Holding |
Coupon Rate |
Maturity Date |
Face Amount |
Market Value |
|---|
| Federal National Mortgage Assn. | 5.000% | 04/11/2024-11/01/2053 |
$664,706,482 | $649,192,108 |
| United States Treasury Note/Bond | 4.000% | 01/31/2029 |
$589,006,500 | $583,024,403 |
| United States Treasury Note/Bond | 4.250% | 02/28/2029 |
$535,819,500 | $536,572,996 |
| United States Treasury Note/Bond | 4.000% | 02/15/2034 |
$474,153,300 | $466,300,136 |
| United States Treasury Note/Bond | 4.125% | 02/15/2027 |
$363,131,100 | $360,067,181 |
| United States Treasury Note/Bond | 5.000% | 09/30/2025 |
$315,334,000 | $316,073,064 |
| Federal National Mortgage Assn. | 5.500% | 04/11/2024-08/01/2053 |
$295,417,523 | $294,152,348 |
| United States Treasury Note/Bond | 4.250% | 02/15/2054 |
$233,897,600 | $230,023,671 |
| United States Treasury Note/Bond | 2.500% | 03/31/2027 |
$231,318,000 | $218,993,088 |
| United States Treasury Note/Bond | 3.125% | 08/15/2025 |
$221,950,000 | $216,852,086 |
| United States Treasury Note/Bond | 4.375% | 08/15/2026 |
$218,280,000 | $217,427,344 |
| United States Treasury Note/Bond | 0.375% | 01/31/2026 |
$216,635,000 | $200,285,827 |
| United States Treasury Note/Bond | 2.000% | 11/15/2041 |
$213,276,200 | $149,559,935 |
| HSBC TRIPARTY MTGE | 5.330% | 04/01/2024 | $211,300,000 |
$211,300,000 |
| Comcast Corp. | 2.937% | 11/01/2056 | $210,578,000 |
$132,547,311 |
| Illinois GO | 5.100% | 06/01/2033 | $205,260,000 |
$203,765,974 |
| United States Treasury Note/Bond | 3.375% | 08/15/2042 |
$198,343,400 | $171,319,112 |
| WELLS FARGO TRIPARTY MTGE | 5.340% | 04/01/2024 | $190,500,000 |
$190,500,000 |
| United States Treasury Note/Bond | 4.625% | 11/15/2026 |
$190,000,000 | $190,623,438 |
| United States Treasury Note/Bond | 3.875% | 05/15/2043 |
$178,025,600 | $164,339,882 |
| United States Treasury Note/Bond | 4.125% | 10/31/2027 |
$177,330,000 | $175,916,902 |
| JPMorgan Chase & Co. | 3.964% | 11/15/2048 | $170,535,000 |
$139,444,048 |
| United States Treasury Note/Bond | 4.375% | 08/31/2028 |
$166,259,500 | $166,934,929 |
| United States Treasury Note/Bond | 3.750% | 12/31/2028 |
$165,803,500 | $162,280,176 |
| HSBC TRIPARTY TREAS | 5.320% | 04/01/2024 | $162,700,000 |
$162,700,000 |
| United States Treasury Note/Bond | 4.125% | 07/31/2028 |
$162,089,000 | $161,126,597 |
| United States Treasury Note/Bond | 4.625% | 09/30/2028 |
$159,623,000 | $161,917,581 |
| United States Treasury Note/Bond | 4.500% | 02/15/2044 |
$159,052,400 | $159,971,922 |
| International Business Machines Corp. | 3.300% | 05/15/2026 |
$155,985,000 | $150,483,191 |
| United States Treasury Note/Bond | 5.000% | 08/31/2025 |
$155,000,000 | $155,314,844 |
| United States Treasury Note/Bond | 4.375% | 08/15/2043 |
$149,291,400 | $147,565,218 |
| United States Treasury Note/Bond | 2.750% | 07/31/2027 |
$147,626,000 | $140,198,567 |
| Freddie Mac Pool | 5.000% | 06/01/2053 | $147,540,342 |
$144,123,197 |
| RBC TRIPARTY MTGE | 5.320% | 04/01/2024 | $146,700,000 |
$146,700,000 |
| Freddie Mac Pool | 5.500% | 05/01/2053 | $137,268,388 |
$136,641,771 |
| United States Treasury Note/Bond | 2.750% | 04/30/2027 |
$136,291,000 | $129,795,882 |
| BOA-MTG TRIPARTY REPO | 5.330% | 04/01/2024 | $127,500,000 |
$127,500,000 |
| New Economy Assets Phase 1 Sponsor LLC | 1.910% | 10/20/2061 |
$125,560,000 | $109,957,990 |
| United States Treasury Note/Bond | 0.250% | 08/31/2025 |
$125,010,000 | $117,196,875 |
| Microsoft Corp. | 2.525% | 06/01/2050 | $122,844,000 |
$80,853,206 |
| CITI TREAS TRI-PARTY | 5.320% | 04/01/2024 | $120,900,000 |
$120,900,000 |
| United States Treasury Note/Bond | 0.750% | 08/31/2026 |
$120,380,000 | $110,034,844 |
| Bank of America Corp. | 3.974% | 02/07/2030 | $120,185,000 |
$113,889,241 |
| United States Treasury Note/Bond | 4.000% | 02/15/2026 |
$120,000,000 | $118,500,000 |
| Microsoft Corp. | 2.921% | 03/17/2052 | $119,367,000 |
$84,363,499 |
| Wells Fargo & Co. | 4.897% | 07/25/2033 | $117,741,000 |
$113,349,002 |
| United States Treasury Note/Bond | 4.250% | 01/31/2026 |
$115,000,000 | $114,101,563 |
| United States Treasury Note/Bond | 4.000% | 11/15/2042 |
$110,357,000 | $103,942,499 |
| DEUTSCHE TRIPARTY MTGE | 5.320% | 04/01/2024 | $110,300,000 |
$110,300,000 |
| United States Treasury Note/Bond | 4.625% | 02/28/2026 |
$110,000,000 | $109,914,063 |
|
