 867.70 U.S. Treasuries (including strips) 0 1/8 TRIN AE 26 2026-10-15 0.125000 405300.00 426322.13 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 46000.00 51421.18 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0479 150000000.00 150000000.00 0.0011 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.820 549300H47WTHXPU08X20 BRYH14ZK4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-07-15 0.375000 477000000.00 616832087.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0482 604500000.00 604500000.00 0.0044 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.820 549300H47WTHXPU08X20 BRYH14ZC2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-10-15 1.625000 450000000.00 463772557.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0482 454500000.00 454500000.00 0.0033 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZH1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 50000000.00 39859657.55 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 39062500.00 39062500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZY4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 358500000.00 163242570.57 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 159980625.00 159980625.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH15029 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 22097880.55 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 21656250.00 21656250.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH15011 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 19732171.11 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 19337500.00 19337500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH15052 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 5433634.44 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 5325000.00 5325000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14Z99 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 38265031.25 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 37500000.00 37500000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZS7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 22882488.69 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 22425000.00 22425000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZB4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 60000000.00 52576452.94 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 51525000.00 51525000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14Z40 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 24196254.76 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 23712500.00 23712500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14Z81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 121210863.99 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 118787500.00 118787500.00 0.0009 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZD0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2052-08-15 3.000000 50000000.00 43622135.63 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 42750000.00 42750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 27295722.29 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 26750000.00 26750000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZU2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 23000000.00 19655471.05 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 19262500.00 19262500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH15060 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-11-15 0.000000 60000000.00 39030331.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 38250000.00 38250000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.810 X574KRZ6V5A7UBU45C31 BRYH14ZF5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 56915407.48 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0481 55777500.00 55777500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 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1807044.00 1686112.60 Agency Mortgage-Backed Securities FNMA_13-10 2043-02-25 1.129570 1827326.00 61125.60 Agency Collateralized Mortgage Obligation FNMA_17-57A 2057-08-25 1.079570 1860000.00 87465.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 6.000000 1877049.00 1930617.66 Agency Mortgage-Backed Securities FHLMC_4107H 2042-09-15 0.000000 1934900.00 203167.81 Agency Collateralized Mortgage Obligation GNMA_19-140G 2049-11-20 1.097290 2000000.00 27846.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2046-12-15 3.500000 2053955.00 1535611.86 Agency Mortgage-Backed Securities FHLMC_4885A 2049-06-15 1.102290 2064571.00 100149.34 Agency Collateralized Mortgage Obligation GNMA_19-132G 2049-10-20 4.500000 2072361.00 77490.06 Agency Collateralized Mortgage Obligation FHLMC_4863F 2038-07-15 1.152290 2074314.00 50210.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 6.000000 2082796.00 2144014.22 Agency Mortgage-Backed Securities GNMA_20-4L 2050-01-20 1.097290 2200001.00 31532.63 Agency Collateralized Mortgage Obligation FNMA_16-26G 2043-01-25 0.000000 2251025.00 331794.40 Agency Collateralized Mortgage Obligation FNMA_17-13B 2047-02-25 1.029570 2470000.00 107064.24 Agency Collateralized Mortgage Obligation FNMA_12-51 2042-05-25 0.000000 2487412.00 388155.47 Agency Collateralized Mortgage Obligation FNMA_21-68D 2051-10-25 2.500000 2500000.00 250601.67 Agency Collateralized Mortgage Obligation FNMA_13-128 2043-12-25 0.000000 2675000.00 380397.34 Agency Collateralized Mortgage Obligation FHLS_303 2043-01-15 3.099840 2798030.00 60969.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-07-20 3.750000 2926160.00 644138.73 Agency Mortgage-Backed Securities FNMA_14-52C 2043-12-25 5.000000 2974000.00 71484.90 Agency Collateralized Mortgage Obligation FHLMC_4170F 2033-01-15 0.000000 3000000.00 523058.15 Agency Collateralized Mortgage Obligation FNMA_19-38G 2049-05-25 5.500000 3293909.00 263748.90 Agency Collateralized Mortgage Obligation FNMA_16-75 2046-10-25 1.079570 3300000.00 74528.72 Agency Collateralized Mortgage Obligation FNMA_16-60 2046-09-25 3.000000 3437722.00 93984.37 Agency Collateralized Mortgage Obligation FNMA_12-139 2042-11-25 4.000000 3500000.00 109905.31 Agency Collateralized Mortgage Obligation GNMA_20-15T 2050-02-20 1.097290 3500000.00 52339.84 Agency Collateralized Mortgage Obligation FHLMC_5077E 2051-02-25 3.500000 3535000.00 409558.86 Agency Collateralized Mortgage Obligation FNMA_20-87B 2050-12-25 2.500000 3555900.00 357704.44 Agency Collateralized Mortgage Obligation FNMA_13-5 2042-10-25 0.000000 3669382.00 850978.21 Agency Collateralized Mortgage Obligation FNMA_13-22 2043-03-25 0.000000 4000000.00 466478.43 Agency Collateralized Mortgage Obligation GNMA_18-29 2047-02-20 1.147290 4000000.00 82940.91 Agency Collateralized Mortgage Obligation FNMA_20-47D 2057-07-25 5.500000 4101822.00 520462.61 Agency Collateralized Mortgage Obligation FNMA_12-74 2042-07-25 0.000000 4284288.00 607711.65 Agency Collateralized Mortgage Obligation FREDDIE FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5057 2050-11-25 3.000000 4346000.00 594298.03 Agency Collateralized Mortgage Obligation FNMA_21-34C 2042-11-25 0.000000 4492213.00 1830210.16 Agency Collateralized Mortgage Obligation GNMA_21-41K 2051-02-20 2.500000 4500000.00 428017.88 Agency Collateralized Mortgage Obligation FHLMC_38-1 2031-02-15 0.021800 4545592.00 1528418.92 Agency Collateralized Mortgage Obligation FNMA_19-15A 2049-04-25 0.979570 4620506.00 45121.42 Agency Collateralized Mortgage Obligation FHLMC_4480B 2043-11-15 1.232290 4674714.00 53256.34 Agency Collateralized Mortgage Obligation FNMA_12-141 2042-12-25 1.679570 4733000.00 110778.69 Agency Collateralized Mortgage Obligation GNMA_21-160X 2051-06-20 3.000000 4749000.00 593981.44 Agency Collateralized Mortgage Obligation GNMA_21-214H 2051-10-20 3.000000 4871000.00 624694.42 Agency Collateralized Mortgage Obligation FHLMC_4496C 2038-11-15 0.000000 4880312.00 27203.80 Agency Collateralized Mortgage Obligation GNMA_19-78M 2049-06-20 0.000000 4900000.00 42533.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2053-03-15 6.500000 4954899.00 5094624.66 Agency Mortgage-Backed Securities FNMA_12-118G 2042-11-25 3.500000 5000000.00 125548.84 Agency Collateralized Mortgage Obligation FNMA_20-46C 2050-07-25 2.500000 5000000.00 289190.24 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-96 2051-01-25 3.000000 5000000.00 588335.60 Agency Collateralized Mortgage Obligation FNMA_21-56G 2051-09-25 2.500000 5367000.00 573152.46 Agency Collateralized Mortgage Obligation FHLMC_4218B 2042-07-15 1.302290 5466353.00 55689.28 Agency Collateralized Mortgage Obligation FNMA_19-42 2049-08-25 1.029570 5512000.00 304074.07 Agency Collateralized Mortgage Obligation GNMA_19-108A 2049-07-20 4.500000 5630608.00 288623.09 Agency Collateralized Mortgage Obligation FNMA_19-64 2049-11-25 4.000000 6000000.00 288630.26 Agency Collateralized Mortgage Obligation FNMA_19-33-US 2049-07-25 0.979570 6143787.00 282122.98 Agency Collateralized Mortgage Obligation FNMA_14-74B 2044-06-25 4.500000 6225777.00 87550.86 Agency Collateralized Mortgage Obligation FHLMC_4579A 2038-01-15 0.000000 6379768.00 44663.00 Agency Collateralized Mortgage Obligation GNMA_21-223E 2051-12-20 3.000000 6467178.00 370952.18 Agency Collateralized Mortgage Obligation FNMA_21-46B 2051-07-25 4.500000 6712356.00 975340.05 Agency Collateralized Mortgage Obligation GNMA_20-47R 2050-04-20 4.000000 6728012.00 243843.12 Agency Collateralized Mortgage Obligation FNMA_14-71B 2041-08-25 1.679570 6747574.00 63600.