0001752724-23-075083.txt : 20230331
0001752724-23-075083.hdr.sgml : 20230331
20230331103331
ACCESSION NUMBER: 0001752724-23-075083
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230331
DATE AS OF CHANGE: 20230331
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 23784172
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002589
Vanguard Long-Term Treasury Fund
C000007103
Investor Shares
VUSTX
C000007104
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VANGUARD FIXED INCOME SECURITIES FUNDS
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100 Vanguard Boulevard
Malvern
19355
610-669-1000
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2023-01-31
2023-01-31
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2041-05-15
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2047-02-15
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2030-11-15
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2
2042-02-15
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DBT
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2
2050-11-15
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1.790006743494
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DBT
UST
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2
2048-08-15
Fixed
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N
N
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United States Treasury Note/Bond
254900HROIFWPRGM1V77
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USD
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UST
US
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2
2051-05-15
Fixed
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N
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N
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United States Treasury Note/Bond
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US TREASURY N/B
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2042-05-15
Fixed
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FN 254689
31371K2W0
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ABS-MBS
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US
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2023-03-01
Fixed
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N
N
Freddie Mac Strips
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FRE PRIN STRIP
3134A4AB0
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USD
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2031-03-15
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2042-11-15
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12770500.00000000
PA
USD
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Long
DBT
UST
US
N
2
2041-08-15
Fixed
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Freddie Mac Pool
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505184.39000000
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ABS-MBS
USGSE
US
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2052-09-01
Fixed
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254900HROIFWPRGM1V77
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PA
USD
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1.390259257675
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DBT
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2
2045-08-15
Fixed
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United States Treasury Note/Bond
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PA
USD
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DBT
UST
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2
2044-08-15
Fixed
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N
N
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United States Treasury Note/Bond
254900HROIFWPRGM1V77
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912810RX8
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PA
USD
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0.047505040237
Long
DBT
UST
US
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2
2047-05-15
Fixed
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N
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N
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United States Treasury Note/Bond
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US TREASURY N/B
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112000000.00000000
PA
USD
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2.776909746709
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RG5
29500000.00000000
PA
USD
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0.913549934203
Long
DBT
UST
US
N
2
2044-05-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SJ8
66500000.00000000
PA
USD
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1.662852958974
Long
DBT
UST
US
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2
2049-08-15
Fixed
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N
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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912810RS9
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PA
USD
650278.13000000
0.021465880793
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SK5
44400000.00000000
PA
USD
34527935.28000000
1.139777748284
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SH2
43761300.00000000
PA
USD
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1.246622251306
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 2/23
01F050627
10250000.00000000
PA
USD
10285234.38000000
0.339518745825
Long
ABS-MBS
USGSE
US
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2
2023-02-13
Fixed
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N
N
N
N
N
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United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
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PA
USD
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0.931316131678
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
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N/A
-521.00000000
NC
USD
-825664.43000000
-0.02725543642
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
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CBOT 10 Year US Treasury Note
2023-03-22
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USD
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N
N
N
United States Treasury Note/Bond
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US TREASURY N/B
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PA
USD
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1.902879154720
Long
DBT
UST
US
N
2
2042-08-15
Fixed
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N
N
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US TREASURY N/B
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PA
USD
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2.785089928588
Long
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2
2051-11-15
Fixed
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N
N
N
United States Treasury Note/Bond
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USD
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Long
DBT
UST
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2
2046-08-15
Fixed
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N
N
N
N
N
Resolution Funding Corp Principal Strip
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RFC PRIN STRIP
76116FAB3
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DBT
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US
N
2
2030-01-15
None
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N
N
N
N
United States Treasury Note/Bond
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PA
USD
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2.574172485755
Long
DBT
UST
US
N
2
2041-08-15
Fixed
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N
N
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N
N
N/A
N/A
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N/A
1283.00000000
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4490701.92000000
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DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
