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coupon-paying notes) Y 2026-03-02 2026-07-23 2026-07-23 N N N 0.0374 69008084.04 69008084.04 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130B5Z76 2549001DPIFGXC1TOL40 US3130B5Z761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-23 2026-10-23 N N N 0.0369 103065430.75 103065430.75 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.785000% 3130B5ZT8 2549001DPIFGXC1TOL40 US3130B5ZT81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-01-25 2027-01-25 N N N 0.0375 102049431.24 102049431.24 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.840000% 3130B62H8 2549001DPIFGXC1TOL40 US3130B62H85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-04-28 2027-04-28 N N N 0.0380 102008169.18 102008169.18 0.0039 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.850000% 3130B7R48 2549001DPIFGXC1TOL40 US3130B7R483 U.S. 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Home Loan Banks 3.820000% 3130B8N99 2549001DPIFGXC1TOL40 US3130B8N993 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-11-19 2027-11-19 N N N 0.0384 79995342.40 79995342.40 0.0030 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130B8SS2 2549001DPIFGXC1TOL40 US3130B8SS21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-05-04 2026-05-04 N N N 0.0369 99999550.00 99999550.00 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130B8TA0 2549001DPIFGXC1TOL40 US3130B8TA04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-04 2026-09-04 N N N 0.0371 99998614.00 99998614.00 0.0038 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.800000% 3130B8U67 2549001DPIFGXC1TOL40 US3130B8U675 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-12-08 2027-12-08 N N N 0.0382 69996533.60 69996533.60 0.0027 N N N N 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139080930.78 139080930.78 0.0053 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-17 2026-07-17 2026-07-17 N N N 0.0353 511885376.73 511885376.73 0.0195 N N N N Federal Home Loan Banks Federal Home Loan Banks 313385ZR0 2549001DPIFGXC1TOL40 US313385ZR02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-07-22 2026-07-22 2026-07-22 N N N 0.0353 134069082.88 134069082.88 0.0051 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERKS9 254900C5LP6DN9OP9V83 US3133ERKS94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-07-10 2026-07-10 N N N 0.0370 100037457.00 100037457.00 0.0038 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-03-01 2027-03-01 N N N 0.0373 61497344.43 61497344.43 0.0023 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ET3Q8 254900C5LP6DN9OP9V83 US3133ET3Q84 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-09-10 2026-09-10 N N N 0.0371 139997834.20 139997834.20 0.0053 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET3R6 254900C5LP6DN9OP9V83 US3133ET3R67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-12-08 2026-12-08 N N N 0.0372 131997730.92 131997730.92 0.0050 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.805000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-01 2027-10-01 N N N 0.0376 63057527.19 63057527.19 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.795000% 3133ETDD6 254900C5LP6DN9OP9V83 US3133ETDD64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-04-16 2027-04-16 N N N 0.0382 63994057.60 63994057.60 0.0024 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ETDK0 254900C5LP6DN9OP9V83 US3133ETDK08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-08-17 2026-08-17 N N N 0.0375 28003382.12 28003382.12 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ETEA1 254900C5LP6DN9OP9V83 US3133ETEA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-10-21 2026-10-21 N N N 0.0376 69002350.14 69002350.14 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133ETEG8 254900C5LP6DN9OP9V83 US3133ETEG86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-04-23 2027-04-23 N N N 0.0373 68069151.92 68069151.92 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ETEL7 254900C5LP6DN9OP9V83 US3133ETEL71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-04-28 2026-04-28 N N N 0.0371 80003876.00 80003876.00 0.0030 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETER4 254900C5LP6DN9OP9V83 US3133ETER42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-01-28 2027-01-28 N N N 0.0382 94995461.85 94995461.85 0.0036 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-10-22 2027-10-22 N N N 0.0379 22010331.20 22010331.20 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-08-27 2027-08-27 N N N 0.0381 78993802.45 78993802.45 0.0030 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETQ67 254900C5LP6DN9OP9V83 US3133ETQ678 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-04-30 2026-04-30 N N N 0.0371 126997414.28 126997414.28 0.0048 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-11-26 2027-11-26 N N N 0.0381 66995866.10 66995866.10 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWAD2 254900C5LP6DN9OP9V83 US3133EWAD21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2026-12-15 2026-12-15 N N N 0.0371 190999587.44 190999587.44 0.0073 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWAG5 254900C5LP6DN9OP9V83 US3133EWAG51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-06-16 2027-06-16 N N N 0.0374 83999589.24 83999589.24 0.0032 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2028-02-17 2028-02-17 N N N 0.0378 80998812.54 80998812.54 0.0031 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.765000% 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2028-02-25 2028-02-25 N N N 0.0378 78999860.96 78999860.96 0.0030 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWER7 254900C5LP6DN9OP9V83 US3133EWER70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-02-24 2027-02-24 N N N 0.0372 131999662.08 131999662.08 0.0050 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2028-02-23 2028-02-23 N N N 0.0377 78999761.42 78999761.42 0.0030 N N N N Federal National Mortgage Assoc. Federal National Mortgage Assoc. 3.750000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-03-02 2027-12-22 2027-12-22 N N N 0.0376 43005045.62 43005045.62 0.0016 N N N N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 3.670000% 45599P007 ZBUT11V806EZRVTWT807 0001325347 45599P007_3.67_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 254900HROIFWPRGM1V77 3138EMFS5 2038-09-01 6.513000 0.00 5438320.00 11842.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ENEW5 2038-05-01 6.423000 0.00 200000.00 12757.81 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EP2Y9 2036-09-01 6.214000 0.00 8000000.00 622672.37 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EQHK1 2044-07-01 6.482000 0.00 2300000.00 78981.25 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EQSV5 2045-12-01 6.095000 0.00 340000.00 8084.25 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ERSZ4 2046-11-01 6.145000 0.00 882000.00 29120.89 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ETNZ5 2035-07-01 3.000000 0.00 2363032.00 297343.23 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ETQZ2 2040-03-01 5.500000 0.00 4000000.00 539285.76 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ETWN2 2046-07-01 6.378000 0.00 120000.00 5834.09 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138L04H1 2031-03-01 5.120000 0.00 1400000.00 1139234.50 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138L8D35 2026-11-01 3.120000 0.00 1000000.00 840336.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QGSG3 2051-01-01 3.000000 0.00 8000000.00 4117860.26 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QHP82 2036-03-01 2.500000 0.00 25206440.00 10713497.14 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QNV33 2052-04-01 3.500000 0.00 600000.00 425527.60 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31281BW71 2049-01-01 3.000000 0.00 1564396.00 216961.93 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31281BWC0 2042-06-01 3.500000 0.00 801000.00 119966.93 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31282CM79 2033-05-01 3.000000 0.00 1013000.00 106596.02 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31283NAY8 2032-11-01 6.500000 0.00 3000000.00 6491.28 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31286RDK3 2027-08-01 3.000000 0.00 1200000.00 22549.55 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31288QFR6 2048-11-01 3.008000 0.00 200000.00 36594.90 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31288QJV3 2047-11-01 6.271000 0.00 89000.00 15312.97 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31288QTL4 2041-07-01 6.430000 0.00 1191100.00 467259.05 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128HLA35 2032-10-01 6.473000 0.00 35356672.00 11819.12 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128JQD70 2040-06-01 6.586000 0.00 10559728.00 240830.17 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128JRJS6 2035-12-01 5.972000 0.00 18000000.00 171067.17 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128LLWZ5 2042-08-01 6.482000 0.00 19818208.00 521610.53 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128LXBF6 2035-07-01 5.000000 0.00 39950000.00 314208.69 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128M9PX4 2038-10-01 6.000000 0.00 1755584.00 79024.31 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128M9QE5 2041-09-01 4.500000 0.00 24681408.00 3217792.85 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128ME4T5 2032-01-01 2.500000 0.00 13300000.00 2193799.78 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128MJHL7 2037-11-01 7.000000 0.00 84138880.00 235416.47 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128MJYT1 2046-09-01 3.000000 0.00 109578000.00 16952013.36 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128MMZB2 2034-06-01 3.500000 0.00 477000.00 40394.67 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128NFHW0 2037-02-01 5.540000 0.00 13458280.00 127577.03 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128Q2HG1 2035-09-01 6.375000 0.00 225435392.00 1291523.19 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128Q2HK2 2035-10-01 6.174000 0.00 118954624.00 998270.25 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128Q2KB8 2035-12-01 5.951000 0.00 10295000.00 26875.74 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128QJLG9 2036-10-01 6.879000 0.00 2000000.00 8806.43 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128S5TA2 2040-07-01 6.610000 0.00 12491328.00 122068.70 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128S6DM1 2040-07-01 6.230000 0.00 1657174.00 868470.18 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3129445K3 2041-01-01 4.500000 0.00 25092720.00 2371124.81 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31295NUG1 2032-07-01 6.250000 0.00 2190000.00 6784.16 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31300MNY5 2037-09-01 6.256000 0.00 800000.00 48654.51 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31322Y4U2 2045-10-01 3.000000 0.00 3221336.00 383949.34 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31323AAK8 2047-01-01 3.000000 0.00 9994200.00 1100069.22 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31323AEQ1 2049-05-01 4.000000 0.00 5500000.00 532575.85 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31326J5C0 2045-07-01 6.273000 0.00 927000.00 45203.64 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31326JXZ8 2045-06-01 6.255000 0.00 140000.00 11567.04 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132G7BC8 2032-09-01 4.000000 0.00 499000.00 21452.95 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132GF3D7 2041-08-01 4.000000 0.00 9208448.00 592639.10 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132GSH28 2042-04-01 4.000000 0.00 1285642.00 161161.44 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132H7BD5 2042-11-01 3.500000 0.00 6307776.00 668281.05 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132JBHK2 2043-06-01 4.000000 0.00 9488080.00 1743327.17 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132JCD65 2042-05-01 4.000000 0.00 2205160.00 632517.98 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132JHPG9 2030-05-01 2.500000 0.00 1051478.00 141090.65 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132JHS76 2031-10-01 2.500000 0.00 1405816.00 292621.90 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132JHTC4 2031-10-01 3.000000 0.00 1160084.00 123930.65 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132LKA83 2030-06-01 3.000000 0.00 613048.00 41041.93 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132LVVC7 2045-04-15 4.000000 0.00 4038576.00 3237984.99 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132MQJS6 2046-04-01 4.000000 0.00 1661906.00 272660.31 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132MQKU9 2046-05-01 3.000000 0.00 2040000.00 766481.97 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132VNQS5 2049-03-01 4.000000 0.00 15833280.00 3006398.83 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132WKPD4 2047-01-01 3.000000 0.00 3000000.00 967075.20 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132WNEX6 2047-05-01 4.000000 0.00 32608000.00 8377206.69 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132XECP4 2040-03-01 2.770000 0.00 9175000.00 7471941.60 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132XEEN7 2038-07-01 4.890000 0.00 418000.00 430053.73 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3132XXGT0 2048-03-01 3.500000 0.00 45000.00 12249.50 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31335AR34 2046-04-01 3.500000 0.00 425000.00 75073.94 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31335BA71 2047-04-01 3.000000 0.00 1350000.00 354561.83 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31335BTF3 2040-04-01 6.000000 0.00 1550000.00 412703.41 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31335PNC5 2039-07-25 6.500000 0.00 5121768.00 296629.67 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31336CMM2 2035-01-01 6.234000 0.00 780000.00 5981.34 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31347AMA9 2046-07-01 6.508000 0.00 181000.00 6284.35 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31348UKA6 2028-08-01 4.552000 0.00 23322623.00 9069.48 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31349UJL3 2035-01-01 5.875000 0.00 7950000.00 73676.65 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31362QGE3 2028-11-01 4.177000 0.00 40796159.00 5336.48 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31381TQQ6 2027-01-01 3.950000 0.00 1400000.00 1027817.46 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31381TUV0 2027-01-01 3.880000 0.00 3181876.00 2558742.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31386UJJ2 2030-06-01 4.650000 0.00 32546815.00 11229.16 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ASNS7 2041-10-01 6.328000 0.00 8400000.00 34048.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EGTR5 2037-03-01 7.000000 0.00 214999.00 8361.46 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QPAB3 2052-05-01 3.500000 0.00 510000.00 369664.29 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QRYK3 2053-04-01 7.000000 0.00 1538028.00 1293504.21 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTAT6 2053-09-01 4.500000 0.00 3015140.00 2580513.23 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTEF2 2053-10-01 5.500000 0.00 1029176.00 855932.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTGS2 2053-10-01 6.000000 0.00 6360096.00 5326859.48 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTLV9 2053-11-01 6.000000 0.00 2293300.00 2325747.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTLX5 2053-11-01 6.500000 0.00 5995440.00 5449083.38 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTW54 2054-01-01 6.500000 0.00 795000.00 391124.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTX38 2054-01-01 6.500000 0.00 1095910.00 1127808.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U0UG0 2055-12-01 5.527000 0.00 3286832.00 3350165.66 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U0W29 2056-02-01 5.000000 0.00 2914608.00 2941339.24 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U1AC9 2055-12-01 4.749000 0.00 10126220.00 10301904.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U1AF2 2055-12-01 4.801000 0.00 10259488.00 10409181.92 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U1N27 2056-01-01 6.500000 0.00 1005656.00 1053490.15 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U1S30 2056-01-01 5.000000 0.00 10527408.00 10677484.34 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U33Z2 2056-01-01 6.000000 0.00 18430208.00 18986621.08 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U3CE9 2056-01-01 5.000000 0.00 1969180.00 2006363.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U4AW9 2056-01-01 5.000000 0.00 5268904.00 5351869.01 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U4DH9 2041-01-01 5.500000 0.00 1168750.00 1200658.51 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U4SK6 2056-02-01 4.289000 0.00 3082100.00 3092401.79 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U53U8 2041-03-01 5.500000 0.00 2626690.00 2713576.23 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U5F92 2056-02-01 5.000000 0.00 10345232.00 10475365.82 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U5FY7 2056-02-01 5.500000 0.00 30753120.00 31374555.12 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U5ZA7 2056-02-01 4.500000 0.00 1287720.00 1277401.50 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U6BV5 2056-02-01 5.016000 0.00 14809520.00 15164899.12 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U6K94 2056-03-01 5.500000 0.00 4785240.00 4923233.03 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U7HD7 2056-03-01 5.000000 0.00 27226440.00 27500912.76 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U7HN5 2056-03-01 5.000000 0.00 10501552.00 10611021.34 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140U7SW3 2056-03-01 5.409000 0.00 10745856.00 11018397.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W0UE3 2055-02-01 5.500000 0.00 55000.00 51950.69 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W4Z91 2056-01-01 5.500000 0.00 50075584.00 51153202.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140X3BP2 2034-12-01 3.000000 0.00 14277344.00 4032930.68 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140X5RZ8 2049-12-01 5.000000 0.00 26105376.00 3790079.93 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XCMV7 2036-09-01 2.500000 0.00 4405192.00 2279310.74 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XDJJ6 2041-10-01 2.000000 0.00 1000000.00 606562.78 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XDK88 2036-11-01 2.000000 0.00 332000.00 176583.19 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFHS3 2052-01-01 3.000000 0.00 100000.00 60517.41 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFTF8 2052-02-01 2.500000 0.00 200000.00 132877.54 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XHB71 2037-05-01 3.000000 0.00 181132.00 103240.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XJD67 2051-12-01 2.500000 0.00 203285.00 148047.79 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XJT60 2037-09-01 3.000000 0.00 4995832.00 3471657.85 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XJVP5 2052-11-01 4.500000 0.00 510000.00 392867.78 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XMGG5 2037-08-01 1.500000 0.00 4422568.00 3058248.56 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XQM87 2040-05-01 6.500000 0.00 1591798.00 1205342.45 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XRAV7 2054-09-01 6.000000 0.00 395000.00 350819.89 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Y6B33 2054-12-01 6.000000 0.00 4139352.00 3142424.52 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Y6KB5 2055-04-01 6.500000 0.00 8893000.00 7422337.85 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Y7PR3 2040-10-01 6.000000 0.00 9381328.00 9345884.95 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140YWNR0 2054-01-01 7.000000 0.00 2574616.00 916499.18 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31410D4A5 2036-08-01 6.674000 0.00 29703200.00 88401.57 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31410G4S9 2038-03-01 5.500000 0.00 137786112.00 1647700.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31410KHH0 2038-04-01 5.500000 0.00 361529856.00 2297328.15 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31410VZR4 2037-03-01 5.000000 0.00 1406274.00 115852.26 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31411JKZ8 2037-02-01 5.881000 0.00 6000000.00 8973.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31414EVP6 2038-06-01 6.745000 0.00 2279952.00 71092.00 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31416CCA2 2038-04-01 7.500000 0.00 600000.00 14440.88 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31417GFQ4 2043-05-01 3.000000 0.00 134775.00 27313.78 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418D6J6 2036-10-01 3.000000 0.00 447537.00 225942.44 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418DD66 2049-07-01 3.000000 0.00 600000.00 42790.82 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418ED72 2052-06-01 3.500000 0.00 9410976.00 6926219.28 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418ET67 2053-07-01 5.500000 0.00 500000.00 385203.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418FME4 2055-07-01 3.500000 0.00 19000.00 17198.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418FP68 2055-09-01 7.500000 0.00 81076.00 64765.06 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418MS52 2038-09-01 5.500000 0.00 286870016.00 4606837.43 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418QWD1 2040-04-01 6.000000 0.00 419927.00 15705.35 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31419AVH7 2038-11-01 6.000000 0.00 1012596.00 20358.57 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140JBCG9 2042-07-01 6.358000 0.00 1680000.00 465100.82 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140JCWC4 2055-08-01 5.499000 0.00 47990656.00 44343814.85 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140KED21 2050-06-01 2.484000 0.00 2500000.00 631875.75 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140KEG44 2050-07-01 2.282000 0.00 2000000.00 799902.50 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140KSS32 2051-11-01 2.000000 0.00 699549.00 478746.28 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140L6CG7 2036-04-01 2.000000 0.00 2710000.00 1386064.02 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140LDW70 2041-10-01 2.310000 0.00 4854000.00 3636074.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140LDZM4 2041-10-01 2.265000 0.00 3525000.00 2624051.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140LXFJ9 2052-08-01 4.094000 0.00 65000.00 44230.25 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140LXJV8 2052-09-01 3.946000 0.00 140000.00 93753.01 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MFDH3 2055-08-01 6.000000 0.00 23906112.00 23001697.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MK7K2 2055-08-01 5.580000 0.00 2333096.00 2401638.49 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MLHS2 2056-01-01 5.500000 0.00 14793968.00 15202785.97 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MMX37 2052-08-01 4.258000 0.00 100000.00 69852.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MTXP3 2056-02-01 5.000000 0.00 6307528.00 6442207.04 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MTZB2 2056-02-01 5.000000 0.00 34744832.00 35193461.13 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MYAK8 2052-08-01 5.000000 0.00 151316.00 103101.44 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140NPGX2 2039-01-01 6.000000 0.00 1507992.00 801289.24 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140NUAR0 2033-12-01 5.370000 0.00 62756400.00 67714050.99 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140NW2Q7 2029-12-01 4.300000 0.00 42294999.00 43119817.29 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140NYVE8 2030-07-01 4.800000 0.00 474500.00 493956.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q1GX2 2030-12-01 4.430000 0.00 15350000.00 15625124.87 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q7YK7 2047-11-01 4.500000 0.00 1073000.00 187201.88 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138L9L67 2045-05-01 3.450000 0.00 1700000.00 1448185.46 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138L9PQ9 2027-04-01 3.240000 0.00 882760.00 699961.73 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LDER0 2026-03-25 2.780000 0.00 400000.00 399727.11 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LJ7J3 2032-08-01 3.550000 0.00 302000.00 295239.09 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LLKJ3 2027-12-01 3.110000 0.00 1000000.00 990715.11 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LLM36 2027-12-01 3.190000 0.00 1100000.00 933662.37 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LLNZ4 2027-12-01 2.870000 0.00 2000000.00 1867618.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LLZ65 2028-01-01 3.070000 0.00 5000000.00 4679039.45 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LMP49 2028-03-01 4.104000 0.00 35714900.00 33877864.44 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LMSA2 2028-03-01 3.290000 0.00 700000.00 697273.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LNL74 2033-07-01 3.970000 0.00 1122858.00 1115243.03 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LNNV9 2033-07-01 3.750000 0.00 35960192.00 26884238.12 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138LPBB1 2048-08-01 4.280000 0.00 52000.00 46260.75 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138MQVC4 2043-01-01 5.912000 0.00 40195968.00 617656.41 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138WMKE0 2043-03-01 3.000000 0.00 89926.00 14822.96 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138WXWV5 2043-06-01 6.280000 0.00 49858880.00 718834.05 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138X0Y69 2043-07-01 3.000000 0.00 1525000.00 227606.95 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138Y7VP4 2044-10-01 4.500000 0.00 66000.00 8100.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31391VB69 2032-09-01 6.724000 0.00 9868816.00 134096.28 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 313929RM5 2031-10-01 8.000000 0.00 36566144.00 167163.81 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31401B4R3 2033-05-01 6.547000 0.00 3145000.00 11075.62 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31402LPB2 2043-06-01 5.171000 0.00 2600000.00 12868.69 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31402QX55 2035-01-01 6.171000 0.00 76463488.00 480962.94 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31402U2Q4 2033-07-01 5.000000 0.00 1904672.00 73132.89 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31403DV22 2036-09-01 6.000000 0.00 333998000.00 1518474.64 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31404H4B2 2034-02-01 6.625000 0.00 4199988.00 5846.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31406C6V5 2033-08-01 4.585000 0.00 7000000.00 110776.62 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31406TLS8 2035-04-01 6.845000 0.00 8000000.00 16534.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31409EH38 2036-04-01 6.159000 0.00 5750000.00 77461.84 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A1HK6 2053-10-01 6.500000 0.00 2300596.00 970352.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A1VN4 2053-10-01 6.000000 0.00 7248776.00 5023321.11 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A1VQ7 2053-10-01 6.000000 0.00 200611.00 146620.85 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A4H79 2053-12-01 6.500000 0.00 435932.00 138737.72 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A93S7 2054-04-01 5.000000 0.00 436744.00 331734.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A9FM7 2054-03-01 4.500000 0.00 1420364.00 1171225.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AFAW6 2044-06-01 5.500000 0.00 1000836.00 778990.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AGUC6 2054-06-01 6.000000 0.00 1415160.00 1030800.95 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AJT24 2054-08-01 6.294000 0.00 18042976.00 11788387.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AK2B0 2054-08-01 7.500000 0.00 1111836.00 591521.47 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140ANYK9 2054-10-01 5.500000 0.00 1422002.00 1088959.19 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140APY24 2054-09-01 6.000000 0.00 2123390.00 2184607.05 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AQRA2 2054-10-01 6.500000 0.00 1323386.00 872659.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140ASEN4 2054-09-01 7.000000 0.00 1056640.00 1123889.53 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AUZF3 2054-12-01 4.500000 0.00 3610088.00 3532798.68 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AWEK1 2054-12-01 5.000000 0.00 4932264.00 4661024.97 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AXYW1 2055-01-01 4.500000 0.00 1904038.00 1858018.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140B4TY6 2055-04-01 6.000000 0.00 5991944.00 4718364.23 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140B9KY4 2055-05-01 7.000000 0.00 2011750.00 2167395.49 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BE7H5 2055-07-01 6.000000 0.00 2333480.00 2249741.51 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BK2K9 2055-08-01 6.000000 0.00 87359744.00 86134614.93 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BKCU6 2055-08-01 6.000000 0.00 10537940.00 10213342.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BKDL5 2055-09-01 6.000000 0.00 5807760.00 5963918.17 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BLR87 2055-08-01 5.000000 0.00 993538.00 995326.39 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BMDH0 2055-09-01 6.500000 0.00 2337892.00 2474073.42 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BMPF1 2055-09-01 6.000000 0.00 1409370.00 1460983.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BNG77 2055-10-01 6.000000 0.00 213350.00 172659.85 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BNNS3 2055-09-01 7.000000 0.00 4136664.00 3851450.16 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BNYR3 2055-09-01 5.500000 0.00 6704776.00 6520187.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BQ6M8 2055-11-01 6.000000 0.00 10905552.00 11219667.87 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BRNU9 2055-10-01 7.000000 0.00 1915206.00 2041572.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BRZJ1 2055-10-01 6.500000 0.00 9029968.00 9381047.51 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BS3D7 2055-11-01 5.500000 0.00 22860200.00 23120748.40 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BSDC8 2055-10-01 5.619000 0.00 2680888.00 2756572.55 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BSSQ1 2055-10-01 5.175000 0.00 4725144.00 4836584.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BTNZ4 2055-12-01 4.500000 0.00 1157664.00 1147774.10 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BUGE6 2055-11-01 6.500000 0.00 1185300.00 1250929.38 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BW5F1 2055-12-01 4.948000 0.00 20258080.00 20386351.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BWG44 2055-11-01 6.000000 0.00 9074544.00 9351535.90 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BWQL5 2055-12-01 5.000000 0.00 2287336.00 2315482.65 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BXCM6 2055-12-01 5.000000 0.00 5744752.00 5785499.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FAUU4 2046-09-01 3.000000 0.00 1607852.00 311526.13 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FDAK2 2031-10-01 2.000000 0.00 30022.00 5589.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FXHH8 2042-04-01 3.000000 0.00 350000.00 88578.25 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FXRF1 2050-01-01 3.500000 0.00 1000000.00 365661.50 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FXSB9 2055-02-01 3.000000 0.00 227000.00 115985.59 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140FXXP2 2052-07-01 3.000000 0.00 471000.00 294965.36 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140GPCL0 2047-04-01 3.000000 0.00 256378.00 41668.42 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140GSUL4 2048-01-01 3.500000 0.00 70000.00 27395.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HRFS7 2033-11-01 3.840000 0.00 2860852.00 2822162.79 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HTQS1 2039-04-01 3.610000 0.00 5963520.00 5467398.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HTS59 2034-05-01 3.340000 0.00 4000000.00 3699121.81 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HUH58 2034-06-01 3.370000 0.00 6946952.00 6625265.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HW5U2 2027-02-01 2.110000 0.00 538049.00 486697.63 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140HYV39 2035-05-01 1.890000 0.00 128000.00 105731.46 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140J7WG6 2041-06-01 6.538000 0.00 6000000.00 275351.35 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140J9LD1 2042-07-01 6.431000 0.00 2215000.00 303352.95 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 1000000000.00 1000000000.00 0.0381 N Y Y N MUFG Securities Americas Inc. Tri Party Repo MUFG Securities Americas Inc. Tri Party Repo 3.620000% 606745008 K5HU16E3LMSVCCJJJ255 0001021565 606745008_3.62_0406 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y FNMA 254900HROIFWPRGM1V77 3140AWCM9 2055-03-01 5.500000 0.00 6136520.00 6181752.21 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140F0HX5 2046-10-01 3.000000 0.00 5000.00 1418.97 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140J7UL7 2047-11-01 4.500000 0.00 1400000.00 173243.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MB7F3 2052-01-01 3.000000 0.00 4271288.00 2328562.69 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MHSH3 2052-03-01 2.500000 0.00 16423600.00 11085715.95 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q75Q6 2047-12-01 3.500000 0.00 875000.00 217854.46 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QGA98 2050-12-01 2.500000 0.00 935000.00 457143.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QRCG6 2053-01-01 5.500000 0.00 16235648.00 12430579.76 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QSHQ7 2053-06-01 6.000000 0.00 1604544.00 1190914.56 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QV5R1 2055-01-01 7.000000 0.00 17469000.00 12606542.21 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W2F71 2055-06-01 6.000000 0.00 15763376.00 14784737.08 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140X4MQ6 2049-07-01 5.000000 0.00 4014000.00 584516.47 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140X8R58 2047-05-01 4.500000 0.00 61000.00 19777.80 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFK42 2033-06-01 3.000000 0.00 7000.00 3039.63 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3128MFV62 2034-01-01 3.000000 0.00 200000.00 26623.07 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ABXV6 2026-04-01 4.000000 0.00 9998.00 2.66 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EGFA7 2041-05-01 4.500000 0.00 92494.00 3492.52 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EGYS7 2026-07-01 4.500000 0.00 174999.00 276.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EHFE7 2039-10-01 6.500000 0.00 340000.00 7815.18 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EJ4B1 2040-10-01 6.000000 0.00 395000.00 12133.49 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138EPTK0 2029-11-01 3.500000 0.00 89991.00 2469.10 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ERDM9 2046-03-01 4.500000 0.00 24000.00 3124.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138ETDU7 2029-03-01 4.000000 0.00 99500.00 107.34 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31402BB86 2033-03-01 6.000000 0.00 158265.00 634.01 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31402VRY8 2033-09-01 5.500000 0.00 6224840.00 72447.03 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31408JKE0 2036-04-01 6.000000 0.00 175226.00 2194.90 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31409GPN0 2036-10-01 5.500000 0.00 400000.00 2603.66 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A0R68 2053-10-01 6.000000 0.00 8801600.00 5243624.59 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XGDV8 2052-02-01 2.000000 0.00 810816.00 516567.64 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XH4A2 2052-08-01 5.000000 0.00 1100000.00 828532.48 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XH7M3 2052-08-01 5.000000 0.00 1032400.00 806537.58 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XHC54 2050-01-01 4.000000 0.00 77159.00 49698.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XHXU6 2038-10-01 5.500000 0.00 25000.00 2225.36 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XLDL9 2052-04-01 3.000000 0.00 127000.00 89679.78 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XMPT7 2053-10-01 6.000000 0.00 18000.00 13762.40 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XMXT8 2053-10-01 6.000000 0.00 696000.00 475980.08 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XNC77 2038-10-01 6.000000 0.00 9801808.00 6668738.51 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XNK60 2053-06-01 6.000000 0.00 100000.00 79029.08 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XNTY0 2053-10-01 5.000000 0.00 1125000.00 1021600.37 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XQDE4 2054-06-01 6.000000 0.00 450000.00 392004.75 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XQF69 2052-03-01 2.000000 0.00 9000.00 6697.88 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31411KPT4 2037-01-01 6.000000 0.00 230000.00 5983.31 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31413FL26 2037-08-01 6.000000 0.00 530200.00 5376.84 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31416HJ30 2039-04-01 5.500000 0.00 89629.00 776.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31417YVM6 2040-11-03 5.500000 0.00 201890.00 46372.61 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418C5D2 2033-11-01 4.500000 0.00 663620.00 106776.43 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418CNE0 2047-08-01 4.000000 0.00 6086000.00 637925.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418D4Z2 2051-10-01 3.000000 0.00 1321000.00 757056.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418DZX3 2051-06-01 3.000000 0.00 87000.00 43227.69 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418E4N7 2054-04-01 6.000000 0.00 6000.00 4105.18 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418EPB0 2053-02-01 4.500000 0.00 800000.00 647122.36 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418FNK9 2055-08-01 6.000000 0.00 21518656.00 19404223.22 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418FT72 2056-02-01 6.000000 0.00 1899999.00 1933994.65 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418VTJ1 2040-07-01 4.500000 0.00 642423.00 12657.37 Agency Mortgage-Backed Securities Y 2026-03-02 2026-04-06 2026-04-06 N N N 0.0362 100000000.00 100000000.00 0.0038 N N N Y Fixed Income Clearing Corp. - State Street Bank and Trust Co. Fixed Income Clearing Corp. - State Street Bank and Trust Co. 3.670000% 85748R009 549300H47WTHXPU08X20 0000093748 85748R009_3.67_0302 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp. - State Street Bank and Trust Co. N U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 803166200.00 816185941.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 780857500.00 794565765.80 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 421074600.00 429248378.00 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125000 0.00 1813635600.00 2244000174.00 U.S. Treasuries (including strips) Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 4200000000.00 4200000000.00 0.1600 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797PV3 254900HROIFWPRGM1V77 US912797PV33 U.S. Treasury Debt Y 2026-03-19 2026-03-19 2026-03-19 N Y US TREASURY 1.0000 N 0.0369 198658810.52 198658810.52 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QN0 254900HROIFWPRGM1V77 US912797QN08 U.S. Treasury Debt Y 2026-05-14 2026-05-14 2026-05-14 N Y US TREASURY 1.0000 N 0.0367 134017237.80 134017237.80 0.0051 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N Y US TREASURY 1.0000 N 0.0365 200970203.00 200970203.00 0.0077 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N Y US TREASURY 1.0000 N 0.0366 204357514.59 204357514.59 0.0078 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797RV1 254900HROIFWPRGM1V77 US912797RV15 U.S. Treasury Debt Y 2026-03-05 2026-03-05 2026-03-05 N Y US TREASURY 1.0000 N 0.0370 388881677.87 388881677.87 0.0148 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SB4 254900HROIFWPRGM1V77 US912797SB42 U.S. Treasury Debt Y 2026-03-12 2026-03-12 2026-03-12 N Y US TREASURY 1.0000 N 0.0369 327669175.92 327669175.92 0.0125 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SC2 254900HROIFWPRGM1V77 US912797SC25 U.S. Treasury Debt Y 2026-03-26 2026-03-26 2026-03-26 N Y US TREASURY 1.0000 N 0.0369 200513379.00 200513379.00 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y 2026-04-02 2026-04-02 2026-04-02 N Y US TREASURY 1.0000 N 0.0369 194391301.65 194391301.65 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SL2 254900HROIFWPRGM1V77 US912797SL24 U.S. Treasury Debt Y 2026-04-09 2026-04-09 2026-04-09 N Y US TREASURY 1.0000 N 0.0369 137472322.50 137472322.50 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y 2026-04-23 2026-04-23 2026-04-23 N Y US TREASURY 1.0000 N 0.0368 129322122.80 129322122.80 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SN8 254900HROIFWPRGM1V77 US912797SN89 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N Y US TREASURY 1.0000 N 0.0371 129226076.20 129226076.20 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SP3 254900HROIFWPRGM1V77 US912797SP38 U.S. Treasury Debt Y 2026-05-07 2026-05-07 2026-05-07 N Y US TREASURY 1.0000 N 0.0367 196693200.00 196693200.00 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797ST5 254900HROIFWPRGM1V77 US912797ST59 U.S. Treasury Debt Y 2026-03-03 2026-03-03 2026-03-03 N Y US TREASURY 1.0000 N 0.0366 194980462.95 194980462.95 0.0074 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SV0 254900HROIFWPRGM1V77 US912797SV06 U.S. Treasury Debt Y 2026-05-21 2026-05-21 2026-05-21 N Y US TREASURY 1.0000 N 0.0366 198406592.00 198406592.00 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SW8 254900HROIFWPRGM1V77 US912797SW88 U.S. Treasury Debt Y 2026-05-28 2026-05-28 2026-05-28 N Y US TREASURY 1.0000 N 0.0366 197276815.22 197276815.22 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N Y US TREASURY 1.0000 N 0.0365 262530449.10 262530449.10 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SY4 254900HROIFWPRGM1V77 US912797SY45 U.S. Treasury Debt Y 2026-03-10 2026-03-10 2026-03-10 N Y US TREASURY 1.0000 N 0.0368 197840425.86 197840425.86 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797SZ1 254900HROIFWPRGM1V77 US912797SZ10 U.S. Treasury Debt Y 2026-03-17 2026-03-17 2026-03-17 N Y US TREASURY 1.0000 N 0.0368 200696391.51 200696391.51 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TA5 254900HROIFWPRGM1V77 US912797TA59 U.S. Treasury Debt Y 2026-03-24 2026-03-24 2026-03-24 N Y US TREASURY 1.0000 N 0.0368 200555651.31 200555651.31 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TB3 254900HROIFWPRGM1V77 US912797TB33 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N Y US TREASURY 1.0000 N 0.0369 267216502.00 267216502.00 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N Y US TREASURY 1.0000 N 0.0366 196869307.00 196869307.00 0.0075 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y 2026-06-25 2026-06-25 2026-06-25 N Y US TREASURY 1.0000 N 0.0365 198714824.97 198714824.97 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N Y US TREASURY 1.0000 N 0.0366 128427217.10 128427217.10 0.0049 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TG2 254900HROIFWPRGM1V77 US912797TG20 U.S. Treasury Debt Y 2026-04-07 2026-04-07 2026-04-07 N Y US TREASURY 1.0000 N 0.0369 198277878.75 198277878.75 0.0076 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TH0 254900HROIFWPRGM1V77 US912797TH03 U.S. Treasury Debt Y 2026-04-14 2026-04-14 2026-04-14 N Y US TREASURY 1.0000 N 0.0370 263851005.05 263851005.05 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TJ6 254900HROIFWPRGM1V77 US912797TJ68 U.S. Treasury Debt Y 2026-04-21 2026-04-21 2026-04-21 N Y US TREASURY 1.0000 N 0.0369 261677693.86 261677693.86 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TK3 254900HROIFWPRGM1V77 US912797TK32 U.S. Treasury Debt Y 2026-04-28 2026-04-28 2026-04-28 N Y US TREASURY 1.0000 N 0.0370 266460731.28 266460731.28 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912797TL1 254900HROIFWPRGM1V77 US912797TL15 U.S. Treasury Debt Y 2026-05-05 2026-05-05 2026-05-05 N Y US TREASURY 1.0000 N 0.0365 201708108.00 201708108.00 0.0077 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.625000% 91282CGR6 254900HROIFWPRGM1V77 US91282CGR60 U.S. Treasury Debt Y 2026-03-15 2026-03-15 2026-03-15 N Y US TREASURY 1.0000 N 0.0373 134039181.60 134039181.60 0.0051 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.750000% 91282CGV7 254900HROIFWPRGM1V77 US91282CGV72 U.S. Treasury Debt Y 2026-04-15 2026-04-15 2026-04-15 N Y US TREASURY 1.0000 N 0.0367 130004265.30 130004265.30 0.0050 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.625000% 91282CHB0 254900HROIFWPRGM1V77 US91282CHB00 U.S. Treasury Debt Y 2026-05-15 2026-05-15 2026-05-15 N Y US TREASURY 1.0000 N 0.0369 123974328.28 123974328.28 0.0047 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.500000% 91282CKH3 254900HROIFWPRGM1V77 US91282CKH33 U.S. Treasury Debt Y 2026-03-31 2026-03-31 2026-03-31 N Y US TREASURY 1.0000 N 0.0371 255145031.25 255145031.25 0.0097 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.875000% 91282CKK6 254900HROIFWPRGM1V77 US91282CKK61 U.S. Treasury Debt Y 2026-04-30 2026-04-30 2026-04-30 N Y US TREASURY 1.0000 N 0.0368 253464492.82 253464492.82 0.0097 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 3.772900% 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y 2026-03-02 2026-04-30 2026-04-30 N Y US TREASURY 1.0000 N 0.0363 663108513.21 663108513.21 0.0253 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 3.804900% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-03-02 2026-07-31 2026-07-31 N Y US TREASURY 1.0000 N 0.0363 516333738.48 516333738.48 0.0197 N Y Y N U.S. Treasury Floating Rate Note U.S. Treasury Floating Rate Note 3.720900% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-03-02 2027-01-31 2027-01-31 N Y US TREASURY 1.0000 N 0.0368 370126821.20 370126821.20 0.0141 N Y Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 3.750000% 922JUL005 ZBUT11V806EZRVTWT807 0001325347 922JUL005_3.75_0528 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N Y GNMA 254900HROIFWPRGM1V77 38382QR44 2051-05-20 0.00 0.00 18870600.00 160822.26 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382TY99 2051-06-20 3.000000 0.00 4519840.00 2999878.92 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38383AWV2 2051-09-20 0.088460 0.00 100000000.00 1209766.95 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38383AZB3 2051-09-20 3.000000 0.00 70666624.00 6532909.48 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38383VDJ4 2053-01-20 6.000000 0.00 729614.00 74874.85 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38383VFD5 2053-01-20 0.050000 0.00 139997184.00 112348.68 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38383XYB4 2053-04-20 0.070000 0.00 147320832.00 131902.57 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384ACG6 2053-05-20 0.050000 0.00 99999744.00 71206.74 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384CBN8 2053-07-20 0.030000 0.00 29999104.00 16963.93 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384D7Y7 2053-11-20 3.428460 0.00 150000000.00 3320050.01 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384DFR3 2053-10-20 0.050000 0.00 49995776.00 24234.15 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384GNZ9 2053-12-20 2.738460 0.00 48333312.00 2437678.05 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384H6H6 2054-01-20 3.338460 0.00 50000000.00 3139488.29 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384JNP5 2054-02-20 7.000000 0.00 714286.00 58794.11 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384KCF6 2054-02-20 2.438460 0.00 30749952.00 1438083.35 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38384KFE6 2064-02-20 3.388460 0.00 53190912.00 1648366.62 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38385J2K8 2051-06-20 5.500000 0.00 10673520.00 1247775.93 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38385K4C1 2053-12-20 2.488460 0.00 102214400.00 4675499.60 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 302972AQ7 2051-01-25 0.100000 0.00 262379520.00 725800.26 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 30312WAJ8 2030-04-25 0.00 0.00 102621568.00 43870001.97 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136A13G8 2041-11-25 3.500000 0.00 881710.00 1376667.48 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136ABUG6 2043-02-25 2.318310 0.00 25798112.00 561549.82 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136ANWQ6 2045-05-25 4.500000 0.00 12166656.00 301597.54 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136APR38 2045-08-25 5.000000 0.00 31474800.00 283189.75 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136AQAB6 2045-10-25 1.848310 0.00 27702848.00 941094.03 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136AUKE0 2046-11-25 2.218310 0.00 39401472.00 1177748.98 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136B5DM4 2039-07-25 4.000000 0.00 33843456.00 902203.86 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BMW95 2052-06-25 4.500000 0.00 7061984.00 7609085.70 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BPZE4 2053-02-25 5.000000 0.00 2900368.00 3157567.55 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BQJV2 2053-05-25 2.832790 0.00 26315840.00 1033583.49 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BVEB0 2055-03-25 1.482790 0.00 108126336.00 2650546.86 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BWXD3 2027-02-25 0.00 0.00 67192192.00 42868972.69 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137BBWY2 2043-08-15 2.277330 0.00 13148352.00 80068.16 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137BPLG2 2046-05-15 2.327330 0.00 30000000.00 287381.01 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137F3K60 2048-03-15 3.000000 0.00 6105000.00 2731899.04 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137FDDG4 2048-01-15 3.500000 0.00 7000000.00 6251227.16 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137FMB92 2049-04-15 2.277330 0.00 13558848.00 140670.61 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137FNJK7 2049-03-15 2.277330 0.00 15546760.00 368223.58 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137FTG35 2048-05-25 3.382773 0.00 43001344.00 5368545.58 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137FV3P5 2042-01-15 0.541133 0.00 24906720.00 150496.46 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137H0FF0 2051-05-25 0.00 0.00 12500000.00 17173.52 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137H0J33 2041-06-25 3.000000 0.00 28117024.00 1899633.68 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137H3UL4 2051-08-25 2.500000 0.00 1776000.00 1375399.91 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137H75P4 2052-05-25 4.000000 0.00 5000000.00 5162682.75 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HCMV1 2054-04-25 6.500000 0.00 19064896.00 2344556.33 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDG87 2054-06-25 0.050000 0.00 24993792.00 11819.99 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDLD0 2054-07-25 2.882790 0.00 50000000.00 1539970.17 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDLG3 2054-07-25 2.832790 0.00 75000000.00 2312832.93 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDYL8 2054-07-25 6.500000 0.00 60444992.00 4183726.13 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDZD5 2054-05-25 1.432790 0.00 75854080.00 2657679.45 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDZK9 2054-08-25 1.482790 0.00 40000000.00 1018304.70 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HFC86 2054-07-25 1.482790 0.00 140664576.00 5406105.08 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HFCE3 2051-07-25 2.000000 0.00 67289300.00 49579038.97 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HFH24 2054-09-25 1.532790 0.00 68734080.00 1980302.37 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HFJQ9 2054-08-25 1.582790 0.00 12631424.00 380134.41 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HHT27 2054-12-25 1.532790 0.00 80955904.00 3152257.87 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HHXX4 2055-01-25 5.000000 0.00 4699088.00 4964762.88 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HJBV8 2050-06-25 6.000000 0.00 12722048.00 649417.22 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HKFK5 2055-02-25 2.202790 0.00 125238912.00 9051064.03 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HKX74 2053-11-25 6.500000 0.00 9821760.00 1192609.57 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HLC75 2055-05-25 1.232790 0.00 113686912.00 3900271.97 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HMLJ7 2055-08-25 2.282790 0.00 53720576.00 4392787.71 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HMNW6 2055-08-25 0.632790 0.00 150000000.00 2198998.29 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HNHE1 2055-10-25 1.032790 0.00 96072064.00 2736101.40 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HNNU8 2055-11-25 1.682790 0.00 292332160.00 17893564.38 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31397NWX9 2039-05-25 6.500000 0.00 1000000.00 344963.52 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 31397PU32 2038-01-15 2.477330 0.00 100000000.00 409473.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31397UTU3 2041-07-25 2.768310 0.00 330000000.00 931853.12 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38373MKM1 2043-11-16 0.00 0.00 212991995.00 20397.92 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38373MX70 2049-12-16 1.116850 0.00 134057800.00 1876982.12 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38376GBQ2 2051-09-16 0.00 0.00 155099136.00 71373.70 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38376MET0 2047-02-16 2.325870 0.00 22448320.00 796050.82 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38378KZQ5 2054-10-16 0.228840 0.00 108551040.00 399916.40 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38378PEZ7 2043-12-20 2.358280 0.00 16725000.00 301080.81 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38378YJJ9 2043-04-20 2.998280 0.00 36564031.00 90922.46 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38378YZD4 2044-01-16 1.795870 0.00 63160320.00 689032.18 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38379FBQ1 2045-10-20 1.938280 0.00 43805824.00 307128.14 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38379QRK3 2045-09-20 2.114180 0.00 17018360.00 80542.76 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38379RK69 2059-05-16 0.732170 0.00 190534656.00 2443196.51 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380JDW5 2059-12-16 0.553290 0.00 85335552.00 1221600.79 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380JJP4 2059-07-16 0.560440 0.00 105112704.00 1592171.88 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380MPH8 2060-07-16 0.674430 0.00 80019328.00 997718.02 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380P2F0 2062-06-16 0.886620 0.00 8500000.00 298653.84 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380P7K4 2062-12-16 0.583860 0.00 113438000.00 3730421.29 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380PPR9 2060-05-16 1.870930 0.00 57656896.00 5195329.31 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380T7E0 2045-11-20 3.000000 0.00 47883200.00 116622.46 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380UVP5 2048-01-20 3.000000 0.00 555000.00 639141.81 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380XEC7 2042-07-16 0.050000 0.00 7999488.00 5523.34 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38380XWY9 2048-07-20 2.414180 0.00 22667328.00 577435.43 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381D5J5 2061-12-16 0.885620 0.00 100000000.00 5802428.48 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381DBP4 2063-08-16 0.866880 0.00 303501000.00 15731158.53 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381HXR7 2064-07-16 0.636390 0.00 350000000.00 17644625.52 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381JVF1 2064-08-16 0.625160 0.00 144291584.00 8821066.03 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381LHW5 2065-07-16 0.658230 0.00 81695104.00 5168922.66 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381MLT5 2067-05-16 5.000000 0.00 4999999.00 5044392.83 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381NQG6 2055-06-20 0.100000 0.00 50000000.00 59632.73 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381PTL7 2055-07-20 0.713460 0.00 80000000.00 1071764.07 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381QMZ1 2055-08-20 0.838460 0.00 592382991.00 10947577.82 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381QND9 2055-08-20 0.788460 0.00 1000000000.00 12808635.83 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381QNQ0 2065-08-20 4.500000 0.00 13488160.00 13441322.30 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381QPW5 2055-08-20 2.888460 0.00 204966912.00 22280275.62 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381RVN6 2049-02-20 2.268280 0.00 68614000.00 838432.20 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381UK68 2051-07-20 5.250000 0.00 76114048.00 75205093.92 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381UZY1 2055-08-20 2.888460 0.00 51303488.00 4224328.61 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38381WJM1 2049-06-20 2.268280 0.00 27000000.00 616125.40 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382ATQ8 2049-10-20 2.268280 0.00 43600000.00 711157.41 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382CMS7 2050-01-20 0.00 0.00 100000000.00 230115.98 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382F5M2 2050-07-20 2.418280 0.00 107000000.00 6904906.34 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382HRM4 2049-09-20 2.300630 0.00 31750528.00 943878.64 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382JFR2 2050-09-20 0.00 0.00 93492320.00 825241.53 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382KVG5 2050-10-20 0.00 0.00 7000000.00 91854.09 Agency Mortgage-Backed Securities GNMA 254900HROIFWPRGM1V77 38382LHE4 2050-11-20 0.00 0.00 26956864.00 309569.32 Agency Mortgage-Backed Securities Y 2026-03-02 2026-05-28 2026-05-28 N N N 0.0375 500000000.00 500000000.00 0.0190 N N N Y TD Securities (USA) LLC Tri Party repo TD Securities (USA) LLC Tri Party repo 3.680000% 971XCT007 5493006RJSLS5DA4PD75 0000947263 971XCT007_3.68_0302 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA 254900HROIFWPRGM1V77 3136AV7G8 2027-02-25 2.961000 0.00 15803000.00 11556122.90 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BTFB4 2054-11-25 5.017210 0.00 1395000.00 1066276.41 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BUB58 2055-02-25 5.167210 0.00 28625000.00 18603471.52 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BUUY4 2055-02-25 5.167210 0.00 28520000.00 19039981.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BVQX9 2052-03-25 5.250000 0.00 27516000.00 17806873.22 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BVTS7 2051-08-25 5.000000 0.00 30036994.00 25802909.00 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BXYR9 2055-09-25 4.500000 0.00 316500.00 279880.00 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BXZA5 2055-09-25 4.500000 0.00 708910.00 630489.67 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BXZJ6 2055-08-25 4.500000 0.00 1000715.00 845233.09 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BXZM9 2055-08-25 6.000000 0.00 24426834.00 13426266.55 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BXZR8 2055-09-25 6.000000 0.00 35287841.00 30776086.27 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BYC59 2056-02-25 4.500000 0.00 1059851.00 974050.76 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BYF72 2056-02-25 4.500000 0.00 11419649.00 11380720.15 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3136BYGE6 2056-01-25 6.000000 0.00 9745138.00 7297232.78 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HDZL7 2051-11-25 1.000000 0.00 3455454.00 1888579.22 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HFVB8 2035-03-25 4.500000 0.00 15057498.00 13620099.28 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HKB78 2050-02-25 5.250000 0.00 43219000.00 25919962.83 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HKMW1 2051-06-25 5.250000 0.00 41896494.00 27158466.07 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HLU83 2052-01-25 5.000000 0.00 41638000.00 29013713.51 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HN6S2 2055-10-25 4.750000 0.00 553173.00 511205.18 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HN6U7 2055-10-25 4.500000 0.00 45262.00 40664.87 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HN6V5 2055-10-25 5.000000 0.00 452616.00 429900.16 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HNME5 2054-06-25 5.500000 0.00 163000.00 156898.75 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HPFS7 2055-12-25 4.500000 0.00 146228.00 128805.52 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HPFW8 2055-10-25 4.500000 0.00 291160.00 289983.13 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HQF30 2056-02-25 4.500000 0.00 23665500.00 23512999.52 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HQF48 2056-03-25 4.500000 0.00 50000.00 42162.80 Agency Mortgage-Backed Securities FMAC 254900HROIFWPRGM1V77 3137HQFH9 2056-03-25 4.514210 0.00 23715500.00 23800965.67 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 300000000.00 300000000.00 0.0114 N Y Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 3.680000% 976WZB909 ZBUT11V806EZRVTWT807 0001325347 976WZB909_3.68_0306 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC 254900HROIFWPRGM1V77 31323EBR4 2045-08-01 3.000000 0.00 10000000.00 1102638.76 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138WCAD5 2044-06-01 4.000000 0.00 18885152.00 1825578.40 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3138WJQ68 2046-12-01 4.500000 0.00 76287.00 15398.11 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31403DWE5 2034-12-01 5.000000 0.00 74555640.00 932981.45 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31407F3X6 2035-09-01 5.500000 0.00 1794040.00 58815.24 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140A6TJ5 2054-01-01 6.500000 0.00 2787736.00 2569285.57 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140AAST5 2054-04-01 6.000000 0.00 1355526.00 1363882.30 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140ANDW6 2054-08-01 7.000000 0.00 1583366.00 1434077.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BL3S9 2055-09-01 7.000000 0.00 12301808.00 12355072.11 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BQLB5 2055-09-01 6.500000 0.00 2676224.00 2775959.47 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BSCP0 2055-10-01 6.500000 0.00 2078096.00 2192482.66 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BVFQ8 2055-10-01 6.000000 0.00 3457316.00 3598122.48 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BXHW9 2040-12-01 6.000000 0.00 1026186.00 1057129.29 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140BXUC8 2056-01-01 4.500000 0.00 1001722.00 994193.43 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140K0P69 2034-11-01 2.500000 0.00 144000.00 39367.09 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140K8XN6 2050-02-01 3.000000 0.00 312000.00 75076.54 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140LJH41 2033-01-01 5.065000 0.00 4326000.00 4592663.53 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140MKYA4 2055-09-01 7.000000 0.00 2530000.00 2688856.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140NYGH8 2032-05-01 4.390000 0.00 71421999.00 73055245.56 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q0Z54 2035-10-01 4.680000 0.00 2492400.00 2574467.25 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q2DW5 2036-02-01 4.590000 0.00 1554000.00 1589305.33 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Q92N2 2048-11-01 4.500000 0.00 47000.00 12899.08 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QLBN5 2036-06-01 2.500000 0.00 1134464.00 556205.51 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QS6Y2 2038-09-01 6.000000 0.00 1997240.00 1633847.34 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QSNF4 2053-07-01 5.500000 0.00 450000.00 364682.30 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QTZ77 2054-02-01 5.000000 0.00 500000.00 460343.02 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140QVT61 2039-10-01 6.000000 0.00 1527464.00 1454202.71 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W0VA0 2055-02-01 5.500000 0.00 65530752.00 57092011.95 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W27C9 2040-08-01 5.500000 0.00 500000.00 453590.92 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140W2PT2 2054-07-01 6.000000 0.00 2623610.00 2205231.77 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140X8YL5 2050-12-01 2.000000 0.00 718180.00 395197.92 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFGR6 2037-01-01 2.000000 0.00 9664.00 5481.02 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFHD6 2047-07-01 5.000000 0.00 30000.00 15891.57 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XFRM5 2052-01-01 3.500000 0.00 5375064.00 3863825.60 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140XGZE2 2052-04-01 4.000000 0.00 1500000.00 986865.79 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 3140Y7XM5 2040-11-01 6.000000 0.00 6883400.00 6978469.34 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418BKY1 2034-12-01 3.500000 0.00 3405000.00 301502.12 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418DZZ8 2036-06-01 1.500000 0.00 16787200.00 8788278.63 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418EWJ5 2038-09-01 5.000000 0.00 1324000.00 797016.20 Agency Mortgage-Backed Securities FNMA 254900HROIFWPRGM1V77 31418EZK9 2054-01-01 5.000000 0.00 836000.00 743858.69 Agency Mortgage-Backed Securities Y 2026-03-02 2026-03-06 2026-03-06 N N N 0.0368 200000000.00 200000000.00 0.0076 N N Y N Master Trust 2026-03-06 /s/Rose Ann Bubloski Rose Ann Bubloski Vice President