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-01-01 3.500000 6800000.00 3102554.80 Agency Mortgage-Backed Securities FHLMC_4851A 2057-08-15 1.152290 7000000.00 526499.51 Agency Collateralized Mortgage Obligation GNMA_22-107E 2052-02-20 3.000000 7075000.00 804356.98 Agency Collateralized Mortgage Obligation GNMA_23-57A 2053-04-20 1.538360 7079204.00 497511.29 Agency Collateralized Mortgage Obligation FNMA_19-51A 2049-06-25 1.049570 7181250.00 601261.79 Agency Collateralized Mortgage Obligation FNMA_19-13E 2049-04-25 1.079570 7185386.00 221631.04 Agency Collateralized Mortgage Obligation GNMA_20-175F 2050-11-20 2.500000 7270000.00 819366.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2047-10-15 4.000000 7281352.00 1521615.77 Agency Mortgage-Backed Securities GNMA_21-9G 2051-01-20 3.500000 7369000.00 790010.36 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 1.752290 7479158.00 125585.92 Agency Collateralized Mortgage Obligation GNMA_22-29B 2052-02-20 3.500000 7560000.00 963851.05 Agency Collateralized Mortgage Obligation GNMA_22-23J 2052-02-20 5.000000 7584000.00 1098921.79 Agency Collateralized Mortgage Obligation FHLMC_3922D 2041-09-15 0.007290 7624894.00 527657.13 Agency Collateralized Mortgage Obligation FHLMC_4615 2038-10-15 0.000000 7974218.00 66940.00 Agency Collateralized Mortgage Obligation FNMA_19-39E 2049-08-25 1.079570 8000000.00 40650.11 Agency Collateralized Mortgage Obligation GNMA_17-121B 2039-08-16 5.500000 8003236.00 110354.73 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-15 1.750000 8187500.00 7852298.76 U.S. Treasuries (including strips) FHSTR_304 2042-12-15 4.599450 8452570.00 212413.81 Agency Collateralized Mortgage Obligation FHLMC_4553B 2043-03-15 0.000000 8482501.00 89743.74 Agency Collateralized Mortgage Obligation FNMA_19-42H 2049-08-25 2.129570 8529663.00 147860.49 Agency Collateralized Mortgage Obligation FNMA_15-34P 2045-06-25 6.000000 8553836.00 276870.86 Agency Collateralized Mortgage Obligation GNMA_23-13L 2053-01-20 0.809770 8556039.00 621734.38 Agency Collateralized Mortgage Obligation FHLMC_5042N 2050-10-25 2.500000 8720067.00 867845.32 Agency Collateralized Mortgage Obligation GNMA_19-78J 2047-09-20 1.247290 8721213.00 294659.54 Agency Collateralized Mortgage Obligation GNMA_23-55K 2053-04-20 5.600000 8800000.00 8864789.51 Agency Collateralized Mortgage Obligation FNMA_11-146 2041-03-25 5.000000 8941600.00 50422.63 Agency Collateralized Mortgage Obligation FNMA_18-45F 2041-06-25 1.000000 9005035.00 92230.40 Agency Collateralized Mortgage Obligation FNMA_16-100F 2047-01-25 1.152430 9025000.00 139392.32 Agency Collateralized Mortgage Obligation FNMA_05-56C 2033-08-25 4.059140 9262430.00 354005.27 Agency Collateralized Mortgage Obligation FHLMC_4581C 2041-07-15 6.000000 9318641.00 322051.55 Agency Collateralized Mortgage Obligation GNMA_21-30C 2051-02-20 3.000000 9444000.00 1225953.40 Agency Collateralized Mortgage Obligation GNMA_22-10J 2052-01-20 0.000000 9464178.00 284969.33 Agency Collateralized Mortgage Obligation GNMA_19-59 2049-05-20 1.097290 9500000.00 347775.85 Agency Collateralized Mortgage Obligation FHLMC_4458C 2035-04-15 4.000000 9553794.00 200403.20 Agency Collateralized Mortgage Obligation FNMA_18-35 2048-05-25 1.179570 9556391.00 495014.03 Agency Collateralized Mortgage Obligation GNMA_19-20G 2049-02-20 1.147290 9801000.00 266099.92 Agency Collateralized Mortgage Obligation FNMA_18-43 2048-06-25 1.179570 10000000.00 136807.26 Agency Collateralized Mortgage Obligation FNMA_19-25D 2049-06-25 1.029570 10000000.00 595566.75 Agency Collateralized Mortgage Obligation FNMA_21-26E 2031-05-25 2.000000 10363010.00 331043.50 Agency Collateralized Mortgage Obligation FNMA_13-6E 2043-02-25 1.129570 10400000.00 158162.57 Agency Collateralized Mortgage Obligation FNMA_20-47A 2050-07-25 1.079570 10400000.00 322662.15 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-22 0.000000 10415000.00 10342272.06 U.S. Treasuries (including strips) FHLMC_5149H 2051-09-25 3.000000 10553161.00 1072713.30 Agency Collateralized Mortgage Obligation GNMA_18-125J 2048-09-20 1.247290 10613109.00 179415.78 Agency Collateralized Mortgage Obligation FHLMC_4693 2047-06-15 1.202290 10750000.00 432360.52 Agency Collateralized Mortgage Obligation FNMA_19-52B 2049-09-25 4.000000 10910000.00 239532.12 Agency Collateralized Mortgage Obligation FHLMC_40-48 2040-10-15 1.702290 11000000.00 1616.01 Agency Collateralized Mortgage Obligation FNMA_20-39E 2050-06-25 1.059570 11174032.00 600049.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 5.500000 11200557.00 11496531.72 Agency Mortgage-Backed Securities FNMA_12-57A 2042-04-25 5.000000 11248823.00 130773.26 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-59 2048-08-25 1.179570 11414345.00 464486.43 Agency Collateralized Mortgage Obligation FHLMC_2994E 2035-06-15 2.002290 11460724.00 38001.48 Agency Collateralized Mortgage Obligation FNMA_18-25B 2048-04-25 1.179570 11487480.00 573939.33 Agency Collateralized Mortgage Obligation FNMA_19-32 2049-06-25 1.029570 11500000.00 118620.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 2049-09-20 1.147290 11525000.00 366708.14 Agency Collateralized Mortgage Obligation FHLMC_40-97 2042-08-15 1.102290 11525618.00 253159.51 Agency Collateralized Mortgage Obligation GNMA_18-105B 2048-08-20 1.247290 11563352.00 142274.54 Agency Collateralized Mortgage Obligation FNMA_13-32 2042-09-25 4.500000 11574444.00 79934.22 Agency Collateralized Mortgage Obligation FHLMC_45-73 2046-04-15 1.102290 12089020.00 136060.86 Agency Collateralized Mortgage Obligation FNMA_12-104 2042-09-25 1.029570 12141368.00 101848.51 Agency Collateralized Mortgage Obligation FHLMC_41-19 2041-09-15 1.252290 12165420.00 31974.03 Agency Collateralized Mortgage Obligation FNMA_15-27C 2045-05-25 4.500000 12166666.00 413795.90 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-09-25 1.579570 12406396.00 195643.57 Agency Collateralized Mortgage Obligation FNMA_1127 2041-04-25 0.000000 12500000.00 787990.39 Agency Collateralized Mortgage Obligation FHLMC_5051M 2035-12-25 4.000000 12548000.00 684246.61 Agency Collateralized Mortgage Obligation FNMA_19-60 2049-10-25 1.029570 12591070.00 791973.02 Agency Collateralized Mortgage Obligation FNMA_19-64J 2049-11-25 0.979570 12825500.00 988024.55 Agency Collateralized Mortgage Obligation FNMA_15-76E 2041-05-25 0.000000 12894566.00 79248.77 Agency Collateralized Mortgage Obligation FHLMC_4646C 2040-04-15 1.152290 13025115.00 188946.23 Agency Collateralized Mortgage Obligation FNMA_19-37B 2037-03-25 3.500000 13094590.00 571314.88 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_08-3443 2037-03-15 0.782290 13200000.00 46754.19 Agency Collateralized Mortgage Obligation FHLMC_3368 2037-09-15 1.082290 13400000.00 55334.27 Agency Collateralized Mortgage Obligation FNMA_10-137 2039-11-25 9.000000 13471132.00 61959.29 Agency Collateralized Mortgage Obligation FNMA_18-85B 2048-12-25 3.000000 13500000.00 418470.46 Agency Collateralized Mortgage Obligation FNMA_14-78 2044-05-25 4.500000 13574666.00 118474.93 Agency Collateralized Mortgage Obligation GNMA_20-116E 2050-08-20 4.000000 13616006.00 961164.08 Agency Collateralized Mortgage Obligation FHLMC_4774H 2040-05-15 1.122290 13674459.00 255446.19 Agency Collateralized Mortgage Obligation FNMA_12-1 2042-02-25 0.979570 13741213.00 100014.96 Agency Collateralized Mortgage Obligation FNMA_19-45B 2049-08-25 1.049570 13792087.00 826800.63 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 1.559570 13876000.00 74173.65 Agency Collateralized Mortgage Obligation FHLMC_3812 2041-02-15 0.000000 13895625.00 759105.32 Agency Collateralized Mortgage Obligation FNMA_15-41 2035-06-25 3.500000 14000000.00 246164.53 Agency Collateralized Mortgage Obligation FNR_19-33-PS 2049-07-25 1.029570 14000000.00 786683.54 Agency Collateralized Mortgage Obligation FHLMC_3819 2041-03-15 0.000000 14000000.00 999466.25 Agency Collateralized Mortgage Obligation FNMA_19-33 2049-07-25 0.979570 14250000.00 791647.86 Agency Collateralized Mortgage Obligation FNMA_16-40 2036-07-25 3.500000 14285714.00 372271.07 Agency Collateralized Mortgage Obligation FNMA_19-77F 2050-01-25 3.500000 14319571.00 72566.30 Agency Collateralized Mortgage Obligation FHLMC_4845D 2048-12-15 1.752290 14439747.00 428664.76 Agency Collateralized Mortgage Obligation GNMA_20-47J 2050-01-20 3.500000 14462032.00 257584.63 Agency Collateralized Mortgage Obligation GNMA_18-90 2048-06-20 1.297290 14500000.00 310920.74 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-09-20 5.000000 14700000.00 107963.87 Agency Collateralized Mortgage Obligation FNMA_12-54 2042-05-25 1.279570 14776879.00 76879.65 Agency Collateralized Mortgage Obligation FNMA_20-41J 2050-06-25 1.079570 14861349.00 759336.04 Agency Collateralized Mortgage Obligation GNMA_20-31E 2050-03-20 6.500000 14973000.00 1213273.16 Agency Collateralized Mortgage Obligation FNMA_20-2E 2059-07-25 1.029570 15000000.00 820848.90 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3170 2033-09-15 1.652290 15000000.00 21674.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-06 0.000000 15000000.00 14928600.00 U.S. Treasuries (including strips) GNMA_22-24H 2051-11-20 3.000000 15236154.00 2131584.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 5.500000 15257833.00 15675912.88 Agency Mortgage-Backed Securities FNMA_13-45 2033-05-25 3.000000 15346667.00 251796.68 Agency Collateralized Mortgage Obligation FNMA_17-99 2047-12-25 3.000000 15358759.00 549116.02 Agency Collateralized Mortgage Obligation FNMA_16-67A 2046-09-25 0.979570 15376842.00 481432.74 Agency Collateralized Mortgage Obligation FNMA_13-13D 2033-03-25 3.000000 15450430.00 286811.73 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-64 2046-05-25 3.000000 15500000.00 342578.62 Agency Collateralized Mortgage Obligation GNMA_17-170A 2047-11-20 1.247290 15500000.00 503016.92 Agency Collateralized Mortgage Obligation FNMA_17-94B 2047-11-25 1.129570 15534069.00 364825.69 Agency Collateralized Mortgage Obligation FHS_298 2042-12-15 1.202290 15566471.00 133879.40 Agency Collateralized Mortgage Obligation FNMA_15-28 2045-05-25 5.500000 15644000.00 437281.32 Agency Collateralized Mortgage Obligation FNMA_21-5E 2036-02-25 1.500000 15777717.00 572220.52 Agency Collateralized Mortgage Obligation FNMA_15-19 2055-04-25 0.000000 15783742.00 81990.91 Agency Collateralized Mortgage Obligation FNMA_17-41B 2053-05-25 4.000000 15851805.00 66095.15 Agency Collateralized Mortgage Obligation FNMA_15-34J 2045-06-25 6.500000 16044023.00 534164.39 Agency Collateralized Mortgage Obligation FHLMC_5035R 2050-10-25 3.000000 16069511.00 1894516.51 Agency Collateralized Mortgage Obligation FNMA_16-44B 2031-07-25 3.500000 16071428.00 244619.04 Agency Collateralized Mortgage Obligation FNMA_19-38E 2049-07-25 1.059570 16117495.00 969443.36 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-21 0.000000 33628400.00 32228617.85 U.S. Treasuries (including strips) FNMA_12-111 2042-10-25 1.579570 16443162.00 407862.20 Agency Collateralized Mortgage Obligation FHLMC_4818K 2048-04-15 1.252290 16498631.00 333208.36 Agency Collateralized Mortgage Obligation FNMA_13-9 2043-02-25 1.129570 16516526.00 529171.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-25 6.500000 16532577.00 86749.56 Agency Collateralized Mortgage Obligation FNMA_10-111B 2040-09-25 6.000000 16666666.00 64644.12 Agency Collateralized Mortgage Obligation GNMA_23-57D 2053-04-20 1.478140 16699918.00 1587268.34 Agency Collateralized Mortgage Obligation GNMA_22-197Q 2052-11-20 1.509770 16712564.00 1635436.31 Agency Collateralized Mortgage Obligation FNMA_18-14A 2048-03-25 6.000000 16716011.00 1210742.15 Agency Collateralized Mortgage Obligation GNMA_15-90C 2045-06-20 1.052430 16748033.00 76423.06 Agency Collateralized Mortgage Obligation GNMA_23-14E 2053-01-20 6.000000 16763181.00 2555284.25 Agency Collateralized Mortgage Obligation FHLMC_4623 2046-10-15 1.102290 16808475.00 898055.22 Agency Collateralized Mortgage Obligation GNMA_21-87C 2051-05-20 3.000000 16823000.00 2287373.20 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 1.522290 16862278.00 96399.64 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.500000 16908332.00 144424.00 Agency Collateralized Mortgage Obligation FNMA_17-88A 2047-11-25 3.000000 17018881.00 489041.70 Agency Collateralized Mortgage Obligation GNMA_15-179F 2045-12-20 1.052430 17141698.00 84321.30 Agency Collateralized Mortgage Obligation GNMA_21-159G 2051-09-20 3.000000 17149833.00 2320317.64 Agency Collateralized Mortgage Obligation FHLMC_5003B 2050-08-25 2.500000 17226325.00 1704371.11 Agency Collateralized Mortgage Obligation FHLMC_4960B 2039-04-25 3.000000 17325500.00 371393.54 Agency Collateralized Mortgage Obligation FNMA_20-37C 2040-06-25 1.079570 17392919.00 134720.22 Agency Collateralized Mortgage Obligation GNMA_19-18 2049-02-20 4.500000 17410888.00 95523.77 Agency Collateralized Mortgage Obligation GNMA_16-5D 2046-01-20 1.052430 17474886.00 137941.38 Agency Collateralized Mortgage Obligation FNMA_18-65 2048-01-25 4.000000 17500000.00 417748.91 Agency Collateralized Mortgage Obligation FNMA_19-59A 2049-10-25 1.049570 17514836.00 1041240.78 Agency Collateralized Mortgage Obligation GNMA_16-20H 2046-02-20 1.052430 17548852.00 161456.39 Agency Collateralized Mortgage Obligation FNMA_05-69 2035-08-25 6.000000 17690000.00 60899.10 Agency Collateralized Mortgage Obligation FNMA_13-10 2041-10-25 3.500000 17702571.00 236326.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-18 2043-08-20 1.747290 17901716.00 115266.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-13 0.000000 17947400.00 17841869.29 U.S. Treasuries (including strips) FHLMC_3507 2032-03-15 3.031320 18000000.00 69863.02 Agency Collateralized Mortgage Obligation FNMA_10-15 2040-01-25 6.000000 18004666.00 45094.02 Agency Collateralized Mortgage Obligation FNMA_22-3C 2052-02-25 0.000000 18278845.00 292781.63 Agency Collateralized Mortgage Obligation FNMA_18-86B 2048-12-25 1.179570 18459000.00 531166.60 Agency Collateralized Mortgage Obligation FNMA_19-74G 2049-12-25 0.929570 18530951.00 1348817.36 Agency Collateralized Mortgage Obligation GNMA_23-57B 2053-04-20 1.606780 18539011.00 740430.71 Agency Collateralized Mortgage Obligation FNMA_15-34S 2045-06-25 5.500000 18557677.00 582130.56 Agency Collateralized Mortgage Obligation FNMA_16-75 2046-10-25 0.979570 18582352.00 914817.72 Agency Collateralized Mortgage Obligation FHLMC_3962 2038-06-15 0.000000 18586321.00 96560.37 Agency Collateralized Mortgage Obligation FNMA_19-18B 2049-05-25 1.029570 18620935.00 519107.23 Agency Collateralized Mortgage Obligation FNMA_17-35A 2047-05-25 1.129570 18684486.00 733138.26 Agency Collateralized Mortgage Obligation FNMA_21-26F 2045-03-25 3.500000 18740259.00 519615.95 Agency Collateralized Mortgage Obligation FNMA_19-57D 2049-10-25 0.579570 18768837.00 511381.14 Agency Collateralized Mortgage Obligation FNMA_19-33 2049-07-25 0.979570 18850000.00 790327.62 Agency Collateralized Mortgage Obligation FNMA_12-132 2032-12-25 3.000000 18862707.00 308179.89 Agency Collateralized Mortgage Obligation FNMA_19-21C 2049-05-25 1.029570 19001938.00 599783.77 Agency Collateralized Mortgage Obligation GNMA_19-86F 2049-03-20 1.147290 19007904.00 443207.93 Agency Collateralized Mortgage Obligation GNMA_20-181H 2050-12-20 2.500000 19250000.00 2000879.79 Agency Collateralized Mortgage Obligation FHLMC_4416 2044-12-15 1.152290 19371287.00 358149.05 Agency Collateralized Mortgage Obligation FNMA_18-35 2048-05-25 3.000000 19400000.00 616181.24 Agency Collateralized Mortgage Obligation GNMA_19-H12D 2069-06-20 0.361910 19410000.00 361311.88 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 1.647290 19416000.00 141733.96 Agency Collateralized Mortgage Obligation FNMA_13-52H 2043-06-25 4.000000 19500000.00 158141.31 Agency Collateralized Mortgage Obligation FHLMC_4334A 2036-08-15 4.500000 19743075.00 258839.85 Agency Collateralized Mortgage Obligation GNMA_23-13C 2053-01-20 1.459770 19915956.00 968501.27 Agency Collateralized Mortgage Obligation FNMA_13-18 2033-03-25 0.000000 20000000.00 8976184.66 Agency Collateralized Mortgage Obligation FNMA_14-82A 2044-09-25 1.129570 20000000.00 207704.76 Agency Collateralized Mortgage Obligation FHLMC_4218 2040-10-15 1.252290 20000000.00 21545.16 Agency Collateralized Mortgage Obligation FHLMC_4617B 2041-06-15 1.152290 20000000.00 295477.79 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 1.129570 20076276.00 927334.54 Agency Collateralized Mortgage Obligation GNMA_21-175E 2050-03-20 4.500000 20446000.00 2475694.84 Agency Collateralized Mortgage Obligation GNMA_21-81H 2051-05-20 3.500000 20561000.00 2779725.76 Agency Collateralized Mortgage Obligation FHLMC_4012 2036-05-15 2.202290 20578643.00 125272.73 Agency Collateralized Mortgage Obligation FHLMC_3156 2036-05-15 2.302290 20617366.00 76769.46 Agency Collateralized Mortgage Obligation FNMA_12-100E 2042-09-25 1.579570 20651920.00 622515.21 Agency Collateralized Mortgage Obligation FNMA_18-73C 2048-10-25 1.129570 20707928.00 1344883.91 Agency Collateralized Mortgage Obligation GNMA_22-6G 2050-08-20 3.500000 20739000.00 2631093.20 Agency Collateralized Mortgage Obligation FNMA_17-95B 2047-10-25 4.000000 20820250.00 472414.16 Agency Collateralized Mortgage Obligation FNMA_19-10E 2048-06-25 4.000000 20826720.00 392260.72 Agency Collateralized Mortgage Obligation FNMA_11-111B 2040-03-25 1.579570 20987052.00 74727.66 Agency Collateralized Mortgage Obligation FHLMC _4280 2043-12-15 1.002290 21000000.00 325553.77 Agency Collateralized Mortgage Obligation FNMA_14-46 2043-05-25 3.000000 21023551.00 105596.19 Agency Collateralized Mortgage Obligation FHLS_323 2044-01-15 1.002290 21029934.00 466804.49 Agency Collateralized Mortgage Obligation GNR_23-53 2053-04-20 0.000000 21165334.00 2162201.51 Agency Collateralized Mortgage Obligation FHLMC_4619C 2044-03-15 1.152290 21251328.00 285836.04 Agency Collateralized Mortgage Obligation GNMA_22-138H 2052-08-20 1.209770 21334746.00 1206962.68 Agency Collateralized Mortgage Obligation FHLMC_4609C 2046-08-15 1.052290 21335039.00 744372.27 Agency Collateralized Mortgage Obligation FNMA_12-147F 2033-01-25 4.000000 21488021.00 195751.01 