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N/A
Ultra U.S. Treasury Bond Futures
2023-03-22
177374548.08000000
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78500000.00000000
PA
USD
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2.291688994150
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
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N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QD3
600000.00000000
PA
USD
658031.28000000
0.021721814656
Long
DBT
UST
US
N
2
2039-11-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SR0
55650000.00000000
PA
USD
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1.223342898454
Long
DBT
UST
US
N
2
2040-05-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QL5
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PA
USD
33421875.00000000
1.103266358733
Long
DBT
UST
US
N
2
2040-11-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
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10556600.00000000
PA
USD
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0.346625326223
Long
DBT
UST
US
N
2
2043-11-15
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
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US TREASURY N/B
912810SN9
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PA
USD
50276629.28000000
1.659646974178
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA 0 10/3/2033
3136F3LA2
8000000.00000000
PA
USD
5144424.00000000
0.169819016265
Long
DBT
USGSE
US
N
2
2033-10-03
None
0.00000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
60477293.40000000
NS
USD
60471245.67000000
1.996174392322
Long
STIV
CORP
US
N
1
N
N
N
Fannie Mae Pool
N/A
FN BV0964
3140MECA2
159179.28000000
PA
USD
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0.005395355785
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
6.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
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912810ST6
52900000.00000000
PA
USD
36550593.75000000
1.206546325605
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFT3
45500000.00000000
PA
USD
46637500.00000000
1.539518198946
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Mar23
N/A
-248.00000000
NC
USD
29702.18000000
0.000980478084
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT US Treasure Bond Futures
2023-03-22
-32238702.18000000
USD
29702.18000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TG3
121000000.00000000
PA
USD
104249062.50000000
3.441293571521
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RU4
19968700.00000000
PA
USD
17182443.33000000
0.567197731630
Long
DBT
UST
US
N
2
2046-11-15
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QQ4
12862700.00000000
PA
USD
14088676.09000000
0.465071524837
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3128X75U4
14465000.00000000
PA
USD
7449489.47000000
0.245909935393
Long
DBT
USGSE
US
N
2
2038-11-15
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TC2
113200000.00000000
PA
USD
85943568.16000000
2.837023581124
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
TSY INFL IX N/B
91282CGK1
49052006.55000000
PA
USD
48446518.39000000
1.599234451610
Long
SN
UST
US
N
2
2033-01-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QT8
21900000.00000000
PA
USD
20059031.25000000
0.662154782366
Long
DBT
UST
US
N
2
2041-11-15
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RB6
52046300.00000000
PA
USD
45272151.37000000
1.494447621325
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 2/23
01F042624
42000000.00000000
PA
USD
41468439.60000000
1.368885927549
Long
ABS-MBS
USGSE
US
N
2
2023-02-13
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SU3
125900000.00000000
PA
USD
86713625.00000000
2.862443393923
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TF5
43500000.00000000
PA
USD
35173830.30000000
1.161098941270
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 3/23
01F050635
33500000.00000000
PA
USD
33596835.10000000
1.109041845370
Long
ABS-MBS
USGSE
US
N
2
2023-03-13
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TL2
4000000.00000000
PA
USD
4277500.00000000
0.141201588764
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RK6
51900000.00000000
PA
USD
41820044.28000000
1.380492506026
Long
DBT
UST
US
N
2
2045-02-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 3/23
01F042632
57000000.00000000
PA
USD
56269687.50000000
1.857479666690
Long
ABS-MBS
USGSE
US
N
2
2023-03-13
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QW1
33800000.00000000
PA
USD
30192904.56000000
0.996677052783
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QX9
37000000.00000000
PA
USD
31658125.00000000
1.045044429526
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QZ4
45110600.00000000
PA
USD
40888527.53000000
1.349742852008
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corp
254900C5LP6DN9OP9V83
FED FARM CREDIT
3133ENYW4
25000000.00000000
PA
USD
23623300.00000000
0.779812388510
Long
DBT
USGSE
US
N
2
2037-06-15
Fixed
3.82000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SL3
66000000.00000000
PA
USD
47128125.00000000
1.555713880883
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Principal Strip
N/A
FNMA PRIN STP
31358DCT9
36000000.00000000
PA
USD
18841248.00000000
0.621955383261
Long
DBT
USGSE
US
N
2
2038-08-06
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QB7
63700000.00000000
PA
USD
68945300.06000000
2.275905530403
Long
DBT
UST
US
N
2
2039-05-15
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RQ3
4795000.00000000
PA
USD
3850235.40000000
0.127097453090
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SW9
71800400.00000000
PA
USD
53895175.25000000
1.779096288025
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SQ2
85300000.00000000
PA
USD
56511250.00000000
1.865453719007
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RJ9
57651000.00000000
PA
USD
50822959.69000000
1.677681508808
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2021-16 AC
38382NAE7
13650962.33000000
PA
USD
10688359.50000000
0.352826029850
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
1.10000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QC5
65000000.00000000
PA
USD
72434375.00000000
2.391080965785
Long
DBT
UST
US
N
2
2039-08-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TM0
40400000.00000000
PA
USD
41750875.00000000
1.378209206849
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SP4
109797500.00000000
PA
USD
66530422.66000000
2.196189685739
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SF6
37919900.00000000
PA
USD
33523561.59000000
1.106623064300
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar23
N/A
1241.00000000
NC
USD
-484945.62000000
-0.01600820385
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 5 Year US Treasury Note
2023-03-31
136054500.93000000
USD
-484945.62000000
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC
3134A3ZU3
20000000.00000000
PA
USD
15338800.00000000
0.506338499061
Long
DBT
USGSE
US
N
2
2029-12-14
None
0.00000000
N
N
N
N
N
N
Federal Farm Credit Banks Funding Corp
254900C5LP6DN9OP9V83
FED FARM CREDIT
3133ENK66
25000000.00000000
PA
USD
24064325.00000000
0.794370759214
Long
DBT
USGSE
US
N
2
2037-09-08
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar23
N/A
-103.00000000
NC
USD
51281.85000000
0.001692829618
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 2 Year US Treasury Note Future
2023-03-31
-21233070.96000000
USD
51281.85000000
N
N
N
N/A
N/A
US 10yr Ultra Fut Mar23
N/A
-778.00000000
NC
USD
-238526.87000000
-0.00787384523
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Ultra 10-Year US Treasury Note Futures
2023-03-22
-94057504.38000000
USD
-238526.87000000
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SZ2
119000000.00000000
PA
USD
84341250.00000000
2.784130566537
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RE0
25000000.00000000
PA
USD
24382812.50000000
0.804884129407
Long
DBT
UST
US
N
2
2044-02-15
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RZ3
22689800.00000000
PA
USD
19059432.00000000
0.629157704113
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
2023-03-30
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer