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Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132CX5N8 2035-02-01 2.500000 0.00 3677502.00 2876435.12 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 9849600.00 9890639.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 3095200.00 3108451.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 17979000.00 18770595.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 19804600.00 19796911.88 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 1595000000.00 1595000000.00 0.0070 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.820000% 3130AQEQ2 2549001DPIFGXC1TOL40 US3130AQEQ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-18 2026-12-18 N N N 0.0371 47032566.77 47032566.77 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B2SE6 2549001DPIFGXC1TOL40 US3130B2SE64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-18 2026-09-18 N N N 0.0370 185041828.50 185041828.50 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-29 2026-10-29 N N N 0.0365 473434167.75 473434167.75 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130B4L74 2549001DPIFGXC1TOL40 US3130B4L749 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-19 2027-01-19 N N N 0.0370 192686232.80 192686232.80 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130B4Q20 2549001DPIFGXC1TOL40 US3130B4Q201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-21 2027-01-21 N N N 0.0370 163774277.24 163774277.24 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-18 2027-08-18 N N N 0.0376 145904130.43 145904130.43 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130B8AZ5 2549001DPIFGXC1TOL40 US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-22 2027-10-22 N N N 0.0374 3166274.80 3166274.80 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B8CF7 2549001DPIFGXC1TOL40 US3130B8CF73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-22 2027-10-22 N N N 0.0375 2605569.58 2605569.58 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B8CK6 2549001DPIFGXC1TOL40 US3130B8CK68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-27 2027-10-27 N N N 0.0374 30400218.94 30400218.94 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.645000% 3130B8EA6 2549001DPIFGXC1TOL40 US3130B8EA68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-02 2026-06-02 N N N 0.0367 111699897.24 111699897.24 0.0005 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130B8HV7 2549001DPIFGXC1TOL40 US3130B8HV78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-10 2027-05-10 N N N 0.0374 368986841.46 368986841.46 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.620000% 3130B8P22 2549001DPIFGXC1TOL40 US3130B8P220 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-18 2026-06-18 N N N 0.0364 499995440.00 499995440.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.630000% 3130B8SR4 2549001DPIFGXC1TOL40 US3130B8SR48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-03 2026-06-03 N N N 0.0365 179999677.80 179999677.80 0.0008 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8SZ6 2549001DPIFGXC1TOL40 US3130B8SZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-03 2027-12-03 N N N 0.0373 220786676.93 220786676.93 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130B8TB8 2549001DPIFGXC1TOL40 US3130B8TB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-04 2027-10-04 N N N 0.0371 214517413.11 214517413.11 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-02 2027-12-02 N N N 0.0373 499970950.00 499970950.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-20 2028-01-20 N N N 0.0372 228995591.75 228995591.75 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9EJ5 2549001DPIFGXC1TOL40 US3130B9EJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-09 2028-02-09 N N N 0.0373 121397434.82 121397434.82 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9GY0 2549001DPIFGXC1TOL40 US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-11 2028-02-11 N N N 0.0373 189296020.91 189296020.91 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-20 2027-08-20 N N N 0.0370 238096404.69 238096404.69 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130B9QY9 2549001DPIFGXC1TOL40 US3130B9QY99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-06 2027-12-06 N N N 0.0371 242996478.93 242996478.93 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130B9RU6 2549001DPIFGXC1TOL40 US3130B9RU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-06 2028-03-06 N N N 0.0371 242949799.36 242949799.36 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BADD6 2549001DPIFGXC1TOL40 US3130BADD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-21 2026-12-21 N N N 0.0365 115009591.00 115009591.00 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.650000% 3130BADM6 2549001DPIFGXC1TOL40 US3130BADM60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-22 2026-12-22 N N N 0.0365 150013044.00 150013044.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAEG8 2549001DPIFGXC1TOL40 US3130BAEG83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-15 2026-12-15 N N N 0.0367 150000415.50 150000415.50 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-17 2026-12-17 N N N 0.0367 350001025.50 350001025.50 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-21 2026-12-21 N N N 0.0367 300000636.00 300000636.00 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-04 2027-01-04 N N N 0.0367 107999725.68 107999725.68 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BAMG9 2549001DPIFGXC1TOL40 US3130BAMG91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-04 2027-02-04 N N N 0.0368 599194049.94 599194049.94 0.0026 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.580000% 313384AW9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0365 444862509.25 444862509.25 0.0020 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.495000% 313385F92 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0360 450754593.03 450754593.03 0.0020 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.490000% 313385G67 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-21 2026-09-21 2026-09-21 N N N 0.0360 456298971.75 456298971.75 0.0020 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.605000% 313385K70 2549001DPIFGXC1TOL40 US313385K706 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-10-16 2026-10-16 2026-10-16 N N N 0.0363 178625865.68 178625865.68 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.595000% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0361 448258410.69 448258410.69 0.0020 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.590000% 313385Q74 2549001DPIFGXC1TOL40 US313385Q745 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-25 2026-11-25 2026-11-25 N N N 0.0361 938547810.00 938547810.00 0.0041 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.630000% 313385XW1 2549001DPIFGXC1TOL40 US313385XW15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-09 2026-06-09 2026-06-09 N N N 0.0363 386950329.73 386950329.73 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.515000% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-06-17 2026-06-17 2026-06-17 N N N 0.0363 74856312.75 74856312.75 0.0003 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 3.820000% 3133EP7F6 254900C5LP6DN9OP9V83 US3133EP7F65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-03-29 2027-03-29 N N N 0.0375 46631900.03 46631900.03 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.890000% 3133EPN76 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-18 2026-12-18 N N N 0.0372 28529355.00 28529355.00 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.748000% 3133ER2A8 254900C5LP6DN9OP9V83 US3133ER2A87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-27 2027-01-27 N N N 0.0375 100023931.00 100023931.00 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-03 2027-02-03 N N N 0.0370 106147146.60 106147146.60 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-16 2026-11-16 N N N 0.0367 133224928.38 133224928.38 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.715000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-12 2027-02-12 N N N 0.0368 225383881.44 225383881.44 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-07 2026-12-07 N N N 0.0368 119128292.21 119128292.21 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-20 2026-11-20 N N N 0.0367 243822142.44 243822142.44 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.815000% 3133ERDR9 254900C5LP6DN9OP9V83 US3133ERDR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-03 2027-05-03 N N N 0.0359 56525752.26 56525752.26 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-25 2026-11-25 N N N 0.0367 57307941.61 57307941.61 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.800000% 3133ERF97 254900C5LP6DN9OP9V83 US3133ERF972 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-02 2026-11-02 N N N 0.0371 189768024.52 189768024.52 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-02 2026-12-02 N N N 0.0367 62233685.65 62233685.65 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-08 2026-09-08 N N N 0.0371 66409929.46 66409929.46 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ERHP9 254900C5LP6DN9OP9V83 US3133ERHP92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-18 2026-06-18 N N N 0.0367 47401192.11 47401192.11 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-18 2026-12-18 N N N 0.0373 247461617.44 247461617.44 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-02 2026-11-02 N N N 0.0372 175034132.00 175034132.00 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-06 2026-10-06 N N N 0.0372 50007503.50 50007503.50 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-08 2027-01-08 N N N 0.0361 339829148.65 339829148.65 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-04 2026-09-04 N N N 0.0371 129343412.09 129343412.09 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-14 2027-01-14 N N N 0.0370 70030625.00 70030625.00 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.748000% 3133ERU82 254900C5LP6DN9OP9V83 US3133ERU823 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-21 2027-01-21 N N N 0.0379 99997731.00 99997731.00 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-09 2026-10-09 N N N 0.0371 590742251.92 590742251.92 0.0026 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERWZ0 254900C5LP6DN9OP9V83 US3133ERWZ00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-09 2026-07-09 N N N 0.0370 95005228.80 95005228.80 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.748000% 3133ERX63 254900C5LP6DN9OP9V83 US3133ERX637 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-24 2026-11-24 N N N 0.0372 250082260.00 250082260.00 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-16 2026-09-16 N N N 0.0370 246951004.60 246951004.60 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ERYD7 254900C5LP6DN9OP9V83 US3133ERYD79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-21 2026-07-21 N N N 0.0370 94907163.05 94907163.05 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-23 2026-10-23 N N N 0.0371 100025572.00 100025572.00 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ERYK1 254900C5LP6DN9OP9V83 US3133ERYK13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-21 2026-10-21 N N N 0.0371 405094089.60 405094089.60 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-08-28 2026-08-28 N N N 0.0369 33106186.72 33106186.72 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-28 2027-09-28 N N N 0.0370 260097544.20 260097544.20 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.630000% 3133ET3F2 254900C5LP6DN9OP9V83 US3133ET3F20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-06-05 2026-06-05 N N N 0.0365 119999737.20 119999737.20 0.0005 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133ET4U8 254900C5LP6DN9OP9V83 US3133ET4U87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-17 2027-12-17 N N N 0.0372 239994151.20 239994151.20 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-11-23 2027-11-23 N N N 0.0365 153158481.99 153158481.99 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ET5J2 254900C5LP6DN9OP9V83 US3133ET5J24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-23 2027-09-23 N N N 0.0375 99998326.00 99998326.00 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-11-05 2027-11-05 N N N 0.0368 33011013.75 33011013.75 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-12 2028-01-12 N N N 0.0370 247083733.00 247083733.00 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-17 2026-09-17 N N N 0.0367 85598915.45 85598915.45 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-01 2027-10-01 N N N 0.0380 334437089.38 334437089.38 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-04-01 2027-04-01 N N N 0.0369 287716583.90 287716583.90 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-22 2027-10-22 N N N 0.0374 79668433.52 79668433.52 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-06-23 2027-06-23 N N N 0.0375 76089362.74 76089362.74 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-12 2027-05-12 N N N 0.0373 32998834.11 32998834.11 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-11 2027-08-11 N N N 0.0377 119488398.94 119488398.94 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-18 2027-08-18 N N N 0.0377 198380701.63 198380701.63 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETXF9 254900C5LP6DN9OP9V83 US3133ETXF92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-06-09 2027-06-09 N N N 0.0377 15998678.40 15998678.40 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETYC5 254900C5LP6DN9OP9V83 US3133ETYC52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-06-16 2027-06-16 N N N 0.0377 29997098.10 29997098.10 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-21 2028-01-21 N N N 0.0373 41312440.80 41312440.80 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.685000% 3133EWAY6 254900C5LP6DN9OP9V83 US3133EWAY67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-26 2027-01-26 N N N 0.0368 276894270.94 276894270.94 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-02 2028-02-02 N N N 0.0372 95010380.65 95010380.65 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-03 2028-01-03 N N N 0.0371 66014230.92 66014230.92 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-09 2028-02-09 N N N 0.0372 81559137.68 81559137.68 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-11 2028-02-11 N N N 0.0373 72998503.50 72998503.50 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-17 2028-02-17 N N N 0.0371 57019862.79 57019862.79 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-18 2028-01-18 N N N 0.0372 106998232.36 106998232.36 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-20 2027-05-20 N N N 0.0369 164897737.57 164897737.57 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-23 2028-02-23 N N N 0.0372 68001912.16 68001912.16 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-25 2028-02-25 N N N 0.0372 72004832.64 72004832.64 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-02 2028-03-02 N N N 0.0372 43000213.71 43000213.71 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWGF1 254900C5LP6DN9OP9V83 US3133EWGF15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-06 2027-12-06 N N N 0.0371 28999610.53 28999610.53 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-11 2028-01-11 N N N 0.0371 16999728.85 16999728.85 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-13 2028-03-13 N N N 0.0372 150505112.49 150505112.49 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-16 2028-03-16 N N N 0.0372 87002201.97 87002201.97 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.670000% 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-07-20 2027-07-20 N N N 0.0369 150498439.32 150498439.32 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-24 2028-03-24 N N N 0.0367 77073502.66 77073502.66 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-27 2028-03-27 N N N 0.0372 99308728.47 99308728.47 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWJW1 254900C5LP6DN9OP9V83 US3133EWJW11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-27 2027-09-27 N N N 0.0370 79198904.66 79198904.66 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.665000% 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-26 2027-05-26 N N N 0.0368 174400446.46 174400446.46 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-27 2027-08-27 N N N 0.0370 67000124.62 67000124.62 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-08 2027-10-08 N N N 0.0370 167097460.08 167097460.08 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.675000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-07-16 2027-07-16 N N N 0.0369 101397913.19 101397913.19 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.655000% 3133EWLS7 254900C5LP6DN9OP9V83 US3133EWLS70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-01-21 2027-01-21 N N N 0.0366 125008013.75 125008013.75 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.660000% 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-02-01 2027-02-01 N N N 0.0368 119998680.00 119998680.00 0.0005 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-04 2026-09-04 N N N 0.0370 599420105.71 599420105.71 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-23 2026-09-23 N N N 0.0371 578116137.54 578116137.54 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-16 2026-10-16 N N N 0.0371 416400178.43 416400178.43 0.0018 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.715000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-05-05 2027-05-05 N N N 0.0372 559167092.00 559167092.00 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.740000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-08-11 2027-08-11 N N N 0.0377 95590719.15 95590719.15 0.0004 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.750000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-02 2027-09-02 N N N 0.0378 143185208.87 143185208.87 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-09-22 2027-09-22 N N N 0.0374 477003259.84 477003259.84 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-06 2027-10-06 N N N 0.0371 478633464.39 478633464.39 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.760000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-10-14 2027-10-14 N N N 0.0371 190175537.20 190175537.20 0.0008 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G07H0 B1V7KEBTPIMZEU4LTD58 US3135G07H00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-07-29 2026-07-29 N N N 0.0369 536802698.12 536802698.12 0.0024 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.755000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-08-21 2026-08-21 N N N 0.0358 589448241.74 589448241.74 0.0026 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-09-11 2026-09-11 N N N 0.0370 530912768.47 530912768.47 0.0023 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-10-23 2026-10-23 N N N 0.0371 91722798.45 91722798.45 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-11-20 2026-11-20 N N N 0.0368 713826746.40 713826746.40 0.0031 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.760000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2026-12-11 2026-12-11 N N N 0.0371 126144634.36 126144634.36 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2027-12-22 2027-12-22 N N N 0.0373 413497112.86 413497112.86 0.0018 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.700000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-01-07 2028-01-07 N N N 0.0369 319709856.11 319709856.11 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.710000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-02-02 2028-02-02 N N N 0.0372 293332045.96 293332045.96 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.705000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-05-30 2028-03-06 2028-03-06 N N N 0.0371 344874942.28 344874942.28 0.0015 N N N N U.S. Treasury Bill U.S. Treasury Bill 3.585000% 912797QX8 254900HROIFWPRGM1V77 US912797QX89 U.S. Treasury Debt Y 2026-06-11 2026-06-11 2026-06-11 N N N 0.0367 2303182326.97 2303182326.97 0.0101 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.480000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 2134425805.46 2134425805.46 0.0094 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 1292397171.56 1292397171.56 0.0057 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.650000% 912797SX6 254900HROIFWPRGM1V77 US912797SX61 U.S. Treasury Debt Y 2026-06-04 2026-06-04 2026-06-04 N N N 0.0370 2429910669.20 2429910669.20 0.0107 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.471000% 912797TD9 254900HROIFWPRGM1V77 US912797TD98 U.S. Treasury Debt Y 2026-06-18 2026-06-18 2026-06-18 N N N 0.0369 2964905410.51 2964905410.51 0.0130 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.496000% 912797TE7 254900HROIFWPRGM1V77 US912797TE71 U.S. Treasury Debt Y 2026-06-25 2026-06-25 2026-06-25 N N N 0.0369 1995160660.00 1995160660.00 0.0088 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0368 2205782135.31 2205782135.31 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0371 889304390.16 889304390.16 0.0039 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0371 