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 1.359570 21509000.00 54712.46 Agency Collateralized Mortgage Obligation FNMA_19-25B 2049-01-25 1.029570 21529252.00 340351.19 Agency Collateralized Mortgage Obligation FNMA_13-36 2042-12-25 1.179570 21530575.00 349972.85 Agency Collateralized Mortgage Obligation FHLMC_4724 2047-09-15 1.202290 21533123.00 601991.19 Agency Collateralized Mortgage Obligation FHLMC_3699 2040-07-15 0.115570 21556000.00 438177.96 Agency Collateralized Mortgage Obligation FNMA_12-20 2032-02-25 1.629570 21648056.00 120963.35 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 1.729570 21700000.00 10665.65 Agency Collateralized Mortgage Obligation GNMA_12-17C 2040-08-20 5.000000 21703095.00 301458.91 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-23 0.000000 21715200.00 21661259.44 U.S. Treasuries (including strips) FNMA_15-20 2045-04-25 0.579570 21854256.00 249530.12 Agency Collateralized Mortgage Obligation GNMA_21-146M 2050-07-20 2.500000 21864966.00 1917275.54 Agency Collateralized Mortgage Obligation FNMA_19-15C 2049-04-25 0.979570 22000000.00 1014734.82 Agency Collateralized Mortgage Obligation FHLS_317 2043-11-15 1.032290 22145640.00 731871.75 Agency Collateralized Mortgage Obligation FHLMC_4175 2043-03-15 1.152290 22243120.00 449903.13 Agency Collateralized Mortgage Obligation FHLMC_4550C 2036-05-15 1.152290 22368052.00 244040.77 Agency Collateralized Mortgage Obligation GNMA_13-26 2043-02-16 1.202290 22530812.00 112765.33 Agency Collateralized Mortgage Obligation FNR_19-33-SM 2059-07-25 0.979570 22540888.00 1590598.26 Agency Collateralized Mortgage Obligation GNMA_14-127 2044-08-20 2.414180 22894670.00 149714.05 Agency Collateralized Mortgage Obligation GNMA_19-6J 2049-01-20 1.097290 22940000.00 358122.77 Agency Collateralized Mortgage Obligation FHLMC_4646D 2039-12-15 1.152290 22998109.00 426940.68 Agency Collateralized Mortgage Obligation GNMA_21-122L 2051-07-20 2.500000 23000000.00 1952336.98 Agency Collateralized Mortgage Obligation FNMA_06-23 2036-04-25 5.500000 23074055.00 89065.53 Agency Collateralized Mortgage Obligation FNMA_07-32 2037-04-25 1.079570 23155000.00 91049.41 Agency Collateralized Mortgage Obligation FHLMC_4363H 2050-11-15 1.315570 23484774.00 440919.68 Agency Collateralized Mortgage Obligation FNMA_13-68B 2042-03-25 5.000000 23520000.00 152890.41 Agency Collateralized Mortgage Obligation GNMA_21-196C 2051-11-20 3.500000 23597851.00 1789261.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 0.929570 23923267.00 987701.30 Agency Collateralized Mortgage Obligation GNMA_16-138 2046-10-20 4.000000 23970000.00 743614.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3171 2036-06-15 1.537290 24000000.00 84043.55 Agency Collateralized Mortgage Obligation FNMA_18-26B 2048-04-25 1.179570 24090139.00 827500.73 Agency Collateralized Mortgage Obligation FHLMC_4719A 2047-09-15 1.202290 24181142.00 1376339.76 Agency Collateralized Mortgage Obligation FNMA_17-105C 2048-01-25 1.129570 24571428.00 1244308.61 Agency Collateralized Mortgage Obligation FHLMC_5206D 2050-01-25 4.000000 24858310.00 3509792.95 Agency Collateralized Mortgage Obligation FHSTR_270B 2042-08-15 1.052290 25000000.00 361655.54 Agency Collateralized Mortgage Obligation FNMA_15-5 2045-02-25 1.079570 25000000.00 1043125.03 Agency Collateralized Mortgage Obligation FHLMC_4105B 2042-09-15 1.652290 25000000.00 626320.85 Agency Collateralized Mortgage Obligation FHLMC_4707H 2047-08-15 0.952290 25000000.00 551111.08 Agency Collateralized Mortgage Obligation GNMA_11-99B 2041-07-16 1.152290 25000000.00 296427.80 Agency Collateralized Mortgage Obligation GNMA_20-61S 2050-05-20 1.097290 25000000.00 2057413.53 Agency Collateralized Mortgage Obligation FNMA_06-128 2037-01-25 1.579570 25020000.00 74654.84 Agency Collateralized Mortgage Obligation FNMA_10-102 2040-09-25 1.569570 25041834.00 141256.14 Agency Collateralized Mortgage Obligation GNMA_21-87K 2051-05-20 3.000000 25193542.00 3552342.94 Agency Collateralized Mortgage Obligation FNMA_17-39A 2047-05-25 1.129570 25269077.00 612934.08 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 0.979570 25411721.00 112104.83 Agency Collateralized Mortgage Obligation FHSTR_304 2032-12-15 3.000000 25563538.00 352817.18 Agency Collateralized Mortgage Obligation FHLMC_40-7 2042-02-15 1.002290 25742360.00 370037.31 Agency Collateralized Mortgage Obligation GNMA_19-115D 2049-09-20 0.000000 25745836.00 316568.31 Agency Collateralized Mortgage Obligation FHLMC_5060F 2051-01-25 3.500000 25945000.00 2846175.36 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_304 2042-12-15 4.000000 25962443.00 504508.64 Agency Collateralized Mortgage Obligation FNMA_13-130 2044-01-25 1.029570 25982666.00 309460.53 Agency Collateralized Mortgage Obligation FNMA_11-66A 2040-10-25 0.152430 26000000.00 64978.78 Agency Collateralized Mortgage Obligation FNMA_14-19C 2040-06-25 5.000000 26012000.00 32582.14 Agency Collateralized Mortgage Obligation FNMA_19-34C 2049-07-25 1.079570 26048002.00 929655.25 Agency Collateralized Mortgage Obligation FNMA_03-71 2033-08-25 5.500000 26200000.00 82325.87 Agency Collateralized Mortgage Obligation GNMA_23-13L 2053-01-20 0.650000 26256450.00 670688.43 Agency Collateralized Mortgage Obligation FNMA_18-84C 2048-11-25 1.129570 26348852.00 510952.29 Agency Collateralized Mortgage Obligation FNMA_05-69 2035-08-25 1.679570 26404000.00 60823.36 Agency Collateralized Mortgage Obligation GNMA_16-149B 2046-11-16 5.000000 26428870.00 1064253.67 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 1.472290 26538458.00 66256.19 Agency Collateralized Mortgage Obligation FNMA_11-144 2041-04-25 1.529570 26600000.00 75854.79 Agency Collateralized Mortgage Obligation FHLMC_4542A 2045-01-15 1.102290 26666666.00 351448.04 Agency Collateralized Mortgage Obligation FHLMC_4151C 2033-01-15 3.000000 26735571.00 381062.36 Agency Collateralized Mortgage Obligation FNMA_16-79A 2046-11-25 1.079570 26813270.00 450479.78 Agency Collateralized Mortgage Obligation FHLMC_4633D 2046-11-15 1.152290 26863571.00 545825.03 Agency Collateralized Mortgage Obligation FNMA_19-49 2048-11-25 4.000000 26864345.00 594610.84 Agency Collateralized Mortgage Obligation FNMA_15-4 2045-02-25 1.079570 26891448.00 483222.20 Agency Collateralized Mortgage Obligation GNMA_14-68J 2044-05-20 1.247290 27092277.00 198689.86 Agency Collateralized Mortgage Obligation FNMA_16-98A 2046-02-25 3.500000 27676142.00 291334.74 Agency Collateralized Mortgage Obligation FNMA_15-29 2045-05-25 0.599570 27685939.00 653733.91 Agency Collateralized Mortgage Obligation FNMA_13-105C 2040-08-25 4.500000 27718601.00 130289.67 Agency Collateralized Mortgage Obligation GNMA_15-111G 2045-08-20 1.647290 27887049.00 146393.31 Agency Collateralized Mortgage Obligation FNMA_12-134 2027-12-25 3.000000 28163967.00 84057.08 Agency Collateralized Mortgage Obligation FNMA_13-41 2038-04-25 4.000000 28402812.00 604947.70 Agency Collateralized Mortgage Obligation FNMA_13-130 2044-01-25 1.579570 28500000.00 296591.28 Agency Collateralized Mortgage Obligation FNMA_13-16 2033-03-25 0.000000 28571428.00 188282.37 Agency Collateralized Mortgage Obligation GNMA_13-69E 2043-05-20 1.247290 28603895.00 103578.86 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 1.129570 28710332.00 685120.47 Agency Collateralized Mortgage Obligation FNMA_19-59J 2049-10-25 0.979570 28912500.00 1236567.29 Agency Collateralized Mortgage Obligation FNMA_12-116B 2042-10-25 1.079570 28915944.00 504475.16 Agency Collateralized Mortgage Obligation FNMA_15-35 2045-06-25 5.000000 29113000.00 789836.20 Agency Collateralized Mortgage Obligation FHLMC_37-69 2040-12-15 1.552290 29250000.00 146847.16 Agency Collateralized Mortgage Obligation GNMA_14-183A 2044-12-20 1.247290 29461770.00 243319.63 Agency Collateralized Mortgage Obligation GNMA_23-24A 2053-02-20 1.509770 29500000.00 1528405.91 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-02-15 1.052290 29614299.00 410230.95 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 0.929570 29855065.00 251389.97 Agency Collateralized Mortgage Obligation FHSTR_304 2042-12-15 3.000000 29968438.00 995481.47 Agency Collateralized Mortgage Obligation FNMA_15-91 2045-12-25 1.179570 30000000.00 1001213.07 Agency Collateralized Mortgage Obligation FHLMC_4372C 2044-08-15 1.152290 30000000.00 370820.03 Agency Collateralized Mortgage Obligation GNMA_22-75A 2052-04-20 0.000000 30000000.00 781386.48 Agency Collateralized Mortgage Obligation FHLMC_4184 2043-03-15 1.172290 30181968.00 881756.75 Agency Collateralized Mortgage Obligation GNMA_16-12C 2046-01-20 0.687290 30193362.00 286336.99 Agency Collateralized Mortgage Obligation FNMA_15-77C 2045-10-25 1.229570 30200841.00 485527.86 Agency Collateralized Mortgage Obligation GNMA_21-41J 2051-03-20 2.500000 30218981.00 3111617.40 Agency Collateralized Mortgage Obligation FNMA_18-26B 2048-04-25 1.179570 30328456.00 1026818.44 Agency Collateralized Mortgage Obligation FNMA_19-51G 2041-12-25 0.000000 30426187.00 703874.36 Agency Collateralized Mortgage Obligation FNMA_19-64A 2051-08-25 1.029570 30508731.00 2069694.94 Agency Collateralized Mortgage Obligation FHLMC_4480F 2045-06-15 1.232290 30841164.00 1011992.36 Agency Collateralized Mortgage Obligation FNMA_11-58 2041-07-25 1.509570 31000000.00 320400.18 Agency Collateralized Mortgage Obligation FNMA_13-55 2043-06-25 1.179570 31205455.00 671834.79 Agency Collateralized Mortgage Obligation FNMA_20-35K 2060-06-25 0.000000 31320445.00 489905.47 Agency Collateralized Mortgage Obligation GNMA_19-159 2049-12-20 3.500000 31474000.00 2194693.64 Agency Collateralized Mortgage Obligation GNMA_22-174F 2052-10-20 0.859770 31551398.00 1548458.92 Agency Collateralized Mortgage Obligation FNMA_18-40 2048-06-25 1.179570 31746386.00 1272103.72 Agency Collateralized Mortgage Obligation GNMA_21-225A 2051-12-20 3.500000 31756317.00 2202097.88 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-12-15 1.702290 31809750.00 63240.67 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-75 2035-09-25 1.079570 32000000.00 45058.55 Agency Collateralized Mortgage Obligation FNMA_06-23 2036-04-25 1.679570 32165142.00 79692.07 Agency Collateralized Mortgage Obligation GNMA_15-117A 2045-08-20 1.247290 32230011.00 452682.20 Agency Collateralized Mortgage Obligation GNMA_17-25B 2036-05-20 3.495800 32325751.00 800424.19 Agency Collateralized Mortgage Obligation FNMA_21-44B 2045-06-25 0.000000 32470263.00 634645.75 Agency Collateralized Mortgage Obligation FNMA_22-43E 2046-11-25 1.154710 32471509.00 1379140.45 Agency Collateralized Mortgage Obligation FNMA_19-62A 2059-11-25 0.979570 32518304.00 1539058.31 Agency Collateralized Mortgage Obligation FNMA_17-48A 2057-07-25 1.079570 32539645.00 1362322.08 Agency Collateralized Mortgage Obligation FNMA_12-55A 2042-05-25 1.529570 32571428.00 442176.08 Agency Collateralized Mortgage Obligation FNMA_16-85 2046-11-25 0.979570 32625000.00 1361274.24 Agency Collateralized Mortgage Obligation GNMA_12-16 2042-02-16 1.152290 32671801.00 191097.08 Agency Collateralized Mortgage Obligation FHLMC_4701A 2047-07-15 0.000000 33000000.00 356608.73 Agency Collateralized Mortgage Obligation FHLMC_3990 2042-01-15 1.602290 33286000.00 525662.08 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 1.129570 33304475.00 1732439.77 Agency Collateralized Mortgage Obligation FNMA_16-49A 2046-08-25 0.929570 33332298.00 1577920.58 Agency Collateralized Mortgage Obligation FHLMC_4712 2047-08-15 1.202290 33676736.00 1672095.13 Agency Collateralized Mortgage Obligation GNMA_22-50A 2050-04-20 3.500000 33956284.00 3227236.74 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 1.129570 34421052.00 1155643.10 Agency Collateralized Mortgage Obligation GNMA_10-89 2040-07-20 0.977290 34433750.00 185010.79 Agency Collateralized Mortgage Obligation FNMA_20-38M 2050-06-25 1.029570 34769874.00 884325.00 Agency Collateralized Mortgage Obligation GNMA_14-43E 2044-03-16 5.500000 34904033.00 501297.23 Agency Collateralized Mortgage Obligation FNMA_13-131 2044-01-25 1.079570 35000000.00 232413.56 Agency Collateralized Mortgage Obligation FNMA_18-61B 2048-08-25 1.179570 35000000.00 589302.78 Agency Collateralized Mortgage Obligation FNMA_16-88F 2046-12-25 0.979570 35053963.00 1476660.67 Agency Collateralized Mortgage Obligation GNMA_13-26 2043-02-16 0.602290 35091627.00 168149.39 Agency Collateralized Mortgage Obligation FNMA_16-78B 2044-02-25 1.079570 35357264.00 532409.01 Agency Collateralized Mortgage Obligation FNMA_05-74 2035-07-25 1.059570 35367249.00 8766.00 Agency Collateralized Mortgage Obligation FHLMC_3761G 2040-06-15 1.052290 35601000.00 2134.14 Agency Collateralized Mortgage Obligation FNMA_13-63C 2033-06-25 3.000000 35666666.00 620057.44 Agency Collateralized Mortgage Obligation FNMA_18-35E 2048-05-25 1.229570 35810498.00 1054188.34 Agency Collateralized Mortgage Obligation FHLMC_40-28 2032-02-15 1.702290 36225033.00 280640.84 Agency Collateralized Mortgage Obligation FNMA_13-7 2043-02-25 1.079570 36511468.00 678731.36 Agency Collateralized Mortgage Obligation GNMA_16-49 2046-04-20 1.047290 36853079.00 403311.89 Agency Collateralized Mortgage Obligation FNMA_13-105 2041-03-25 4.500000 37075514.00 61536.88 Agency Collateralized Mortgage Obligation FHLMC_3970 2031-12-15 1.652290 37142857.00 201030.47 Agency Collateralized Mortgage Obligation FHLMC_3702 2032-10-15 1.102290 37165902.00 73193.39 Agency Collateralized Mortgage Obligation FNMA_10-135S 2040-12-25 6.500000 37264176.00 259562.69 Agency Collateralized Mortgage Obligation FNMA_07-23 2037-03-25 1.749570 37350000.00 38857.06 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 1.672290 37430744.00 841788.93 Agency Collateralized Mortgage Obligation GNMA_20-146Q 2050-10-20 2.000000 37500000.00 3003446.04 Agency Collateralized Mortgage Obligation FNMA_13-62 2032-09-25 1.729570 37575333.00 235959.54 Agency Collateralized Mortgage Obligation GNMA_21-225D 2051-12-20 0.000000 37584545.00 792925.29 Agency Collateralized Mortgage Obligation FNMA_15-62 2045-08-25 1.179570 37667000.00 582709.89 Agency Collateralized Mortgage Obligation GNMA_13-37 2043-03-20 1.277290 37714285.00 297913.49 Agency Collateralized Mortgage Obligation FHLMC_3423 2038-03-15 1.182290 37782508.00 43887.42 Agency Collateralized Mortgage Obligation FNMA_11-117 2040-10-25 1.579570 37797073.00 176502.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-117 2040-09-20 1.647290 38000002.00 49145.05 Agency Collateralized Mortgage Obligation GNMA_11-80 2041-06-16 1.172290 38063784.00 185353.20 Agency Collateralized Mortgage Obligation FNMA_18-13C 2048-03-25 1.229570 38487447.00 1094413.24 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 1.752290 38592250.00 604729.05 Agency Collateralized Mortgage Obligation FNMA_12-35 2040-11-25 1.579570 38778854.00 131186.37 Agency Collateralized Mortgage Obligation FNMA_19-27C 2049-06-25 1.029570 38821776.00 1028530.03 Agency Collateralized Mortgage Obligation FHLMC_34-43 2036-09-15 1.852290 38965736.00 111324.02 Agency Collateralized Mortgage Obligation FHLMC_5010D 2050-09-25 4.000000 39000000.00 3489277.80 Agency Collateralized Mortgage Obligation GNMA_21-191H 2051-10-20 3.000000 39002410.00 2999207.45 Agency Collateralized Mortgage Obligation FNMA_16-103B 2047-01-25 0.979570 39260025.00 1469612.62 Agency Collateralized Mortgage Obligation FNMA_06-121 2036-12-25 1.619570 39285000.00 130213.16 Agency Collateralized Mortgage Obligation FNMA_12-79A 2042-07-25 1.029570 39324532.00 128262.10 Agency Collateralized Mortgage Obligation FNMA_19-57C 2049-10-25 1.029570 39350774.00 839139.00 Agency Collateralized Mortgage Obligation FNMA_18-5C 2048-02-25 1.229570 39632837.00 941745.14 Agency Collateralized Mortgage Obligation FHLMC_4745A 2048-01-15 1.302430 39666828.00 1668118.14 Agency Collateralized Mortgage Obligation FHLMC_5183A 2051-11-25 2.500000 39672154.00 3978468.83 Agency Collateralized Mortgage Obligation FNMA_15-50 2045-07-25 0.000000 39783593.00 240939.94 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 1.479570 40000000.00 369981.86 Agency Collateralized Mortgage Obligation FHLMC_4715B 2047-08-15 0.000000 40000000.00 363174.93 Agency Collateralized Mortgage Obligation FNMA_20-38M 2050-06-25 1.029570 40019492.00 1014678.90 Agency Collateralized Mortgage Obligation FHLMC_4709B 2047-08-15 1.252290 40292545.00 899699.72 Agency Collateralized Mortgage Obligation FHLMC_4016 2041-07-15 1.552290 40419858.00 52194.40 Agency Collateralized Mortgage Obligation FNMA_14-47 2044-03-25 4.000000 40431967.00 222329.40 Agency Collateralized Mortgage Obligation FHLMC_4097 2041-12-15 1.202290 40716000.00 312814.75 Agency Collateralized Mortgage Obligation FNMA_17-71 2047-09-25 1.129570 40931200.00 2238590.90 Agency Collateralized Mortgage Obligation FHLMC_4383A 2044-09-15 1.152290 40958642.00 802482.60 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 1.129570 40980876.00 142783.70 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 2.229570 41059127.00 465556.69 Agency Collateralized Mortgage Obligation FHLMC_4056 2042-05-15 1.102290 41095926.00 257338.44 Agency Collateralized Mortgage Obligation FNMA_11-63C 2041-07-25 0.899570 41190490.00 147522.51 Agency Collateralized Mortgage Obligation GNMA_14-98G 2044-07-20 1.247290 41322633.00 255474.17 Agency Collateralized Mortgage Obligation GNMA_21-74K 2051-04-20 1.347290 41404230.00 1604607.38 Agency Collateralized Mortgage Obligation FNMA_18-1D 2048-02-25 1.229570 41410012.00 857363.17 Agency Collateralized Mortgage Obligation GNMA_20-127C 2050-08-20 3.000000 41662874.00 3280958.59 Agency Collateralized Mortgage Obligation FNMA_14-47D 2054-08-25 0.000000 41760620.00 205804.24 Agency Collateralized Mortgage Obligation GNMA_20-146D 2049-03-20 6.500000 42249024.00 3050513.94 Agency Collateralized Mortgage Obligation FHLMC_43-19 2044-03-15 1.102290 42328875.00 581399.85 Agency Collateralized Mortgage Obligation FHLMC_4248 2041-05-15 1.102290 42343980.00 319911.14 Agency Collateralized Mortgage Obligation FNMA_16-78A 2044-03-25 1.079570 42537270.00 793672.77 Agency Collateralized Mortgage Obligation FNMA_17-80B 2047-10-25 1.129570 42557094.00 1424703.27 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 1.052290 42654372.00 894811.44 Agency Collateralized Mortgage Obligation FHLMC_12-262 2042-07-15 1.552290 42705734.00 1019294.63 Agency Collateralized Mortgage Obligation FNMA_16-103A 2047-01-25 0.979570 42857142.00 1381220.25 Agency Collateralized Mortgage Obligation GNMA_12-13 2042-01-20 1.697290 42925000.00 780873.81 Agency Collateralized Mortgage Obligation FNMA_17-80C 2047-10-25 1.129570 42926212.00 1811735.69 Agency Collateralized Mortgage Obligation FNMA_13-81 2043-02-25 1.229570 42976427.00 124130.50 Agency Collateralized Mortgage Obligation FNMA_16-97C 2046-12-25 0.979570 43035150.00 1294047.16 Agency Collateralized Mortgage Obligation FNMA_12-133 2042-12-25 1.129570 43313000.00 1000282.20 Agency Collateralized Mortgage Obligation GNMA_20-165E 2050-11-20 2.500000 43604162.00 2515745.73 Agency Collateralized Mortgage Obligation FHLMC_3946C 2041-04-15 1.702290 43627875.00 262946.67 Agency Collateralized Mortgage Obligation GNMA_15-157B 2045-10-20 0.767290 43805827.00 268553.39 Agency Collateralized Mortgage Obligation FNMA_17-58A 2047-08-25 1.129570 43934290.00 2307939.95 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-08 0.000000 44364200.00 43753792.97 U.S. Treasuries (including strips) FHLMC_42-17 2043-06-15 1.202290 44429230.00 1139819.06 Agency Collateralized Mortgage Obligation GNMA_15-180G 2045-12-20 0.727290 44885490.00 409226.