0001145549-23-061766.txt : 20231006 0001145549-23-061766.hdr.sgml : 20231006 20231006170832 ACCESSION NUMBER: 0001145549-23-061766 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231006 DATE AS OF CHANGE: 20231006 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 231314862 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2023-09-30 0000857156 549300I77JNLD629OV19 S000004508 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 Deloitte & Touche LLP Denver CO Charles Schwab Investment Management, Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Prime Y 31 56 76091342169.38 69804215847.37 67981828132.95 67500405306.85 74835651429.92 135057175984.07 135278979829.44 136795972898.60 135451740216.94 135923879962.63 0.3271 0.2982 0.2878 0.2837 0.3129 0.5807 0.5779 0.5790 0.5693 0.5684 8341000000.47 230036235042.77 230030399967.61 773134189.55 814309770.86 238330224386.77 238327173837.0400 1.0000 0.0558 1.0000 1.0000 1.0000 1.0000 1.0000 C000012383 0.00 150121552168.51 150119752352.4300 1.0000 1.0000 1.0000 1.0000 1.0000 4191733128.25 2807354761.27 3824824747.65 2063202063.06 4044506627.94 2480004638.59 4832258732.43 2889685411.89 4475032974.03 2958118112.65 18103902719.75 10920819071.90 0.0524 Y Investment Advisor and its affiliates Contractual 2,635,284 C000038267 1000000.00 88208672218.26 88207421484.6100 1.0000 1.0000 1.0000 1.0000 1.0000 1965014868.82 1938153976.33 1945885082.61 1481285507.83 2402340733.35 1665661406.10 2700945787.21 2057837059.15 2029844933.40 2257250324.35 9574333404.73 7844741499.46 0.0539 Y Investment Advisor and its affiliates Contractual 1,574,050 ABAG Finance Auth TAXABLE RB (PUBLIC POLICY INSTITUTE OF CALIFORNIA) SERIES 2001B 5.350000% 00037CEK2 549300EWVCCTI6O2KU84 US00037CEK27 Variable Rate Demand Note Y 2023-10-06 2023-10-06 2031-11-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0535 17550000.00 17550000.00 0.0001 N N Y N ANTALIS SA ANTALIS SA 0.000000% 03664BY18 549300G2LM2ZKZ0X4Y50 US03664BY180 Asset Backed Commercial Paper Y 2023-11-01 2023-11-01 2023-11-01 N Y Societe Generale SA 1.0000 N 0.0540 99504633.00 99504633.00 0.0004 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UX23 549300BUNY5BIX4CVW20 US04821UX237 Asset Backed Commercial Paper Y 2023-10-02 2023-10-02 2023-10-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0532 38982696.87 38982696.87 0.0002 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253AD23 JHE42UYNWWTJB8YTTU19 US05253AD236 Financial Company Commercial Paper Y 2024-04-02 2024-04-02 2024-04-02 N N N 0.0558 291354099.00 291354099.00 0.0012 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 0.000000% 05253CYH3 JHE42UYNWWTJB8YTTU19 US05253CYH32 Financial Company Commercial Paper Y 2023-11-17 2023-11-17 2023-11-17 N N N 0.0537 144933458.32 144933458.32 0.0006 N N N N BPCE SA BPCE SA 0.000000% 05571BBF9 9695005MSX1OYEMGDF46 US05571BBF94 Financial Company Commercial Paper Y 2024-02-15 2024-02-15 2024-02-15 N N N 0.0558 469667668.80 469667668.80 0.0020 N N N N BPCE SA BPCE SA 0.000000% 05571BD26 9695005MSX1OYEMGDF46 US05571BD262 Financial Company Commercial Paper Y 2024-04-02 2024-04-02 2024-04-02 N N N 0.0560 1063318003.65 1063318003.65 0.0045 N N N N BPCE SA BPCE SA 0.000000% 05571CZB0 9695005MSX1OYEMGDF46 US05571CZB08 Financial Company Commercial Paper Y 2023-12-11 2023-12-11 2023-12-11 N N N 0.0550 281819146.35 281819146.35 0.0012 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.770000% 05586FH91 R0MUWSFPU8MPRO8K5P83 US05586FH916 Certificate of Deposit Y 2024-02-15 2024-02-15 2024-02-15 N N N 0.0562 790302285.60 790302285.60 0.0033 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.360000% 05586FUV7 R0MUWSFPU8MPRO8K5P83 US05586FUV74 Certificate of Deposit Y 2023-11-13 2023-11-13 2023-11-13 N N N 0.0536 231967814.64 231967814.64 0.0010 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.690000% 05586FUZ8 R0MUWSFPU8MPRO8K5P83 US05586FUZ88 Certificate of Deposit Y 2023-10-02 2023-11-13 2023-11-13 N N N 0.0543 750238500.00 750238500.00 0.0031 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.750000% 05586FVM6 R0MUWSFPU8MPRO8K5P83 US05586FVM66 Certificate of Deposit Y 2023-10-02 2023-12-01 2023-12-01 N N N 0.0546 452230791.20 452230791.20 0.0019 N N N N BNP PARIBAS (NEW YORK BRANCH) BNP PARIBAS (NEW YORK BRANCH) 5.710000% 05586FXH5 R0MUWSFPU8MPRO8K5P83 US05586FXH53 Certificate of Deposit Y 2023-10-02 2023-12-15 2023-12-15 N N N 0.0548 373181617.43 373181617.43 0.0016 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.670000% 06050FFJ6 B4TYDEB6GKMZO031MB27 US06050FFJ66 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-11-01 2023-11-01 N N N 0.0546 490093364.60 490093364.60 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.670000% 06050FFK3 B4TYDEB6GKMZO031MB27 US06050FFK30 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-11-06 2023-11-06 N N N 0.0546 770167105.40 770167105.40 0.0032 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.670000% 06050FFN7 B4TYDEB6GKMZO031MB27 US06050FFN78 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-11-10 2023-11-10 N N N 0.0546 500119525.00 500119525.00 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.670000% 06050FFQ0 B4TYDEB6GKMZO031MB27 US06050FFQ00 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-11-13 2023-11-13 N N N 0.0546 600153630.00 600153630.00 0.0025 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.710000% 06050FFZ0 B4TYDEB6GKMZO031MB27 US06050FFZ09 0001102113 Certificate of Deposit Y 2023-10-02 2023-12-01 2023-12-01 N N N 0.0549 490184107.70 490184107.70 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.920000% 06050FGL0 B4TYDEB6GKMZO031MB27 US06050FGL04 0001102113 Other Instrument Bank Note Y 2023-10-02 2024-08-05 2024-08-05 N N N 0.0587 296110881.60 296110881.60 0.0012 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.900000% 06051WAC8 B4TYDEB6GKMZO031MB27 US06051WAC82 0001102113 Certificate of Deposit Y 2024-05-10 2024-05-10 2024-05-10 N N N 0.0584 265012905.50 265012905.50 0.0011 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 6.000000% 06051WBR4 B4TYDEB6GKMZO031MB27 US06051WBR43 0001102113 Certificate of Deposit Y 2024-08-16 2024-08-16 2024-08-16 N N N 0.0594 111015482.28 111015482.28 0.0005 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.880000% 06051WCW2 B4TYDEB6GKMZO031MB27 US06051WCW29 0001102113 Certificate of Deposit Y 2024-03-11 2024-03-11 2024-03-11 N N N 0.0576 500203990.00 500203990.00 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.880000% 06051WCX0 B4TYDEB6GKMZO031MB27 US06051WCX02 0001102113 Certificate of Deposit Y 2024-03-12 2024-03-12 2024-03-12 N N N 0.0576 253101559.26 253101559.26 0.0011 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 6.000000% 06051WDR2 B4TYDEB6GKMZO031MB27 US06051WDR25 0001102113 Certificate of Deposit Y 2024-09-23 2024-09-23 2024-09-23 N N N 0.0598 98012042.24 98012042.24 0.0004 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 6.000000% 06051WEB6 B4TYDEB6GKMZO031MB27 US06051WEB63 0001102113 Certificate of Deposit Y 2024-10-01 2024-10-01 2024-10-01 N N N 0.0599 157013619.75 157013619.75 0.0007 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.410000% 06052T2H2 B4TYDEB6GKMZO031MB27 US06052T2H21 0001102113 Other Instrument Bank Note Y 2023-10-31 2023-10-31 2023-10-31 N N N 0.0541 499949390.00 499949390.00 0.0021 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.700000% 06052T4D9 B4TYDEB6GKMZO031MB27 US06052T4D98 0001102113 Certificate of Deposit Y 2023-12-08 2023-12-08 2023-12-08 N N N 0.0550 117023326.29 117023326.29 0.0005 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.930000% 06052T5M8 B4TYDEB6GKMZO031MB27 US06052T5M88 0001102113 Certificate of Deposit Y 2024-04-05 2024-04-05 2024-04-05 N N N 0.0581 360078436.80 360078436.80 0.0015 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.900000% 06052T6E5 B4TYDEB6GKMZO031MB27 US06052T6E53 0001102113 Certificate of Deposit Y 2024-04-17 2024-04-17 2024-04-17 N N N 0.0582 64002309.76 64002309.76 0.0003 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 5.680000% 06054CCV5 549300HN4UKV1E2R3U73 US06054CCV54 0001675365 Financial Company Commercial Paper Y 2023-10-02 2023-10-18 2023-10-18 N N N 0.0543 295037349.95 295037349.95 0.0012 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 5.850000% 06054CDG7 549300HN4UKV1E2R3U73 US06054CDG78 0001675365 Financial Company Commercial Paper Y 2023-10-02 2024-04-22 2024-04-22 N N N 0.0571 240193192.80 240193192.80 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 5.830000% 06054CDH5 549300HN4UKV1E2R3U73 US06054CDH51 0001675365 Financial Company Commercial Paper Y 2023-10-02 2024-05-13 2024-05-13 N N N 0.0573 480285052.80 480285052.80 0.0020 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NBF7 549300HN4UKV1E2R3U73 US06054NBF78 0001675365 Financial Company Commercial Paper Y 2024-02-15 2024-02-15 2024-02-15 N N N 0.0558 575327000.64 575327000.64 0.0024 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NDK4 549300HN4UKV1E2R3U73 US06054NDK46 0001675365 Financial Company Commercial Paper Y 2024-04-19 