1093546913.32 1093546913.32 0.0048 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0367 1197022113.62 1197022113.62 0.0053 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 1361567547.98 1361567547.98 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0368 792702384.91 792702384.91 0.0035 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.595000% 912797TZ0 254900HROIFWPRGM1V77 US912797TZ01 U.S. Treasury Debt Y 2026-06-09 2026-06-09 2026-06-09 N N N 0.0368 2121338588.16 2121338588.16 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UC9 254900HROIFWPRGM1V77 US912797UC96 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0369 632596676.38 632596676.38 0.0028 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 753091910.29 753091910.29 0.0033 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0371 1977028201.66 1977028201.66 0.0087 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0373 2332421631.36 2332421631.36 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0375 621854386.96 621854386.96 0.0027 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0376 2163966235.68 2163966235.68 0.0095 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0367 476265100.80 476265100.80 0.0021 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 188250867.60 188250867.60 0.0008 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0374 3343758764.00 3343758764.00 0.0147 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.753300% 9128287B0 254900HROIFWPRGM1V77 US9128287B09 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 66910362.83 66910362.83 0.0003 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.617400% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 521426915.37 521426915.37 0.0023 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0376 109104789.63 109104789.63 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.610200% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0374 369345912.17 369345912.17 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0378 282975485.22 282975485.22 0.0012 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 1233989951.82 1233989951.82 0.0054 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0382 555680730.24 555680730.24 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0382 131656047.28 131656047.28 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.694300% 91282CCJ8 254900HROIFWPRGM1V77 US91282CCJ80 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 704920922.82 704920922.82 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.722600% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0371 1772464938.09 1772464938.09 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.670500% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0375 814813023.49 814813023.49 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.553900% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0373 1788683586.88 1788683586.88 0.0079 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.747700% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0381 480168286.52 480168286.52 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0379 934409076.64 934409076.64 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0380 2100809366.30 2100809366.30 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 2139324037.51 2139324037.51 0.0094 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0374 664587564.01 664587564.01 0.0029 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.586700% 91282CJK8 254900HROIFWPRGM1V77 US91282CJK80 U.S. Treasury Debt Y 2026-11-15 2026-11-15 2026-11-15 N N N 0.0379 338900358.47 338900358.47 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0382 1397613146.88 1397613146.88 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.136800% 91282CKY6 254900HROIFWPRGM1V77 US91282CKY65 U.S. Treasury Debt Y 2026-06-30 2026-06-30 2026-06-30 N N N 0.0371 804080725.63 804080725.63 0.0035 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.810000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-05-30 2026-07-31 2026-07-31 N N N 0.0366 2084847851.88 2084847851.88 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.723200% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0368 1303559402.55 1303559402.55 0.0057 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.673400% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0372 328026795.14 328026795.14 0.0014 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.564400% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0376 2369560637.82 2369560637.82 0.0104 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.652700% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0380 956847566.25 956847566.25 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.833000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-05-30 2026-10-31 2026-10-31 N N N 0.0365 1635686179.15 1635686179.15 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0377 3811090983.86 3811090983.86 0.0168 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0381 1700921700.00 1700921700.00 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577800% 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0381 225307963.84 225307963.84 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.726000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-05-30 2027-01-31 2027-01-31 N N N 0.0367 1799450767.98 1799450767.98 0.0079 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0384 177914115.99 177914115.99 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0383 950776307.97 950776307.97 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.788000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-05-30 2027-04-30 2027-04-30 N N N 0.0367 611650143.75 611650143.75 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 254900HROIFWPRGM1V77 US91282CMY48 U.S. Treasury Debt Y 2027-04-30 2027-04-30 2027-04-30 N N N 0.0387 353288697.76 353288697.76 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.787000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-05-30 2027-07-31 2027-07-31 N N N 0.0370 1288730567.95 1288730567.95 0.0057 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.818000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-05-30 2027-10-31 2027-10-31 N N N 0.0369 504866290.32 504866290.32 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.727000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-05-30 2028-01-31 2028-01-31 N N N 0.0371 2128719136.07 2128719136.07 0.0094 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.731000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-05-30 2028-04-30 2028-04-30 N N N 0.0371 506116810.10 506116810.10 0.0022 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.630000% 926QFK004 K5HU16E3LMSVCCJJJ255 0000867626 926QFK004_3.63_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1C54 2043-02-01 3.000000 0.00 97079.00 27035.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W1CU9 2043-01-01 3.000000 0.00 67091.00 9803.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W3U43 2028-03-01 3.000000 0.00 487669.00 7382.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W4CS8 2043-02-01 3.000000 0.00 325000.00 57532.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W7F66 2043-03-01 2.500000 0.00 10000.00 1862.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W9BG4 2043-07-01 3.000000 0.00 1340000.00 188160.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W9SE1 2043-09-01 3.000000 0.00 505510.00 83413.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WCZ71 2029-10-01 3.000000 0.00 120000.00 4778.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDUC3 2044-12-01 5.000000 0.00 1031826.00 46212.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WEW88 2045-06-01 3.000000 0.00 800000.00 184147.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WF2Z8 2045-11-01 3.500000 0.00 61000.00 8088.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH5S7 2046-10-01 3.000000 0.00 80179200.00 12640221.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409ERA1 2036-05-01 6.000000 0.00 128847.00 3847.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A0AT6 2053-09-01 6.000000 0.00 17691904.00 12210598.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140B44U1 2055-03-01 6.000000 0.00 14980752.00 11798204.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BGAR4 2055-07-01 5.500000 0.00 965000.00 922000.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BGHR7 2055-11-01 4.500000 0.00 2082132.00 1990593.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4FV4 2049-12-01 5.000000 0.00 15034752.00 14490580.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4S57 2052-04-01 2.000000 0.00 1008.00 781.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5EW0 2055-02-01 6.000000 0.00 6426240.00 6056650.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5FS8 2052-07-01 3.000000 0.00 13000.00 11175.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5HK3 2037-05-01 2.500000 0.00 1008.00 909.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5HU1 2056-03-01 5.500000 0.00 35942000.00 35885245.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HECV2 2048-02-01 5.000000 0.00 3000.00 447.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HMZE7 2048-11-01 5.000000 0.00 2500000.00 364286.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EJE38 2027-01-01 4.500000 0.00 84000.00 2.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EJLJ5 2042-01-01 6.000000 0.00 220465.00 8461.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EJLL0 2034-10-01 6.000000 0.00 563404.00 33808.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EKZD0 2027-09-01 4.000000 0.00 35000.00 132.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EL3G6 2026-08-01 4.000000 0.00 5783552.00 2838.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELK44 2026-11-01 4.000000 0.00 10000.00 2.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHBW1 2046-05-01 4.500000 0.00 13000.00 419.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHP55 2031-08-01 2.500000 0.00 26000.00 3005.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHST0 2046-08-01 3.000000 0.00 47000.00 10450.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJF94 2031-11-01 2.000000 0.00 21000.00 2875.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJMV7 2046-12-01 3.000000 0.00 690000.00 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Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D6C1 2051-11-01 2.500000 0.00 7000.00 4183.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D7L0 2036-12-01 2.500000 0.00 10000.00 4866.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DA85 2049-04-01 5.000000 0.00 72000.00 6103.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DC83 2049-07-01 4.500000 0.00 2440000.00 240098.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DCB6 2049-05-01 4.500000 0.00 21000.00 2208.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DE65 2034-07-01 4.500000 0.00 306525.00 28771.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DHK1 2049-11-01 2.500000 0.00 75000.00 14376.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410WKW7 2037-05-01 5.500000 0.00 3000.00 21.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412MH84 2038-01-01 5.500000 0.00 97146.00 7308.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DJR4 2049-12-01 3.000000 0.00 6078648.00 974839.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DKQ4 2050-01-01 2.500000 0.00 1090000.00 235849.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DQ88 2050-07-01 2.500000 0.00 511000.00 171384.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DRS3 2050-08-01 2.500000 0.00 1754666.00 623675.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DRW4 2050-08-01 2.000000 0.00 500000.00 218409.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X97F6 2051-01-01 3.000000 0.00 5000.00 2306.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJ2P7 2052-07-01 2.500000 0.00 1117902.00 731554.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XL2B3 2053-07-01 5.500000 0.00 26000.00 20397.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XRLE3 2052-09-01 3.500000 0.00 16000.00 13286.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416A4W7 2038-11-01 5.500000 0.00 3131864.00 10384.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EWZ9 2053-10-01 4.500000 0.00 18000.00 14776.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WPLH5 2043-04-01 3.000000 0.00 2605000.00 356839.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ABZR9 2054-05-01 5.500000 0.00 2368660.00 1898554.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L73E0 2051-04-01 2.500000 0.00 38000.00 22490.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426RN56 2055-06-01 6.500000 0.00 1000.00 732.95 Agency Mortgage-Backed 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Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FJR9 2055-04-01 4.500000 0.00 41615.00 37753.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FLQ8 2055-06-01 5.000000 0.00 67000.00 60817.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.500000 0.00 1024.00 858.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FML8 2055-07-01 6.500000 0.00 1000.00 669.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMU8 2040-07-01 4.500000 0.00 2000.00 1687.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FNS2 2040-08-01 5.000000 0.00 2000.00 1561.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQN0 2040-10-01 5.000000 0.00 20000.00 16903.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FT56 2056-02-01 5.000000 0.00 15000.00 14511.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FTC1 2056-01-01 6.000000 0.00 5578240.00 5360176.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FTH0 2041-01-01 5.000000 0.00 3000.00 2852.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FUW5 2056-03-01 4.500000 0.00 66857856.00 63713840.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FVB0 2046-03-01 5.500000 0.00 20000.00 19879.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EQ2C5 2029-04-01 4.000000 0.00 16384.00 11.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E3C2 2054-03-01 5.000000 0.00 5896500.00 4823247.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E4D9 2039-03-01 4.500000 0.00 32000.00 20201.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.500000 0.00 4372000.00 3173685.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E5Q9 2054-05-01 6.000000 0.00 1524000.00 893615.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E5W6 2039-05-01 5.500000 0.00 32000.00 15611.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E7C8 2054-06-01 6.500000 0.00 7000.00 3300.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 656000.00 414166.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EBS8 2052-02-01 2.500000 0.00 1662000.00 1040642.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3.000000 0.00 21080480.00 13280110.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 6000.00 3939.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EDB3 2052-05-01 2.000000 0.00 1008.00 647.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EEN6 2037-06-01 3.500000 0.00 3000.00 1541.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.500000 0.00 15000.00 11342.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EML1 2038-01-01 4.000000 0.00 2535000.00 1441497.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ENB2 2052-11-01 3.000000 0.00 15000.00 10201.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EP38 2053-03-01 5.500000 0.00 11492032.00 7779945.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ERA0 2053-04-01 6.000000 0.00 1902000.00 1109950.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ERL6 2038-04-01 4.500000 0.00 58000.00 30350.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ERQ5 2038-04-01 4.000000 0.00 482000.00 269249.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.500000 0.00 8626800.00 6006481.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ESR2 2053-05-01 4.000000 0.00 44000.00 34427.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ETN0 2053-05-01 3.500000 0.00 50000.00 38654.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 1387500.00 808912.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EVC1 2038-08-01 5.000000 0.00 718000.00 398208.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EW71 2038-10-01 5.500000 0.00 768000.00 377529.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 18264000.00 11053017.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLGK8 2053-04-01 4.500000 0.00 350000.00 269006.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLUD8 2050-03-01 5.000000 0.00 425000.00 289120.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLYC6 2053-07-01 6.000000 0.00 195000.00 117161.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMA55 2053-08-01 5.500000 0.00 4000.00 2907.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMAR7 2047-12-01 3.000000 0.00 125000.00 83076.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMD29 2053-01-01 4.500000 0.00 1024.00 780.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMJW7 2052-12-01 5.000000 0.00 47000.00 37773.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMMF0 2053-09-01 6.000000 0.00 35000.00 23317.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMPX8 2053-09-01 5.500000 0.00 1400000.00 994754.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMQT6 2053-01-01 4.500000 0.00 250000.00 201605.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EXW5 2053-11-01 6.500000 0.00 2150000.00 946035.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DYZ9 2051-05-01 3.000000 0.00 5231000.00 2220930.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.500000 0.00 23064032.00 16520385.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGTC3 2051-01-01 5.000000 0.00 176000.00 92935.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XH4E4 2052-08-01 5.000000 0.00 40000.00 28377.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHG43 2050-03-01 4.500000 0.00 350000.00 207037.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHGT8 2052-05-01 3.000000 0.00 13000.00 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Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XA5M0 2051-05-01 2.000000 0.00 2814016.00 1450945.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAK92 2036-03-01 2.000000 0.00 9000.00 3604.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAQF2 2050-10-01 4.000000 0.00 7000.00 1928.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBGG9 2051-06-01 2.500000 0.00 25000.00 13832.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBJJ0 2040-06-01 4.500000 0.00 60000.00 22778.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X52G7 2035-02-01 2.500000 0.00 619000.00 89302.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5F40 2049-09-01 5.000000 0.00 6841000.00 1175410.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5GK3 2049-09-01 5.000000 0.00 114000.00 26305.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5LJ0 2033-02-01 3.500000 0.00 1000000.00 126406.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5M42 2050-01-01 3.500000 0.00 30000.00 6867.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5PV9 2028-12-01 4.500000 0.00 17999.00 2.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X64G3 2035-02-01 3.000000 0.00 4750.00 987.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCYT9 2051-09-01 3.000000 0.00 4000000.00 2314639.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDDB9 2051-11-01 2.000000 0.00 45963000.00 26807752.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDN51 2051-11-01 2.000000 0.00 50000.00 28643.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDT71 2051-11-01 3.000000 0.00 4745000.00 2872027.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XEBJ2 2040-03-01 3.000000 0.00 13000.00 6342.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DSG8 2050-08-01 4.500000 0.00 31000.00 4550.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DT44 2050-10-01 4.500000 0.00 2096376.00 168070.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DTS1 2050-10-01 3.000000 0.00 6215344.00 1891133.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DYY2 2051-05-01 2.500000 0.00 2028000.00 1073318.04 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 750000000.00 750000000.00 0.0033 N Y Y N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 3.610000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797UN5 2026-07-07 NA 0.00 300.00 298.91 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 1000.00 984.90 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TX5 2026-08-20 NA 0.00 2200.00 2182.44 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TY3 2026-08-27 NA 0.00 800.00 793.06 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UB1 2026-06-23 NA 0.00 3000.00 2993.35 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UD7 2027-03-18 NA 0.00 13400000.00 13012900.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 32569000.00 31441962.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 1000.00 919.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 8200000.00 9662637.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 12580300.00 10227997.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 8093000.00 4411658.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 200.00 146.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 800.00 569.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 2694900.00 2569887.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 500.00 492.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1300.00 1274.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 400.00 372.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 129900.00 129331.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 700.00 697.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 10559600.00 10378306.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 300.00 292.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 288067900.00 251872678.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1000.00 868.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 2076900.00 1974299.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 600.00 655.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 138399200.00 137779322.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 2699700.00 2714450.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 9219800.00 9253128.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 52273900.00 52617841.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 4833100.00 4881770.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 7499700.00 7427202.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 46594000.00 47116163.77 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 3.726000 0.00 6195200.00 6215696.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 202.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4636000.00 4666405.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 88500000.00 90169471.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 200.00 205.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 179900.00 179914.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 1027700.00 1002170.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 30232300.00 30439602.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 23868100.00 23700859.86 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 NA 0.00 3700.00 3675.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 3057000.00 3075052.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 8098300.00 8061347.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 300.00 320.56 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 750000000.00 750000000.00 0.0033 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.619900% 927NEF002 RCNB6OTYUAMMP879YW96 0001197610 927NEF002_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379T5T2 2046-02-20 2.382900 0.00 25777777.00 337207.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ND39 2055-07-20 8.157900 0.00 6826544.00 6316319.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKEX8 2054-11-25 4.552100 0.00 54599999.00 36155457.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKGJ7 2055-03-25 4.562100 0.00 2900000.00 2059642.38 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.737900 0.00 300000.00 12633.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLNN8 2055-06-25 4.612100 0.00 1468820.00 1013778.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM7H7 2055-07-25 1.537900 0.00 57899264.00 2028166.92 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMEM8 2055-08-25 2.187900 0.00 126101407.00 6073800.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMGK0 2055-08-25 4.562100 0.00 1500000.00 1457649.43 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMT42 2055-03-25 2.887900 0.00 890585.00 82804.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.837900 0.00 88364209.00 4032008.84 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNJM1 2055-10-25 1.737900 0.00 4002853.00 169571.64 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385RH99 2056-05-20 1.996500 0.00 100000000.00 5488012.25 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385RJ71 2056-05-20 1.996500 0.00 40329700.00 2222978.00 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3133Q3QF1 2031-03-25 4.000000 0.00 18569738.00 17447029.23 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BYU75 2051-01-25 5.500000 0.00 17138913.00 2271248.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5DM9 2056-04-25 0.087900 0.00 499691000.00 4211872.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5LN8 2056-04-25 NA 0.00 108091962.00 576594.75 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6LH9 2056-06-25 0.983600 0.00 136305920.00 2728474.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BRPF6 2046-08-15 2.342700 0.00 292000000.00 4078671.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTJL6 2040-07-15 2.040200 0.00 42126259.00 311323.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPZ73 2048-04-25 2.273400 0.00 13909024.00 583610.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5XH5 2052-02-25 NA 0.00 200000000.00 5956.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA3V6 2053-05-25 2.487900 0.00 27289562.00 1191036.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAFW1 2053-08-25 4.662100 0.00 8700000.00 5097315.77 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.142700 0.00 92672821.00 3480236.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCCQ3 2054-04-25 2.387900 0.00 100009.00 3781.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD2M1 2054-06-25 2.287900 0.00 41591340.00 1909006.08 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HDPV6 2054-07-25 13.427400 0.00 4342031.00 3561469.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHZL8 2055-01-25 4.712100 0.00 4898000.00 3984656.57 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJ7A9 2055-02-25 1.437900 0.00 120931584.00 3757286.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJB30 2054-10-25 4.562100 0.00 2105080.00 1367355.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJGF8 2055-02-25 4.612100 0.00 399000.00 294852.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HNTE8 2055-11-25 4.762100 0.00 1551140.00 1430267.97 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNYE2 2055-12-25 1.837900 0.00 99900000.00 6797001.85 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HP5M1 2055-12-25 1.937900 0.00 114228252.00 4730423.39 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HP6A6 2055-12-25 1.187900 0.00 148728067.00 3909497.63 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HP6P3 2055-12-25 1.937900 0.00 212754177.00 9952473.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6Z1 2055-12-25 1.937900 0.00 238419932.00 10512471.73 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HPAZ6 2055-12-25 1.937900 0.00 106618580.00 6645691.40 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQHV6 2056-03-25 1.467900 0.00 119498024.00 6055318.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQTN1 2056-04-25 0.357900 0.00 100000000.00 946792.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQXV8 2055-03-25 4.612100 0.00 15573700.00 14062122.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5C9 2056-04-25 1.987900 0.00 28529248.00 1908524.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRLB3 2056-05-25 2.617900 0.00 50000000.00 4809143.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWGV2 2054-10-25 4.612100 0.00 2500000.00 2289338.65 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BWN77 2055-08-25 1.487900 0.00 99700001.00 2126463.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY5Y4 2056-04-25 1.387900 0.00 199700000.00 4883165.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6B3 2056-04-25 1.287900 0.00 43428413.00 1051410.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6D9 2056-04-25 0.287900 0.00 199697920.00 1736154.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6F4 2056-04-25 4.712100 0.00 1408600.00 1300988.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A55P7 2042-05-25 2.193400 0.00 61089106.00 679092.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANQT7 2045-05-25 2.723400 0.00 10073651.00 130311.38 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AWB89 2047-06-25 1.961000 0.00 30087455.00 190071.99 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AWRB5 2047-05-25 2.158200 0.00 38875846.00 208029.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX4Y8 2047-10-25 2.473400 0.00 100098.00 2297.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5WC5 2059-08-25 1.969700 0.00 10710080.00 101648.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAZS6 2050-07-25 4.500000 0.00 16731000.00 928888.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBK68 2050-09-25 4.000000 0.00 62199671.00 4255511.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGUK5 2051-05-25 2.500000 0.00 25645280.00 1831288.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLBK5 2052-02-25 2.235700 0.00 161810442.00 4163988.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP3E9 2061-03-25 2.015400 0.00 37520384.00 1024684.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQKM0 2048-05-25 5.000000 0.00 46913724.00 4477980.49 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6LB2 2056-06-25 0.944900 0.00 150000000.00 1511397.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383XNQ3 2053-04-20 2.574900 0.00 30299593.00 1447409.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GPT0 2065-05-20 2.224900 0.00 51807801.00 1693552.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GT58 2055-06-20 2.174900 0.00 25000000.00 1601755.84 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385HS40 2051-06-20 5.500000 0.00 13913912.00 1779795.44 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385LB23 2056-01-20 4.725100 0.00 1000052.00 974881.97 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385LMY1 2056-01-20 2.074900 0.00 75835756.00 4373171.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385NMM3 2056-03-20 1.424900 0.00 100000000.00 3306667.68 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385RH32 2056-05-20 1.996500 0.00 100000000.00 6502312.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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B1V7KEBTPIMZEU4LTD58 31397UJZ3 2041-06-25 2.853400 0.00 285232406.00 455328.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NWES0 2034-12-01 4.410000 0.00 27711329.00 27378571.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376LTT6 2041-06-20 2.952900 0.00 148140003.00 410315.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377DBX3 2040-08-20 2.282900 0.00 102857142.00 830487.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378FAV2 2043-01-20 2.582900 0.00 83866385.00 347652.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378P8A9 2044-01-16 0.760500 0.00 193004487.00 241181.81 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 370000000.00 370000000.00 0.0016 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. 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Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 6.072000 0.00 3000000.00 16831.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412V6Z6 2037-04-01 5.140000 0.00 19300000.00 72947.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BCH7 2044-03-01 5.000000 0.00 750000.00 104367.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D7F3 2051-12-01 2.500000 0.00 348141000.00 211599082.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3.000000 0.00 2520000.00 367612.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DMP4 2040-03-01 2.500000 0.00 75000.00 13870.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DQA3 2050-06-01 3.000000 0.00 179000.00 45000.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DRT1 2050-08-01 3.000000 0.00 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Morgan Securities LLC Tri Party Repo J.P. 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Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.630000% 930PNJ004 8I5DZWZKVSZI1NUHU748 0001168163 930PNJ004_3.63_0608 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 100.00 100.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 434134400.00 382927459.47 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 548518400.00 570772462.63 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-05 2026-06-05 N N N 0.0360 935000000.00 935000000.00 0.0041 N N N N Wells Fargo Tri Party Repo Wells Fargo Tri Party Repo 3.610000% 930REQ004 KB1H1DSPRFMYMCUFXT09 0000072971 930REQ004_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 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2040-07-01 5.500000 0.00 6699430.00 5475988.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNKD1 2040-07-01 6.000000 0.00 1864100.00 1480998.66 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNN30 2040-08-01 4.500000 0.00 3822948.00 3561236.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNQA1 2040-08-01 6.000000 0.00 1330400.00 958326.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNRY8 2040-08-01 5.500000 0.00 1334423.00 740318.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNTA8 2040-09-01 4.500000 0.00 2139515.00 2039392.29 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNYE4 2040-10-01 5.500000 0.00 796226.00 477953.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WP6P5 2041-05-01 4.500000 0.00 1439321.00 1430441.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPE76 2040-12-01 4.000000 0.00 668851.00 611063.10 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPHE8 2041-01-01 4.500000 0.00 2291617.00 2242213.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPSF3 2041-03-01 6.000000 0.00 2033634.00 2087978.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPUM5 2041-03-01 4.000000 0.00 2439247.00 2349321.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425URD9 2054-12-01 6.000000 0.00 100000.00 90282.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425VUX9 2054-12-01 5.000000 0.00 1200000.00 1123603.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425WPP0 2054-12-01 5.000000 0.00 2203382.00 2109435.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131WDRG3 2034-01-01 6.000000 0.00 972931.00 4997.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131WLKB3 2038-05-01 6.000000 0.00 3498354.00 73094.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131WPAK5 2040-04-01 5.000000 0.00 48000.00 1972.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XJ2X9 2042-08-01 3.500000 0.00 262814.00 26223.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XKN70 2042-08-01 3.500000 0.00 445882.00 49187.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XMK87 2043-05-01 3.500000 0.00 100000.00 13645.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329QYJ4 2049-05-01 3.500000 0.00 11706619.00 2195320.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A0RR9 2030-06-01 7.000000 0.00 25534284.00 7946.52 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A1QX5 2037-03-01 6.000000 0.00 1239414.00 9445.65 Agency 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1532624.00 1149657.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVJ97 2054-09-01 7.500000 0.00 43040000.00 26569198.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K6M24 2056-06-01 5.000000 0.00 1583318.00 1569943.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K6RG8 2056-06-01 6.000000 0.00 2402995.00 2482357.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425YWD5 2055-01-01 6.000000 0.00 3390069.00 3457608.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FNZ6 2055-03-01 7.500000 0.00 2553780.00 1196324.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PLX1 2055-06-01 5.000000 0.00 2287454.00 2230039.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426QWQ2 2055-06-01 5.500000 0.00 18333000.00 16606443.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5XD7 2055-03-25 1.987900 0.00 142856960.00 6671204.82 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G5XJ4 2055-03-25 5.500000 0.00 25529664.00 22454922.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BGLA5 2041-01-15 2.385300 0.00 1276254.00 658029.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BHEW3 2035-04-15 4.000000 0.00 9553792.00 79295.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKLA6 2045-07-15 6.000000 0.00 39759104.00 482817.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKY38 2045-08-15 4.000000 0.00 4346936.00 3638454.11 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BL6Q6 2045-08-15 3.500000 0.00 7303000.00 9961705.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BLEX2 2045-09-15 3.000000 0.00 31890000.00 12903639.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BNW34 2046-04-15 3.000000 0.00 6500000.00 7921245.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPFF1 2046-05-15 2.342700 0.00 130080960.00 1584719.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPLG2 2046-05-15 2.342700 0.00 30000000.00 229669.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137FXFM5 2043-08-15 0.080000 0.00 459177984.00 388753.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HJA49 2055-02-25 5.000000 0.00 10449440.00 10680135.32 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJA98 2055-02-25 2.187900 0.00 104634880.00 6902749.29 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJB97 2054-09-25 1.537900 0.00 86153728.00 1242144.47 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJBV8 2050-06-25 6.000000 0.00 12722048.00 685296.53 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJC70 2054-10-25 0.687900 0.00 140000000.00 1243734.74 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJC88 2054-11-25 1.537900 0.00 94243840.00 1610798.82 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJC96 2054-10-25 0.050000 0.00 158957568.00 143779.13 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKDS0 2055-02-25 2.237900 0.00 50000000.00 3395711.05 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HDZR4 2054-08-25 2.237900 0.00 186150000.00 8019869.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBE4 2054-08-25 1.537900 0.00 20000000.00 508366.18 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFC86 2054-07-25 1.537900 0.00 140664576.00 3606556.23 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFJQ9 2054-08-25 1.637900 0.00 65222272.00 1976027.45 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFY33 2052-04-25 6.500000 0.00 19558912.00 869889.48 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHBJ9 2054-11-25 1.587900 0.00 82000000.00 1838626.91 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHC33 2054-11-25 1.687900 0.00 50000000.00 1288761.87 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHC41 2054-11-25 2.437900 0.00 73699584.00 3584151.24 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNNV6 2055-03-25 1.187900 0.00 28636512.00 724180.42 Agency Mortgage-Backed Securities Y 2026-06-01 2026-09-25 2026-09-25 N N N 0.0375 3240000000.00 3240000000.00 0.0143 N N N Y RBC Dominion Securities Inc. Tri Party Repo RBC Dominion Securities Inc. Tri Party Repo 3.630000% 932UEV004 549300QJJX6CVVUXLE15 0001317808 932UEV004_3.63_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMT71 2053-10-01 6.500000 0.00 3610132.00 2406285.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XML38 2053-08-01 6.500000 0.00 1024.00 586.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGJS9 2051-11-01 3.000000 0.00 1023.00 629.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8UJ3 2056-04-01 5.500000 0.00 36309521.00 36692322.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5CW2 2056-02-01 5.000000 0.00 51738777.00 50146323.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KPQY7 2052-07-01 4.500000 0.00 620541.00 427661.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2.000000 0.00 72052999.00 44134983.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132CWPF5 2035-10-01 2.000000 0.00 199998541.00 76902026.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5YZ1 2056-04-01 5.000000 0.00 20499.00 20317.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8GL4 2056-02-01 5.000000 0.00 44799000.00 43248862.86 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 249000000.00 249000000.00 0.0011 N Y Y N Royal Bank of Canada Tri Party Repo Royal Bank of Canada Tri Party Repo 3.630000% 933UAA003 ES7IP3U3RHIGC71XBU11 933UAA003_3.63_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 29630000.00 29436283.57 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y20 2036-05-15 NA 0.00 1062430.00 676022.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X96 2035-11-15 NA 0.00 437072.00 285640.98 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 1063990.44 714254.65 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 926000.00 838515.22 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 2063990.00 1989498.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 11506000.00 11261923.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 222032100.00 276860974.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 2155600.00 2169305.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 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254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 800.00 1274.83 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 1000000000.00 1000000000.00 0.0044 N Y Y N Bank of Montreal Tri Party Repo Bank of Montreal Tri Party Repo 3.619900% 934EEG001 NQQ6HPCNCCU6TUTQYE16 0000009622 934EEG001_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MKGW1 2056-02-20 5.500000 0.00 2054121.00 2120140.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MKSK4 2056-05-20 6.000000 0.00 2302726.00 2415586.44 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MSNE6 2056-03-20 6.000000 0.00 2236998.00 2282318.22 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N0FQ8 2056-05-20 4.500000 0.00 2302860.00 2197439.67 Agency Mortgage-Backed Securities GINNIE 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1068662.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UC3N9 2056-04-01 6.500000 0.00 1001.00 1050.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCBC4 2056-04-01 6.000000 0.00 1000.00 1032.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCG70 2056-04-01 5.500000 0.00 1000.00 999.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCH20 2056-04-01 6.000000 0.00 1000.00 1035.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCJ77 2056-04-01 4.500000 0.00 1000.00 959.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCMS7 2056-05-01 6.000000 0.00 1000.00 1041.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCNC1 2056-05-01 5.000000 0.00 1000.00 994.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UD3G2 2056-05-01 5.500000 0.00 1008.00 1021.02 Agency 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Tri Party Repo - BNYM Fixed Income Clearing Corp. 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Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEDE2 2053-03-01 5.000000 0.00 1000.00 948.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGYZ7 2053-05-01 6.000000 0.00 1000.00 602.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGZD5 2053-05-01 5.000000 0.00 2000.00 1909.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGZK9 2053-05-01 6.000000 0.00 1000.00 696.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NHFE3 2053-04-01 5.000000 0.00 2000.00 1853.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKBY6 2053-05-01 6.500000 0.00 1746073.00 1298059.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKCP4 2053-06-01 5.500000 0.00 2000.00 1574.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKHB0 2053-06-01 6.500000 0.00 1000.00 792.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKUZ2 2053-06-01 5.500000 0.00 1696550.00 885705.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKZ87 2053-06-01 6.000000 0.00 1000.00 817.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKZH7 2053-06-01 6.500000 0.00 1000.00 878.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6.000000 0.00 1000.00 1007.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLZJ1 2053-07-01 6.000000 0.00 1000.00 602.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0UA1 2052-09-01 5.000000 0.00 1000.00 668.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0X59 2052-08-01 4.500000 0.00 1000.00 618.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0XW0 2052-08-01 5.000000 0.00 1854169.00 1294635.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0Y82 2052-08-01 5.000000 0.00 2000.00 1254.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0Y90 2052-08-01 5.000000 0.00 1000.00 856.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0YF6 2052-08-01 5.000000 0.00 1000.00 943.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N14C4 2052-09-01 5.000000 0.00 1000.00 945.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N14Z3 2052-09-01 5.000000 0.00 1000.00 778.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1JQ7 2052-08-01 5.000000 0.00 2000.00 1592.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1JS3 2052-08-01 5.000000 0.00 2000.00 1475.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1K51 2052-09-01 5.000000 0.00 1000.00 755.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1KY8 2052-09-01 5.000000 0.00 1000.00 565.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1Q89 2052-10-01 5.000000 0.00 1000.00 565.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1RD7 2052-10-01 5.000000 0.00 1000.00 938.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1RJ4 2052-10-01 5.000000 0.00 1355833.00 1272600.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1TH6 2052-08-01 5.000000 0.00 1000.00 607.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1WM1 2052-10-01 5.000000 0.00 1000.00 715.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1WV1 2052-10-01 5.000000 0.00 2000.00 1469.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1XR9 2052-09-01 5.000000 0.00 1000.00 749.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1XZ1 2052-09-01 5.000000 0.00 1000.00 942.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N23D1 2053-06-01 6.500000 0.00 1000.00 659.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N27M7 2052-10-01 4.500000 0.00 1000.00 580.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MX3E2 2052-08-01 5.000000 0.00 1000.00 635.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MXJW5 2052-08-01 5.000000 0.00 1008.00 632.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MY2U5 2052-11-01 5.000000 0.00 1000.00 872.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MY5Y4 2052-08-01 5.000000 0.00 1000.00 562.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYAB8 2052-08-01 5.000000 0.00 1008.00 456.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYBT8 2052-08-01 5.000000 0.00 1000.00 487.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYD41 2052-08-01 5.000000 0.00 1000.00 465.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYE24 2052-09-01 5.000000 0.00 1000.00 563.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYET5 2052-09-01 5.000000 0.00 1000.00 586.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYFM9 2052-09-01 5.000000 0.00 1982435.00 1456171.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYX23 2052-08-01 5.000000 0.00 1000.00 265.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYY48 2052-08-01 4.500000 0.00 2000.00 1008.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5.000000 0.00 1000.00 938.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0CJ2 2052-08-01 5.000000 0.00 1000.00 635.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0F34 2052-08-01 5.000000 0.00 1000.00 516.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0JZ9 2052-11-01 5.500000 0.00 1000.00 751.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNQ88 2047-06-01 4.000000 0.00 5000.00 1676.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNT93 2047-06-01 4.500000 0.00 1000.00 252.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NNDC6 2053-09-01 6.500000 0.00 4000.00 4127.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NNQD0 2053-07-01 5.500000 0.00 3000.00 2386.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPFH8 2053-08-01 5.000000 0.00 1005.00 825.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPNZ9 2053-08-01 6.000000 0.00 1400250.00 535460.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPPD6 2053-08-01 6.500000 0.00 1000.00 649.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPWW6 2053-07-01 6.500000 0.00 2001.00 1413.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPXW5 2053-07-01 5.500000 0.00 2000.00 1956.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPXY1 2053-07-01 6.000000 0.00 2000.00 1348.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQBM9 2053-07-01 6.500000 0.00 1001.00 909.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQBP2 2053-07-01 6.500000 0.00 2000.00 1328.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQRR1 2053-07-01 5.500000 0.00 4001.00 3386.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NRDE3 2053-08-01 5.500000 0.00 277030.00 242664.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSAT1 2053-08-01 6.500000 0.00 1000.00 684.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NUYF0 2034-04-01 4.930000 0.00 193000.00 197151.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NVB63 2034-05-01 4.880000 0.00 8438000.00 8590766.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NXJD6 2030-09-01 5.025000 0.00 5095000.00 5214973.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NXZQ9 2032-07-01 4.410000 0.00 1791000.00 1789053.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9VW0 2053-08-01 6.500000 0.00 1000.00 811.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9WV1 2053-08-01 5.500000 0.00 2000.00 1282.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CACY4 2053-08-01 6.000000 0.00 1000.00 757.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCF35 2053-09-01 6.500000 0.00 1204150.00 745874.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCFZ4 2053-09-01 6.500000 0.00 1000.00 831.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCGK6 2053-09-01 6.500000 0.00 1000.00 732.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCLD6 2053-09-01 6.500000 0.00 2219403.00 1680615.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CDLM4 2053-09-01 6.500000 0.00 1000.00 614.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PHX6 2055-06-01 6.000000 0.00 1000.00 814.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426RN56 2055-06-01 6.500000 0.00 1000.00 732.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426TKD8 2055-07-01 6.000000 0.00 1000.00 1022.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U0AR8 2056-01-01 5.000000 0.00 1205086.00 1194655.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U0RL3 2056-01-01 5.000000 0.00 13137152.00 12680041.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U1C60 2056-01-01 6.000000 0.00 5206640.00 5269939.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U1C86 2056-01-01 6.000000 0.00 4607000.00 4731425.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U3S85 2056-01-01 5.500000 0.00 2059910.00 2076922.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U3YE5 2055-12-01 5.500000 0.00 360854.00 365999.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U4KA6 2056-02-01 5.500000 0.00 1322500.00 1340565.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U5E85 2056-04-01 5.000000 0.00 3595686.00 3581960.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31334XHC6 2049-07-01 3.500000 0.00 5000.00 917.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QDF30 2046-09-01 3.500000 0.00 1003.00 333.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QSK56 2045-09-01 4.500000 0.00 1000.00 153.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QTMQ6 2045-10-01 3.500000 0.00 1073.00 150.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QU2X0 2045-12-01 4.000000 0.00 2000.00 264.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QUNN9 2045-11-01 4.000000 0.00 1008.00 158.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132QV6G1 2046-02-01 4.000000 0.00 1008.00 167.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132V8H90 2035-09-01 4.188000 0.00 20000000.00 20016626.66 Agency 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Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMY41 2052-10-01 5.000000 0.00 2000.00 1155.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMZD0 2052-09-01 5.000000 0.00 1000.00 745.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNDD2 2052-10-01 5.000000 0.00 4000.00 2613.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNDH3 2052-10-01 5.000000 0.00 4000.00 2837.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNGJ6 2052-10-01 5.000000 0.00 4000.00 2546.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNR21 2052-10-01 5.000000 0.00 2000.00 1230.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNV75 2052-10-01 5.000000 0.00 4000.00 2418.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BQCF1 2052-11-01 5.500000 0.00 465190.00 317712.94 Agency 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Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKKZ8 2048-11-01 4.500000 0.00 4000.00 1410.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JML34 2049-03-01 4.500000 0.00 2213956.00 541233.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMMA7 2049-01-01 4.500000 0.00 1000.00 360.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JNAJ9 2049-04-01 4.500000 0.00 5161421.00 608366.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPYR0 2049-05-01 4.500000 0.00 1905650.00 609687.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQVQ3 2049-03-01 4.500000 0.00 2731071.00 527078.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQY31 2049-07-01 3.500000 0.00 2001.00 850.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQY72 2049-06-01 3.500000 0.00 1424184.00 568981.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQY98 2049-06-01 3.500000 0.00 4000.00 908.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JR2C4 2049-05-01 3.500000 0.00 1001.00 216.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JSRS0 2049-05-01 4.500000 0.00 4000.00 1282.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.500000 0.00 1000.00 232.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JVVW9 2049-07-01 3.500000 0.00 4000.00 1289.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JW6X3 2049-07-01 3.500000 0.00 4000.00 1152.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JWT26 2049-11-01 3.500000 0.00 1000.00 355.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JXM21 2049-08-01 3.500000 0.00 4000.00 1813.85 Agency Mortgage-Backed 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3140JGYN9 2048-09-01 4.500000 0.00 1000.00 298.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4.000000 0.00 1000.00 254.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHNK5 2048-10-01 4.500000 0.00 1000.00 431.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHTP8 2048-11-01 4.500000 0.00 1000.00 259.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JJJ67 2048-10-01 4.500000 0.00 2000.00 547.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKKK1 2048-11-01 4.500000 0.00 1000.00 240.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JLJF2 2049-03-01 4.000000 0.00 5936318.00 1293273.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JML34 2049-03-01 4.500000 0.00 1000.00 244.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMMA7 2049-01-01 4.500000 0.00 1000.00 360.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JNAJ9 2049-04-01 4.500000 0.00 1000.00 117.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPM93 2049-06-01 3.500000 0.00 396000.00 45679.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPR31 2049-02-01 4.500000 0.00 1000.00 269.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQVQ3 2049-03-01 4.500000 0.00 1000.00 192.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQY31 2049-07-01 3.500000 0.00 2000.00 850.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQY72 2049-06-01 3.500000 0.00 1000.00 399.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JR2C4 2049-05-01 3.500000 0.00 1000.00 215.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JSRY7 2049-06-01 3.500000 0.00 1000.00 316.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JSTP4 2049-07-01 3.500000 0.00 1000.00 300.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JSZA0 2049-04-01 4.500000 0.00 1001.00 424.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.500000 0.00 1000.00 232.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JWT26 2049-11-01 3.500000 0.00 1000.00 355.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JYSB3 2049-08-01 3.000000 0.00 1185650.00 383118.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4F21 2049-11-01 3.500000 0.00 1000.00 552.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4F47 2049-11-01 3.500000 0.00 1000.00 428.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4FM7 2049-11-01 3.500000 0.00 1000.00 170.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTH89 2052-09-01 5.000000 0.00 1540832.00 1335372.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTTW3 2052-06-01 5.000000 0.00 1476900.00 1222522.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MUKQ2 2052-08-01 5.000000 0.00 1000.00 706.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4.000000 0.00 1000.00 753.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVDL9 2052-07-01 5.000000 0.00 1000.00 600.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVKR8 2052-08-01 5.000000 0.00 1000.00 595.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWYA8 2052-12-01 4.500000 0.00 1000.00 917.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140M6KD4 2054-07-01 6.000000 0.00 47062.00 25708.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140M9CZ8 2052-02-01 3.000000 0.00 1171000.00 908483.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MAZK3 2052-05-01 3.500000 0.00 94000.00 63182.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MEBX3 2052-09-01 5.000000 0.00 1543150.00 1430354.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MEEA0 2052-01-01 4.000000 0.00 282432.00 182093.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MF4C4 2052-07-01 4.500000 0.00 1000.00 663.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MHGX1 2052-04-01 3.000000 0.00 1000.00 728.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MKG22 2037-05-01 2.500000 0.00 576880.00 335220.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MLKM1 2052-04-01 3.000000 0.00 58884.00 47167.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MMT73 2052-04-01 2.500000 0.00 125000.00 83105.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MMZB7 2052-08-01 4.000000 0.00 257000.00 181428.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MN3W4 2052-06-01 4.500000 0.00 1000.00 796.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MNN36 2052-05-01 3.000000 0.00 15000.00 10176.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MNP75 2052-05-01 3.500000 0.00 131000.00 73600.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MNY26 2052-06-01 5.000000 0.00 1000.00 650.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP5M9 2052-05-01 4.000000 0.00 2581933.00 1377981.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP7D7 2052-06-01 3.500000 0.00 1000.00 673.18 Agency Mortgage-Backed Securities FANNIE 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B1V7KEBTPIMZEU4LTD58 3140FXF49 2057-02-01 4.500000 0.00 2003.00 528.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXT44 2050-02-01 4.000000 0.00 4032.00 2150.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4.000000 0.00 4000.00 589.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GRPX6 2047-07-01 4.000000 0.00 4000.00 806.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GTEA4 2047-06-01 4.500000 0.00 2012.00 670.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GVM93 2047-07-01 4.000000 0.00 2073.00 64.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BFDQ0 2052-07-01 5.000000 0.00 2000.00 1667.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31334XLR8 2049-07-01 3.500000 0.00 2002.00 360.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31334YLY1 2049-08-01 4.500000 0.00 5000.00 1753.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31335ABP2 2045-04-01 4.000000 0.00 5120.00 673.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31335BWU6 2048-03-01 4.000000 0.00 5121.00 698.00 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31339U5F3 2049-11-01 3.500000 0.00 5040.00 1832.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31339UXN5 2049-11-01 3.500000 0.00 5000.00 2166.97 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31339UXS4 2049-11-01 3.500000 0.00 5000.00 1943.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132GGG33 2041-08-01 4.000000 0.00 2003.00 190.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132GJET2 2041-09-01 4.000000 0.00 2000.00 158.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132HMX48 2042-10-01 4.000000 0.00 4695847.00 537369.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132HNVG1 2042-11-01 3.500000 0.00 2024.00 334.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132L63Z2 2045-04-01 4.000000 0.00 1000.00 267.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132L6C25 2044-02-01 4.000000 0.00 2053.00 285.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132L92T1 2048-06-01 4.500000 0.00 149098752.00 17814487.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C05H1 2053-04-01 5.000000 0.00 1000.00 706.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K26H8 2056-05-01 5.500000 0.00 1000.00 1015.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426ULR3 2055-08-01 6.500000 0.00 1000.00 736.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426WR69 2055-08-01 6.000000 0.00 1008.00 1040.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427DAZ4 2055-09-01 6.500000 0.00 1000.00 1056.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MBK6 2054-03-01 6.000000 0.00 1000.00 844.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NP45 2055-05-01 5.500000 0.00 1000.00 932.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NXQ7 2053-05-01 6.000000 0.00 1280.00 994.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PWV2 2055-07-01 5.500000 0.00 1000.00 875.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QJZ6 2054-01-01 2.500000 0.00 1000.00 809.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427R2D1 2054-08-01 5.500000 0.00 12254200.00 11759684.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427R5U0 2056-03-01 5.500000 0.00 7374112.00 7433471.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427R6E5 2054-01-01 2.500000 0.00 1000.00 834.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SN61 2052-08-01 3.000000 0.00 1024.00 900.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SZE1 2056-05-01 5.500000 0.00 1000.00 1013.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SZS0 2056-05-01 5.500000 0.00 12967223.00 13249309.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GRLB4 2054-04-01 6.000000 0.00 13738432.00 10743134.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUKK8 2055-04-01 6.000000 0.00 5781920.00 5087312.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXA98 2056-03-01 4.500000 0.00 1000.00 960.28 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6D34 2056-05-01 6.500000 0.00 1024.00 1057.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JNV37 2055-11-01 5.500000 0.00 1000.00 1022.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JQPE3 2056-01-01 5.500000 0.00 1000.00 1011.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JYKB7 2056-03-01 5.500000 0.00 1856330.00 1882055.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K1H39 2056-04-01 6.000000 0.00 1000.00 1039.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K1X49 2056-04-01 5.500000 0.00 1068950.00 1088084.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2YN4 2056-05-01 5.500000 0.00 1503776.00 1524857.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K5KV4 2056-05-01 5.500000 0.00 1000.00 1017.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K5S20 2056-05-01 5.500000 0.00 1000.00 1015.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K5X57 2056-05-01 5.500000 0.00 1000.00 1026.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XXXQ9 2047-09-01 4.500000 0.00 2003.00 311.52 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XY3R8 2047-12-01 4.500000 0.00 2736481.00 537477.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XYGW3 2047-11-01 4.500000 0.00 1931892.00 495571.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y0LD2 2048-02-01 4.500000 0.00 1003.00 224.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y2AE8 2048-07-01 4.500000 0.00 7000.00 1621.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y2BQ0 2048-07-01 4.500000 0.00 7000.00 2304.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6L59 2053-01-01 5.500000 0.00 2000.00 1750.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6MQ2 2052-12-01 6.000000 0.00 1441175.00 579159.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6NE8 2052-11-01 5.500000 0.00 1000.00 519.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6NR9 2052-11-01 5.000000 0.00 1001.00 939.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6PN6 2052-11-01 5.000000 0.00 2001.00 1522.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6T85 2053-02-01 4.500000 0.00 1000.00 753.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6YF3 2052-11-01 4.500000 0.00 1001.00 912.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N7D64 2052-11-01 5.500000 0.00 1001.00 606.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N7QH6 2052-12-01 6.000000 0.00 1153368.00 616628.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N7ZG8 2052-11-01 6.000000 0.00 2010.00 1451.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8BZ0 2052-12-01 5.500000 0.00 2000.00 1935.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8LW6 2053-01-01 4.500000 0.00 2000.00 1485.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6.000000 0.00 2000.00 1959.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8NB0 2052-10-01 4.500000 0.00 4000.00 2631.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KDMW7 2050-05-01 2.000000 0.00 4096.00 1705.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5.000000 0.00 3000.00 2140.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LWXW2 2052-10-01 5.000000 0.00 4000.00 3374.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LWYA9 2052-10-01 5.000000 0.00 4000.00 3108.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MF4C4 2052-07-01 4.500000 0.00 4000.00 2653.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MFN33 2052-02-01 3.000000 0.00 4032.00 2631.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MGYT2 2052-05-01 3.000000 0.00 3000.00 1905.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MHGX1 2052-04-01 3.000000 0.00 1000.00 728.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MJTZ8 2052-07-01 5.000000 0.00 3000.00 2837.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MN3W4 2052-06-01 4.500000 0.00 4000.00 3184.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MNY26 2052-06-01 5.000000 0.00 1000.00 650.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP6Y2 2052-05-01 3.500000 0.00 4000.00 2389.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP7D7 2052-06-01 3.500000 0.00 1000.00 673.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP7L9 2052-05-01 4.000000 0.00 4000.00 2184.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MP7M7 2052-05-01 4.000000 0.00 4032.00 2287.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MPC58 2052-08-01 5.000000 0.00 4000.00 3763.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MPDS7 2052-08-01 5.000000 0.00 4000.00 3773.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MS2X2 2052-07-01 5.000000 0.00 4000.00 3162.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MS4F9 2052-08-01 5.000000 0.00 2000.00 1277.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MSUD5 2052-06-01 5.000000 0.00 4000.00 2880.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTA78 2052-11-01 4.500000 0.00 4000.00 2455.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTBN2 2053-01-01 5.500000 0.00 1000.00 708.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MTCU5 2053-06-01 4.500000 0.00 4000.00 3663.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MU7L8 2052-07-01 5.000000 0.00 2001.00 1200.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MUKQ2 2052-08-01 5.000000 0.00 2001.00 1412.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4.000000 0.00 1000.00 753.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVCM8 2052-07-01 5.000000 0.00 4000.00 2399.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MVDL9 2052-07-01 5.000000 0.00 1071895.00 643140.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWLH7 2052-07-01 5.000000 0.00 4000.00 3507.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWUN4 2053-01-01 6.500000 0.00 4000.00 2113.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWYA8 2052-12-01 4.500000 0.00 2000.00 1835.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MY2U5 2052-11-01 5.000000 0.00 1000.00 872.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYAB8 2052-08-01 5.000000 0.00 1017.00 460.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYBT8 2052-08-01 5.000000 0.00 1000.00 487.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYCF7 2052-08-01 5.000000 0.00 2005.00 1232.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYE24 2052-09-01 5.000000 0.00 1000.00 563.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYX23 2052-08-01 5.000000 0.00 2287928.00 607186.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYY48 2052-08-01 4.500000 0.00 2001.00 1008.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5.000000 0.00 2001.00 1878.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0CJ2 2052-08-01 5.000000 0.00 1000.00 635.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0F34 2052-08-01 5.000000 0.00 1000.00 516.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0JZ9 2052-11-01 5.500000 0.00 2000.00 1503.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0QP3 2052-09-01 5.000000 0.00 2001.00 1363.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0QR9 2052-09-01 5.000000 0.00 2000.00 1418.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0RA5 2052-09-01 5.000000 0.00 2003.00 1538.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H9VF7 2049-05-01 4.500000 0.00 4000.00 1080.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H9VP5 2049-05-01 4.500000 0.00 4000.00 729.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HAGU8 2048-01-01 4.500000 0.00 1000.00 468.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4F21 2049-11-01 3.500000 0.00 4000.00 2210.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4F47 2049-11-01 3.500000 0.00 3000.00 1284.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4FM7 2049-11-01 3.500000 0.00 1004.00 171.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4X96 2050-01-01 3.500000 0.00 4000.00 1603.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K5BH9 2050-02-01 3.500000 0.00 3024.00 500.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K7BS1 2050-01-01 3.500000 0.00 4000.00 1248.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K8HL8 2050-01-01 4.000000 0.00 1001.00 411.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K8HX2 2050-01-01 3.500000 0.00 3007.00 1273.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138E7NY6 2042-02-01 3.500000 0.00 2006.00 282.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMTW1 2044-02-01 4.500000 0.00 4104.00 391.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ENMS5 2042-10-01 4.500000 0.00 4096.00 469.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MNZM5 2042-12-01 3.500000 0.00 2552424.00 581337.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138NX5Q6 2043-02-01 3.500000 0.00 4000.00 933.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W3QD8 2043-02-01 3.500000 0.00 3024.00 277.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W6CG9 2043-03-01 3.500000 0.00 4000.00 601.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W6SY3 2043-03-01 4.000000 0.00 2001.00 416.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W7HA5 2043-03-01 3.500000 0.00 4032.00 465.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WAPW1 2043-12-01 4.500000 0.00 4096.00 184.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WBQM0 2044-04-01 4.000000 0.00 4096.00 533.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WEYT0 2045-06-01 3.500000 0.00 4000.00 1141.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHF31 2046-06-01 3.500000 0.00 4096.00 1053.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJHN1 2046-11-01 4.500000 0.00 4000.00 970.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XL2H4 2044-12-01 4.000000 0.00 1000.00 228.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XQDV0 2044-05-01 4.500000 0.00 6153.00 193.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XYE42 2044-07-01 4.000000 0.00 4032.00 531.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y2KC6 2044-10-01 4.000000 0.00 1001.00 337.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y3WK3 2044-09-01 4.000000 0.00 2016.00 193.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y7QE5 2044-11-01 4.000000 0.00 4032.00 403.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y8FX3 2044-11-01 4.000000 0.00 4032.00 538.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKWM7 2052-09-01 4.500000 0.00 1000.00 862.01 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKXW4 2052-09-01 4.000000 0.00 5238336.00 3460943.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMCX1 2052-09-01 5.000000 0.00 1034.00 803.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMGV1 2052-09-01 4.500000 0.00 1008.00 725.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVPR9 2054-11-01 5.500000 0.00 2801068.00 2620969.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVY40 2055-01-01 5.500000 0.00 1983807.00 1915828.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNRE4 2052-03-01 4.000000 0.00 406673.00 212219.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNYE6 2052-04-01 2.500000 0.00 15186523.00 9956924.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNYJ5 2052-04-01 3.500000 0.00 704500.00 461789.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPAM9 2052-05-01 4.000000 0.00 21265171.00 14260156.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPFA0 2052-05-01 3.500000 0.00 424200.00 277566.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5.000000 0.00 12861213.00 8330760.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPRM1 2052-07-01 4.000000 0.00 10822749.00 7934166.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 118000.00 67575.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPXT9 2052-08-01 4.500000 0.00 75000.00 55824.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPY84 2052-08-01 4.000000 0.00 16757863.00 11623027.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQD93 2052-09-01 5.000000 0.00 8262096.00 5363625.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQFG5 2052-09-01 4.000000 0.00 12081000.00 8566945.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQJ48 2052-10-01 5.000000 0.00 120762880.00 89399533.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQVH5 2052-11-01 6.000000 0.00 1000000.00 884583.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQZ24 2052-12-01 4.500000 0.00 998000.00 744556.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QR2U6 2053-05-01 5.500000 0.00 1323024.00 1036194.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRET6 2053-01-01 6.500000 0.00 91000.00 48476.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRKX0 2053-02-01 6.500000 0.00 2678000.00 1586108.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRKZ5 2053-02-01 6.500000 0.00 4060150.00 2807547.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRNK5 2053-02-01 4.500000 0.00 7637787.00 5775009.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRQM8 2053-03-01 6.000000 0.00 297689.00 193241.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRXD0 2053-04-01 5.500000 0.00 13827704.00 10213591.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QS3T6 2053-09-01 5.500000 0.00 28420128.00 21526136.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QS4A6 2053-09-01 6.000000 0.00 12000.00 9411.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QS4M0 2053-09-01 6.000000 0.00 9098200.00 6893415.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSA92 2053-05-01 6.000000 0.00 17410200.00 13192479.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSAY7 2053-05-01 5.500000 0.00 238472.00 180421.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSBU4 2053-04-01 5.500000 0.00 31452577.00 25756053.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSJF9 2053-06-01 5.000000 0.00 26597416.00 19042839.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QDRD8 2049-12-01 3.500000 0.00 2000.00 771.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEB50 2050-07-01 2.500000 0.00 227078.00 104935.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEDP4 2050-07-01 2.500000 0.00 13209800.00 7517273.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEL34 2050-08-01 3.000000 0.00 109654.00 47603.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEU34 2050-09-01 2.000000 0.00 12617136.00 6286348.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QFK99 2050-11-01 2.000000 0.00 277472451.00 138904886.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VP5W4 2049-05-01 3.500000 0.00 1000.00 299.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPB56 2049-04-01 4.500000 0.00 1000.00 277.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPBB3 2049-04-01 4.000000 0.00 1000.00 234.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPDA3 2049-04-01 4.000000 0.00 1000.00 412.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPL97 2049-04-01 5.000000 0.00 1000.00 342.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPM88 2049-04-01 5.000000 0.00 1000.00 307.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPX37 2049-05-01 4.000000 0.00 1000.00 353.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WFHV4 2046-07-01 3.500000 0.00 1000.00 129.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WKZQ4 2047-02-01 4.000000 0.00 1008.00 252.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WMEL4 2047-04-01 4.000000 0.00 1000.00 240.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNDP4 2047-05-01 4.000000 0.00 1000.00 301.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNT93 2047-06-01 4.500000 0.00 1000.00 252.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNVG4 2047-06-01 4.500000 0.00 1000.00 223.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WPJE8 2047-07-01 4.000000 0.00 1000.00 342.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XTK80 2047-10-01 4.000000 0.00 1000.00 278.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XTMD7 2047-10-01 4.000000 0.00 1000.00 258.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XU7F6 2047-12-01 4.000000 0.00 1000.00 229.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XV6K4 2048-01-01 4.500000 0.00 1000.00 329.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y2MP8 2048-09-01 5.000000 0.00 2607777.00 752731.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y36Y5 2048-11-01 4.500000 0.00 1000.00 539.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y37C2 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POOL B1V7KEBTPIMZEU4LTD58 3140NQBK3 2053-07-01 6.000000 0.00 1013000.00 726160.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQBM9 2053-07-01 6.500000 0.00 1000.00 908.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQBP2 2053-07-01 6.500000 0.00 1000.00 664.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQCJ5 2053-08-01 5.500000 0.00 1000.00 812.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NRG26 2053-08-01 6.500000 0.00 98000.00 63069.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NRGK6 2053-08-01 5.000000 0.00 324957.00 297845.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSA20 2053-08-01 6.500000 0.00 98000.00 51253.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSAE4 2053-08-01 6.000000 0.00 1000.00 676.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL 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3132DNYD9 2052-09-01 4.500000 0.00 6000.00 4372.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPRC4 2052-04-01 3.000000 0.00 7168.00 4142.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQNZ5 2052-05-01 3.000000 0.00 7056.00 4648.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E07B2 2053-03-01 7.000000 0.00 2016.00 1576.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132GGBY0 2041-08-01 4.000000 0.00 2008.00 185.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJWK6 2053-07-01 6.500000 0.00 1000.00 859.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJYT5 2053-05-01 5.500000 0.00 2000.00 1545.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK2A8 2053-06-01 5.500000 0.00 2000.00 1929.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK2H3 2053-06-01 6.000000 0.00 1001.00 730.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK2J9 2053-05-01 6.000000 0.00 1000.00 431.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK3Q2 2053-06-01 5.500000 0.00 4003.00 2055.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6.000000 0.00 1000.00 1007.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLZJ1 2053-07-01 6.000000 0.00 1000.00 602.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMJ40 2053-07-01 5.000000 0.00 628386.00 531338.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMMX2 2053-06-01 5.500000 0.00 1207294.00 629483.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VQHY5 2049-05-01 3.500000 0.00 6000.00 2000.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VQNN2 2049-05-01 4.500000 0.00 6000.00 3717.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WFHV4 2046-07-01 3.500000 0.00 1000.00 129.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WKYK8 2047-02-01 4.000000 0.00 6143.00 917.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WMEL4 2047-04-01 4.000000 0.00 2002.00 482.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WN3H3 2047-06-01 4.000000 0.00 5000.00 1349.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNDP4 2047-05-01 4.000000 0.00 2003.00 603.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNDQ2 2047-05-01 4.000000 0.00 5000.00 1147.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NYA35 2035-05-01 4.680000 0.00 617000.00 619339.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q0P22 2035-09-01 4.820000 0.00 2862000.00 2898266.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q0Z62 2035-10-01 4.680000 0.00 1600000.00 1604952.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q1R85 2032-12-01 4.230000 0.00 1250000.00 1230180.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q22Z0 2033-05-01 4.290000 0.00 16900000.00 16642505.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJHN1 2046-11-01 4.500000 0.00 1000.00 242.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WZKS0 2043-07-01 4.000000 0.00 1007.00 114.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X7DM2 2043-08-01 4.000000 0.00 1000.00 102.17 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 463200.00 457566.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 500.00 492.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 234224600.00 225630680.48 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 2850000000.00 2850000000.00 0.0125 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.639900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.64_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 14619650.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FL2 2049-11-15 NA 0.00 100000000.00 30268700.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FB4 2048-02-15 NA 0.00 250000000.00 82834750.00 U.S. Treasuries (including strips) STRIP PRINC 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0.00 113000000.00 30266937.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 50000000.00 50777505.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 25000000.00 25140667.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 49000000.00 41755190.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 50000000.00 31092051.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 20000000.00 14794701.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 50000000.00 49458899.46 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 577865000.00 577865000.00 0.0025 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. 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Repo 3.610000% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 568655000.00 561011243.95 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 550000000.00 550000000.00 0.0024 N Y Y N Banco Santander SA Tri Party Repo Banco Santander SA Tri Party Repo 3.619900% 936TGF006 5493006QMFDDMYWIAM13 0000891478 936TGF006_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVZE7 2055-01-01 5.500000 0.00 8011.00 7577.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2RR4 2055-07-01 5.500000 0.00 6144.00 5842.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3RG6 2055-11-01 5.500000 0.00 330080.00 311335.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5TZ7 2056-04-01 5.500000 0.00 2278216.00 2305153.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5MG5 2049-10-01 4.000000 0.00 120865.00 31263.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5ZM8 2035-02-01 3.000000 0.00 218008.00 59448.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFA84 2051-04-01 2.500000 0.00 1253000.00 824612.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGGB9 2052-04-01 3.500000 0.00 8873.00 5456.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJYX5 2052-09-01 4.500000 0.00 14102937.00 10669152.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 121939.00 88347.01 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CHZA6 2053-11-01 7.000000 0.00 1377750.00 882756.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DV6E0 2050-06-01 3.500000 0.00 4031000.00 793117.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2X62 2056-04-01 5.500000 0.00 1000.00 1015.06 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6.000000 0.00 1152.00 685.06 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4.000000 0.00 40000.00 31591.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 1000.00 372.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKQ5 2054-02-01 6.500000 0.00 1000.00 398.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKW2 2054-03-01 6.000000 0.00 1000.00 570.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWMC4 2054-08-01 6.500000 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B1V7KEBTPIMZEU4LTD58 31418D2W1 2041-07-01 2.500000 0.00 837300.00 441179.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DV66 2051-01-01 1.500000 0.00 10000000.00 5415971.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EBR0 2052-02-01 2.000000 0.00 2625700.00 1657738.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426YKN5 2055-09-01 5.500000 0.00 5076870.00 4741776.90 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MGY1 2055-02-01 5.500000 0.00 1251109.00 1063723.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NPY9 2055-06-01 6.000000 0.00 50000000.00 37479292.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QN57 2055-11-01 5.000000 0.00 1070.00 1035.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427R2Z2 2056-03-01 5.000000 0.00 616200.00 604362.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTMP8 2054-12-01 5.500000 0.00 38799057.00 34665073.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 29798528.00 26195511.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVEA5 2055-08-01 5.500000 0.00 46995610.00 45224270.86 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VMD9 2050-05-20 3.000000 0.00 5893632.00 1344112.96 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1599600.00 1042528.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179W2X5 2052-04-20 4.000000 0.00 1312420.00 866190.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WZB7 2052-03-20 3.500000 0.00 798000.00 514908.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YRF3 2054-01-20 4.500000 0.00 70945681.00 61492508.49 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617XVWV1 2051-12-20 3.500000 0.00 601754.00 472955.62 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.500000 0.00 43292813.00 30601365.11 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 6379000.00 5734880.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329PFK4 2048-07-01 4.000000 0.00 9191166.00 1289178.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y6UU1 2043-01-01 3.500000 0.00 7581836.00 1088398.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329PSJ3 2048-11-01 4.500000 0.00 5588552.00 1269421.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132D6BJ8 2037-02-01 2.000000 0.00 2920524.00 1613567.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0LG5 2053-04-01 4.500000 0.00 1637402.00 1372688.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0ZL9 2053-04-01 5.000000 0.00 1120.00 858.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C93K7 2053-08-01 6.000000 0.00 1074405.00 1076334.85 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 13946200.00 11456474.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 55100.00 39230.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 33800.00 28427.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 2115000.00 1810136.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 540600.00 429497.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 4009700.00 3526149.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 172600.00 163865.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1552200.00 1524380.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 4677500.00 4201520.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 21900.00 21059.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 90900.00 81657.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 400.00 364.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 2032100.00 1954200.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 2200.00 1682.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 283100.00 244125.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 200.00 140.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 16700.00 12488.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 1000.00 736.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 37800.00 26697.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 300.00 303.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 5763400.00 5631504.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 16571000.00 12262737.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 887000.00 770107.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 4071900.00 3790428.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 1828700.00 1695800.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 800000.00 783170.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 100.00 100.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 200.00 201.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 500.00 495.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 300000.00 304498.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 9487300.00 9556154.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 659000.00 676330.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 2207300.00 2207473.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 300.00 295.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 5938400.00 5916147.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 4500000.00 4406877.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 244200.00 242488.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 31800.00 19819.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 55500.00 35119.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 200.00 116.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 288000.00 135744.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 16347600.00 8470970.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 14611000.00 9390739.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 175000.00 97268.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 69.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 45800.00 45965.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 1554300.00 1564526.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 1195900.00 1201020.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 12244000.00 12159881.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 334400.00 343618.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 275800.00 281299.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 5895200.00 6286523.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 1600.00 993.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 1000000.00 687431.75 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 650000000.00 650000000.00 0.0029 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.630000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.63_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BOA Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125000 0.00 303300.00 308976.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 200.00 197.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 225878000.00 228539735.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 1503800.00 1554707.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 138182500.00 139207769.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 34753800.00 34581615.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 7369600.00 7400306.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 25146000.00 25000220.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 24508900.00 24258980.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 51588800.00 53001022.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 106278400.00 103221825.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 1770000.00 1378173.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 27827800.00 20493112.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 56511000.00 41407978.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 100.00 70.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 32076000.00 19991172.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 15539600.00 9987566.61 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.833000 0.00 1361800.00 1366893.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1034.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 330950900.00 228235942.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 190306000.00 135496713.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 93339000.00 79451719.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 57328800.00 51661833.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 635493600.00 612772486.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 81115400.00 77595359.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 145769000.00 144026068.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1357600.00 1330417.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 175160900.00 171667115.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 46141800.00 44048832.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 543300.00 540751.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 400.00 398.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 101177000.00 93753113.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 17440400.00 17260668.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 207400.00 201241.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 1453000.00 1408473.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 219600.00 212196.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 36663200.00 35236025.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 229160300.00 198960711.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 2947600.00 2814001.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 50716100.00 48373727.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875000 0.00 200.00 200.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 800.00 753.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 10000000.00 9920485.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 176798000.00 180175830.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 43176000.00 44184291.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 4920100.00 4952368.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 200.00 199.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 105744000.00 104931375.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 68371500.00 68146874.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 14932800.00 15214493.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 101.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 179405000.00 181463120.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 19339800.00 19200387.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 298041000.00 295748066.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 311557000.00 306256374.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 82720400.00 58016878.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 14548000.00 14704010.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 75000100.00 78302270.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 500.00 511.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 150000000.00 153436064.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 110923200.00 113258549.48 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.810000 0.00 230800.00 231563.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 61393400.00 61918982.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 501800.00 496680.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 297238000.00 295903249.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 317046300.00 317028037.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 60945800.00 61222108.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 100.00 100.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 2307700.00 2353715.75 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.727000 0.00 1740000.00 1745625.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 70191000.00 53468085.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 70.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 2870000.00 1986554.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 11783000.00 11490288.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 74907000.00 72583365.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 41828000.00 41955549.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 12817700.00 12744313.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 324032400.00 325534152.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 124922000.00 124873505.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 149818000.00 145354865.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 52722300.00 49077857.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 100.00 97.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 25469300.00 25486088.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 1459000.00 1466971.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 200431200.00 202933400.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 300.00 301.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 459049700.00 462070067.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 100000000.00 100562095.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 60345000.00 41236398.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 400.00 261.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 50000000.00 36960965.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 20897800.00 14846373.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 400.00 402.40 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 64729100.00 64481446.46 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 NA 0.00 796200.00 790946.67 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 100.00 99.06 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 20070400.00 19767377.10 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 445549000.00 437510404.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 10000100.00 5558275.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 206899000.00 143833897.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 20917500.00 12987791.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 189801000.00 127416121.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 145959800.00 79565652.19 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TU1 2026-06-02 NA 0.00 12433400.00 12432181.53 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UB1 2026-06-23 NA 0.00 5258000.00 5246343.01 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UC9 2026-06-30 NA 0.00 1348100.00 1344174.33 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UL9 2026-10-22 NA 0.00 112090000.00 110478257.89 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UT2 2026-08-11 NA 0.00 15900.00 15787.35 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VD6 2026-09-22 NA 0.00 1068000.00 1055864.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 7535700.00 7784492.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 1995000.00 2154471.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 13154500.00 13155104.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 53346500.00 53106967.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 62114100.00 57141093.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 152126500.00 122379923.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 133829700.00 102322943.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 5538300.00 4754803.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 4938000.00 4258178.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 308000.00 263037.92 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 8000000000.00 8000000000.00 0.0352 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.639900% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.64_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION - BOA Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XML79 2053-09-01 6.500000 0.00 543323136.00 278780647.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.500000 0.00 694533499.00 547451252.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GU2V4 2055-06-01 6.000000 0.00 296553635.00 257767843.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWLN7 2056-01-01 5.000000 0.00 239851294.00 233357159.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXBX4 2056-04-01 5.000000 0.00 198552919.00 197042340.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 431198148.00 232695695.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWGZ0 2053-04-01 5.500000 0.00 321016021.00 224190772.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5NM2 2051-10-01 3.500000 0.00 75685391.00 68714289.26 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 2000000000.00 2000000000.00 0.0088 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.699900% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.70_0713 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BOA Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 100.00 94.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 8202400.00 8237157.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 200.00 197.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 33801500.00 32380367.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 96.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 19900.00 18805.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 86122000.00 63094148.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 50000000.00 36315548.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 6154400.00 5393254.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 94752800.00 84917164.63 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.727000 0.00 100.00 100.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 8700600.00 8701283.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 9962400.00 10267035.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 373079500.00 373422986.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 300.00 279.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 185000.00 184051.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 10000000.00 9655905.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 29911700.00 30079832.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 11500000.00 11889306.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 102.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 115980000.00 115942200.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 100.00 102.22 U.S. Treasuries (including strips) Y 2026-07-13 2026-07-13 2026-07-13 N N N 0.0370 775000000.00 775000000.00 0.0034 N N N Y Australia & New Zealand Banking Group Ltd. Repo Australia & New Zealand Banking Group Ltd. Repo 3.639900% 943BACII1 JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.64_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 500000000.00 482387907.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 14600000.00 14138592.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 69400000.00 70598770.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 345000000.00 354685649.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 60000000.00 60488037.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 90000000.00 90714157.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 69291000.00 70210800.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 230000000.00 237675781.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 41905000.00 42161070.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 71800000.00 72038584.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 49110000.00 49367477.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 31500000.00 19932523.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 322000000.00 221921875.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 80000000.00 65673913.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 120000000.00 115354891.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 120000000.00 119488725.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 185000000.00 180707342.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 140000000.00 132458831.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 40000000.00 39980093.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 50000000.00 43442425.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 20000000.00 17760801.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 175000000.00 165945057.74 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 2615000000.00 2615000000.00 0.0115 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. Repo - UBS 3.639900% 944DQXII3 549300H47WTHXPU08X20 0000093748 944DQXII3_3.64_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - UBS N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 280000000.00 284222826.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 660000000.00 657518274.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 270000000.00 293917439.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 270000000.00 201808491.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 200000000.00 108986413.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 570000000.00 360594701.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 450000000.00 465252017.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 410000000.00 414320856.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 320000000.00 323627762.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 161810000.00 158132957.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 490000000.00 479924291.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 270000000.00 271521501.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 380000000.00 377835394.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 290000000.00 294306928.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 350000000.00 355391826.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 360000000.00 361087862.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 330000000.00 323749728.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 390000000.00 387053804.35 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0364 6000000000.00 6000000000.00 0.0264 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.610000% 944JXD905 549300H47WTHXPU08X20 0000093748 944JXD905_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - MORGAN STANLEY Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 200.00 197.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 856891500.00 850046387.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 808700.00 804069.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 1527120100.00 1518210240.11 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.727000 0.00 96741200.00 97053984.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 3137000.00 3098207.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 9998500.00 9959681.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 166623000.00 165455497.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 469619300.00 472328107.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 100.00 101.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 143045400.00 146009243.63 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RG4 2026-08-06 NA 0.00 8809900.00 8751772.28 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 925000.00 916329.05 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 17400.00 17137.29 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 41798500.00 40940167.80 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TD9 2026-06-18 NA 0.00 28542100.00 28493235.92 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TM9 2027-01-21 NA 0.00 487300.00 475992.69 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TN7 2026-07-16 NA 0.00 23724500.00 23617526.23 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TQ0 2026-07-30 NA 0.00 21322000.00 21195368.64 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TV9 2027-02-18 NA 0.00 3556100.00 3463904.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 125600.00 122857.09 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UC9 2026-06-30 NA 0.00 1127900.00 1124615.56 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 258427300.00 255629566.05 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UP0 2026-07-14 NA 0.00 11042600.00 10995017.44 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 NA 0.00 100.00 99.08 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 NA 0.00 107414900.00 105562207.80 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 NA 0.00 75000000.00 74200875.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1696400.00 1662434.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 76626000.00 75419082.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 100.00 99.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 9800.00 9631.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 116709400.00 113243950.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 538515300.00 470851806.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 287698500.00 270812804.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 200.00 188.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 84048200.00 79063723.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 4750300.00 4501828.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 242100.00 227774.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 172291300.00 170655571.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 1000.00 992.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 100.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 100.00 99.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 100.00 101.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1000.00 965.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 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74289715.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2G62 2055-06-01 5.000000 0.00 14655648.00 13758878.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NTA44 2053-12-01 6.500000 0.00 18678208.00 14505820.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q9NY5 2048-08-01 4.500000 0.00 2680576.00 177339.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KRU36 2053-08-01 6.000000 0.00 1468200.00 1467037.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KRZW7 2053-09-01 6.000000 0.00 19185568.00 16678720.08 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KYUA5 2040-10-01 2.000000 0.00 41163328.00 19028358.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133L8HW8 2036-06-01 2.000000 0.00 3611748.00 1667174.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LPZW0 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3138A2BQ1 2040-12-01 4.000000 0.00 4090000.00 155249.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EHWD0 2038-12-01 5.500000 0.00 23000.00 752.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DUV87 2054-12-01 5.500000 0.00 870000.00 794134.00 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVBY0 2054-12-01 5.000000 0.00 29167328.00 26378060.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVC86 2052-04-01 2.500000 0.00 4044184.00 3067063.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVL94 2052-01-01 2.500000 0.00 3455000.00 2073871.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBJ1 2051-04-01 2.500000 0.00 39502016.00 20981883.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.500000 0.00 193000.00 111916.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3.000000 0.00 5950000.00 3944286.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSC47 2055-10-01 6.500000 0.00 1199716.00 1130751.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BTGP4 2055-11-01 5.500000 0.00 2454984.00 2473049.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BW2L1 2056-04-01 5.000000 0.00 1880578.00 1859754.12 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 8000000000.00 8000000000.00 0.0352 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - JPM Fixed Income Clearing Corp. Tri Party Repo - JPM 3.610000% 952JMUII9 549300H47WTHXPU08X20 0000093748 952JMUII9_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - JPM Y TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 NA 0.00 191287600.00 189528901.81 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLA7 2026-07-31 3.810000 0.00 130843400.00 131276370.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 8484700.00 8445984.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 55813500.00 55063396.29 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 1248569600.00 1229718696.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TY3 2026-08-27 NA 0.00 1973091200.00 1955966741.48 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 3500000000.00 3500000000.00 0.0154 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Northern Trust Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.619900% 954ZEB000 549300H47WTHXPU08X20 0000093748 954ZEB000_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1573045700.00 1585472072.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 600000000.00 611186815.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1240428400.00 1283536688.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100000000.00 96976562.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1621950000.00 1658432631.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 377588100.00 381567368.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 350000000.00 349827861.35 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 5850000000.00 5850000000.00 0.0257 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - CITI Fixed Income Clearing Corp. Tri Party Repo - CITI 3.610000% 956ZCJ003 549300H47WTHXPU08X20 0000093748 956ZCJ003_3.61_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - CITI Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 2348200.00 1803005.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 200.00 209.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 63.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 1318900.00 645303.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 1000300.00 629018.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 300.00 155.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 200.00 128.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 100.00 69.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 2957200.00 2147846.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 25900.00 17387.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 1866600.00 1017521.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 182500.00 149919.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 4000.00 3177.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 9483100.00 9313135.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 100.00 96.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 66588800.00 60748754.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 768800.00 759607.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 1700.00 1628.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 400.00 345.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 400.00 390.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 136000.00 139113.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 400.00 401.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 3546700.00 2519673.52 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 1000.00 981.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 31513100.00 22102065.49 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0361 100000000.00 100000000.00 0.0004 N Y Y N TD Securities USA LLC Tri Party Repo TD Securities USA LLC Tri Party Repo 3.630000% 976GZG002 5493006RJSLS5DA4PD75 0001335977 976GZG002_3.63_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNRU4 2055-11-25 2.337900 0.00 67753450.00 4375429.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM4N7 2055-07-25 2.787900 0.00 52796000.00 3981868.14 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQFP1 2056-03-25 1.437900 0.00 89813013.00 3798311.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPGY3 2056-01-25 1.917900 0.00 10840957.00 772559.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPJM4 2052-11-25 1.137900 0.00 200000000.00 3931585.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRSV0 2054-05-25 3.587900 0.00 55928263.00 3999453.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTVQ3 2054-11-25 3.487900 0.00 87500000.00 4233149.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV5Z7 2053-10-25 1.937900 0.00 143452033.00 4222594.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXT79 2055-12-25 1.937900 0.00 50000000.00 3876749.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HA5L6 2053-02-25 2.537900 0.00 103484644.00 4346813.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH4S7 2054-10-25 1.787900 0.00 187027625.00 3950986.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HK3N2 2055-03-25 2.287900 0.00 50000000.00 3718881.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HK5R1 2055-03-25 1.487900 0.00 38065222.00 1374904.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKSC9 2050-10-25 2.373400 0.00 38298943.00 3845861.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMMG2 2055-08-25 2.227900 0.00 100000000.00 3570852.09 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 50000000.00 50000000.00 0.0002 N Y Y N Citigroup, Inc. Tri Party Repo Citigroup, Inc. Tri Party Repo 3.499900% 985SRR000 MBNUM2BPBDO7JBLYG310 0000315030 985SRR000_3.50_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912828V98 2027-02-15 2.250000 0.00 125100.00 124513.15 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0350 122000.00 122000.00 0.0000 N Y Y N Citigroup, Inc. Tri Party Repo Citigroup, Inc. Tri Party Repo 3.619900% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618V1LH0 2055-12-20 5.500000 0.00 11398771.00 11593762.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 58516201.00 58424426.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56K0 2055-12-20 6.000000 0.00 57799917.00 58412442.59 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 20219598.00 19469368.63 Agency Mortgage-Backed Securities Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 145000000.00 145000000.00 0.0006 N Y Y N Citigroup, Inc. Tri Party Repo Citigroup, Inc. Tri Party Repo 3.699900% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.70_0828 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR7F0 2056-04-25 NA 0.00 250000.00 157.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRP86 2056-05-25 3.187900 0.00 17185088.00 1399317.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLAS1 2055-05-25 1.337900 0.00 100000000.00 1882742.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLAV4 2055-05-25 NA 0.00 144044.00 60.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLHU9 2055-05-25 2.137900 0.00 32165330.00 1396603.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLJQ6 2055-06-25 8.212100 0.00 1200000.00 890194.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLK50 2055-06-25 3.387900 0.00 28500000.00 1577363.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLK68 2055-06-25 3.387900 0.00 21556049.00 1813217.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMGK0 2055-08-25 4.562100 0.00 500000.00 485883.14 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMQU7 2052-06-25 5.500000 0.00 35980271.00 2493213.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMT34 2054-05-25 2.187900 0.00 61422874.00 2117694.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HR7E3 2054-04-25 3.237900 0.00 36192859.00 1833461.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBYD0 2054-03-25 2.137900 0.00 22000000.00 596959.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBYE8 2054-03-25 3.387900 0.00 11200000.00 469971.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHWV9 2055-01-25 4.762100 0.00 300000.00 194022.09 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJ4V6 2044-05-25 5.500000 0.00 16492411.00 2314834.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ5P8 2055-01-25 4.812100 0.00 200000.00 138940.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ7M3 2055-02-25 4.612100 0.00 2200000.00 1138316.63 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJAL1 2054-01-25 2.137900 0.00 32822000.00 1085608.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3B6 2054-04-25 6.000000 0.00 97669143.00 12904986.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3E0 2054-04-25 2.287900 0.00 78932469.00 1906019.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCPQ9 2049-01-25 5.000000 0.00 44052956.00 4652772.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCT28 2054-05-25 2.807900 0.00 35000000.00 1306240.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Tri Party Repo Citigroup, Inc. 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Tri Party Repo - ING Fixed Income Clearing Corp. Tri Party Repo - ING 3.619900% 990ABKBQ5 549300H47WTHXPU08X20 0000093748 990ABKBQ5_3.62_0601 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - ING Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 1000.00 993.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 24999900.00 25092981.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 20000000.00 20468529.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 100.00 99.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 25000000.00 24280998.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 200.00 190.93 U.S. Treasuries (including 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370801000.00 370535721.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 10699900.00 10844318.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 34360100.00 35300694.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 180490000.00 184621725.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 25000000.00 25738940.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 107535000.00 107499952.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 177069400.00 178132097.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 168000000.00 169440867.15 U.S. Treasuries (including strips) US TREASURY 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(including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 36999900.00 37450533.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 22999900.00 23135724.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 214480000.00 212831758.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 100.00 100.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 100.00 101.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 24999900.00 25001863.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1030000000.00 1058393594.59 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797QX8 2026-06-11 NA 0.00 100.00 99.90 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(including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 65400000.00 47921321.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 50000000.00 35313587.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 50000000.00 31162196.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 88000000.00 41477615.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 64400000.00 44770168.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 76470000.00 43588864.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 24041000.00 17612763.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 30000000.00 28899271.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 186000000.00 167088736.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 24999900.00 23948816.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 30900000.00 30212079.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 16699900.00 16789063.67 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0362 5000000000.00 5000000000.00 0.0220 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.619900% 996JWN000 549300WO2DKF0Q3YMV43 0000033738 996JWN000_3.62_0601 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.500000 0.00 2745660.00 1859255.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XDE3 2052-08-20 4.500000 0.00 1000.00 697.15 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179SSQ1 2046-12-20 3.500000 0.00 1000.00 130.43 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179T7K5 2048-08-20 4.000000 0.00 1000.00 88.01 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.500000 0.00 1000.00 83.98 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TX26 2048-05-20 6.500000 0.00 1000.00 129.58 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179TZ57 2048-06-20 4.000000 0.00 1000.00 83.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 1001.00 86.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179UXS6 2049-07-20 3.000000 0.00 1000.00 127.43 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2.000000 0.00 1023.00 485.76 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 651.74 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.500000 0.00 1000.00 369.59 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WBX5 2051-03-20 2.000000 0.00 5438874.00 2626926.11 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2.000000 0.00 1024.00 547.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WNE4 2051-09-20 2.500000 0.00 1000.00 557.50 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WTX6 2051-12-20 2.000000 0.00 1000.00 575.21 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WVV7 2052-01-20 3.000000 0.00 1024.00 610.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 1024.00 736.53 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YHV9 2053-09-20 7.000000 0.00 1000.00 273.79 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YMH4 2053-09-20 4.500000 0.00 1100.00 962.15 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6.000000 0.00 49684136.00 25322584.03 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617QABS5 2050-08-20 3.000000 0.00 1216880.00 403197.54 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617WKYY8 2065-12-15 5.850000 0.00 321750.00 332470.71 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36180AAD5 2053-05-20 4.500000 0.00 1008.00 897.76 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36180AB93 2054-10-20 5.000000 0.00 1000.00 860.32 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618AGUW7 2053-06-20 5.500000 0.00 1000.00 905.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KMET8 2051-07-01 3.000000 0.00 42390200.00 23296359.80 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BPHK0 2032-09-25 3.755700 0.00 3004.00 2837.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYNB6 2056-02-01 7.000000 0.00 1007.00 1061.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J2PC4 2030-11-01 1.610000 0.00 44584.00 39738.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q0TL6 2030-09-01 4.250000 0.00 1088.00 1086.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q1EY2 2032-12-01 4.300000 0.00 19999000.00 19718482.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4FK8 2055-11-01 6.000000 0.00 30800281.00 28033850.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5FB5 2056-02-01 5.000000 0.00 15205322.00 14958887.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJEH2 2051-12-01 3.500000 0.00 80208.00 50418.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6P87 2055-05-01 6.500000 0.00 6750944.00 5416578.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7KQ0 2055-10-01 5.000000 0.00 1032.00 999.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D4Y5 2051-10-01 2.500000 0.00 7677616.00 4487667.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MQN4 2053-11-01 5.000000 0.00 2509252.00 2168290.27 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2Q5 2053-09-20 7.000000 0.00 1540996.00 1213831.54 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2R3 2053-09-20 7.000000 0.00 1000.00 545.69 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2U6 2053-09-20 7.000000 0.00 1000.00 882.21 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2Y8 2053-09-20 7.000000 0.00 1008.00 721.05 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FMAS0 2053-11-20 6.000000 0.00 1000.00 1042.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FSRS9 2053-10-20 6.500000 0.00 1000.00 606.54 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618J1LK7 2054-09-20 7.000000 0.00 1000.00 1050.44 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618J1LL5 2054-09-20 7.000000 0.00 1000.00 920.77 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KH4T0 2055-03-20 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5498661.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3134HCVM8 2031-02-20 4.060000 0.00 150000.00 149880.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 1000.00 1062.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 1000.00 1102.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 2027-10-08 0.750000 0.00 3000.00 2879.16 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPJ9 2027-03-23 NA 0.00 3000.00 2905.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364F6C0 2028-09-01 6.080000 0.00 3000.00 3168.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4X65 2027-08-27 0.700000 0.00 1000.00 963.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDBX0 2031-05-27 4.500000 0.00 2125000.00 2127730.63 Agency Mortgage-Backed Securities FARMER MAC N/A 31424WQ54 2027-08-18 3.790000 0.00 3000000.00 3004991.67 Agency Mortgage-Backed Securities RESOLUTION FUNDING STRIP N/A 76116EGJ3 2026-07-15 NA 0.00 1000.00 995.00 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 2000.00 2098.02 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 2027-02-01 2.875000 0.00 2000.00 2005.73 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP N/A 88059ESH8 2026-11-01 NA 0.00 1000.00 983.45 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4D3 2027-08-19 0.900000 0.00 3000.00 2899.56 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL77 2040-06-18 2.090000 0.00 3000.00 2123.49 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELM92 2035-06-22 1.790000 0.00 2000.00 1600.02 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELS88 2030-07-08 1.040000 0.00 2000.00 1777.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELZZ0 2040-05-21 2.125000 0.00 2000.00 1423.01 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 3000.00 2355.67 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMG48 2029-06-14 1.590000 0.00 4000.00 3738.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMPS5 2029-02-08 1.000000 0.00 88000.00 81322.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMS29 2041-07-15 2.500000 0.00 16000.00 11719.26 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENKN9 2031-01-13 2.100000 0.00 1000.00 919.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQT86 2037-02-18 2.900000 0.00 500000.00 424382.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAVP9 2027-05-28 3.875000 0.00 15000000.00 15001674.58 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331K7A2 2030-01-18 3.500000 0.00 3000.00 2968.67 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331KY38 2031-12-01 3.530000 0.00 1000.00 983.13 Agency Mortgage-Backed Securities FED HOME LN DISCOUNT NT 2549001DPIFGXC1TOL40 313385P26 2026-11-12 NA 0.00 3300000.00 3245071.50 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EAG44 2026-08-03 2.630000 0.00 4000.00 4026.66 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EJ3E7 2033-12-19 3.980000 0.00 10000.00 9714.60 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 299900.00 217820.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1600.00 1074.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 2892000.00 1791921.42 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 883300.00 1469767.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 200.00 208.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 2000.00 2100.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 735000.00 850070.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 500.00 465.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 195.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 300.00 301.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 400.00 386.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 428700.00 397544.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 200.00 201.79 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 5850600.00 6576709.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 1100.00 1119.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 297.42 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 28159800.00 30064214.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 100.00 98.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 100.00 101.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 10952600.00 11646421.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 425400.00 554976.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 396.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 200.00 199.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 500.00 487.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 100.00 97.03 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 65200.00 79481.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 3000000.00 3561545.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 4700.00 4118.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 5000.00 4773.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.750000 0.00 3438400.00 3451152.31 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 1526500.00 1749152.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 4200.00 3646.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 500.00 496.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 400.00 397.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 94.08 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 410500.00 448511.62 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 41.71 26.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 30999.97 18928.98 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 14001.10 10642.94 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 19000.00 13075.72 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PA2 2026-08-15 NA 0.00 360.82 358.13 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 308.21 303.08 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 6791.52 6546.41 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 100000.10 94448.19 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RY8 2028-02-15 NA 0.00 160000.00 149461.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 NA 0.00 70740.30 65410.51 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 20000.00 18110.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 20000.00 13425.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 775700.00 821365.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1100.00 1104.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 100.00 101.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 102.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 300.00 305.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 305.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 1000.00 1015.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 584000.00 622765.98 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 24999.97 12993.41 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 1930.83 489.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 NA 0.00 40000.00 19839.04 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KB3 2045-05-15 NA 0.00 0.02 0.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KP2 2041-08-15 NA 0.00 0.03 0.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LR7 2042-08-15 NA 0.00 40000.00 17574.44 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 1772000.00 2823754.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3000.00 3006.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 5175700.00 8242447.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 192.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 45000.00 67731.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 600.00 579.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 900.00 852.72 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 5971900.00 8775113.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 400.00 358.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 237.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 230.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 85.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 597.81 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TY3 2026-08-27 NA 0.00 793000.00 786117.55 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 NA 0.00 4200000.00 4065423.60 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797US4 2026-08-04 NA 0.00 10600.00 10532.21 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BH5 2026-08-15 NA 0.00 28000.00 27802.63 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 59900.00 58922.07 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EV1 2046-11-15 NA 0.00 200.00 70.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 300.00 304.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 4729000.00 10075772.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 384700.00 402665.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 300.00 309.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4193.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 300000.00 644929.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1600.00 1709.67 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 10800.00 10093.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 300.00 189.84 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 200.00 146.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 400.00 250.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 64.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 11500.00 6391.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 5000.00 3225.22 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MM7 2043-05-15 NA 0.00 10000.00 4202.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 40000.00 16541.92 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 351867.88 108143.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 NA 0.00 98.88 86.72 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XT2 2029-11-15 NA 0.00 112936.20 97998.35 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 450000.00 382188.60 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 50000.00 42917.35 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 0.02 0.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1000.00 1006.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 800.00 801.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1000.00 995.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 611.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 11600.00 11739.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 632700.00 649338.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 400.00 400.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 100.00 98.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 400.00 401.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 400.00 398.45 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 169731.76 127414.58 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 8000.02 5862.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 137455.77 95824.27 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 138002.11 91426.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 3000.00 3070.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 300.00 303.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 79.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 900.00 852.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 375500.00 392032.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 402.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 204.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 600.00 613.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 200.00 204.44 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 900.00 708.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 284.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 100.00 103.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 900.00 910.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 11938900.00 13225036.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 79600.00 82122.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 700.00 720.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 200.00 201.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 800.00 804.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 100.00 101.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 1152400.00 986289.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 300.00 268.18 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 2395400.00 2286276.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 1230400.00 1173323.48 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 55000.00 53531.23 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 100000.00 96345.90 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 300000.00 274633.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 266000.00 351312.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 306300.00 395718.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 913600.00 1244594.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 295.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 77700.00 91559.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 6000.00 4724.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 372.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 4600.00 3143.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 1400.00 1366.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 100.00 73.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 250400.00 242330.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 800.00 622.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 300.00 303.67 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 13000.00 13765.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 22300.00 21813.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 100.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 100.00 100.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100.00 98.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 3400.00 3384.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 700.00 699.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 900.00 903.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1000.00 1004.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 100.09 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 1397.10 452.00 U.S. Treasuries (including strips) Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0363 150000000.00 150000000.00 0.0007 N Y Y N STATE STREET MASTER FUNDS 2026-06-05 /s/ Chad Hallett Chad Hallett Deputy Treasurer