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 2040-02-16 1.052290 44900000.00 93737.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-36 2032-12-25 2.729570 45000000.00 52001.10 Agency Collateralized Mortgage Obligation FNMA_13-2 2043-02-25 1.129570 45024388.00 985757.60 Agency Collateralized Mortgage Obligation FHLMC-2990 2035-05-01 1.899000 45257372.00 96139.47 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 1.862290 45300000.00 139509.21 Agency Collateralized Mortgage Obligation FNMA_21-85E 2056-12-25 0.000000 45353937.00 1355529.77 Agency Collateralized Mortgage Obligation FNMA_14-70 2044-11-25 1.629570 45888103.00 707361.38 Agency Collateralized Mortgage Obligation FNMA_20-54C 2050-08-25 1.129570 46000000.00 3430156.06 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 1.579570 46117723.00 57529.71 Agency Collateralized Mortgage Obligation FNMA_13-101 2043-10-25 0.879570 46153846.00 1185732.11 Agency Collateralized Mortgage Obligation FHR_3852 2041-05-15 1.502290 46220588.00 466708.25 Agency Collateralized Mortgage Obligation FNMA_10-141 2040-12-25 0.000000 46229037.00 149098.34 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 1.462290 46360000.00 92070.30 Agency Collateralized Mortgage Obligation FHLMC_4650D 2047-01-15 1.102290 46378072.00 1295718.86 Agency Collateralized Mortgage Obligation FNMA_22-42E 2052-07-25 1.440210 46440556.00 2964388.30 Agency Collateralized Mortgage Obligation FNMA_16-40 2046-07-25 0.979570 46531318.00 2260100.64 Agency Collateralized Mortgage Obligation FHLMC_12-4073 2042-07-15 1.052290 46575000.00 592645.49 Agency Collateralized Mortgage Obligation FNMA_22-57F 2052-09-25 0.740210 46689625.00 2232459.75 Agency Collateralized Mortgage Obligation GNMA_14-51 2044-03-20 0.647290 46718608.00 190898.65 Agency Collateralized Mortgage Obligation GNMA_21-155D 2051-09-20 1.347290 46748211.00 2939267.00 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 1.752290 46769958.00 182276.09 Agency Collateralized Mortgage Obligation FHLMC_43-36 2054-02-15 1.002290 46882557.00 761703.50 Agency Collateralized Mortgage Obligation FHLS_31 2043-09-15 1.002290 46915040.00 1566618.35 Agency Collateralized Mortgage Obligation FNMA_13-67 2043-06-25 1.129570 47156928.00 1022498.64 Agency Collateralized Mortgage Obligation FHLMC_4001C 2042-02-15 1.052290 47174443.00 712246.53 Agency Collateralized Mortgage Obligation FHLMC_4248 2039-06-15 1.002290 47295652.00 734126.02 Agency Collateralized Mortgage Obligation GNMA_21-7B 2051-01-20 2.500000 47718191.00 5934508.55 Agency Collateralized Mortgage Obligation FHLMC_4091 2042-08-15 1.652290 48358419.00 1427896.59 Agency Collateralized Mortgage Obligation FHLMC_265 2042-06-15 1.002290 48620912.00 435297.78 Agency Collateralized Mortgage Obligation FHLMC_4742B 2047-12-15 1.252290 48728649.00 1908900.52 Agency Collateralized Mortgage Obligation GNMA_19-44Q 2049-04-20 1.147290 48975995.00 171350.77 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 1.029570 49900000.00 176549.80 Agency Collateralized Mortgage Obligation FNMA_16-7B 2046-03-25 1.079570 50000000.00 659357.81 Agency Collateralized Mortgage Obligation FNMA_22-3C 2052-02-25 0.000000 50000000.00 888280.82 Agency Collateralized Mortgage Obligation FHLMC_4589 2046-06-15 1.002290 50000000.00 2073700.13 Agency Collateralized Mortgage Obligation FHLMC_4614 2046-09-15 1.052290 50000000.00 2308983.25 Agency Collateralized Mortgage Obligation FHLMC_5258A 2052-09-25 0.740210 50000000.00 1821285.42 Agency Collateralized Mortgage Obligation FHLMC_2992 2035-06-15 1.752290 50000000.00 134373.75 Agency Collateralized Mortgage Obligation FNMA_07-33 2037-04-25 1.629570 50000000.00 95902.85 Agency Collateralized Mortgage Obligation FNMA_11-49 2041-06-25 1.529570 50000000.00 122744.25 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 1.029570 50000000.00 176903.61 Agency Collateralized Mortgage Obligation GNMA_18-145A 2048-10-20 0.000000 50000000.00 337933.93 Agency Collateralized Mortgage Obligation GNMA_19-11B 2049-01-20 0.000000 50000000.00 203002.56 Agency Collateralized Mortgage Obligation GNMA_21-179A 2051-10-20 0.000000 50000000.00 1592603.44 Agency Collateralized Mortgage Obligation GNMA_23-35C 2053-02-20 1.409770 50000000.00 3219893.54 Agency Collateralized Mortgage Obligation GNMA_23-42E 2053-03-20 0.809770 50000000.00 1643932.51 Agency Collateralized Mortgage Obligation FNMA_06-43 2036-06-25 2.179570 50000600.00 101229.23 Agency Collateralized Mortgage Obligation FNMA_19-64B 2051-06-25 1.029570 50026193.00 3322531.39 Agency Collateralized Mortgage Obligation FHLS_33-8 2044-09-15 1.102290 50328508.00 1595350.05 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 1.102290 50539734.00 643821.68 Agency Collateralized Mortgage Obligation GNMA_19-128L 2045-02-20 0.446660 50674709.00 155397.35 Agency Collateralized Mortgage Obligation FHLMC_44-29 2045-01-15 5.187780 50865199.00 1047638.92 Agency Collateralized Mortgage Obligation GNMA_20-126C 2050-08-20 3.000000 51003198.00 4514234.58 Agency Collateralized Mortgage Obligation FHLMC_4661C 2047-02-15 1.102290 51751947.00 1993194.81 Agency Collateralized Mortgage Obligation GNMA_18-18E 2048-02-20 0.000000 51789000.00 364187.98 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 1.052290 51800000.00 490221.08 Agency Collateralized Mortgage Obligation FNMA_12-83 2042-08-25 0.979570 52222924.00 382227.78 Agency Collateralized Mortgage Obligation FHSTR_31-5 2043-09-15 0.972290 52540047.00 2220370.88 Agency Collateralized Mortgage Obligation FNMA_19-67F 2040-05-25 0.464860 52648842.00 320662.25 Agency Collateralized Mortgage Obligation FNMA_16-86B 2046-11-25 0.979570 52811235.00 2050414.16 Agency Collateralized Mortgage Obligation FNMA_12-44 2042-05-25 1.479570 53520253.00 526523.25 Agency Collateralized Mortgage Obligation GNMA_20-165G 2050-11-20 0.000000 53558456.00 551163.53 Agency Collateralized Mortgage Obligation FHLS_33-3 2044-08-15 1.102290 53638238.00 1587173.59 Agency Collateralized Mortgage Obligation FNMA_19-70G 2049-12-25 1.079570 54672031.00 2189898.80 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 0.625000 54771700.00 48850558.38 U.S. Treasuries (including strips) FHLMC_2936 2035-02-15 1.152290 54822828.00 38560.65 Agency Collateralized Mortgage Obligation FNMA_21-4D 2051-02-25 2.500000 54862880.00 7143368.08 Agency Collateralized Mortgage Obligation FNMA_19-67F 2040-05-25 1.079570 54965980.00 2047482.31 Agency Collateralized Mortgage Obligation FNMA_10-43A 2040-05-25 1.099570 55000000.00 108310.31 Agency Collateralized Mortgage Obligation GNR_23-53 2053-04-20 1.510080 55087897.00 6350619.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 SL 2053-01-20 0.000000 55193281.00 1523669.94 Agency Mortgage-Backed Securities FANNIE MAE FNMA_18-45 2048-06-25 1.179570 55413670.00 1149018.73 Agency Collateralized Mortgage Obligation FNMA_18-62A 2048-09-25 1.229570 55448263.00 1409823.41 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 55794700.00 54278378.17 U.S. Treasuries (including strips) FHLMC_5198D 2049-06-15 0.000000 55854181.00 1354116.94 Agency Collateralized Mortgage Obligation FNMA_14-50 2044-08-25 1.179570 56000000.00 516364.32 Agency Collateralized Mortgage Obligation GNMA_23-57B 2053-04-20 1.606780 56262306.00 2249764.33 Agency Collateralized Mortgage Obligation FHLMC_4520 2045-08-15 1.202290 56369086.00 741481.67 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_304 2041-10-15 4.000000 56500000.00 816131.65 Agency Collateralized Mortgage Obligation GNMA_19-23N 2049-02-20 1.097290 56500000.00 379082.63 Agency Collateralized Mortgage Obligation FNMA_10-141 2040-12-25 0.000000 56541379.00 72210.05 Agency Collateralized Mortgage Obligation FNMA_17-89A 2047-11-25 1.129570 57036974.00 1666134.64 Agency Collateralized Mortgage Obligation GNMA_20-176C 2050-11-20 2.500000 57079019.00 5701654.15 Agency Collateralized Mortgage Obligation FHLMC_4322 2044-03-15 1.052290 57500000.00 648794.70 Agency Collateralized Mortgage Obligation FNMA_13-81 2043-08-25 1.079570 57565000.00 858702.03 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-10-15 1.202290 57845550.00 987825.21 Agency Collateralized Mortgage Obligation FHLMC_3988 2042-01-15 1.527330 59039665.00 482925.92 Agency Collateralized Mortgage Obligation FNMA_10-134C 2040-10-25 1.049570 59113364.00 100197.42 Agency Collateralized Mortgage Obligation FHLMC_4416B 2040-01-15 0.000000 59772761.00 116444.36 Agency Collateralized Mortgage Obligation FNMA_12-51 2042-05-25 1.479570 60000000.00 1418100.09 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_09-50 2039-05-25 5.000000 60000000.00 66573.34 Agency Collateralized Mortgage Obligation GNMA_18-70A 2048-05-20 0.000000 60000000.00 393910.71 Agency Collateralized Mortgage Obligation FNMA_08-21 2038-04-25 1.479570 60532151.00 107741.62 Agency Collateralized Mortgage Obligation FNMA_10-154 2040-11-25 4.500000 60733333.00 238231.04 Agency Collateralized Mortgage Obligation FNMA_17-96B 2047-12-25 1.179570 61226988.00 2377405.26 Agency Collateralized Mortgage Obligation GNMA_22-120F 2052-07-20 1.259770 61250000.00 5074644.78 Agency Collateralized Mortgage Obligation FNMA_22-56D 2052-09-25 0.090210 61672510.00 2085617.46 Agency Collateralized Mortgage Obligation FNMA_12-108 2042-10-25 1.079570 61707188.00 261127.