2024-04-19 2024-04-19 N N N 0.0566 237187459.60 237187459.60 0.0010 N N N N BOFA SECURITIES INC BOFA SECURITIES INC 0.000000% 06054NEA5 549300HN4UKV1E2R3U73 US06054NEA54 0001675365 Financial Company Commercial Paper Y 2024-05-10 2024-05-10 2024-05-10 N N N 0.0567 675325777.00 675325777.00 0.0028 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.470000% 06054R6D9 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-10-10 2023-10-10 N N N 0.0540 400006016.00 400006016.00 0.0017 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.470000% 06054R6E7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-10-17 2023-10-17 N N N 0.0540 400012456.00 400012456.00 0.0017 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.510000% 06054R6F4 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-12-15 2023-12-15 N N N 0.0550 350017822.00 350017822.00 0.0015 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 5.510000% 06054R6G2 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2023-10-02 2023-12-20 2023-12-20 N N N 0.0550 400022312.00 400022312.00 0.0017 N N N N BANK OF MONTREAL BANK OF MONTREAL 0.000000% 06369LAA3 NQQ6HPCNCCU6TUTQYE16 US06369LAA35 0000009622 Financial Company Commercial Paper Y 2024-01-10 2024-01-10 2024-01-10 N N N 0.0550 246065972.50 246065972.50 0.0010 N N N N BANK OF MONTREAL BANK OF MONTREAL 0.000000% 06369LAP0 NQQ6HPCNCCU6TUTQYE16 US06369LAP04 0000009622 Financial Company Commercial Paper Y 2024-01-23 2024-01-23 2024-01-23 N N N 0.0553 933059809.00 933059809.00 0.0039 N N N N BANK OF MONTREAL BANK OF MONTREAL 0.000000% 06369LB12 NQQ6HPCNCCU6TUTQYE16 US06369LB123 0000009622 Financial Company Commercial Paper Y 2024-02-01 2024-02-01 2024-02-01 N N N 0.0555 730645816.80 730645816.80 0.0031 N N N N BANK OF MONTREAL BANK OF MONTREAL 0.000000% 06369LCD5 NQQ6HPCNCCU6TUTQYE16 US06369LCD55 0000009622 Financial Company Commercial Paper Y 2024-03-13 2024-03-13 2024-03-13 N N N 0.0558 243564042.50 243564042.50 0.0010 N N N N BANK OF MONTREAL BANK OF MONTREAL 5.680000% 06373L6Y0 NQQ6HPCNCCU6TUTQYE16 US06373L6Y07 0000009622 Financial Company Commercial Paper Y 2023-10-02 2023-11-17 2023-11-17 N N N 0.0546 585175131.45 585175131.45 0.0025 N N N N BANK OF MONTREAL BANK OF 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341012.00 Equities PROSHARES TR II ULSHT BLOOMB OIL 4PKM6KFN002N7WVKNN49 2500-12-31 N/A 91900.00 1520026.00 Equities PROSHARES TR PSHS ULT SEMICDT 351GX2I741JNUHKXBZ58 2500-12-31 N/A 97.00 3696.67 Equities PROSHARES TR PSHS ULTRUSS2000 9PQYJGVJO8FNJLFCK011 2500-12-31 N/A 3100.00 94860.00 Equities PROSHARES TR ULTRAPRO SHT QQQ KC8ZSAS0N653Z8PPTO65 2500-12-31 N/A 99.00 2027.52 Equities PROPHASE LABS INC COM 2500-12-31 N/A 11125.00 48505.00 Equities PIMCO ETF TR INTER MUN BD ACT 549300BYITA8MLKUJ627 2500-12-31 N/A 96.00 4803.84 Equities ATOSSA THERAPEUTICS INC COM 549300QRKP1JTNHD2366 2500-12-31 N/A 6600.00 4983.00 Equities CEMTREX INC COM NEW 549300KS6ADDKL326F25 2500-12-31 N/A 3300.00 16005.00 Equities BIOLINERX LTD SPONSORED ADS 529900AKIOSC15Y63R18 2500-12-31 N/A 108290.00 213331.30 Equities INVESCO EXCH TRADED FD TR II CEF INM COMPSI 549300LN41Q4LYHW8N43 2500-12-31 N/A 100.00 1708.00 Equities ICAD INC COM NEW 2500-12-31 N/A 3870.00 8397.90 Equities HARTFORD FDS EXCHANGE TRADED T SCHRDRS TAX BD 2500-12-31 N/A 400.00 7298.20 Equities GOL LINHAS AEREAS INTELIGENTES SPON ADR PFD NEW 5299002CCNWVL0PVLP96 2500-12-31 N/A 96000.00 257280.00 Equities FREQUENCY THERAPEUTICS INC COM 2500-12-31 N/A 35079.00 13010.80 Equities FRANKLIN TEMPLETON ETF TR INTL COR DIV TIL 549300GSNTCFYP1PB966 2500-12-31 N/A 55.00 1541.65 Equities FIRST TR EXCHANGE-TRADED FD VI DORSY WR MOMNT 5493001S76I8DVH96B53 2500-12-31 N/A 65.00 1634.18 Equities FIRST TR EXCHANGE TRADED FD II NASDQ CLN EDGE 549300IMO4B4W5RWYH14 2500-12-31 N/A 100.00 9394.00 Equities FIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFT 549300ZVBPE1RKOPM784 2500-12-31 N/A 20645.00 974031.10 Equities FIRST TR NAS100 EQ WEIGHTED IX SHS 549300RLZFKPLYN7OU15 2500-12-31 N/A 4000.00 415560.00 Equities EXICURE INC COM NEW 549300IMD6I0V06I2Z87 2500-12-31 N/A 4011.00 2887.92 Equities ELECTRA BATTERY MATERIALS CORP COM NEW 5493009ZPOP6FTZAUU15 2500-12-31 N/A 79100.00 48251.00 Equities MAGNACHIP SEMICONDUCTOR CORP N COM 529900P54J1ATLRBUV29 2500-12-31 N/A 265907.00 2177778.33 Equities MANITEX INTL INC COM 549300QZ9TZ4MVXPZQ53 2500-12-31 N/A 535.00 2493.10 Equities MARKER THERAPEUTICS INC COM NEW 549300ZJ2JUDG0FI5Y49 2500-12-31 N/A 11521.00 53111.81 Equities LM FDG AMER INC COM 549300GIN6G8BHZ7AF66 2500-12-31 N/A 5000.00 2390.50 Equities DIREXION SHS ETF TR MOONSHOT INNOVAT 549300DKAIOINSP63818 2500-12-31 N/A 97.00 1021.41 Equities DIMENSIONAL ETF TRUST SHORT DURATION F 5493004GXUIHGBBELJ26 2500-12-31 N/A 226.00 10475.10 Equities ALPS ETF TR ALERIAN MLP 549300WPBLCQJSVVVV61 2500-12-31 N/A 2360.00 99946.00 Equities CHECK CAP LTD SHS 549300VKJF3TJ17U4U73 2500-12-31 N/A 5100.00 22695.00 Equities ABCELLERA BIOLOGICS INC COM 9845000861BC95FF9F73 2500-12-31 N/A 115790.00 539581.40 Equities BAOSHENG MEDIA GROUP HLDNG LTD SHS NEW 2500-12-31 N/A 600.00 2772.00 Equities VANGUARD INDEX FDS SML CP GRW ETF 2500-12-31 N/A 94.00 20190.26 Equities VANGUARD INDEX FDS EXTEND MKT ETF 2500-12-31 N/A 85.00 12208.55 Equities VANGUARD WORLD FDS UTILITIES ETF 2500-12-31 N/A 1400.00 178122.00 Equities VANGUARD SCOTTSDALE FDS VNG RUS2000IDX 2500-12-31 N/A 200.00 14370.00 Equities VANGUARD SCOTTSDALE FDS LG-TERM COR BD 2500-12-31 N/A 486.00 34914.24 Equities VANGUARD WORLD FDS HEALTH CAR ETF 2500-12-31 N/A 24600.00 5822328.00 Equities VANGUARD ADMIRAL FDS INC SMLLCP 600 IDX 2500-12-31 N/A 1643.00 144551.14 Equities VANGUARD WHITEHALL FDS EM MK GOV BD ETF 2500-12-31 N/A 77.00 4566.10 Equities VANGUARD INTL EQUITY INDEX FDS FTSE EMR MKT ETF 2500-12-31 N/A 52.00 2036.84 Equities VANECK ETF TRUST SEMICONDUCTR ETF 549300MJTG2N9QRH7I02 2500-12-31 N/A 14216.00 2051226.64 Equities AMERICAN CENTY ETF TR AVANTIS CORE FI 5493005QQB5ZRJ4CMQ30 2500-12-31 N/A 8000.00 317188.00 Equities KINNATE BIOPHARMA INC COM 549300YVIWV7HJ5WHI66 2500-12-31 N/A 846.00 1167.48 Equities JAGUAR HEALTH INC COM 549300DJ0Q0D9TVY5O19 2500-12-31 N/A 10700.00 2824.80 Equities JASPER THERAPEUTICS INC COM 2500-12-31 N/A 2901.00 1970.36 Equities JERASH HLDGS US INC COM 2500-12-31 N/A 627.00 1899.81 Equities JIAYIN GROUP INC SPONSORED ADS 2500-12-31 N/A 18192.00 97691.04 Equities JOURNEY MED CORP COM 2500-12-31 N/A 7900.00 21330.00 Equities ISHARES TR ROBOTICS ARTIF 549300VS8IGDTLP20U91 2500-12-31 N/A 52.00 1580.28 Equities J P MORGAN EXCHANGE TRADED FD NASDAQ EQT PREM 549300QY7QH8W9EILZ23 2500-12-31 N/A 900.00 42210.00 Equities ISHARES INC ESG AWR MSCI EM 549300JES9K0OUJ8F389 2500-12-31 N/A 47618.00 1439492.14 Equities ISHARES TR MSCI SAUDI ARBIA 5493004P512V6ELEIL59 2500-12-31 N/A 274800.00 10692468.00 Equities ISHARES TR CORE TOTAL USD 549300IWM5U5LVTDP761 2500-12-31 N/A 41583.00 1818840.42 Equities ISHARES TR CORE MSCI EURO 549300XU2KDV0C5LCG21 2500-12-31 N/A 100.00 4958.00 Equities ISHARES TR CORE MSCI INTL 549300LRJOM3FVVFKB50 2500-12-31 N/A 57.00 3332.22 Equities ISHARES SILVER TR ISHARES 549300K2C2CG14B0ZA09 2500-12-31 N/A 53.00 1099.22 Equities ISHARES INC MSCI EMRG CHN 549300OO3LEZN53XCB15 2500-12-31 N/A 200.00 9986.00 Equities ISHARES TR CRE U S REIT ETF 2500-12-31 N/A 100.00 4708.00 Equities ISHARES TR PFD AND INCM SEC 549300YX74JNY54XCY80 2500-12-31 N/A 77335.00 2331650.25 Equities ISHARES TR EAFE SML CP ETF 549300MJV5OZGVS4LX86 2500-12-31 N/A 84.00 4743.48 Equities ISHARES TR JPMORGAN USD EMG 54930070R8WH6MNUJG74 2500-12-31 N/A 45000.00 3717450.00 Equities ISHARES TR MRGSTR MD CP GRW 549300PIJ31FEN7DPB98 2500-12-31 N/A 2379.00 136245.33 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 2500-12-31 N/A 9527.00 741962.76 Equities ISHARES TR RUS 1000 GRW ETF 549300H1KWQVEKI25E14 2500-12-31 N/A 669.00 178101.18 Equities ISHARES TR RUS 1000 ETF 549300R9T7XRZ4D3YF43 2500-12-31 N/A 13700.00 3228679.00 Equities ISHARES TR RUS 2000 VAL ETF 549300WJAJCAZZLTQD63 2500-12-31 N/A 57.00 7759.98 Equities ISHARES TR MSCI EAFE ETF 549300O0XO3KDQV68404 2500-12-31 N/A 6745.00 466214.40 Equities ISHARES TR RUS MD CP GR ETF 5493004I787UFE6AN650 2500-12-31 N/A 600.00 54954.00 Equities ISHARES TR ISHARES BIOTECH 549300S7IVD88MPK0066 2500-12-31 N/A 73000.00 8967320.00 Equities ISHARES TR RUS 1000 VAL ETF 549300KLSYN5NN4YNM90 2500-12-31 N/A 19.00 2898.07 Equities ISHARES INC MSCI MEXICO ETF 549300SQ92O6OZ19G545 2500-12-31 N/A 12500.00 730875.00 Equities ISHARES TR CHINA LG-CAP ETF 5493001YVWPO25CNKN94 2500-12-31 N/A 81.00 2127.06 Equities ISHARES TR IBOXX INV CP ETF 549300FYCXFXG8POR355 2500-12-31 N/A 22.00 2249.28 Equities ISHARES GOLD TR ISHARES NEW 5493006UOY7GXQW0IP42 2500-12-31 N/A 55.00 1944.25 Equities ISHARES INC MSCI EM ASIA ETF 549300QNROXHZ53JWF91 2500-12-31 N/A 300.00 18876.00 Equities ISHARES INC MSCI FRANCE ETF 549300DTW3LGNTWLQA96 2500-12-31 N/A 60.00 2131.20 Equities ISHARES INC MSCI STH AFR ETF 549300N26GW1II0BPW20 2500-12-31 N/A 7830.00 296130.60 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2026 CB 5493000V2CB348725T06 2500-12-31 N/A 23241.00 436930.80 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2024 CB 54930088HGHVG7A27C92 2500-12-31 N/A 79239.00 1638662.52 Equities INVESCO EXCH TRD SLF IDX FD TR BULSHS 2023 HY 549300AY15E3FQ2CEH68 2500-12-31 N/A 6485.00 152397.50 Equities INVESTMENT MANAGERS SER TR II AXS TSLA BEAR DL 549300K7WDE5LCKQ7P95 2500-12-31 N/A 645.00 21272.10 Equities INVIVO THERAPEUTICS HLDGS CORP COM 549300FGLYJVWKVH3W38 2500-12-31 N/A 1106.00 1238.72 Equities ISHARES GOLD TR ISHARES NEW 5493006UOY7GXQW0IP42 2500-12-31 N/A 216433.00 7650906.55 Equities INVESCO EXCH TRADED FD TR II CHINA TECHNLGY 549300PS11RST4YBXW12 2500-12-31 N/A 1643.00 58589.38 Equities INVESCO EXCH TRADED FD TR II CHINA TECHNLGY 549300PS11RST4YBXW12 2500-12-31 N/A 75.00 2674.50 Equities INVESCO EXCH TRADED FD TR II S&P SMALLCAP 60 5493007MWNMX3MSZVQ50 2500-12-31 N/A 2698.00 98584.92 Equities SPDR SER TR S&P RETAIL ETF 549300HHG63HQV071458 2500-12-31 N/A 58063.00 3509327.72 Equities SPDR S&P 500 ETF TR TR UNIT 549300NZAMSJ8FXPQQ63 2500-12-31 N/A 13.00 5570.76 Equities SPDR GOLD TR GOLD SHS 2500-12-31 N/A 1772.00 306963.56 Equities SPDR INDEX SHS FDS PORTFOLIO DEVLPD 549300NVXJXJCDK35U34 2500-12-31 N/A 33.00 1027.95 Equities SPDR SER TR BBG CONV SEC ETF 549300IXKU3G7R6DMX93 2500-12-31 N/A 120368.00 8171783.52 Equities RENOVORX INC COM NEW 2500-12-31 N/A 1950.00 2535.00 Equities RESHAPE LIFESCIENCES INC COM 549300TKI48OFOSV4780 2500-12-31 N/A 27200.00 11968.00 Equities RIGETTI COMPUTING INC COMMON STOCK 2500-12-31 N/A 553200.00 724692.00 Equities ROCKWELL MED INC COM NEW 529900Y6YUB5X93MMD77 2500-12-31 N/A 22779.00 45558.00 Equities SAFE & GREEN HOLDINGS CORP COM NEW 549300YU3PQ0R0U6EL17 2500-12-31 N/A 69100.00 41460.00 Equities THE REAL BROKERAGE INC COM NEW 254900X7DGVQ8SUIC387 2500-12-31 N/A 47102.00 70181.98 Equities REBORN COFFEE INC COMMON STOCK 2500-12-31 N/A 4098.00 2230.95 Equities REKOR SYSTEMS INC COM 549300BHH76SEFU1DD95 2500-12-31 N/A 84319.00 237779.58 Equities RELMADA THERAPEUTICS INC COM 549300217EASRZ9JSF81 2500-12-31 N/A 6534.00 19209.96 Equities REMARK HLDGS INC COM NEW 549300E67O8VBQOF3V34 2500-12-31 N/A 30422.00 14298.34 Equities PROSHARES TR ULTRA HIGH YLD H62TZPTGJYN1WPUZQP47 2500-12-31 N/A 17.00 1036.02 Equities PUMA BIOTECHNOLOGY INC COM 2500-12-31 N/A 2817.00 7465.05 Equities SPDR SER TR PORTFOLIO S&P600 549300NYZX301TBLUJ08 2500-12-31 N/A 100.00 3713.00 Equities SPDR SER TR PORTFOLIO S&P400 549300TKUU0ZLRVSLJ96 2500-12-31 N/A 3229.00 141946.84 Equities SPDR SER TR S&P HOMEBUILD 549300MSE80LL1UJS132 2500-12-31 N/A 34557.00 2663999.13 Equities SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 5493003TT35P3SIWJJ72 2500-12-31 N/A 63.00 28884.87 Equities SPDR SER TR BLOOMBERG EMG MK 549300AVS7LIKUSJG639 2500-12-31 N/A 94.00 2130.05 Equities SPDR SER TR PORT MTG BK ETF 549300RAN9OO0VDPBS19 2500-12-31 N/A 96.00 2000.64 Equities SPDR SER TR PORTFOLIO SHORT 549300D2BO7L1J2SO973 2500-12-31 N/A 13100.00 384092.00 Equities SPERO THERAPEUTICS INC COM 54930074G13LHWJT2323 2500-12-31 N/A 52400.00 62880.00 Equities SMART SAND INC COM 549300JISW1T66DVOK23 2500-12-31 N/A 18536.00 43188.88 Equities SMILEDIRECTCLUB INC CL A COM 254900QFZEGKCURCJS93 2500-12-31 N/A 193132.00 85847.17 Equities SMITH MICRO SOFTWARE INC COM NEW 549300YR8UTB5CX2B814 2500-12-31 N/A 19699.00 22062.88 Equities SNAIL INC CLASS A COM 2500-12-31 N/A 11056.00 12493.28 Equities SNAIL INC CLASS A COM 2500-12-31 N/A 7000.00 7910.00 Equities SO YOUNG INTERNATIONAL INC SPONSORED ADS 2500-12-31 N/A 6800.00 7446.00 Equities SIDUS SPACE INC CLASS A COM 2500-12-31 N/A 13900.00 1961.29 Equities SIENTRA INC COM 5493006T0OLHI64MOG63 2500-12-31 N/A 44147.00 114782.20 Equities SILVERSUN TECHNOLOGIES INC COM NEW 2500-12-31 N/A 1500.00 4770.00 Equities SINGULARITY FUTURE TECH LTD COM NEW 529900WGYD5BTM777Z32 2500-12-31 N/A 56100.00 29172.00 Equities SELECT SECTOR SPDR TR COMMUNICATION 549300RPODKQJE2HDW24 2500-12-31 N/A 12400.00 817656.00 Equities SELLAS LIFE SCIENCES GROUP INC COM NEW 549300VZIH50VYURLQ98 2500-12-31 N/A 95637.00 159713.79 Equities SEMILEDS CORP COM NEW 529900YS0D419Q1GXX66 2500-12-31 N/A 7453.00 12819.16 Equities SHARPS TECHNOLOGY INC COMMON STOCK 2500-12-31 N/A 5000.00 2963.00 Equities SHIFT TECHNOLOGIES INC CL A NEW 5493000DBZBX1I1QVY71 2500-12-31 N/A 22400.00 30464.00 Equities SCIENCE 37 HOLDINGS INC COM 2500-12-31 N/A 66286.00 26514.40 Equities SCILEX HOLDING CO COM 2500-12-31 N/A 67800.00 100344.00 Equities SELECT SECTOR SPDR TR SBI HEALTHCARE 549300EJNY3KKJHPOY44 2500-12-31 N/A 66.00 8561.52 Equities SELECT SECTOR SPDR TR SBI CONS DISCR 549300CD2I087Y919K79 2500-12-31 N/A 500.00 80065.00 Equities SAN JUAN BASIN RTY TR UNIT BEN INT 2500-12-31 N/A 108786.00 765853.44 Equities SCHWAB STRATEGIC TR SCHWB FDT INT LG 2500-12-31 N/A 85.00 2716.60 Equities SCHWAB STRATEGIC TR SCHWB FDT INT LG 2500-12-31 N/A 5013.00 160215.48 Equities SPDR SER TR BLOOMBERG HIGH Y 549300NCLW2248PN7J24 2500-12-31 N/A 100.00 9046.00 Equities SPDR SER TR S&P KENSHO NEW 549300KEUQ5Q8PC88Y95 2500-12-31 N/A 267.00 10562.52 Equities SPDR SER TR NUVEEN BLMBRG MU 54930090LRDSZWQ4P385 2500-12-31 N/A 108270.00 4728150.90 Equities SPDR SER TR NUVEEN BLMBRG SH 549300YOXXYNLG9ZCS82 2500-12-31 N/A 2200.00 101618.00 Equities NINE ENERGY SERVICE INC COM 549300KRLJCZBPZMKT65 2500-12-31 N/A 243498.00 1103045.94 Equities PYXIS ONCOLOGY INC COMMON STOCK 2500-12-31 N/A 48200.00 98328.00 Equities QURATE RETAIL INC COM SER A 549300PSXEKU4PHLCR04 2500-12-31 N/A 371599.00 215490.26 Equities RAVE RESTAURANT GROUP INC COM 2500-12-31 N/A 11821.00 26242.62 Equities PROSHARES TR SHRT 20+YR TRE MNF315G62CW700KJGX62 2500-12-31 N/A 28792.00 724118.80 Equities PROSHARES TR II PSHS ULSSLVR NEW V7DVKGAJ7ZORY4IOJ616 2500-12-31 N/A 100.00 2070.00 Equities PROSHARES TR SHRT RUSSELL2000 YGKIXS4FSM8OUIQK9X25 2500-12-31 N/A 94.00 2261.64 Equities PROSHARES TR PSHS ULT S&P 500 UT59PM4NN1V3JAKZPS19 2500-12-31 N/A 23680.00 1271142.40 Equities PROSHARES TR ULTRA 20YR TRE O4SM0OE1AXZJ6OR80Y45 2500-12-31 N/A 108.00 1971.03 Equities PROSHARES TR PSHS ULTRA DOW30 7N3EJP31CN65H4G3UK92 2500-12-31 N/A 96.00 6149.76 Equities PROSHARES TR PSHS ULTRA TECH 92R00YYQVXPWTZPPGX58 2500-12-31 N/A 40.00 1558.80 Equities PROSHARES TR SHORT S&P 500 NE XSY494HNCRZV64FNKS70 2500-12-31 N/A 24900.00 359307.00 Equities PROSHARES TR ULTRASHRT DOW 30 LIZENFIQJTTT2RI1UP54 2500-12-31 N/A 201700.00 5187724.00 Equities PROSHARES TR ULTPRO SHT G7H12I5OU2R7Z0LCU994 2500-12-31 N/A 128.00 2444.75 Equities PRAXIS PRECISION MEDICINES INC COM 2500-12-31 N/A 17039.00 28114.35 Equities PREDICTIVE ONCOLOGY INC COM 549300UQE748N2H9LE74 2500-12-31 N/A 20470.00 62433.50 Equities PROFIRE ENERGY INC COM 5299000Z8I499RSMID74 2500-12-31 N/A 108000.00 324000.00 Equities BIORA THERAPEUTICS INC COM NEW 5493005XOS7E58D57T10 2500-12-31 N/A 7000.00 14980.00 Equities PHUNWARE INC COM 549300HLAJYKT2FUQZ26 2500-12-31 N/A 96113.00 16935.11 Equities PIERIS PHARMACEUTICALS INC COM 254900AJDH8PAOOI5T33 2500-12-31 N/A 171600.00 51480.00 Equities PLBY GROUP INC COM 2500-12-31 N/A 29900.00 24000.73 Equities PLURI INC COM 529900OZKMF7JGZMYM81 2500-12-31 N/A 38800.00 22892.00 Equities POLAR PWR INC COM 549300QOGO0JPJM23M83 2500-12-31 N/A 3172.00 3425.76 Equities ORAMED PHARMACEUTICALS INC COM NEW 5299006K52ZIIGQJ6R84 2500-12-31 N/A 66946.00 168034.46 Equities ORGANOVO HLDGS INC COM NEW 2500-12-31 N/A 3300.00 4191.00 Equities OWLET INC CL A NEW 2500-12-31 N/A 9468.00 39102.84 Equities PGIM ETF TR FLOATING RT INC 549300CYXIT4H0WK8H76 2500-12-31 N/A 76.00 3842.56 Equities PALISADE BIO INC COM 549300W6LIDX3I5XXT34 2500-12-31 N/A 36300.00 19565.70 Equities PAVMED INC COM 549300V1JXXVXU7P8007 2500-12-31 N/A 137700.00 42687.00 Equities NOVO INTEGRATED SCIENCES INC COM NEW 2500-12-31 N/A 72000.00 14472.00 Equities NUVVE HOLDING CORP COM 2500-12-31 N/A 14000.00 4564.00 Equities ODYSSEY MARINE EXPL INC COM NEW 549300KNVIY6EZIJ2221 2500-12-31 N/A 52742.00 190926.04 Equities ONDAS HLDGS INC COM NEW 549300JWLHDUB82V8607 2500-12-31 N/A 367856.00 224760.02 Equities THE ONCOLOGY INSTITUTE INC COM 2500-12-31 N/A 5258.00 7624.10 Equities OPGEN INC COM NEW 549300ZOCQGHZ50BYX61 2500-12-31 N/A 20800.00 4180.80 Equities NEUBASE THERAPEUTICS INC COM NEW 529900RHAZB85RGSJZ73 2500-12-31 N/A 15200.00 14288.00 Equities THE BEACHBODY COMPANY INC COM CL A 2500-12-31 N/A 5724.00 1607.87 Equities PHENOMEX INC COM 549300LTLRE4N65CD358 2500-12-31 N/A 2100.00 2089.50 Equities BALLARD PWR SYS INC NEW COM 549300OHZ8BMF53YYS26 2500-12-31 N/A 641.00 2301.19 Equities BANK MONTREAL MEDIUM CAL LKD 41 2500-12-31 N/A 100.00 4927.00 Equities BANK MONTREAL MEDIUM NT LKD 41 2500-12-31 N/A 6748.00 51149.84 Equities BANK MONTREAL MEDIUM BIG OIL 3X LEV 2500-12-31 N/A 32.00 17072.64 Equities AUTOLUS THERAPEUTICS PLC SPON ADS 549300C0KZP8EYROLL02 2500-12-31 N/A 754.00 1817.14 Equities AVALO THERAPEUTICS INC COM NEW 549300GPK6FPJ3X8SZ39 2500-12-31 N/A 398300.00 56319.62 Equities AWARE INC MASS COM 2500-12-31 N/A 1617.00 2231.46 Equities AYTU BIOPHARMA INC COM 549300SMWHEALCU7Q019 2500-12-31 N/A 28796.00 76885.32 Equities BIMI INTERNATIONAL MEDICAL INC COM NEW 5299002XZU0SNKHPUS06 2500-12-31 N/A 4000.00 6160.00 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2043-08-15 4.375000 98900.00 92568.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-07-15 0.250000 3672400.00 3915421.85 U.S. Treasuries (including strips) GNRA 2021-077 FA 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 593583.00 357100.82 Agency Collateralized Mortgage Obligation GNRA 2021-175 UF 549300M8ZYFG0OCMTT87 2051-10-20 3.000000 2290720.00 1579319.82 Agency Collateralized Mortgage Obligation FEPC 06.500 CLQG7983 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.500000 2967.00 3023.75 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 237222999.00 50605839.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 S6XOOCT0IEG5ABCC6L87 2053-09-01 5.500000 1000.00 964.65 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8376 S6XOOCT0IEG5ABCC6L87 2053-09-01 7.000000 1001832.00 1014799.09 Agency Mortgage-Backed Securities GNRA 2021-194 FA 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 148339141.00 105336633.61 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD 549300M8ZYFG0OCMTT87 2051-11-20 2.500000 130002000.00 85372453.37 Agency Collateralized Mortgage Obligation GNII SF CV6509 C 549300M8ZYFG0OCMTT87 2053-06-20 7.000000 7343468.00 7834320.15 Agency Mortgage-Backed Securities GNII SP 783619 M 549300M8ZYFG0OCMTT87 2042-05-20 4.000000 4215646.00 272455.25 Agency Mortgage-Backed Securities GNII SF CB3227 C 549300M8ZYFG0OCMTT87 2051-02-20 3.500000 1131352.00 953401.59 Agency Mortgage-Backed Securities GNII SF CI1527 C 549300M8ZYFG0OCMTT87 2052-05-20 4.500000 3605012.00 3272160.81 Agency Mortgage-Backed Securities GNII SF MA9108 M 549300M8ZYFG0OCMTT87 2053-07-20 6.500000 203993.00 204935.56 Agency Mortgage-Backed Securities GNII SF MA8201 M 549300M8ZYFG0OCMTT87 2052-08-20 4.500000 42729507.00 37488653.54 Agency Mortgage-Backed Securities GNII SF MA8569 M 549300M8ZYFG0OCMTT87 2052-12-20 5.000000 4704256.00 4361242.70 Agency Mortgage-Backed Securities GNII SF MA8571 M 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 30503625.00 29307988.50 Agency Mortgage-Backed Securities GNII SF MA7989 M 549300M8ZYFG0OCMTT87 2052-03-20 3.500000 2000.00 1619.14 Agency Mortgage-Backed Securities GNII SF MA7256 M 549300M8ZYFG0OCMTT87 2051-03-20 3.000000 1005.00 470.68 Agency Mortgage-Backed Securities GNII SF MA7368 M 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 1000.00 563.96 Agency Mortgage-Backed Securities GNII SF MA7135 M 549300M8ZYFG0OCMTT87 2051-01-20 2.000000 1000.00 567.79 Agency Mortgage-Backed Securities GNII SF MA6600 M 549300M8ZYFG0OCMTT87 2050-04-20 3.500000 2418790.00 577066.85 Agency Mortgage-Backed Securities GNII SF MA6710 M 549300M8ZYFG0OCMTT87 2050-06-20 3.000000 344195000.00 101248901.21 Agency Mortgage-Backed Securities GNII SF MA6711 M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 1000.00 277.04 Agency Mortgage-Backed Securities GNII SF MA6766 M 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 13218800.00 4164163.56 Agency Mortgage-Backed Securities FEPC 07.000 CLQH1522 S6XOOCT0IEG5ABCC6L87 2053-09-01 7.000000 1000.00 1026.28 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2625 S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 13420.00 5149.38 Agency Mortgage-Backed Securities GNII SF MA4510 M 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 1001.00 138.42 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0852 S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 2000.00 1399.51 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2339 S6XOOCT0IEG5ABCC6L87 2053-02-01 6.500000 2024.00 1830.31 Agency Mortgage-Backed Securities FEPC 02.000 CLSD2903 S6XOOCT0IEG5ABCC6L87 2051-03-01 2.000000 5107.00 3825.98 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2030-04-30 3.500000 2971500.00 2818754.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2028-05-31 3.625000 1000.00 969.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2033-07-15 1.375000 267480000.00 249999649.78 U.S. Treasuries (including 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(including strips) United States Treasury 254900HROIFWPRGM1V77 2028-07-31 1.000000 1000.00 843.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-01-15 1.125000 31300.00 29729.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 920700.00 915320.29 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-31 1.375000 491200.00 445532.38 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 103.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2030-07-15 0.125000 1365500.00 1412371.62 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-07-31 0.375000 200.00 169.73 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2025-10-15 0.125000 800.00 893.69 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-05-15 3.250000 1773200.00 1429855.61 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2053-02-15 1.500000 300.00 255.45 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-02-15 3.875000 600.00 523.25 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2029-01-15 0.875000 1690700.00 1904029.95 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 100.00 102.63 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 74.87 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-02-15 3.625000 115600.00 96286.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2047-02-15 0.875000 554900.00 512967.41 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2050-05-15 1.250000 12262500.00 5801333.97 U.S. Treasuries (including 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Agency Mortgage-Backed Securities FNMS 05.500 CLAC2569 B1V7KEBTPIMZEU4LTD58 2039-09-01 5.500000 1689814.00 85017.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5730 B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 556100.00 551329.09 Agency Mortgage-Backed Securities FNMS 05.500 CL959487 B1V7KEBTPIMZEU4LTD58 2037-12-01 5.500000 1500000.00 45427.27 Agency Mortgage-Backed Securities FNMS 04.500 CLAA7356 B1V7KEBTPIMZEU4LTD58 2038-02-01 4.500000 331012.00 33056.83 Agency Mortgage-Backed Securities FNMS 05.000 CLAB1182 B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 3100000.00 212141.25 Agency Mortgage-Backed Securities FNMS 02.000 CIFS3489 B1V7KEBTPIMZEU4LTD58 2037-01-01 2.000000 6000.00 4703.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5486 B1V7KEBTPIMZEU4LTD58 2053-10-01 3.500000 23749856.00 20700949.76 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5532 B1V7KEBTPIMZEU4LTD58 2048-10-01 3.500000 199633408.00 174703750.77 Agency Mortgage-Backed Securities FNMS 03.500 CIFS1163 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5.000000 21699.00 3974.77 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ3137 S6XOOCT0IEG5ABCC6L87 2028-11-01 7.000000 317293.00 1346.94 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ4394 S6XOOCT0IEG5ABCC6L87 2030-08-01 7.500000 9607594.00 4509.39 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0458 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 100215840.00 26500791.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7318 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 4282992.00 3810723.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9378 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 4789936.00 4031079.55 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5481 B1V7KEBTPIMZEU4LTD58 2047-07-01 5.000000 2000.00 649.35 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3350 B1V7KEBTPIMZEU4LTD58 2033-01-01 3.500000 3000.00 666.43 Agency Mortgage-Backed Securities FNMS 03.000 CIBM3947 B1V7KEBTPIMZEU4LTD58 2033-01-01 3.000000 1823000.00 417154.53 Agency Mortgage-Backed Securities FNMS 03.500 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Securities FNMS 04.500 CLBE7164 B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 6321576.00 857969.89 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0102 B1V7KEBTPIMZEU4LTD58 2056-06-01 3.500000 1930998.00 595365.61 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0167 B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 215000.00 77076.25 Agency Mortgage-Backed Securities FNMS 03.000 CLBA3382 B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 1063000.00 353583.43 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4798 B1V7KEBTPIMZEU4LTD58 2046-02-01 4.000000 12051888.00 2445688.91 Agency Mortgage-Backed Securities GNII SF 001716 M 549300M8ZYFG0OCMTT87 2024-05-20 7.000000 25000.00 3.16 Agency Mortgage-Backed Securities GNII SF 002326 M 549300M8ZYFG0OCMTT87 2026-11-20 8.500000 5000000.00 3265.57 Agency Mortgage-Backed Securities GNII SF 002482 M 549300M8ZYFG0OCMTT87 2027-09-20 6.500000 100000.00 177.78 Agency Mortgage-Backed Securities GNII RG CK5779 C 549300M8ZYFG0OCMTT87 2043-05-20 2.500000 726824.00 509317.57 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549300M8ZYFG0OCMTT87 2053-08-20 6.500000 1000879.00 1034876.20 Agency Mortgage-Backed Securities GNII SF CV8014 C 549300M8ZYFG0OCMTT87 2053-09-20 6.500000 5049948.00 5162887.84 Agency Mortgage-Backed Securities GNII SF CV8033 C 549300M8ZYFG0OCMTT87 2053-09-20 6.500000 5103598.00 5183620.15 Agency Mortgage-Backed Securities GNII SF CV8088 C 549300M8ZYFG0OCMTT87 2053-09-20 5.500000 5061952.00 4944872.99 Agency Mortgage-Backed Securities GNII SF 764158 C 549300M8ZYFG0OCMTT87 2046-08-20 3.500000 2290256.00 581720.50 Agency Mortgage-Backed Securities GNII SF MA4202 M 549300M8ZYFG0OCMTT87 2038-10-20 6.500000 35000.00 7299.89 Agency Mortgage-Backed Securities GNII SF CM5761 C 549300M8ZYFG0OCMTT87 2052-04-20 3.500000 4013120.00 3280539.90 Agency Mortgage-Backed Securities GNII SF BY5698 C 549300M8ZYFG0OCMTT87 2050-10-20 2.000000 2140519.00 1156082.08 Agency Mortgage-Backed Securities GNII SF BZ3876 C 549300M8ZYFG0OCMTT87 2050-11-20 2.500000 4522470.00 2542136.70 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GNII SF BJ9630 C 549300M8ZYFG0OCMTT87 2049-02-20 5.000000 1155000.00 318544.44 Agency Mortgage-Backed Securities GNII SF BK7209 C 549300M8ZYFG0OCMTT87 2049-04-20 5.000000 1000000.00 132600.71 Agency Mortgage-Backed Securities GNII SF BM0296 C 549300M8ZYFG0OCMTT87 2049-02-20 5.500000 4339359.00 422735.39 Agency Mortgage-Backed Securities GNII SF BH3133 C 549300M8ZYFG0OCMTT87 2048-12-20 5.000000 700000.00 256518.26 Agency Mortgage-Backed Securities GNII SF BJ6663 C 549300M8ZYFG0OCMTT87 2048-09-20 5.000000 4793761.00 613190.61 Agency Mortgage-Backed Securities GNII SF BJ6825 C 549300M8ZYFG0OCMTT87 2048-12-20 5.000000 4776071.00 417190.35 Agency Mortgage-Backed Securities GNII SF MA9174 M 549300M8ZYFG0OCMTT87 2053-08-20 7.000000 81570336.00 83547881.91 Agency Mortgage-Backed Securities GNII SF BC2596 C 549300M8ZYFG0OCMTT87 2047-10-20 4.000000 99226.00 16793.50 Agency Mortgage-Backed Securities GNII SF BC2812 C 549300M8ZYFG0OCMTT87 2047-11-20 4.000000 43819.00 8701.19 Agency Mortgage-Backed Securities GNII SF BD0550 C 549300M8ZYFG0OCMTT87 2048-08-20 5.000000 500000.00 92714.47 Agency Mortgage-Backed Securities GNII SF BD6940 C 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 40828.00 4336.97 Agency Mortgage-Backed Securities GNII SF CP0368 C 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 1261617.00 1232027.97 Agency Mortgage-Backed Securities GNII SF MA8564 M 549300M8ZYFG0OCMTT87 2052-03-20 2.500000 5654978.00 4383010.87 Agency Mortgage-Backed Securities GNII SF MA9066 M 549300M8ZYFG0OCMTT87 2031-10-20 3.000000 1531362.00 1362040.68 Agency Mortgage-Backed Securities GNII SF MA9098 M 549300M8ZYFG0OCMTT87 2051-03-20 1.500000 802289.00 611018.01 Agency Mortgage-Backed Securities GNII SF MA9132 M 549300M8ZYFG0OCMTT87 2031-05-20 2.500000 94778.00 86644.00 Agency Mortgage-Backed Securities GNII SF MA9164 M 549300M8ZYFG0OCMTT87 2053-09-20 2.000000 1481932.00 1176131.71 Agency Mortgage-Backed Securities GNII SF MA7736 M 549300M8ZYFG0OCMTT87 2036-12-20 1.500000 112198.00 75945.36 Agency Mortgage-Backed Securities GNII SF MA8985 M 549300M8ZYFG0OCMTT87 2038-07-20 4.500000 11083038.00 10499032.93 Agency Mortgage-Backed Securities GNII SF CK9374 C 549300M8ZYFG0OCMTT87 2052-04-20 3.500000 5053131.00 4315123.59 Agency Mortgage-Backed Securities GNII SF CV1559 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 9233627.00 9184931.99 Agency Mortgage-Backed Securities GNII SF CV2229 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 1104694.00 1128134.03 Agency Mortgage-Backed Securities GNII SF CV2235 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 1037899.00 1055304.92 Agency Mortgage-Backed Securities GNII SF CV3470 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 10004027.00 9910743.77 Agency Mortgage-Backed Securities GNII SF CV3472 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 4834500.00 4758222.12 Agency Mortgage-Backed Securities GNII SF CV5184 C 549300M8ZYFG0OCMTT87 2053-07-20 6.000000 8804659.00 8753376.01 Agency Mortgage-Backed Securities GNII SF CU4201 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 2257600.00 2268516.40 Agency Mortgage-Backed Securities GNII SF CU6463 C 549300M8ZYFG0OCMTT87 2053-05-20 6.000000 8152521.00 7754226.78 Agency Mortgage-Backed Securities GNII SF CU9030 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 1555165.00 1574959.16 Agency Mortgage-Backed Securities GNII SF CU9032 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 1386276.00 1392052.72 Agency Mortgage-Backed Securities GNII SF CU9606 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 4300229.00 4284948.49 Agency Mortgage-Backed Securities GNII SF CV1113 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 1036259.00 1039383.46 Agency Mortgage-Backed Securities GNII SF CU2227 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 2702814.00 2633587.37 Agency Mortgage-Backed Securities GNII SF CU2233 C 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 2812652.00 2792371.10 Agency Mortgage-Backed Securities GNII SF CU3304 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 2113432.00 2118824.87 Agency Mortgage-Backed Securities GNII SF CU3305 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 1930007.00 1936488.89 Agency Mortgage-Backed Securities GNII SF CU4057 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 1695712.00 1691342.10 Agency Mortgage-Backed Securities GNII SF CU4059 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 1089143.00 1116834.77 Agency Mortgage-Backed Securities GNII SF CU1153 C 549300M8ZYFG0OCMTT87 2053-08-20 6.000000 5047076.00 5049893.65 Agency Mortgage-Backed Securities GNII SF CU1160 C 549300M8ZYFG0OCMTT87 2053-08-20 6.000000 5116671.00 5097527.11 Agency Mortgage-Backed Securities GNII SF CU1169 C 549300M8ZYFG0OCMTT87 2053-08-20 6.500000 5048003.00 5080362.29 Agency Mortgage-Backed Securities GNII SF CU1213 C 549300M8ZYFG0OCMTT87 2053-08-20 6.000000 9967361.00 9946013.34 Agency Mortgage-Backed Securities GNII SF CU2241 C 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 2867179.00 2839067.40 Agency Mortgage-Backed Securities GNII SF CU2243 C 549300M8ZYFG0OCMTT87 2053-06-20 5.500000 6252368.00 6105375.28 Agency Mortgage-Backed Securities GNII SF CU0911 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 5072157.00 5008151.80 Agency Mortgage-Backed Securities GNII SF CU1035 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 5383359.00 5492538.84 Agency Mortgage-Backed Securities GNII SF CU1041 C 549300M8ZYFG0OCMTT87 2053-06-20 7.000000 1623836.00 1670924.27 Agency Mortgage-Backed Securities GNII SF CU1047 C 549300M8ZYFG0OCMTT87 2053-06-20 6.500000 2109513.00 2135649.72 Agency Mortgage-Backed Securities GNII SF CU1087 C 549300M8ZYFG0OCMTT87 2053-07-20 6.000000 5002276.00 4985099.90 Agency Mortgage-Backed Securities GNII SF CU1074 C 549300M8ZYFG0OCMTT87 2053-07-20 6.500000 5020121.00 5112079.73 Agency Mortgage-Backed Securities GNII SF CT8738 C 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 1055754.00 1072785.19 Agency Mortgage-Backed Securities GNII SF CT8739 C 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 1908157.00 1938597.09 Agency Mortgage-Backed Securities GNII SF CT9669 C 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 1052734.00 1067937.80 Agency Mortgage-Backed Securities GNII SF CU0832 C 549300M8ZYFG0OCMTT87 2053-05-20 5.500000 11109112.00 10801635.74 Agency Mortgage-Backed Securities GNII SF CU0834 C 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 5121818.00 5053047.96 Agency Mortgage-Backed Securities GNII SF CU0117 C 549300M8ZYFG0OCMTT87 2053-06-20 6.000000 6607805.00 6581652.79 Agency Mortgage-Backed Securities GNII SF CT4328 C 549300M8ZYFG0OCMTT87 2053-03-20 6.500000 2134597.00 2158276.12 Agency Mortgage-Backed Securities GNII SF CT6513 C 549300M8ZYFG0OCMTT87 2053-05-20 6.500000 5088330.00 4974656.53 Agency Mortgage-Backed Securities GNII SF CT6543 C 549300M8ZYFG0OCMTT87 2053-05-20 5.500000 8069958.00 7771222.13 Agency Mortgage-Backed Securities GNII SF CT8347 C 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 1760593.00 1775929.47 Agency Mortgage-Backed Securities GNII SF CT8407 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 3207461.00 3130181.58 Agency Mortgage-Backed Securities GNII SF CT8411 C 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 3247469.00 3132351.70 Agency Mortgage-Backed Securities GNII SF CS7816 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 4885225.00 4769300.36 Agency Mortgage-Backed Securities GNII SF CS8326 C 549300M8ZYFG0OCMTT87 2053-01-20 7.000000 1335492.00 1352240.92 Agency Mortgage-Backed Securities GNII SF CS8698 C 549300M8ZYFG0OCMTT87 2053-03-20 6.500000 1155405.00 1178071.84 Agency Mortgage-Backed Securities GNII SF CS8757 C 549300M8ZYFG0OCMTT87 2053-02-20 5.500000 1603886.00 1555373.96 Agency Mortgage-Backed Securities GNII SF CS9357 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 1312563.00 1286311.64 Agency Mortgage-Backed Securities GNII SF CT4326 C 549300M8ZYFG0OCMTT87 2053-03-20 6.500000 1715007.00 1737056.72 Agency Mortgage-Backed Securities GNII SF CS0075 C 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 4885413.00 4865193.18 Agency Mortgage-Backed Securities GNII SF CS0105 C 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 4885403.00 4854271.96 Agency Mortgage-Backed Securities GNII SF CS0135 C 549300M8ZYFG0OCMTT87 2053-02-20 6.000000 4980942.00 4922402.27 Agency Mortgage-Backed Securities GNII SF CS7743 C 549300M8ZYFG0OCMTT87 2053-04-20 6.500000 6098617.00 6112569.94 Agency Mortgage-Backed Securities GNII SF CS7802 C 549300M8ZYFG0OCMTT87 2053-04-20 5.500000 11078703.00 10753340.92 Agency Mortgage-Backed Securities GNII SF CS7788 C 549300M8ZYFG0OCMTT87 2053-04-20 6.000000 6130525.00 5805322.23 Agency Mortgage-Backed Securities GNII SF CR6640 C 549300M8ZYFG0OCMTT87 2052-12-20 5.500000 1181092.00 1073460.32 Agency Mortgage-Backed Securities GNII SF CR7360 C 549300M8ZYFG0OCMTT87 2052-12-20 5.500000 1141024.00 1111871.09 Agency Mortgage-Backed Securities GNII SF CR7367 C 549300M8ZYFG0OCMTT87 2052-12-20 6.000000 1272838.00 1267028.94 Agency Mortgage-Backed Securities GNII SF CR9566 C 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 1051586.00 1011406.71 Agency Mortgage-Backed Securities GNII SF CS0062 C 549300M8ZYFG0OCMTT87 2053-01-20 5.500000 2024607.00 1935427.19 Agency Mortgage-Backed Securities GNII SF CS0054 C 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 2010709.00 2029825.31 Agency Mortgage-Backed Securities GNII SF CQ6377 C 549300M8ZYFG0OCMTT87 2053-01-20 5.500000 1429285.00 1320082.11 Agency Mortgage-Backed Securities GNII SF CQ6413 C 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 1228016.00 1115257.58 Agency Mortgage-Backed Securities GNII SF CQ6442 C 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 2048562.00 2040549.21 Agency Mortgage-Backed Securities GNII SF CQ6506 C 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 4647331.00 4691530.90 Agency Mortgage-Backed Securities GNII SF CR2443 C 549300M8ZYFG0OCMTT87 2053-01-20 6.000000 2081846.00 2076414.85 Agency Mortgage-Backed Securities GNII SF CR6576 C 549300M8ZYFG0OCMTT87 2052-12-20 6.000000 2976368.00 2853885.23 Agency Mortgage-Backed Securities GNII SF AK8796 C 549300M8ZYFG0OCMTT87 2045-12-20 3.750000 1000000.00 552518.51 Agency Mortgage-Backed Securities GNII SF AP4634 C 549300M8ZYFG0OCMTT87 2045-11-20 3.000000 2355739.00 478881.33 Agency Mortgage-Backed Securities GNII SF CQ1279 C 549300M8ZYFG0OCMTT87 2052-10-20 5.500000 2030681.00 1974556.95 Agency Mortgage-Backed Securities GNII SF CQ6361 C 549300M8ZYFG0OCMTT87 2052-12-20 6.500000 3130276.00 3084103.26 Agency Mortgage-Backed Securities GNII SF CQ6339 C 549300M8ZYFG0OCMTT87 2052-12-20 6.000000 1325380.00 1312713.20 Agency Mortgage-Backed Securities GNII SF CQ6366 C 549300M8ZYFG0OCMTT87 2053-01-20 6.500000 2122570.00 2137439.23 Agency Mortgage-Backed Securities GNII SF CJ9731 C 549300M8ZYFG0OCMTT87 2052-01-20 2.500000 851731.00 650985.55 Agency Mortgage-Backed Securities GNII SF CJ9743 C 549300M8ZYFG0OCMTT87 2052-02-20 2.500000 1073682.00 826109.67 Agency Mortgage-Backed Securities GNII SF CK4916 C 549300M8ZYFG0OCMTT87 2052-01-20 3.000000 295000.00 224652.05 Agency Mortgage-Backed Securities GNII SF 003997 M 549300M8ZYFG0OCMTT87 2037-06-20 5.500000 50000.00 789.77 Agency Mortgage-Backed Securities GNII SF 004481 M 549300M8ZYFG0OCMTT87 2024-07-20 5.500000 429327.00 6643.86 Agency Mortgage-Backed Securities GNII SF AY3669 C 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 1073357.00 163383.17 Agency Mortgage-Backed Securities GNII SF CW7146 C 549300M8ZYFG0OCMTT87 2053-09-20 6.000000 3003822.00 3017215.04 Agency Mortgage-Backed Securities GNII SF CW6947 C 549300M8ZYFG0OCMTT87 2053-08-20 6.500000 1633180.00 1681014.21 Agency Mortgage-Backed Securities GNII SF CX1292 C 549300M8ZYFG0OCMTT87 2053-09-20 6.000000 2230926.00 2236730.13 Agency Mortgage-Backed Securities GNII SF CX1296 C 549300M8ZYFG0OCMTT87 2053-09-20 6.000000 3581114.00 3572686.45 Agency Mortgage-Backed Securities GNII SF MA8049 M 549300M8ZYFG0OCMTT87 2052-05-20 6.000000 50000.00 36142.48 Agency Mortgage-Backed Securities GNII SF MA6445 M 549300M8ZYFG0OCMTT87 2035-02-20 2.500000 681536.00 168580.95 Agency Mortgage-Backed Securities GNII SF MA6662 M 549300M8ZYFG0OCMTT87 2050-05-20 6.000000 75000.00 21098.04 Agency Mortgage-Backed Securities GNII SF MA5167 M 549300M8ZYFG0OCMTT87 2033-05-20 4.000000 113898.00 13170.11 Agency Mortgage-Backed Securities GNII SF MA0321 M 549300M8ZYFG0OCMTT87 2042-08-20 5.000000 250000.00 11380.91 Agency Mortgage-Backed Securities GNII SF MA0699 M 549300M8ZYFG0OCMTT87 2042-12-20 3.500000 943000.00 107368.27 Agency Mortgage-Backed Securities GNII SF MA1679 M 549300M8ZYFG0OCMTT87 2044-02-20 4.500000 305558.00 24927.43 Agency Mortgage-Backed Securities GNII SF 004922 M 549300M8ZYFG0OCMTT87 2041-01-20 4.000000 2741538.00 167286.28 Agency Mortgage-Backed Securities GNII SF 736432 C 549300M8ZYFG0OCMTT87 2040-02-20 5.000000 1229943.00 154109.69 Agency Mortgage-Backed Securities GNII SF 759513 C 549300M8ZYFG0OCMTT87 2031-01-20 4.500000 4178620.00 222631.11 Agency Mortgage-Backed Securities GNII SF 004520 M 549300M8ZYFG0OCMTT87 2039-08-20 5.000000 200000000.00 6102988.54 Agency Mortgage-Backed Securities GNII SF 004539 M 549300M8ZYFG0OCMTT87 2039-09-20 4.000000 72829.00 4451.55 Agency Mortgage-Backed Securities GNII SF MA3035 M 549300M8ZYFG0OCMTT87 2045-08-20 4.000000 465000.00 38501.91 Agency Mortgage-Backed Securities GNII SF AD1744 C 549300M8ZYFG0OCMTT87 2043-02-20 3.000000 1087000.00 219189.87 Agency Mortgage-Backed Securities GNII SF BN1511 C 549300M8ZYFG0OCMTT87 2049-05-20 5.500000 517000.00 182750.01 Agency Mortgage-Backed Securities GNII SF BK5991 C 549300M8ZYFG0OCMTT87 2048-12-20 5.000000 80681.00 1458.55 Agency Mortgage-Backed Securities GNII SF BH0100 C 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 4863209.00 818785.65 Agency Mortgage-Backed Securities GNII SF BH0102 C 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 4783437.00 387288.41 Agency Mortgage-Backed Securities GNII SF BH0429 C 549300M8ZYFG0OCMTT87 2048-06-20 5.000000 2629669.00 228452.32 Agency Mortgage-Backed Securities GNII SF MA7372 M 549300M8ZYFG0OCMTT87 2051-05-20 5.000000 5556795.00 2551298.16 Agency Mortgage-Backed Securities GNII SF MA2151 M 549300M8ZYFG0OCMTT87 2044-08-20 5.000000 28992983.00 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Agency Mortgage-Backed Securities FNMS 03.500 CLAS6203 B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 1506141.00 105313.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5629 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 276000.00 40337.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 3054168.00 307758.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7242 B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 580000.00 51555.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5906 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 804109.00 83852.72 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6007 B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 808534.00 88624.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6131 B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 150000.00 26431.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7170 B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 595000.00 57593.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6328 B1V7KEBTPIMZEU4LTD58 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2034-01-01 4.090000 6423105.00 5454049.81 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0757 B1V7KEBTPIMZEU4LTD58 2031-02-01 4.110000 4953334.00 4625684.16 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1675 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.170000 4856489.00 3928119.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0933 B1V7KEBTPIMZEU4LTD58 2038-12-01 4.210000 6899000.00 1078038.89 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0939 B1V7KEBTPIMZEU4LTD58 2036-12-01 4.300000 977000.00 380805.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0407 B1V7KEBTPIMZEU4LTD58 2033-11-01 4.020000 7860000.00 6650134.09 Agency Mortgage-Backed Securities MNMS 04.220 2MBL0435 B1V7KEBTPIMZEU4LTD58 2044-06-01 4.220000 5000000.00 3930269.29 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0466 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.690000 5691000.00 5034144.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0495 B1V7KEBTPIMZEU4LTD58 2028-11-01 3.950000 10000000.00 9432442.22 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0589 B1V7KEBTPIMZEU4LTD58 2029-01-01 4.020000 8592000.00 8117744.51 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0726 B1V7KEBTPIMZEU4LTD58 2032-01-01 4.010000 8400000.00 7703613.87 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0264 B1V7KEBTPIMZEU4LTD58 2028-11-01 3.830000 22162621.00 20799816.81 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0292 B1V7KEBTPIMZEU4LTD58 2031-11-01 3.850000 12731000.00 11568601.70 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0323 B1V7KEBTPIMZEU4LTD58 2048-10-01 4.210000 2300000.00 1872808.22 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0381 B1V7KEBTPIMZEU4LTD58 2028-10-01 3.825000 2343000.00 2172224.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0368 B1V7KEBTPIMZEU4LTD58 2033-10-01 4.030000 1000000.00 887864.57 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0058 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 702000.00 548732.43 Agency Mortgage-Backed Securities MNAR XX.XXX H2BL0062 B1V7KEBTPIMZEU4LTD58 2031-07-01 3.780000 2174000.00 1833437.07 Agency Mortgage-Backed Securities MNAR XX.XXX HY109613 B1V7KEBTPIMZEU4LTD58 2028-09-01 3.560000 2768000.00 2579936.24 Agency Mortgage-Backed Securities MNAR XX.XXX HY109631 B1V7KEBTPIMZEU4LTD58 2030-10-01 3.710000 7400000.00 6695161.51 Agency Mortgage-Backed Securities MNAR XX.XXX HY109729 B1V7KEBTPIMZEU4LTD58 2028-09-01 3.720000 19415917.00 18144025.58 Agency Mortgage-Backed Securities FKAR 04.250 WNWN2338 S6XOOCT0IEG5ABCC6L87 2030-01-01 4.250000 10009000.00 9365236.69 Agency Mortgage-Backed Securities FMAR 420191 G S6XOOCT0IEG5ABCC6L87 2030-06-01 4.602000 4000000.00 2459.84 Agency Mortgage-Backed Securities FMAR 390233 G S6XOOCT0IEG5ABCC6L87 2030-01-01 3.823000 8200000.00 860.05 Agency Mortgage-Backed Securities FMAR 390234 G S6XOOCT0IEG5ABCC6L87 2030-04-01 3.823000 1620000.00 1229.61 Agency Mortgage-Backed Securities FMAR 390236 G S6XOOCT0IEG5ABCC6L87 2030-12-01 3.823000 1000000.00 847.52 Agency Mortgage-Backed Securities FKAR 04.250 WAWA2804 S6XOOCT0IEG5ABCC6L87 2042-09-01 4.250000 3483460.00 3064717.11 Agency Mortgage-Backed Securities FKAR 02.770 WNWN0077 S6XOOCT0IEG5ABCC6L87 2040-03-01 2.770000 26971000.00 18820591.56 Agency Mortgage-Backed Securities FKAR 02.400 WNWN0087 S6XOOCT0IEG5ABCC6L87 2037-11-01 2.400000 5855435.00 4119220.45 Agency Mortgage-Backed Securities FKAR 03.670 WNWN0097 S6XOOCT0IEG5ABCC6L87 2037-05-01 3.670000 4888000.00 4130719.00 Agency Mortgage-Backed Securities FKAR 02.920 WNWN1142 S6XOOCT0IEG5ABCC6L87 2038-01-01 2.920000 9210000.00 6739243.53 Agency Mortgage-Backed Securities FMAR 849266 G S6XOOCT0IEG5ABCC6L87 2043-08-01 6.809000 572000.00 41888.45 Agency Mortgage-Backed Securities FMAR 849336 G S6XOOCT0IEG5ABCC6L87 2034-12-01 4.948000 3000000.00 68651.76 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS4144 B1V7KEBTPIMZEU4LTD58 2032-01-01 2.000000 745000.00 576100.61 Agency Mortgage-Backed Securities MNMS 02.940 MLBS4813 B1V7KEBTPIMZEU4LTD58 2052-03-01 2.940000 2090000.00 1468646.23 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6182 B1V7KEBTPIMZEU4LTD58 2037-08-01 4.320000 2863110.00 2553791.05 Agency Mortgage-Backed Securities MNAR XX.XXX H2BS6099 B1V7KEBTPIMZEU4LTD58 2038-10-01 4.840000 2586766.00 2370029.30 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3265 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.290000 20436000.00 12550567.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3284 B1V7KEBTPIMZEU4LTD58 2038-10-01 2.150000 2598122.00 1688387.56 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3447 B1V7KEBTPIMZEU4LTD58 2041-10-01 2.265000 18400000.00 11263719.47 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3452 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.435000 15733310.00 9294797.27 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3459 B1V7KEBTPIMZEU4LTD58 2051-10-01 2.420000 4250000.00 2785032.36 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5565 B1V7KEBTPIMZEU4LTD58 2040-01-01 2.990000 1668000.00 1169502.45 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL9579 B1V7KEBTPIMZEU4LTD58 2041-02-01 1.980000 2175000.00 1288080.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0152 B1V7KEBTPIMZEU4LTD58 2035-12-01 1.610000 3689000.00 2539593.27 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0391 B1V7KEBTPIMZEU4LTD58 2033-01-01 1.630000 55000.00 41258.13 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2951 B1V7KEBTPIMZEU4LTD58 2034-06-01 3.370000 16355496.00 13928685.68 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL3695 B1V7KEBTPIMZEU4LTD58 2049-08-01 3.460000 2683000.00 1985543.23 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4519 B1V7KEBTPIMZEU4LTD58 2029-12-01 2.640000 549290.00 474351.10 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5134 B1V7KEBTPIMZEU4LTD58 2030-01-01 2.460000 250000.00 212183.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2264 B1V7KEBTPIMZEU4LTD58 2039-04-01 3.610000 136473.00 105427.14 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL2339 B1V7KEBTPIMZEU4LTD58 2034-05-01 3.340000 12812358.00 10980854.20 Agency Mortgage-Backed Securities FMAR 2B1277 G S6XOOCT0IEG5ABCC6L87 2043-03-01 7.042000 1062000.00 43459.23 Agency Mortgage-Backed Securities FMAR 2B1538 G S6XOOCT0IEG5ABCC6L87 2043-07-01 6.881000 376000.00 26736.82 Agency Mortgage-Backed Securities FKAR 04.090 WAWA2229 S6XOOCT0IEG5ABCC6L87 2037-11-01 4.090000 9000.00 7947.28 Agency Mortgage-Backed Securities FMAR 848954 G S6XOOCT0IEG5ABCC6L87 2043-02-01 6.339000 1066000.00 71618.49 Agency Mortgage-Backed Securities FMAR 849128 G S6XOOCT0IEG5ABCC6L87 2043-09-01 7.136000 597000.00 27341.89 Agency Mortgage-Backed Securities FMAR 849154 G S6XOOCT0IEG5ABCC6L87 2043-10-01 6.091000 1301000.00 53077.21 Agency Mortgage-Backed Securities FMAR 849147 G S6XOOCT0IEG5ABCC6L87 2043-10-01 5.769000 899000.00 53162.81 Agency Mortgage-Backed Securities FMAR 849218 G S6XOOCT0IEG5ABCC6L87 2044-01-01 6.016000 1324000.00 99724.65 Agency Mortgage-Backed Securities FMAR 849198 G S6XOOCT0IEG5ABCC6L87 2043-11-01 5.407000 581000.00 42110.51 Agency Mortgage-Backed Securities FMAR 845517 G S6XOOCT0IEG5ABCC6L87 2023-11-15 4.625000 50768390.00 9.61 Agency Mortgage-Backed Securities FMAR 846772 G S6XOOCT0IEG5ABCC6L87 2028-01-01 5.166000 63361120.00 32624.01 Agency Mortgage-Backed Securities FMAR 2B0811 G S6XOOCT0IEG5ABCC6L87 2042-09-01 6.233000 1602000.00 48238.35 Agency Mortgage-Backed Securities FMAR 1G2555 G S6XOOCT0IEG5ABCC6L87 2036-11-01 4.317000 9200000.00 114901.98 Agency Mortgage-Backed Securities FMAR 786402 G S6XOOCT0IEG5ABCC6L87 2027-09-01 4.575000 100000.00 19.84 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9785 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.775000 12000000.00 10655977.33 Agency Mortgage-Backed Securities MNAR XX.XXX HY109407 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.910000 130000.00 117591.88 Agency Mortgage-Backed Securities MNAR XX.XXX HY109466 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.830000 2116000.00 1839708.39 Agency Mortgage-Backed Securities MNAR XX.XXX HY109555 B1V7KEBTPIMZEU4LTD58 2030-09-01 3.850000 8978000.00 8202592.09 Agency Mortgage-Backed Securities FMAR 841085 G S6XOOCT0IEG5ABCC6L87 2047-09-01 5.207000 350000.00 82460.31 Agency Mortgage-Backed Securities FMAR 840188 G S6XOOCT0IEG5ABCC6L87 2049-01-01 4.920000 1656000.00 236875.55 Agency Mortgage-Backed Securities FMAR 841073 G S6XOOCT0IEG5ABCC6L87 2045-09-01 6.835000 2248000.00 397833.66 Agency Mortgage-Backed Securities FMAR 841083 G S6XOOCT0IEG5ABCC6L87 2049-05-01 2.895000 20000000.00 4330156.95 Agency Mortgage-Backed Securities FMAR 841084 G S6XOOCT0IEG5ABCC6L87 2047-08-01 3.951000 109300000.00 23821286.23 Agency Mortgage-Backed Securities FKAR 02.950 WAWA4809 S6XOOCT0IEG5ABCC6L87 2040-01-01 2.950000 788586.00 576122.09 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS8432 B1V7KEBTPIMZEU4LTD58 2028-08-01 4.540000 35746000.00 34810209.44 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS8454 B1V7KEBTPIMZEU4LTD58 2028-07-01 4.280000 24528000.00 23610282.15 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9247 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2095190.67 Agency Mortgage-Backed Securities FMAR 841587 G S6XOOCT0IEG5ABCC6L87 2053-07-01 5.457000 4626776.00 4477877.30 Agency Mortgage-Backed Securities FMAR 841588 G S6XOOCT0IEG5ABCC6L87 2053-07-01 3.954000 30232365.00 27706100.46 Agency Mortgage-Backed Securities FMAR 841589 G S6XOOCT0IEG5ABCC6L87 2053-07-01 3.447000 5000000.00 4752660.92 Agency Mortgage-Backed Securities FMAR 841590 G S6XOOCT0IEG5ABCC6L87 2053-07-01 2.975000 4336092.00 4089183.29 Agency Mortgage-Backed Securities FMAR 841599 G S6XOOCT0IEG5ABCC6L87 2049-06-01 2.920000 16502505.00 16097974.02 Agency Mortgage-Backed Securities FMAR 841600 G S6XOOCT0IEG5ABCC6L87 2052-11-01 3.389000 13783887.00 12254882.95 Agency Mortgage-Backed Securities FMAR 841601 G S6XOOCT0IEG5ABCC6L87 2053-04-01 4.374000 35450321.00 33034352.16 Agency Mortgage-Backed Securities FMAR 841602 G S6XOOCT0IEG5ABCC6L87 2053-04-01 4.584000 46129709.00 43070731.08 Agency Mortgage-Backed Securities FMAR 841582 G S6XOOCT0IEG5ABCC6L87 2053-07-01 4.486000 50000000.00 47447042.79 Agency Mortgage-Backed Securities FMAR 841583 G S6XOOCT0IEG5ABCC6L87 2053-07-01 4.665000 34296371.00 32551707.72 Agency Mortgage-Backed Securities FMAR 841350 G S6XOOCT0IEG5ABCC6L87 2052-02-01 1.946000 103653520.00 79247643.36 Agency Mortgage-Backed Securities FMAR 841568 G S6XOOCT0IEG5ABCC6L87 2053-06-01 4.543000 55946213.00 52014300.88 Agency Mortgage-Backed Securities FMAR 841570 G S6XOOCT0IEG5ABCC6L87 2053-06-01 4.562000 51334153.00 48080940.75 Agency Mortgage-Backed Securities FMAR 841571 G S6XOOCT0IEG5ABCC6L87 2053-06-01 4.552000 55241968.00 50763753.41 Agency Mortgage-Backed Securities FMAR 841562 G S6XOOCT0IEG5ABCC6L87 2053-04-01 4.503000 76420544.00 69976719.23 Agency Mortgage-Backed Securities FMAR 841564 G S6XOOCT0IEG5ABCC6L87 2053-05-01 4.996000 40000000.00 37322665.17 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0122 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.800000 6110000.00 5413182.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0243 B1V7KEBTPIMZEU4LTD58 2033-11-01 3.800000 15259000.00 13613249.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9902 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.810000 3521163.00 2807967.47 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9915 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.790000 11525000.00 10324495.52 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0855 B1V7KEBTPIMZEU4LTD58 2031-01-01 4.150000 1696000.00 1301521.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0870 B1V7KEBTPIMZEU4LTD58 2048-12-01 4.280000 4262037.00 3503434.47 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0019 B1V7KEBTPIMZEU4LTD58 2033-10-01 3.780000 9000000.00 7885566.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0057 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.970000 1125000.00 876401.58 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9883 B1V7KEBTPIMZEU4LTD58 2033-07-01 3.850000 664848.00 595794.52 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9884 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.020000 5770550.00 4561196.60 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9426 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.040000 8750000.00 6998960.69 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9592 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.810000 3260000.00 2901925.95 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 1879259.00 1650580.32 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9931 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.240000 1375000.00 1141238.73 Agency Mortgage-Backed Securities MNAR XX.XXX HY109732 B1V7KEBTPIMZEU4LTD58 2033-09-01 3.780000 3629765.00 3162124.23 Agency Mortgage-Backed Securities MNAR XX.XXX HY109768 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.910000 8000000.00 6464760.89 Agency Mortgage-Backed Securities MNAR XX.XXX HY387929 B1V7KEBTPIMZEU4LTD58 2033-09-01 3.800000 9270000.00 8270291.27 Agency Mortgage-Backed Securities MNAR XX.XXX HY387952 B1V7KEBTPIMZEU4LTD58 2038-09-01 3.880000 4958817.00 4090075.79 Agency Mortgage-Backed Securities MNAR XX.XXX HY387999 B1V7KEBTPIMZEU4LTD58 2030-08-01 3.610000 28319668.00 25629179.97 Agency Mortgage-Backed Securities Freddie Mac S6XOOCT0IEG5ABCC6L87 2033-09-01 3.180000 14000000.00 11004598.82 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2044-03-01 3.830000 38516419.00 29180636.89 Agency Collateralized Mortgage Obligation FKAR 04.320 WNWN0146 S6XOOCT0IEG5ABCC6L87 2038-06-01 4.320000 2574000.00 2287915.34 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS4064 B1V7KEBTPIMZEU4LTD58 2028-12-01 1.580000 250000.00 208973.47 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS0908 B1V7KEBTPIMZEU4LTD58 2026-02-01 1.100000 7423500.00 6377889.11 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3938 B1V7KEBTPIMZEU4LTD58 2029-09-01 2.680000 1246314.00 1089259.05 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5315 B1V7KEBTPIMZEU4LTD58 2032-01-01 2.440000 30200000.00 24583638.89 Agency Mortgage-Backed Securities FMAR 841632 G S6XOOCT0IEG5ABCC6L87 2053-04-01 4.090000 35165254.00 31926428.61 Agency Mortgage-Backed Securities FMAR 841633 G S6XOOCT0IEG5ABCC6L87 2053-03-01 4.750000 33602604.00 31593235.49 Agency Mortgage-Backed Securities FMAR 841634 G S6XOOCT0IEG5ABCC6L87 2053-09-01 5.000000 61934178.00 59285624.81 Agency Mortgage-Backed Securities FMAR 841608 G S6XOOCT0IEG5ABCC6L87 2053-07-01 5.561000 7400000.00 7142128.42 Agency Mortgage-Backed Securities FMAR 841624 G S6XOOCT0IEG5ABCC6L87 2050-02-01 3.032000 20544399.00 19167492.30 Agency Mortgage-Backed Securities FMAR 841625 G S6XOOCT0IEG5ABCC6L87 2050-02-01 3.032000 17244400.00 16088662.29 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS9154 B1V7KEBTPIMZEU4LTD58 2033-09-01 4.580000 13440000.00 12754858.67 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS6914 B1V7KEBTPIMZEU4LTD58 2032-11-01 4.440000 7135000.00 6717198.18 Agency Mortgage-Backed Securities FMAR 1G1642 G S6XOOCT0IEG5ABCC6L87 2037-04-01 4.070000 12000000.00 2454.74 Agency Mortgage-Backed Securities FMAR 840189 G 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B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 1180984.00 1125142.12 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8568 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 2981756.00 2914123.10 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6960 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.500000 1240598.00 1268722.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7360 B1V7KEBTPIMZEU4LTD58 2053-08-01 5.500000 1212350.00 1177830.85 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4012 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.500000 1271594.00 1187082.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBY5349 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 10132640.00 9578344.61 Agency Mortgage-Backed Securities GNII ET CS4885 C 549300M8ZYFG0OCMTT87 2063-01-20 6.500000 35823.00 36000.63 Agency Mortgage-Backed Securities GNII ET CS5123 C 549300M8ZYFG0OCMTT87 2061-09-20 3.500000 389155.00 325247.08 Agency Mortgage-Backed Securities GNII ET CS5813 C 549300M8ZYFG0OCMTT87 2062-11-20 5.000000 713106.00 665958.00 Agency 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FEPC 02.000 CIRC2100 S6XOOCT0IEG5ABCC6L87 2036-07-01 2.000000 24343.00 16174.81 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2197 S6XOOCT0IEG5ABCC6L87 2036-08-01 2.000000 24186.00 16363.26 Agency Mortgage-Backed Securities FEPC 01.500 CNRD0016 S6XOOCT0IEG5ABCC6L87 2031-12-01 1.500000 296784.00 184285.47 Agency Mortgage-Backed Securities GNII JM MA7358 M 549300M8ZYFG0OCMTT87 2051-05-20 2.000000 28669000.00 17900963.13 Agency Mortgage-Backed Securities FEPC 01.500 3PRE6085 S6XOOCT0IEG5ABCC6L87 2051-02-01 1.500000 3000000.00 1766953.97 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7405 S6XOOCT0IEG5ABCC6L87 2052-05-01 4.500000 9836304.00 8874294.61 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8631 S6XOOCT0IEG5ABCC6L87 2053-01-01 6.500000 8458608.00 8225865.58 Agency Mortgage-Backed Securities FEPC 06.000 CTRB5240 S6XOOCT0IEG5ABCC6L87 2043-06-01 6.000000 484938.00 446621.53 Agency Mortgage-Backed Securities GNII ET CQ7630 C 549300M8ZYFG0OCMTT87 2062-10-20 3.000000 166262.00 131810.40 Agency Mortgage-Backed Securities GNII ET CQ8542 C 549300M8ZYFG0OCMTT87 2063-05-20 2.500000 163087.00 125247.90 Agency Mortgage-Backed Securities GNII ET CQ6534 C 549300M8ZYFG0OCMTT87 2063-01-20 7.000000 8233152.00 6924933.09 Agency Mortgage-Backed Securities GNII RG CQ7586 C 549300M8ZYFG0OCMTT87 2046-10-20 3.500000 1792952.00 1551971.07 Agency Mortgage-Backed Securities GNII ET CQ5840 C 549300M8ZYFG0OCMTT87 2060-06-20 3.500000 191462.00 160953.56 Agency Mortgage-Backed Securities GNII ET CQ5867 C 549300M8ZYFG0OCMTT87 2062-11-20 3.000000 143831.00 113886.54 Agency Mortgage-Backed Securities GNII RG CQ7181 C 549300M8ZYFG0OCMTT87 2050-06-20 4.000000 1464158.00 1297086.59 Agency Mortgage-Backed Securities GNII RG CQ3457 C 549300M8ZYFG0OCMTT87 2047-03-20 3.500000 2688784.00 1993729.44 Agency Mortgage-Backed Securities GNII SF CQ4409 C 549300M8ZYFG0OCMTT87 2052-10-20 4.500000 1280882.00 1148013.32 Agency Mortgage-Backed Securities GNII ET CQ3824 C 549300M8ZYFG0OCMTT87 2055-07-20 3.000000 79693.00 63173.48 Agency Mortgage-Backed Securities GNII ET CQ3943 C 549300M8ZYFG0OCMTT87 2062-08-20 5.500000 1015332.00 972031.89 Agency Mortgage-Backed Securities GNII ET CQ4202 C 549300M8ZYFG0OCMTT87 2062-10-20 4.500000 76645.00 67686.04 Agency Mortgage-Backed Securities GNII ET CQ3374 C 549300M8ZYFG0OCMTT87 2062-10-20 4.000000 702817.00 612179.43 Agency Mortgage-Backed Securities GNII SF CW0956 C 549300M8ZYFG0OCMTT87 2053-07-20 5.000000 2446556.00 2292137.54 Agency Mortgage-Backed Securities GNII ET CW2070 C 549300M8ZYFG0OCMTT87 2063-06-20 4.000000 169176.00 147509.28 Agency Mortgage-Backed Securities GNII ET CV9959 C 549300M8ZYFG0OCMTT87 2063-03-20 6.000000 124523.00 123123.86 Agency Mortgage-Backed Securities GNII SF CV9812 C 549300M8ZYFG0OCMTT87 2053-06-20 5.000000 5696780.00 5423733.05 Agency Mortgage-Backed Securities GNII SF CV9708 C 549300M8ZYFG0OCMTT87 2053-06-20 5.500000 1331018.00 1297544.77 Agency Mortgage-Backed Securities GNII SF CV8047 C 549300M8ZYFG0OCMTT87 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