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2043-01-20 1.297290 61887273.00 240697.62 Agency Collateralized Mortgage Obligation GNMA_10-157 2040-12-20 1.097290 62417102.00 523822.88 Agency Collateralized Mortgage Obligation FHLMC_39-84 2042-01-15 1.002290 62591952.00 339167.44 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-05-25 5.000000 62643330.00 327977.35 Agency Collateralized Mortgage Obligation GNMA_10-47 2037-11-16 1.302290 63076745.00 171647.78 Agency Collateralized Mortgage Obligation GNMA_21-160C 2036-09-20 2.500000 63380071.00 4305632.77 Agency Collateralized Mortgage Obligation GNMA_13-152 2043-06-20 1.197290 64075000.00 540788.02 Agency Collateralized Mortgage Obligation FNMA_12-137F 2041-08-25 1.179570 64417143.00 91500.91 Agency Collateralized Mortgage Obligation FNMA_17-9A 2047-03-25 5.500000 65493687.00 2593505.60 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-49 2057-07-25 1.079570 65842947.00 3255400.24 Agency Collateralized Mortgage Obligation GNMA_13-167B 2043-11-16 0.602290 66782668.00 428807.97 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 3.500000 67416571.00 511157.08 Agency Collateralized Mortgage Obligation FHLMC_4286 2043-12-15 1.102290 67488151.00 719805.56 Agency Collateralized Mortgage Obligation FNMA_08-22 2038-04-25 1.199570 67962510.00 126897.48 Agency Collateralized Mortgage Obligation GNMA_13-134 2043-09-20 0.647290 68045228.00 702296.10 Agency Collateralized Mortgage Obligation FHSTR_304 2042-12-15 3.500000 68588097.00 2137303.23 Agency Collateralized Mortgage Obligation FHLMC_4749B 2048-01-15 1.202290 71199737.00 3191572.70 Agency Collateralized Mortgage Obligation GNMA_22-161C 2052-09-20 1.209770 71695272.00 5120371.15 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4309 2044-02-15 1.152290 71771484.00 844060.36 Agency Collateralized Mortgage Obligation FHLMC_3331 2037-06-15 1.402290 72620000.00 155215.69 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-39 2037-05-25 1.719570 72630507.00 392056.63 Agency Collateralized Mortgage Obligation FNMA_12-11 2040-05-25 0.979570 72659038.00 378328.08 Agency Collateralized Mortgage Obligation FNMA_07-18 2035-12-25 1.589570 73200765.00 100319.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-40 2044-07-25 1.679570 73424980.00 2361593.67 Agency Collateralized Mortgage Obligation GNR_23-53 2053-04-20 0.899920 74000000.00 2725492.68 Agency Collateralized Mortgage Obligation GNMA_19-117E 2047-09-20 4.500000 74500000.00 4801581.10 Agency Collateralized Mortgage Obligation FHLMC_3842 2041-04-15 1.652290 74504333.00 298304.18 Agency Collateralized Mortgage Obligation FHSTR_240 2036-07-15 2.752290 75000000.00 72708.75 Agency Collateralized Mortgage Obligation FNMA_06-94 2036-10-25 1.479570 75072000.00 99265.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-014 SA 2053-01-20 0.000000 75291828.00 2478267.63 Agency Mortgage-Backed Securities FNMA_16-22C 2046-04-25 1.079570 75620103.00 1099494.23 Agency Collateralized Mortgage Obligation FHSTR_304 2027-12-15 3.000000 75640114.00 197813.86 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 2037-02-25 1.719570 75901811.00 121291.65 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-04 0.000000 76261300.00 76236210.03 U.S. Treasuries (including strips) FHLMC_4107H 2042-09-15 1.152290 77705785.00 1551485.91 Agency Collateralized Mortgage Obligation FHLMC_4495D 2038-11-15 0.000000 78083271.00 465379.46 Agency Collateralized Mortgage Obligation FNMA_19-25A 2046-10-25 1.029570 78462075.00 3032038.98 Agency Collateralized Mortgage Obligation FHLMC_5164F 2051-11-25 4.000000 79000000.00 11247436.71 Agency Collateralized Mortgage Obligation FHS_280 2042-09-15 1.052290 79250000.00 1484648.57 Agency Collateralized Mortgage Obligation FNMA_09-86 2039-10-25 5.500000 79639769.00 259800.29 Agency Collateralized Mortgage Obligation FHLMC_3725 2040-01-15 1.102290 79709999.00 50050.27 Agency Collateralized Mortgage Obligation GNMA_22-153D 2052-09-20 0.000000 80000000.00 2600289.33 Agency Collateralized Mortgage Obligation FNMA_10-135 2040-04-25 1.029570 81173142.00 36315.03 Agency Collateralized Mortgage Obligation FHLMC_4272 2043-11-15 1.202290 81268293.00 645408.97 Agency Collateralized Mortgage Obligation GNMA_22-190D 2052-11-20 0.809770 81818184.00 4180637.97 Agency Collateralized Mortgage Obligation FHSTR_269 2042-08-15 1.002290 81951976.00 1234529.44 Agency Collateralized Mortgage Obligation FHSTR_308 2043-07-15 1.002290 82532704.00 1879076.04 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FHLMC_38-62 2041-05-15 1.592290 100000000.00 260187.86 Agency Collateralized Mortgage Obligation FNMA_03-48 2033-06-25 2.529570 100000000.00 18835.80 Agency Collateralized Mortgage Obligation FHLMC_3138 2036-02-15 2.252290 100000000.00 112548.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3408 2038-01-15 1.302290 100000000.00 522331.98 Agency Collateralized Mortgage Obligation FHLMC_35 2038-01-15 1.052290 100000000.00 353674.96 Agency Collateralized Mortgage Obligation FHLMC_3415A 2035-08-15 1.312290 100000000.00 143836.87 Agency Collateralized Mortgage Obligation GNMA_21-75 2063-02-16 0.684410 100000000.00 5036511.07 Agency Collateralized Mortgage Obligation GNMA_18-113D 2048-08-20 0.000000 100000000.00 486174.55 Agency Collateralized Mortgage Obligation GNMA_23-39A 2053-03-20 0.209770 100000000.00 3583840.85 Agency Collateralized Mortgage Obligation FHLMC_4475 2040-04-15 0.000000 101084970.00 707115.44 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FNMA_19-67G 2041-10-25 0.224620 117254827.00 309448.98 Agency Collateralized Mortgage Obligation FNMA_10-70 2040-07-25 0.479570 117773970.00 227318.63 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-12-31 0.625000 118386100.00 103745088.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 0.250000 118862300.00 109107777.02 U.S. Treasuries (including strips) FHLMC_4363 2041-09-15 0.000000 120808852.00 388199.43 Agency Collateralized Mortgage Obligation FNMA_08-76D 2038-09-25 6.000000 124093000.00 348630.58 Agency Collateralized Mortgage Obligation FHLMC_4238 2043-08-15 1.202290 124474726.00 858933.80 Agency Collateralized Mortgage Obligation FNMA_09-103 2039-11-25 1.279570 127032000.00 114480.67 Agency Collateralized Mortgage Obligation FHLMC_4385A 2044-09-15 1.152290 127616621.00 1837641.30 Agency Collateralized Mortgage Obligation GNMA_11-56 2041-04-20 1.697290 129491000.00 712209.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4585A 2046-05-15 1.152290 130081060.00 2360055.04 Agency Collateralized Mortgage Obligation FHLMC_37-09 2040-08-15 0.000000 132362786.00 499126.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61 2049-08-20 1.097290 132978107.00 4177717.01 Agency Collateralized Mortgage Obligation FHLMC_4923F 2053-01-15 0.499410 134858115.00 930694.66 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 0.375000 138260200.00 126626209.16 U.S. Treasuries (including strips) FNMA_04-53 2034-07-25 1.379570 143600000.00 123051.69 Agency Collateralized Mortgage Obligation FNMA_16-84B 2046-11-25 1.079570 147449897.00 3450522.80 Agency Collateralized Mortgage Obligation FNMA_02-74G 2032-11-25 7.000000 147589139.00 104095.28 Agency Collateralized Mortgage Obligation FHLMC_3726 2040-09-15 1.052290 150500077.00 179107.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-58 2037-06-25 1.409570 152000000.00 153868.98 Agency Collateralized Mortgage Obligation GNMA_21-23J 2051-02-20 4.000000 159150455.00 14967778.77 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_04-47 2034-06-25 5.500000 163000000.00 276275.67 Agency Collateralized Mortgage Obligation FHLS_23-7 2036-05-15 2.802290 163954545.00 117206.42 Agency Collateralized Mortgage Obligation FHLMC_3208 2036-08-15 2.152290 164000000.00 451069.93 Agency Collateralized Mortgage Obligation FHLMC_4350A 2037-12-15 0.000000 171076974.00 509315.81 Agency Collateralized Mortgage Obligation FNMA_18-27D 2047-12-25 1.179570 185428571.00 3524213.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-57 2037-06-25 1.709570 186379283.00 382354.14 Agency Collateralized Mortgage Obligation FHLMC_4545B 2046-01-15 1.152290 187089676.00 3045593.90 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 1.079570 201419720.00 3490813.80 Agency Collateralized Mortgage Obligation FHLMC_3144 2036-04-15 1.702290 214277126.00 312515.42 Agency Collateralized Mortgage Obligation FNMA_14-47 2044-08-25 0.000000 219487269.00 796329.16 Agency Collateralized Mortgage Obligation GNMA_09-93 2039-09-16 6.000000 229297083.00 152826.81 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2369 2031-10-15 2.952290 240000000.00 8943.33 Agency Collateralized Mortgage Obligation FNMA_22-3C 2052-02-25 0.000000 255000000.00 4183594.45 Agency Collateralized Mortgage Obligation FHLMC_3349 2037-07-15 1.552290 260670000.00 936733.12 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 266888500.00 253916688.21 U.S. Treasuries (including strips) FANNIE MAE FNMA_06-27 2036-04-25 0.609570 268645998.00 674420.67 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 0.799570 273647495.00 635197.50 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 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2057-07-15 2.740000 3603220.00 3897269.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 4.000000 3820200.00 3581615.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-08-20 3.500000 4258880.00 3586917.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 4.000000 5235810.00 4762414.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-06-15 2.630000 5371456.00 4602256.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.700000 7403900.00 6845216.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.180000 7435800.00 6631645.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.750000 7612960.00 7058161.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-12-15 5.090000 7732900.00 7942441.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2058-02-15 4.870000 8000000.00 8093166.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2060-02-15 4.360000 8307680.00 8065202.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-03-20 3.500000 8986592.00 7647931.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-09-15 4.450000 9872656.00 9697165.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2058-03-15 4.680000 10000000.00 10002789.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-09-15 3.810000 10363760.00 9664070.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-07-20 4.000000 11092752.00 10156369.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-11-20 3.000000 11787424.00 9498734.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-07-15 5.000000 13268032.00 2426816.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-07-15 2.800000 13658960.00 11871123.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 3.500000 17388544.00 12474813.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-12-15 4.590000 20190800.00 20070803.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-08-15 3.560000 26845760.00 24589060.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2057-06-15 3.230000 38845760.00 34668399.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-03-20 2.500000 50043000.00 31272197.97 Agency Mortgage-Backed Securities SHELL: GNMA GNII SP 786668 C 2053-04-20 0.000000 68851759.00 63983939.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-05-20 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FREMF_K-W01 2029-03-25 4.243270 2899352.00 278721.81 Agency Collateralized Mortgage Obligation GNMA_23-17H 2050-05-20 4.500000 4373872.00 756524.76 Agency Collateralized Mortgage Obligation FNMA_21-61B 2051-04-25 2.500000 4500000.00 458658.79 Agency Collateralized Mortgage Obligation FHMS-K1522 2039-11-25 3.173550 4764542.00 1228113.88 Agency Collateralized Mortgage Obligation FRESB_20-SB80 2040-09-25 1.145870 5200000.00 210191.40 Agency Collateralized Mortgage Obligation FHMS_KS07 2025-09-25 0.745350 5579227.00 75771.42 Agency Collateralized Mortgage Obligation FHLMC_5146H 2049-02-25 4.000000 5849928.00 758080.01 Agency Collateralized Mortgage Obligation FNMA_12-46 2041-01-25 1.079030 5984958.00 3451404.89 Agency Collateralized Mortgage Obligation FHLMC_K056 2026-06-25 2.187980 6266845.00 383737.63 Agency Collateralized Mortgage Obligation FHMS_K124 2049-02-25 2.620120 6601000.00 992474.22 Agency Collateralized Mortgage Obligation FHLK_12 2030-10-25 2.834990 6714000.00 1028042.61 Agency Collateralized Mortgage Obligation FHLMC_5139D 2051-01-25 2.500000 7250000.00 758417.82 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074 2028-07-25 2.266140 7714000.00 721811.35 Agency Collateralized Mortgage Obligation FHMS_KG04 2030-11-25 2.715130 7827000.00 1141304.53 Agency Collateralized Mortgage Obligation GNMA_21-146E 2051-08-20 4.500000 8082783.00 756976.52 Agency Collateralized Mortgage Obligation GNMA_21-29P 2051-02-20 2.000000 9308962.00 2801283.59 Agency Collateralized Mortgage Obligation FHLMC_5156D 2051-10-25 2.500000 9436877.00 1163180.40 Agency Collateralized Mortgage Obligation FHLMC_5141D 2051-04-25 2.500000 9768540.00 1032968.61 Agency Collateralized Mortgage Obligation GNMA_21-146 2045-12-20 4.000000 10083352.00 1080964.21 Agency Collateralized Mortgage Obligation FNMA_21-61B 2051-05-25 2.500000 10500000.00 1081991.03 Agency Collateralized Mortgage Obligation FRESB_19-SB65 2039-06-25 1.420600 10944000.00 290580.61 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LLC Goldman Sachs & Co. LLC 4.780 FOR8UP27PHTHYVLBNG30 BRYH11325 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-06-30 1.250000 2917000.00 2602709.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 0.875000 30540000.00 27997337.63 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0478 30000000.00 30000000.00 0.0002 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 4.800 KBVRJ5K57JZ3E2AVWX40 BRYH111S0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/2 NOTE V 26 2026-02-28 0.500000 1100.00 1002.00 U.S. Treasuries (including strips) 0 1/8 TRIN AE 25 2025-10-15 0.125000 900.00 1006.07 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 100.00 94.39 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 723800.00 656595.75 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 40228000.00 23870161.04 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 2028-02-29 1.125000 1000.00 890.94 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 1048700.00 872448.23 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 100.00 109.08 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 2032-08-15 2.750000 100.00 94.41 U.S. Treasuries (including strips) 1 7/8 BOND 51 2051-11-15 1.875000 200.00 135.59 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 122600.00 97472.56 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 25000000.00 25000000.00 0.0002 N Y Y N Barclays Bank plc Barclays Bank plc 4.800 G5GSEF7VJP5I7OUK5573 BRYH111E1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 4478700.00 5100002.71 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 5000000.00 5000000.00 0.0000 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 4.800 RUC0QBLBRPRCU4W1NE59 BRYH112D2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-08-15 4.850000 40452.00 40612.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 43309.00 41165.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2033-11-28 3.070000 180000.00 166176.12 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2023-05-15 0.000000 214000.00 213619.08 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 695277.00 304559.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 1016267.00 952676.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-02-15 3.110000 1190972.00 1041534.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-07-15 4.040000 1365099.00 1334361.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-10-01 4.500000 5169419.00 4021429.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2023-12-22 0.625000 5760000.00 5610634.56 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-04-01 2.500000 14728096.00 9848902.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 23265703.00 7241909.17 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 30000000.00 30000000.00 0.0002 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 4.800 254900Y8NKGV541U8Q32 BRYH16UH1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.125000 203092200.00 200080062.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 5241055766.00 5782464384.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 23465779800.00 26428496296.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 27178460100.00 30013919319.43 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0480 62400000000.00 62400000000.00 0.4553 N Y Y N Royal Bank of Canada Royal Bank of Canada 4.780 549300HXQQQCCUBS2Z23 BRYH111W1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 29900.00 33549.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.750000 1001000.00 917115.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-31 2.625000 18222600.00 17409629.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 38035900.00 31435777.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 148836200.00 146044012.33 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-05-01 2023-05-01 2023-05-01 N N N 0.0478 192000000.00 192000000.00 0.0014 N Y Y N BlackRock Liquidity Funds 2023-05-04 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer