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US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-10-22 2027-10-22 N N N 0.0374 3166203.62 3166203.62 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 2026-07-01 2027-10-22 2027-10-22 N N N 0.0375 2605538.69 2605538.69 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 2026-07-01 2027-10-27 2027-10-27 N N N 0.0374 30399717.20 30399717.20 0.0001 N N N 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 2026-07-01 2027-05-10 2027-05-10 N N N 0.0374 368986228.92 368986228.92 0.0016 N N N 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 2026-07-01 2027-12-03 2027-12-03 N N N 0.0373 220785601.63 220785601.63 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 2026-07-01 2027-10-04 2027-10-04 N N N 0.0371 214518487.76 214518487.76 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 2026-07-01 2027-12-02 2027-12-02 N N N 0.0373 499967595.00 499967595.00 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 2026-07-01 2028-01-20 2028-01-20 N N N 0.0372 228996409.28 228996409.28 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 2026-07-01 2028-02-09 2028-02-09 N N N 0.0373 121397122.82 121397122.82 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 2026-07-01 2028-02-11 2028-02-11 N N N 0.0373 189295333.76 189295333.76 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 2026-07-01 2027-08-20 2027-08-20 N N N 0.0370 238094992.76 238094992.76 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 2026-07-01 2027-12-06 2027-12-06 N N N 0.0371 242994921.30 242994921.30 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 2026-07-01 2028-03-06 2028-03-06 N N N 0.0371 242945857.09 242945857.09 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 2026-07-01 2026-12-21 2026-12-21 N N N 0.0365 115008296.10 115008296.10 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 2026-07-01 2026-12-22 2026-12-22 N N N 0.0365 150011412.00 150011412.00 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 2026-07-01 2026-12-15 2026-12-15 N N N 0.0367 150000214.50 150000214.50 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 2026-07-01 2026-12-17 2026-12-17 N N N 0.0367 350000906.50 350000906.50 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 2026-07-01 2026-12-21 2026-12-21 N N N 0.0367 300000792.00 300000792.00 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 2026-07-01 2027-01-04 2027-01-04 N N N 0.0367 107999982.72 107999982.72 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 2026-07-01 2027-02-04 2027-02-04 N N N 0.0368 599194325.58 599194325.58 0.0026 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BB3P8 2549001DPIFGXC1TOL40 US3130BB3P85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-18 2027-02-18 N N N 0.0368 387499256.00 387499256.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BB5K7 2549001DPIFGXC1TOL40 US3130BB5K70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-06-15 2027-06-15 N N N 0.0370 644991531.15 644991531.15 0.0028 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130BB7E9 2549001DPIFGXC1TOL40 US3130BB7E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-12-20 2027-12-20 N N N 0.0374 499994465.00 499994465.00 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-12-24 2026-12-24 N N N 0.0368 352899354.19 352899354.19 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-25 2026-11-25 N N N 0.0367 485699548.30 485699548.30 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.675000% 3130BBA88 2549001DPIFGXC1TOL40 US3130BBA888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-02-18 2027-02-18 N N N 0.0369 363099164.87 363099164.87 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-03 2028-01-03 N N N 0.0375 235798134.82 235798134.82 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-05 2028-01-05 N N N 0.0375 236600000.00 236600000.00 0.0010 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 0.0381 445924017.31 445924017.31 0.0019 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 0.0369 452122126.70 452122126.70 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 0.0369 457678260.25 457678260.25 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 0.0371 179163466.60 179163466.60 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 0.0376 449476850.69 449476850.69 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 0.0376 941045105.12 941045105.12 0.0041 N N N 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 2026-07-01 2027-03-29 2027-03-29 N N N 0.0375 46629155.29 46629155.29 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 2026-07-01 2026-12-18 2026-12-18 N N N 0.0367 28531120.58 28531120.58 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.896000% 3133ER2A8 254900C5LP6DN9OP9V83 US3133ER2A87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-27 2027-01-27 N N N 0.0391 100020873.00 100020873.00 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 2026-07-01 2027-02-03 2027-02-03 N N N 0.0370 106141259.11 106141259.11 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 2026-07-01 2026-11-16 2026-11-16 N N N 0.0367 133219725.59 133219725.59 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 2026-07-01 2027-02-12 2027-02-12 N N N 0.0354 225565081.22 225565081.22 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 2026-07-01 2026-12-07 2026-12-07 N N N 0.0368 119118527.20 119118527.20 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 2026-07-01 2026-11-20 2026-11-20 N N N 0.0367 243799302.88 243799302.88 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 2026-07-01 2027-05-03 2027-05-03 N N N 0.0369 56467103.59 56467103.59 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 2026-07-01 2026-11-25 2026-11-25 N N N 0.0368 57298048.72 57298048.72 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.810000% 3133ERF97 254900C5LP6DN9OP9V83 US3133ERF972 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-02 2026-11-02 N N N 0.0372 189753918.43 189753918.43 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 2026-07-01 2026-12-02 2026-12-02 N N N 0.0367 62227774.17 62227774.17 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 2026-07-01 2026-09-08 2026-09-08 N N N 0.0371 66406578.91 66406578.91 0.0003 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 2026-07-01 2026-12-18 2026-12-18 N N N 0.0373 247452619.51 247452619.51 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 2026-07-01 2026-11-02 2026-11-02 N N N 0.0372 175027098.75 175027098.75 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 2026-07-01 2026-10-06 2026-10-06 N N N 0.0372 50006015.00 50006015.00 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 2026-07-01 2027-01-08 2027-01-08 N N N 0.0361 339786504.05 339786504.05 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 2026-07-01 2026-09-04 2026-09-04 N N N 0.0371 129335112.34 129335112.34 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 2026-07-01 2027-01-14 2027-01-14 N N N 0.0370 70026881.40 70026881.40 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.896000% 3133ERU82 254900C5LP6DN9OP9V83 US3133ERU823 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-21 2027-01-21 N N N 0.0395 99998348.00 99998348.00 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 2026-07-01 2026-10-09 2026-10-09 N N N 0.0371 590712184.47 590712184.47 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 2026-07-01 2026-07-09 2026-07-09 N N N 0.0370 95000983.25 95000983.25 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.896000% 3133ERX63 254900C5LP6DN9OP9V83 US3133ERX637 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-11-24 2026-11-24 N N N 0.0388 250063927.50 250063927.50 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 2026-07-01 2026-09-16 2026-09-16 N N N 0.0370 246936602.93 246936602.93 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 2026-07-01 2026-07-21 2026-07-21 N N N 0.0370 94902571.79 94902571.79 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 2026-07-01 2026-10-23 2026-10-23 N N N 0.0371 100020302.00 100020302.00 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 2026-07-01 2026-10-21 2026-10-21 N N N 0.0371 405074669.85 405074669.85 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 2026-07-01 2026-08-28 2026-08-28 N N N 0.0369 33103789.29 33103789.29 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 2026-07-01 2027-09-28 2027-09-28 N N N 0.0370 260093147.60 260093147.60 0.0011 N N N 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 2026-07-01 2027-12-17 2027-12-17 N N N 0.0372 239993971.20 239993971.20 0.0010 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 2026-07-01 2027-11-23 2027-11-23 N N N 0.0365 153148849.11 153148849.11 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133ET5J2 254900C5LP6DN9OP9V83 US3133ET5J24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-09-23 2027-09-23 N N N 0.0376 99999273.00 99999273.00 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 2026-07-01 2027-11-05 2027-11-05 N N N 0.0368 33010336.59 33010336.59 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 2026-07-01 2028-01-12 2028-01-12 N N N 0.0375 246883065.26 246883065.26 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.680000% 3133ETAB3 254900C5LP6DN9OP9V83 US3133ETAB36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2026-09-17 2026-09-17 N N N 0.0368 85599031.01 85599031.01 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 2026-07-01 2027-10-01 2027-10-01 N N N 0.0380 334446995.40 334446995.40 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 2026-07-01 2027-04-01 2027-04-01 N N N 0.0369 287716207.03 287716207.03 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 2026-07-01 2027-10-22 2027-10-22 N N N 0.0374 79666820.87 79666820.87 0.0003 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 2026-07-01 2027-06-23 2027-06-23 N N N 0.0375 76090357.37 76090357.37 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 2026-07-01 2027-05-12 2027-05-12 N N N 0.0373 32998793.85 32998793.85 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 2026-07-01 2027-08-11 2027-08-11 N N N 0.0377 119488718.01 119488718.01 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 2026-07-01 2027-08-18 2027-08-18 N N N 0.0377 198380786.94 198380786.94 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 2026-07-01 2027-06-09 2027-06-09 N N N 0.0377 15998677.44 15998677.44 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 2026-07-01 2027-06-16 2027-06-16 N N N 0.0377 29997261.30 29997261.30 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-01-21 2028-01-21 N N N 0.0374 41312065.38 41312065.38 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWAY6 254900C5LP6DN9OP9V83 US3133EWAY67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2027-01-26 2027-01-26 N N N 0.0369 276895201.32 276895201.32 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 2026-07-01 2028-02-02 2028-02-02 N N N 0.0372 95009804.95 95009804.95 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 2026-07-01 2028-01-03 2028-01-03 N N N 0.0375 65970498.00 65970498.00 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 2026-07-01 2028-02-09 2028-02-09 N N N 0.0372 81558462.44 81558462.44 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 2026-07-01 2028-02-11 2028-02-11 N N N 0.0373 72998309.32 72998309.32 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 2026-07-01 2028-02-17 2028-02-17 N N N 0.0371 57018632.73 57018632.73 0.0002 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 2026-07-01 2028-01-18 2028-01-18 N N N 0.0372 106998734.19 106998734.19 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 2026-07-01 2027-05-20 2027-05-20 N N N 0.0370 164874649.92 164874649.92 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 2026-07-01 2028-02-23 2028-02-23 N N N 0.0372 68001332.80 68001332.80 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 2026-07-01 2028-02-25 2028-02-25 N N N 0.0372 72004050.00 72004050.00 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 2026-07-01 2028-03-02 2028-03-02 N N N 0.0372 42999685.24 42999685.24 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 2026-07-01 2027-12-06 2027-12-06 N N N 0.0371 28999371.28 28999371.28 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 2026-07-01 2028-01-11 2028-01-11 N N N 0.0371 17000072.76 17000072.76 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 2026-07-01 2028-03-13 2028-03-13 N N N 0.0372 150504149.29 150504149.29 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 2026-07-01 2028-03-16 2028-03-16 N N N 0.0372 87001841.79 87001841.79 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 2026-07-01 2027-07-20 2027-07-20 N N N 0.0369 150498990.15 150498990.15 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 2026-07-01 2028-03-24 2028-03-24 N N N 0.0367 77070499.66 77070499.66 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 2026-07-01 2028-03-27 2028-03-27 N N N 0.0372 99308763.23 99308763.23 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 2026-07-01 2027-09-27 2027-09-27 N N N 0.0370 79199350.56 79199350.56 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 2026-07-01 2027-05-26 2027-05-26 N N N 0.0368 174399007.66 174399007.66 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 2026-07-01 2027-08-27 2027-08-27 N N N 0.0370 66999557.80 66999557.80 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 2026-07-01 2027-10-08 2027-10-08 N N N 0.0370 167098766.80 167098766.80 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 2026-07-01 2027-07-16 2027-07-16 N N N 0.0369 101398489.14 101398489.14 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 2026-07-01 2027-01-21 2027-01-21 N N N 0.0366 125007235.00 125007235.00 0.0005 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 2026-07-01 2027-02-01 2027-02-01 N N N 0.0368 119998690.80 119998690.80 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWUU2 254900C5LP6DN9OP9V83 US3133EWUU26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-02 2027-12-02 2027-12-02 N N N 0.0373 132000000.00 132000000.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWUV0 254900C5LP6DN9OP9V83 US3133EWUV09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-07-01 2028-03-01 2028-03-01 N N N 0.0376 32900000.00 32900000.00 0.0001 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 2026-07-01 2026-09-04 2026-09-04 N N N 0.0370 599378076.80 599378076.80 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 2026-07-01 2026-09-23 2026-09-23 N N N 0.0371 578087659.48 578087659.48 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 2026-07-01 2026-10-16 2026-10-16 N N N 0.0371 416379313.47 416379313.47 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 2026-07-01 2027-05-05 2027-05-05 N N N 0.0372 559160052.93 559160052.93 0.0024 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 2026-07-01 2027-08-11 2027-08-11 N N N 0.0377 95590974.40 95590974.40 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 2026-07-01 2027-09-02 2027-09-02 N N N 0.0378 143184491.44 143184491.44 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 2026-07-01 2027-09-22 2027-09-22 N N N 0.0373 477088011.04 477088011.04 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 2026-07-01 2027-10-06 2027-10-06 N N N 0.0371 478611208.96 478611208.96 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 2026-07-01 2027-10-14 2027-10-14 N N N 0.0371 190166185.40 190166185.40 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 2026-07-01 2026-07-29 2026-07-29 N N N 0.0369 536773144.66 536773144.66 0.0023 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 2026-07-01 2026-08-21 2026-08-21 N N N 0.0358 589352331.77 589352331.77 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 2026-07-01 2026-09-11 2026-09-11 N N N 0.0370 530877942.67 530877942.67 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 2026-07-01 2026-10-23 2026-10-23 N N N 0.0371 91718100.66 91718100.66 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 2026-07-01 2026-11-20 2026-11-20 N N N 0.0368 713765898.77 713765898.77 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 2026-07-01 2026-12-11 2026-12-11 N N N 0.0371 126137355.86 126137355.86 0.0005 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 2026-07-01 2027-12-22 2027-12-22 N N N 0.0375 413427454.35 413427454.35 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 2026-07-01 2028-01-07 2028-01-07 N N N 0.0374 319502426.12 319502426.12 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 2026-07-01 2028-02-02 2028-02-02 N N N 0.0375 293202530.54 293202530.54 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 2026-07-01 2028-03-06 2028-03-06 N N N 0.0376 344595602.56 344595602.56 0.0015 N N N N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 3.650000% 46599J009 KBVRJ5K57JZ3E2AVWX40 0001440203 46599J009_3.65_0701 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 31418FT98 2041-02-01 3.500000 0.00 911569.00 848135.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K3XL7 2056-05-01 5.500000 0.00 1000.00 1018.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N4DE4 2052-10-01 4.500000 0.00 8306610.00 6844914.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8VL9 2053-01-01 5.500000 0.00 13750656.00 10208426.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BEXL7 2055-06-01 6.500000 0.00 2738920.00 2841786.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BFFA8 2055-06-01 6.500000 0.00 1087148.00 835996.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-10-01 6.500000 0.00 108064000.00 79189522.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EGJ54 2032-02-01 6.000000 0.00 1024.00 12.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EGQT4 2041-06-01 4.500000 0.00 18592992.00 1989253.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WF4H6 2045-11-01 4.000000 0.00 8047232.00 1724977.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413JN59 2037-09-01 6.000000 0.00 1486286.00 25727.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AEL8 2032-04-01 4.000000 0.00 3000000.00 136877.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPJ40 2052-06-01 5.000000 0.00 3800000.00 2403993.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQKA2 2052-10-01 5.000000 0.00 16300000.00 11583004.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQNF8 2052-10-01 4.500000 0.00 45000000.00 31453350.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRRR6 2053-03-01 5.000000 0.00 1024.00 748.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.500000 0.00 208187.00 115198.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVWZ3 2054-12-01 5.500000 0.00 1000.00 887.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QWC83 2055-02-01 6.000000 0.00 1000.00 849.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HPTC1 2048-11-01 4.500000 0.00 7595096.00 2020900.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XRSY2 2054-10-01 5.500000 0.00 1000.00 828.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y65L0 2055-08-01 5.500000 0.00 1024.00 979.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7NV6 2055-10-01 5.500000 0.00 25507000.00 24866369.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7Z27 2055-12-01 4.500000 0.00 1040.00 977.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X7KF9 2043-09-01 4.500000 0.00 13943648.00 1991568.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHBM8 2052-05-01 4.000000 0.00 1600.00 1050.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GR5N6 2054-05-01 4.500000 0.00 597489.00 468494.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PMN2 2055-06-01 6.000000 0.00 1000.00 867.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PND3 2055-05-01 6.500000 0.00 1081520.00 1126927.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426QJJ3 2055-06-01 5.000000 0.00 1024.00 980.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X4U61 2047-06-01 3.500000 0.00 1000.00 283.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QU59 2055-11-01 6.000000 0.00 1024.00 965.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LXGB5 2052-08-01 5.000000 0.00 9650000.00 7525805.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X7ET2 2050-07-01 3.000000 0.00 1633794.00 621941.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.500000 0.00 11000.00 8110.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BNGL1 2052-10-01 5.500000 0.00 9890928.00 7618587.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2J74 2053-05-01 6.000000 0.00 7995088.00 6433956.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CQSR7 2054-07-01 5.500000 0.00 1188304.00 1104619.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LXQJ1 2042-06-01 3.500000 0.00 1024.00 125.41 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 1000.00 978.76 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 200000000.00 200000000.00 0.0009 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 2140898519.27 2140898519.27 0.0093 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 0.0368 1296326776.55 1296326776.55 0.0056 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.712000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0382 3566232273.00 3566232273.00 0.0155 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 0.0365 2212448777.25 2212448777.25 0.0096 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 0.0365 892039574.22 892039574.22 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 0.0366 1096914143.40 1096914143.40 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 0.0372 1200544400.12 1200544400.12 0.0052 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 0.0375 1365522465.74 1365522465.74 0.0059 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 0.0374 795002098.35 795002098.35 0.0035 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 0.0374 755322387.78 755322387.78 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 0.0381 1982468073.65 1982468073.65 0.0086 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 0.0379 2339068161.89 2339068161.89 0.0102 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 0.0384 623579534.65 623579534.65 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 0.0386 2169870264.81 2169870264.81 0.0094 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 0.0373 477658718.40 477658718.40 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 0.0371 188809729.80 188809729.80 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 0.0386 3352465721.99 3352465721.99 0.0146 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 0.0367 522209930.06 522209930.06 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 0.0380 109308427.46 109308427.46 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 0.0381 369912524.54 369912524.54 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 0.0388 283353249.42 283353249.42 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 0.0397 1235035279.46 1235035279.46 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 0.0402 556099481.25 556099481.25 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 0.0402 131807398.10 131807398.10 0.0006 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 0.0367 1777032009.96 1777032009.96 0.0077 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 0.0377 816761755.51 816761755.51 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 0.0381 1792468648.72 1792468648.72 0.0078 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 0.0392 481031349.07 481031349.07 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 0.0398 935567347.92 935567347.92 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 0.0397 2103529035.85 2103529035.85 0.0091 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 0.0401 2138648212.51 2138648212.51 0.0093 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 0.0378 664031514.50 664031514.50 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 0.0390 338514897.23 338514897.23 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 0.0402 1395589083.98 1395589083.98 0.0061 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.958000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-01 2026-07-31 2026-07-31 N N N 0.0377 2084563696.93 2084563696.93 0.0091 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 0.0367 1302867329.76 1302867329.76 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 0.0379 327984895.88 327984895.88 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 0.0383 2369579160.87 2369579160.87 0.0103 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 0.0393 956190554.82 956190554.82 0.0042 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.981000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-01 2026-10-31 2026-10-31 N N N 0.0378 1635465104.91 1635465104.91 0.0071 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 0.0391 3807170016.69 3807170016.69 0.0166 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 0.0398 1698933394.64 1698933394.64 0.0074 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 0.0401 225000245.18 225000245.18 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.874000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-01 2027-01-31 2027-01-31 N N N 0.0380 1799412883.36 1799412883.36 0.0078 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 0.0401 177669464.52 177669464.52 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 0.0401 949476834.90 949476834.90 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.936000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-01 2027-04-30 2027-04-30 N N N 0.0379 611719982.94 611719982.94 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 0.0407 352730564.06 352730564.06 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.935000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-07-01 2027-07-31 2027-07-31 N N N 0.0382 1288903206.14 1288903206.14 0.0056 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.966000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-07-01 2027-10-31 2027-10-31 N N N 0.0385 504706033.44 504706033.44 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-01 2028-01-31 2028-01-31 N N N 0.0386 2128785988.50 2128785988.50 0.0093 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.879000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 777955755.14 777955755.14 0.0034 N Y Y N Mitsubishi UFJ Securities (USA) Inc Tri Party Repo Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.650000% 926QFK004 K5HU16E3LMSVCCJJJ255 0000867626 926QFK004_3.65_0701 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 31418BD37 2034-06-01 3.500000 0.00 24000.00 1819.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BE93 2034-07-01 3.500000 0.00 212000.00 13933.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BYV2 2036-02-01 3.000000 0.00 90000.00 10060.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C2Y9 2033-10-01 4.000000 0.00 106000.00 7592.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C3H5 2038-09-01 5.000000 0.00 104184.00 9756.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C5D2 2033-11-01 4.500000 0.00 663620.00 100786.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C5V2 2034-01-01 3.500000 0.00 900000.00 57317.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C7D0 2039-02-01 4.500000 0.00 385000.00 37674.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CFJ8 2032-01-01 2.500000 0.00 13000.00 1616.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JACX4 2049-02-01 3.500000 0.00 1000000.00 80167.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JADD7 2029-05-01 4.000000 0.00 65536.00 37.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JADN5 2049-02-01 5.000000 0.00 811641.00 167535.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JAUJ5 2049-05-01 5.000000 0.00 1518000.00 194735.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VAFJ3 2056-04-20 5.000000 0.00 1202534.00 1195675.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCR56 2056-05-20 5.500000 0.00 1008.00 1035.96 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUBM6 2056-06-20 6.000000 0.00 1085194.00 1145035.21 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVU27 2056-05-20 6.500000 0.00 1000.00 1065.43 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36200NRE3 2034-04-15 5.500000 0.00 4000000.00 25876.92 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EUF4 2038-07-20 5.500000 0.00 1000.00 7.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EXU8 2038-11-20 6.000000 0.00 1000.00 9.97 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EYP8 2038-12-20 7.000000 0.00 1001.00 16.87 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202F2K1 2042-01-20 3.500000 0.00 1000.00 35.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202FZY5 2041-12-20 4.000000 0.00 1000.00 47.46 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3620AATC2 2039-08-15 5.000000 0.00 1464000.00 32207.52 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3622A26C1 2030-12-15 8.000000 0.00 1002.00 29.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCDA3 2048-12-01 3.500000 0.00 14000.00 6038.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCLC0 2051-08-01 2.500000 0.00 125000.00 75212.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCP51 2044-11-01 5.000000 0.00 121751.00 56617.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD3X2 2051-11-01 2.000000 0.00 69000.00 41106.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD6N1 2051-12-01 2.500000 0.00 48000.00 29438.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDDB9 2051-11-01 2.000000 0.00 45963000.00 26764193.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDLR5 2051-10-01 2.500000 0.00 137455.00 81854.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3.000000 0.00 21080480.00 13253277.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECQ1 2052-04-01 2.500000 0.00 6157912.00 3986897.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EGK0 2052-08-01 4.500000 0.00 3303396.00 2368041.14 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36292DWD0 2037-10-15 6.500000 0.00 1000.00 7.65 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36295HG87 2037-12-15 5.500000 0.00 1000.00 8.10 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36296QH85 2039-02-15 5.500000 0.00 1000.00 12.48 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36297F6D9 2040-01-15 5.000000 0.00 501074.00 24311.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MEQ6 2035-08-01 5.500000 0.00 8000.00 62.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MLB1 2035-12-01 5.500000 0.00 15000.00 121.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHM2 2055-02-01 3.500000 0.00 11000.00 9434.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 300002.00 269341.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHZ3 2055-03-01 6.000000 0.00 380000.00 243698.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.500000 0.00 6000.00 4653.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FKN6 2055-05-01 5.500000 0.00 52000.00 40499.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMW4 2040-07-01 5.500000 0.00 65000.00 47183.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5.000000 0.00 6000.00 5689.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FR82 2055-12-01 5.500000 0.00 300000.00 283302.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FS99 2056-01-01 4.500000 0.00 29624448.00 28057189.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371K6C0 2033-06-01 5.500000 0.00 15047.00 73.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FRW7 2036-10-01 5.500000 0.00 7192288.00 130030.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JU4M9 2056-01-01 5.500000 0.00 1082080.00 1090290.53 Agency Mortgage-Backed Securities FREDDIE 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2056-03-20 1.441300 0.00 97776093.00 3124327.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385NMP6 2056-03-20 4.608700 0.00 2048.00 1980.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385NQF4 2056-03-20 4.858700 0.00 2024.00 1719.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BMK9 2029-12-01 3.500000 0.00 5649.00 352.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C4B7 2033-11-01 3.500000 0.00 6000.00 368.34 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385RJ71 2056-05-20 2.031300 0.00 2016133.00 101780.69 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385SFE8 2056-05-20 4.658700 0.00 3400.00 3385.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JC6J8 2056-07-01 4.884000 0.00 1364483.00 1366770.33 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6LK1 2056-06-20 4.500000 0.00 3000.00 2984.80 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6LM7 2056-06-20 5.000000 0.00 1000.00 1009.61 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6LX3 2056-05-20 5.000000 0.00 1000.00 1008.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384MBY2 2054-03-20 4.788700 0.00 24974500.00 14694045.84 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384MFB8 2054-04-20 5.750000 0.00 1936.00 1956.59 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384N4A0 2054-05-20 5.500000 0.00 2001.00 2037.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384PPQ7 2054-06-20 4.808700 0.00 1024.00 402.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384Q2Y3 2054-07-20 4.908700 0.00 1025.00 444.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376LTT6 2041-06-20 2.916500 0.00 150000000.00 405015.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377DBX3 2040-08-20 2.246500 0.00 102857142.00 819399.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378ARN3 2040-08-20 5.000000 0.00 7149246.00 1006.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378FAV2 2043-01-20 2.546500 0.00 83866385.00 340954.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378HKR6 2042-09-20 4.480000 0.00 1280.00 26.93 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384XRF2 2054-10-20 4.608700 0.00 2040.00 1512.77 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384XUV3 2054-11-20 5.208700 0.00 6256.00 3335.04 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384XZF3 2054-11-20 2.311300 0.00 60000000.00 1354660.31 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384YRD5 2054-10-20 4.658700 0.00 1000.00 610.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384YRT0 2054-10-20 4.558700 0.00 3380.00 2577.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378P8A9 2044-01-16 0.752400 0.00 198453000.00 239463.36 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUJ27 2055-02-25 2.122200 0.00 55308366.00 2413178.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FGZ4 2055-02-01 6.000000 0.00 4000.00 2513.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FWM5 2056-05-01 4.000000 0.00 1000.00 936.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FYQ4 2056-06-01 5.000000 0.00 7366.00 7298.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5DM9 2056-04-25 0.072200 0.00 499589997.00 3425333.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5LN8 2056-04-25 NA 0.00 108091648.00 570453.81 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6LD8 2056-06-25 0.922200 0.00 31927967.00 615808.41 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6ZU5 2030-06-25 4.500000 0.00 3454628.00 3453114.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53Z8 2051-11-25 4.000000 0.00 41029039.00 4512055.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBDK7 2054-01-25 NA 0.00 5357143.00 2186132.52 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.069000 0.00 92572725.00 3379428.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCCQ3 2054-04-25 2.372200 0.00 15000000.00 538320.37 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HF4S1 2054-08-25 NA 0.00 3913720.00 1728093.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QLN36 2051-08-01 2.000000 0.00 2056.00 1240.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QMCC6 2051-10-01 2.500000 0.00 6456.00 3962.45 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJ7A9 2055-02-25 1.422200 0.00 120831488.00 3197985.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJPX9 2055-02-25 1.372200 0.00 38835950.00 536956.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJR33 2055-02-25 2.222200 0.00 55465700.00 2862415.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJWY9 2055-02-25 4.827800 0.00 2000000.00 1037903.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM7H7 2055-07-25 1.522200 0.00 57899276.00 1721266.10 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMEM8 2055-08-25 2.172200 0.00 126001280.00 5907949.05 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMT42 2055-03-25 2.872200 0.00 890584.00 81610.54 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 NA 0.00 24999236.00 14227212.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.822200 0.00 88364160.00 3906102.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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3486.00 1865.63 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BSK38 2054-09-25 2.272200 0.00 66328492.00 3126586.78 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BSSR7 2054-08-25 3.472200 0.00 66411266.00 4436799.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BG4B4 2051-10-25 3.000000 0.00 25359000.00 2254422.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGUK5 2051-05-25 2.500000 0.00 25645285.00 1779202.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGVA6 2049-04-25 2.500000 0.00 357570.00 38805.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BH7G8 2051-06-25 2.500000 0.00 4597430.00 492977.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHEZ8 2041-05-25 3.500000 0.00 42700000.00 1884430.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHVN6 2041-06-25 3.000000 0.00 10831627.00 444476.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHVZ9 2049-12-25 2.257800 0.00 45340933.00 1368625.85 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BKBW1 2031-11-25 0.593500 0.00 1715336.00 24422.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLBK5 2052-02-25 2.219900 0.00 161710399.00 3985780.76 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BNTN6 2040-04-25 0.266000 0.00 12686333.00 31498.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2P5 2053-04-25 6.000000 0.00 10620166.00 1215055.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP3E9 2061-03-25 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2050-03-20 NA 0.00 200000000.00 376840.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382HWQ9 2050-08-20 3.000000 0.00 18385964.00 1506140.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382K2N2 2050-08-20 3.000000 0.00 26547406.00 1611577.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAG2 2051-01-20 2.000000 0.00 22400000.00 1697624.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAN7 2051-01-20 2.500000 0.00 49900000.00 4037153.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Q2Q2 2051-05-20 3.000000 0.00 63030996.00 32816300.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Q3F5 2050-08-20 3.000000 0.00 6666667.00 523493.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QKL3 2051-04-20 3.500000 0.00 3800200.00 222745.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QNX4 2051-05-20 5.500000 0.00 3000.00 1717.00 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FB71 2055-03-01 5.500000 0.00 1999.00 1232.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393UBC6 2033-12-25 6.000000 0.00 6118.00 1083.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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141.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381R6V6 2043-02-20 1.043700 0.00 65399862.00 407034.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381R7W3 2044-04-20 1.340600 0.00 40000000.00 235186.40 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384YT84 2054-11-20 4.718700 0.00 1121.00 577.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379T5T2 2046-02-20 2.346500 0.00 25777777.00 338503.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379YUX4 2045-03-20 1.141500 0.00 100320.00 157.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384FAS1 2053-11-20 5.108700 0.00 2012.00 515.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384GQ78 2054-01-20 4.668700 0.00 2298.00 744.58 Agency Mortgage-Backed Securities 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2052-09-20 4.558700 0.00 1130.00 785.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384ADT7 2053-05-20 4.608700 0.00 1000.00 649.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAY55 2051-01-01 4.000000 0.00 5000.00 1381.34 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38382Y4Y6 2071-06-20 0.536900 0.00 100032.00 1926.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YY23 2073-01-20 1.388100 0.00 15464064.00 1258117.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U9SH2 2056-03-01 5.500000 0.00 1000.00 976.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X6WA5 2035-05-01 3.500000 0.00 2000.00 197.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.500000 0.00 2007.00 1650.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4UP0 2056-01-01 5.000000 0.00 5241060.00 5084705.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PXD1 2055-05-01 5.500000 0.00 1038.00 864.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6AG7 2055-04-01 5.000000 0.00 1047.00 1027.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381T3E3 2052-09-20 4.608700 0.00 8411.00 4854.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KN7A5 2052-04-01 3.500000 0.00 2000.00 1357.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385SVV2 2056-05-20 4.668700 0.00 36732961.00 36227941.62 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381NA57 2055-07-20 NA 0.00 43680131.00 27422233.06 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381NG36 2052-03-20 6.000000 0.00 1666667.00 55241.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385BBM1 2054-12-20 4.808700 0.00 4782.00 2333.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385C2R8 2055-02-20 4.718700 0.00 1000.00 820.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CBK3 2055-01-20 NA 0.00 190000000.00 15415.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CG28 2055-02-20 5.258700 0.00 3024.00 1633.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385E2S2 2055-04-20 4.928700 0.00 1000.00 846.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EP65 2055-04-20 4.908700 0.00 1121.00 634.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385F3S8 2055-05-20 5.358700 0.00 1000.00 620.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385F3V1 2055-05-20 5.358700 0.00 1037.00 643.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385F4C2 2055-05-20 0.050000 0.00 62399994.00 34818.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FBC4 2055-04-20 4.808700 0.00 2219.00 1819.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385G3L1 2055-06-20 4.758700 0.00 1008.00 848.68 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385H4Q7 2055-11-20 5.008700 0.00 1000.00 972.16 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385H4S3 2053-06-20 NA 0.00 16466157.00 11841630.62 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385HS40 2051-06-20 5.500000 0.00 13673198.00 1693170.99 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385KPT1 2055-12-20 4.608700 0.00 4247.00 4189.76 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385L4A3 2045-05-20 4.500000 0.00 29295918.00 4112885.95 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385LAV0 2056-01-20 0.891300 0.00 100000000.00 1776564.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGZC6 2040-05-15 2.155900 0.00 113880121.00 358642.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BM5V4 2041-05-15 5.000000 0.00 33523223.00 424152.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPFF1 2046-05-15 2.392500 0.00 91899603.00 1095221.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BSAE3 2042-11-15 4.203700 0.00 1139.00 81.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTJL6 2040-07-15 2.020200 0.00 42126259.00 307813.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BVK88 2047-02-15 3.500000 0.00 1999.00 1395.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F73Z6 2050-12-25 2.500000 0.00 15378983.00 1079044.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UDH1 2051-04-20 1.750000 0.00 3250.00 1255.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382VEJ4 2051-06-20 3.500000 0.00 105113759.00 5265181.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383CRU6 2051-10-20 2.000000 0.00 11259.00 5023.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383DRX8 2051-11-20 2.500000 0.00 1024.00 566.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.500000 0.00 1024.00 610.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FAH6 2051-12-20 2.500000 0.00 1165.00 711.38 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38383K3X8 2074-11-20 1.221800 0.00 20390336.00 1404171.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAPC3 2042-12-25 2.457800 0.00 100000.00 457.09 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136ACGN5 2033-01-25 3.492700 0.00 1001.00 63.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJZ25 2044-05-25 2.307800 0.00 100952.00 366.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMQB8 2045-02-25 2.357800 0.00 28974626.00 293311.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AN4B0 2045-06-25 NA 0.00 134205856.00 1176.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQTM2 2045-12-25 2.020300 0.00 70351137.00 258299.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARSP4 2046-03-25 3.000000 0.00 2367.00 2051.28 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AS4R4 2026-09-25 2.499400 0.00 27532.00 274.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASJ23 2056-07-25 1.861100 0.00 103665.00 215.73 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AT5G5 2039-07-25 2.944000 0.00 1524.00 73.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT6Z2 2046-11-25 4.163700 0.00 17122.00 1414.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVPP8 2047-03-25 2.000000 0.00 129096691.00 511085.98 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136AWB89 2047-06-25 1.896700 0.00 30087455.00 193576.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWC21 2047-06-25 1.946200 0.00 248666.00 1074.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXDX0 2047-07-25 2.144600 0.00 167905859.00 889786.83 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B3DE7 2030-09-25 3.893400 0.00 2410.00 1546.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4F78 2049-07-25 2.500000 0.00 3227.00 140.66 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B5NX9 2029-06-25 0.679400 0.00 19004000.00 233977.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5WC5 2059-08-25 1.954800 0.00 52871645.00 490757.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6LD3 2049-10-25 2.119600 0.00 40028886.00 371722.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B7AY7 2059-11-25 1.770900 0.00 32166333.00 311195.38 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B9NV5 2030-09-25 1.326300 0.00 9500000.00 173597.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BB2H4 2050-10-25 3.500000 0.00 20706496.00 861590.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBK68 2050-09-25 4.000000 0.00 33267978.00 2235641.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LRAH1 2051-07-01 2.500000 0.00 1000.00 491.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Morgan Securities LLC Tri Party Repo J.P. 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5853048.00 3245330.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNR20 2037-03-01 2.500000 0.00 355000.00 194128.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNXQ0 2042-04-01 3.500000 0.00 800000.00 463646.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPAK3 2052-05-01 3.500000 0.00 898936.00 626025.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPE86 2037-05-01 2.000000 0.00 2912272.00 1679019.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPKT3 2052-06-01 3.500000 0.00 15000.00 10216.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPXP7 2037-07-01 2.500000 0.00 3838384.00 2321221.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQDK8 2047-08-01 4.000000 0.00 3375744.00 2932723.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQPP4 2037-10-01 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167233.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378NSJ3 2055-09-16 0.143000 0.00 101285888.00 40641.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378P5E4 2043-08-20 2.946500 0.00 17901696.00 87368.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378PEZ7 2043-12-20 2.386500 0.00 16725000.00 235148.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378PYQ5 2043-12-20 4.500000 0.00 56978500.00 228201.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378TLT5 2041-12-16 4.500000 0.00 30020832.00 276502.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378TRM4 2043-05-20 2.446500 0.00 28603872.00 83428.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378UYD3 2043-06-20 2.396500 0.00 64075000.00 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112730752.00 226274.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378XYD7 2056-10-16 0.581700 0.00 186330000.00 895416.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378YAN9 2043-11-16 1.802400 0.00 66782592.00 366840.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381E6V5 2064-07-16 0.556200 0.00 125000000.00 5023748.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381E7A0 2062-12-16 0.876700 0.00 93704800.00 6292715.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381E8G6 2064-07-16 0.432900 0.00 175000000.00 5788765.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ECK2 2063-08-16 1.203800 0.00 6000000.00 502345.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381EDN5 2062-05-16 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38381JAG2 2064-07-16 0.717600 0.00 200000000.00 10485786.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUBJ8 2055-01-25 2.872200 0.00 100000000.00 4489051.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUPF1 2055-01-25 5.500000 0.00 49783552.00 54539096.12 Agency Mortgage-Backed Securities FANNIE MAE-ACES B1V7KEBTPIMZEU4LTD58 3136BV4U9 2030-04-25 0.191600 0.00 440751000.00 1423919.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV5N4 2055-06-25 5.000000 0.00 14028719.00 14427776.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVCD8 2055-03-25 5.000000 0.00 14785792.00 15318417.00 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVEL8 2055-03-25 2.272200 0.00 78196000.00 5557623.22 Agency Mortgage-Backed Securities FANNIE MAE REMICS 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S6XOOCT0IEG5ABCC6L87 3137HAYK6 2053-11-25 0.050000 0.00 100000000.00 169733.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAZ74 2053-11-25 0.050000 0.00 64847744.00 93339.11 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HBDQ4 2054-01-25 2.822200 0.00 15000000.00 257690.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBF58 2054-01-15 2.292500 0.00 114609024.00 6572153.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBQ56 2054-03-25 0.050000 0.00 75000000.00 76787.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC4G4 2054-04-25 0.050000 0.00 283005440.00 290724.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC5T5 2054-04-25 2.372200 0.00 50000000.00 849691.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC5Z1 2054-01-25 0.050000 0.00 189464576.00 44229.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCMV1 2054-04-25 6.500000 0.00 19064896.00 2200154.52 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137HCXK3 2034-03-25 5.000000 0.00 20000000.00 20612735.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDES5 2054-06-25 2.322200 0.00 70000000.00 1627791.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG46 2054-06-25 2.272200 0.00 60000000.00 972364.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG61 2054-06-25 0.050000 0.00 24993792.00 11499.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG87 2054-06-25 0.050000 0.00 24993792.00 9678.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDGA2 2054-06-25 2.912200 0.00 50000000.00 1230193.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDKY5 2054-07-25 2.272200 0.00 50000000.00 1075588.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLD0 2054-07-25 2.922200 0.00 50000000.00 1277695.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLG3 2054-07-25 2.872200 0.00 75000000.00 1922507.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLK4 2054-07-25 2.272200 0.00 55000000.00 1280834.94 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HDM31 2054-07-25 1.672200 0.00 27000000.00 379528.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDM56 2054-07-25 2.072200 0.00 93750000.00 2692705.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HFBE4 2054-08-25 1.522200 0.00 20000000.00 466789.00 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFC86 2054-07-25 1.522200 0.00 140664576.00 3500199.55 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHBJ9 2054-11-25 1.572200 0.00 82000000.00 1748804.32 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHC33 2054-11-25 1.672200 0.00 50000000.00 1239873.00 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHC41 2054-11-25 2.422200 0.00 73699584.00 3498294.26 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHSX0 2054-11-25 2.222200 0.00 44721344.00 3077575.33 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHT27 2054-12-25 1.572200 0.00 80955904.00 1953703.67 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHTJ0 2054-12-25 0.100000 0.00 55000000.00 169169.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJA49 2055-02-25 5.000000 0.00 7449440.00 7776178.67 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJA98 2055-02-25 2.172200 0.00 104634880.00 6981952.14 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJB97 2054-09-25 1.522200 0.00 86153728.00 1133846.87 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJBV8 2050-06-25 6.000000 0.00 12722048.00 525382.53 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJC88 2054-11-25 1.522200 0.00 94243840.00 1645164.38 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJC96 2054-10-25 0.050000 0.00 158957568.00 137358.97 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKDS0 2055-02-25 2.222200 0.00 50000000.00 3309063.52 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKFB5 2054-02-25 6.500000 0.00 11141000.00 1026095.98 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKFF6 2055-03-25 2.372200 0.00 45821120.00 1589765.22 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKFK5 2055-02-25 2.242200 0.00 125238912.00 8375133.95 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKFM1 2054-11-25 0.572200 0.00 41250000.00 289217.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFP4 2054-11-25 0.672200 0.00 2259000000.00 19572396.00 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKFS8 2054-06-25 0.010000 0.00 1094238208.00 193162.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKW75 2055-04-25 1.672200 0.00 40000000.00 845754.25 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKX74 2053-11-25 6.500000 0.00 9821760.00 1166170.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLC75 2055-05-25 1.272200 0.00 113686912.00 3124130.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.372200 0.00 66669184.00 3790177.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLPE6 2055-06-25 1.422200 0.00 160028928.00 6040605.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTG7 2055-06-25 1.372200 0.00 150000000.00 4492110.37 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HLZ54 2055-07-25 1.472200 0.00 150202112.00 6406917.58 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HLZ70 2055-07-25 2.272200 0.00 161878528.00 6920859.71 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMKV1 2055-08-25 2.172200 0.00 68503936.00 4815803.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLH1 2055-06-25 0.672200 0.00 285000000.00 2575470.72 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMLJ7 2055-08-25 2.322200 0.00 53720576.00 3935451.14 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMNW6 2055-08-25 0.672200 0.00 150000000.00 1428330.37 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMSP6 2055-09-25 2.222200 0.00 50000000.00 2334334.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2G2 2055-09-25 1.622200 0.00 20000000.00 742654.82 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HN2U1 2053-04-25 6.000000 0.00 24633216.00 3653574.47 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HN3J5 2055-09-25 0.672200 0.00 187500000.00 1887005.39 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HN3M8 2055-09-25 1.572200 0.00 50000000.00 1104696.33 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HN3N6 2055-09-25 1.622200 0.00 65177344.00 1500350.37 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNDV7 2055-10-25 1.622200 0.00 227224064.00 13019453.34 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNHE1 2055-10-25 1.072200 0.00 96072064.00 2152451.06 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNMW5 2055-09-25 3.472200 0.00 46595456.00 3587686.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNU8 2055-11-25 1.722200 0.00 292332160.00 16759730.90 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNNV6 2055-03-25 1.172200 0.00 28636512.00 661469.05 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNNX2 2055-10-25 1.722200 0.00 73228160.00 3919847.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384AT45 2053-06-20 4.608700 0.00 100000000.00 32249982.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384BPK1 2053-06-20 6.000000 0.00 2142320.00 2670999.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CAN9 2053-07-20 0.050000 0.00 14221312.00 10862.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CBN8 2053-07-20 0.030000 0.00 29999104.00 16335.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CEV7 2065-04-16 0.676900 0.00 50000000.00 2552409.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CJ26 2053-08-20 2.991300 0.00 32691776.00 1082023.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CWP0 2053-08-20 2.091300 0.00 34801088.00 1705667.13 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384D7Y7 2053-11-20 3.481300 0.00 150000000.00 2580622.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DEC7 2053-07-20 2.091300 0.00 71201536.00 1915204.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DGZ4 2053-10-20 0.150000 0.00 128999424.00 100020.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DH26 2065-06-16 0.767800 0.00 100000000.00 6105714.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DJ99 2053-11-20 2.791300 0.00 50000000.00 1215369.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DUU9 2053-10-20 2.001300 0.00 50396544.00 2029187.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384ELV5 2053-09-20 2.091300 0.00 10000000.00 213424.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JCX0 2054-02-20 2.441300 0.00 50209152.00 836175.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JNR1 2054-02-20 2.121300 0.00 70000000.00 2200779.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KAK7 2054-02-20 3.341300 0.00 55696240.00 2382727.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KBW0 2054-02-20 3.391300 0.00 25000000.00 1065391.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384KBZ3 2054-02-20 2.541300 0.00 30870944.00 1058878.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KCC3 2054-01-20 2.991300 0.00 91762048.00 879299.26 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384KCF6 2054-02-20 2.491300 0.00 30749952.00 1298374.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJ48 2054-08-25 5.000000 0.00 5710168.00 6007506.24 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFJM8 2054-07-25 1.522200 0.00 2000000.00 25647.63 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFY33 2052-04-25 6.500000 0.00 19558912.00 650940.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPAR4 2055-12-25 2.422200 0.00 38724480.00 1825648.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQAC5 2033-02-15 3.000000 0.00 87544832.00 81127419.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQB26 2056-01-25 2.022200 0.00 88418304.00 6782401.46 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQG88 2056-03-25 6.000000 0.00 12502944.00 2118999.06 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQGH8 2054-08-25 1.972200 0.00 216584960.00 13465565.96 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQSA0 2056-03-25 1.472200 0.00 46000000.00 2122144.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQWL1 2056-04-25 4.577800 0.00 25000000.00 22316929.76 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQYD7 2049-11-25 1.500000 0.00 33153664.00 1951611.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQYR6 2056-02-25 1.372200 0.00 200614144.00 8645228.53 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQYY1 2051-08-25 2.500000 0.00 3306344.00 1880529.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQZS3 2056-02-25 1.172200 0.00 200000000.00 6077216.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQZU8 2055-02-25 2.622200 0.00 100000000.00 5574679.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQZV6 2055-12-25 1.422200 0.00 56000000.00 1700823.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQZW4 2055-10-25 2.672200 0.00 100405920.00 7083100.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385EQF4 2055-03-20 0.891300 0.00 116666624.00 928831.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385EZJ6 2055-02-20 3.591300 0.00 50000000.00 1346485.12 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385EZM9 2055-03-20 1.791300 0.00 63235968.00 3280664.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FD99 2055-04-20 2.341300 0.00 109452960.00 3242535.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FF97 2055-03-20 2.341300 0.00 67507456.00 3213039.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FNU1 2055-04-20 3.491300 0.00 85000000.00 5048090.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FP54 2055-03-20 0.741300 0.00 156250000.00 1040764.47 Agency Mortgage-Backed Securities GOVERNMENT 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Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GST7 2055-05-20 1.541300 0.00 157692160.00 3504969.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385H3B1 2065-10-20 1.841300 0.00 285213184.00 9769631.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380M8J3 2061-04-16 0.727000 0.00 110000000.00 1714110.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MA68 2060-12-16 0.745300 0.00 50049280.00 624874.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MK75 2060-12-16 0.643100 0.00 100017664.00 1065647.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MPH8 2060-07-16 0.675300 0.00 80019328.00 979402.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MS44 2060-11-16 0.654300 0.00 137614336.00 1123887.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MU58 2061-03-16 0.716400 0.00 90056832.00 983377.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MXM8 2061-04-16 0.708000 0.00 85128960.00 831870.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380N8S1 2062-01-16 0.884500 0.00 17000000.00 468676.75 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 302880AE9 2030-07-25 NA 0.00 44593200.00 32525700.37 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30296KAH8 2038-01-25 NA 0.00 427593728.00 300113.77 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 302972AQ7 2051-01-25 0.100000 0.00 262379520.00 648223.04 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST 549300KQ08QVSM4XK212 30298RAJ7 2029-08-25 0.100000 0.00 489726000.00 1105399.01 Agency Mortgage-Backed Securities FREMF 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2.541300 0.00 252487680.00 9861617.78 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385K5A4 2055-12-20 4.500000 0.00 9415520.00 7973234.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385KLZ1 2065-12-20 1.891300 0.00 298885120.00 11226843.57 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385LCB2 2056-01-20 4.000000 0.00 12896512.00 9947447.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385LKH0 2056-01-20 4.508700 0.00 30000000.00 29677571.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BPFF1 2046-05-15 2.392500 0.00 130080960.00 1550250.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPLG2 2046-05-15 2.392500 0.00 30000000.00 222672.88 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BPW47 2044-04-25 4.194400 0.00 25534464.00 8389.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BRBG9 2040-05-15 2.392500 0.00 614344704.00 7245187.69 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BSRH8 2044-11-25 1.961900 0.00 14981000.00 85547.22 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BTUQ2 2044-12-25 1.941100 0.00 18835000.00 170348.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6R88 2048-05-25 3.500000 0.00 7393224.00 86337.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9BW6 2060-03-25 4.000000 0.00 15293872.00 968240.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBRA2 2037-03-25 NA 0.00 4538904.00 1129590.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTV4 2050-09-25 4.000000 0.00 72732416.00 4415246.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBUR1 2050-09-25 NA 0.00 37982208.00 36884.85 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F9ZB0 2049-02-25 2.742300 0.00 9230000.00 965070.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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0.00 8144485.00 5810723.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LVS42 2051-10-01 3.000000 0.00 3000.00 1747.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140M2CK6 2051-11-01 2.000000 0.00 3000.00 1642.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MSKG9 2052-09-01 4.000000 0.00 32392.00 24744.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MT3X9 2056-03-01 6.500000 0.00 3000.00 3108.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427M2F7 2054-04-01 5.000000 0.00 3000.00 2280.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MVN8 2055-03-01 5.500000 0.00 3000.00 2625.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJQN6 2052-06-01 3.000000 0.00 404000.00 252974.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKNC0 2053-02-01 6.000000 0.00 11728560.00 7366418.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLDZ8 2050-10-01 4.500000 0.00 11999.00 8046.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLTG3 2052-06-01 3.000000 0.00 4144008.00 2958832.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XM5V4 2053-06-01 4.500000 0.00 3000.00 2341.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BBMP1 2052-05-01 4.500000 0.00 1097000.00 991611.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XQY27 2052-08-01 3.500000 0.00 14056176.00 11079083.72 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 200.00 257.64 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 849000000.00 849000000.00 0.0037 N Y Y N Royal Bank of Canada Tri Party Repo Royal Bank of Canada Tri Party Repo 3.639900% 933UAA003 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138000.00 122402.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 49425200.00 49334587.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 47547000.00 47636986.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 50115900.00 49818142.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 1523800.00 1506207.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 22000.00 28340.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 256700.00 245332.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 76400.00 76059.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 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FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K5N90 2056-06-01 5.500000 0.00 1000.00 1010.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K62B6 2056-06-01 5.500000 0.00 1000.00 1023.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q7QR1 2047-09-01 4.000000 0.00 1006.00 222.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q83A1 2048-05-01 4.000000 0.00 1000.00 165.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.500000 0.00 2144.00 594.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QCKG0 2049-12-01 3.000000 0.00 1000.00 253.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QDJ96 2050-05-01 3.000000 0.00 1000.00 429.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEZP0 2050-09-01 3.000000 0.00 15000000.00 7401997.54 Agency Mortgage-Backed Securities FANNIE MAE POOL 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POOL B1V7KEBTPIMZEU4LTD58 3140W0V36 2055-02-01 5.500000 0.00 1024.00 931.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0YY5 2055-01-01 6.500000 0.00 17017178.00 13143424.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGJS9 2051-11-01 3.000000 0.00 2024.00 1243.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GRE22 2054-03-01 5.000000 0.00 1000.00 778.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GRUT5 2054-05-01 6.000000 0.00 1000.00 322.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GRVH0 2054-05-01 5.500000 0.00 1000.00 756.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTTW6 2055-02-01 4.500000 0.00 1000.00 927.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NBB5 2040-04-01 5.500000 0.00 1024.00 52.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418NBG4 2039-04-01 6.000000 0.00 17820000.00 217875.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419GA20 2040-10-01 3.500000 0.00 997003.00 32634.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419KJD8 2040-11-01 4.000000 0.00 1000.00 72.29 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425VYC1 2054-12-01 4.500000 0.00 326490.00 312104.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425WEP2 2055-01-01 5.500000 0.00 2008.00 1703.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425XYW3 2055-01-01 6.000000 0.00 1024.00 835.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426CXG4 2055-02-01 7.000000 0.00 3000.00 2883.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FP68 2055-02-01 6.500000 0.00 1429358.00 1498466.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FPF8 2055-03-01 7.000000 0.00 1000.00 1007.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426GUE3 2055-04-01 6.500000 0.00 1000.00 894.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426GX42 2055-02-01 7.000000 0.00 1657594.00 1468525.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426J3W7 2055-04-01 7.500000 0.00 1000.00 988.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426JRR2 2055-04-01 6.500000 0.00 1000.00 791.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426JSA8 2055-04-01 7.000000 0.00 1000.00 753.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.500000 0.00 1024.00 994.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7MS4 2055-10-01 6.500000 0.00 1024.00 922.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7U89 2055-11-01 5.000000 0.00 1024.00 1007.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7VG0 2055-11-01 5.500000 0.00 1000.00 994.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y84L7 2056-05-01 5.000000 0.00 1024.00 1012.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8S72 2056-04-01 5.000000 0.00 4048.00 3985.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8SR8 2056-04-01 5.000000 0.00 2016.00 1993.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8WJ1 2056-04-01 5.500000 0.00 1536.00 1558.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8XE1 2056-04-01 6.500000 0.00 1024.00 1023.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426SFN4 2055-06-01 5.500000 0.00 1024.00 945.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426SZZ5 2055-07-01 6.500000 0.00 2012.00 1805.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426T6T9 2055-07-01 5.000000 0.00 2016.00 1974.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426TKD8 2055-07-01 6.000000 0.00 1291752.00 1324395.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426TLH8 2055-06-01 7.000000 0.00 1001.00 345.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426UB60 2055-07-01 6.000000 0.00 1241582.00 1269840.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426UEE0 2055-08-01 5.500000 0.00 1000.00 974.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426UHF4 2055-07-01 6.000000 0.00 2001.00 1439.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.500000 0.00 1000.00 894.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426WKD1 2055-08-01 6.000000 0.00 1000.00 988.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426XUC0 2055-08-01 5.500000 0.00 2000.00 1935.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426YEX0 2055-09-01 5.000000 0.00 6469584.00 6131805.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426YHF6 2055-09-01 6.000000 0.00 1000.00 855.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427BXA8 2055-09-01 6.000000 0.00 1000.00 852.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K6YC9 2056-06-01 6.500000 0.00 1000.00 1048.58 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7A66 2056-06-01 5.500000 0.00 2966047.00 3033661.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7QD4 2056-06-01 5.500000 0.00 1000.00 1012.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7UN7 2056-06-01 5.500000 0.00 1000.00 1021.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KJC34 2050-06-01 2.500000 0.00 68035327.00 23474806.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHYP1 2046-09-01 3.500000 0.00 1008.00 242.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YUGF2 2045-09-01 3.500000 0.00 1001.00 238.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A5FB9 2053-12-01 7.500000 0.00 1000.00 23.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ABYA7 2054-05-01 6.500000 0.00 1000.00 346.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ADE64 2054-05-01 7.000000 0.00 1000.00 652.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AEGC7 2054-05-01 6.000000 0.00 1000.00 826.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BM6E5 2055-10-01 5.500000 0.00 1024.00 999.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSDV6 2055-11-01 5.000000 0.00 1005.00 976.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGKT5 2052-04-01 3.500000 0.00 1000.00 607.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGMA4 2052-04-01 3.500000 0.00 548000.00 351272.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGSY6 2051-07-01 3.500000 0.00 1000.00 674.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGTE9 2052-04-01 4.000000 0.00 1000.00 579.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHHC4 2052-05-01 3.500000 0.00 1024.00 648.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHJL2 2052-06-01 4.000000 0.00 323402.00 214961.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHMR5 2052-06-01 4.500000 0.00 1000.00 680.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DF7 2056-03-01 4.500000 0.00 60105014.00 57396024.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DQ3 2056-04-01 5.000000 0.00 1024.00 998.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JCBE9 2040-11-01 4.000000 0.00 1000.00 916.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVFT3 2055-08-01 5.000000 0.00 1008.00 954.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVGK1 2055-08-01 6.500000 0.00 9259264.00 8592030.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWX20 2056-03-01 6.000000 0.00 1024.00 1049.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXV87 2056-06-01 5.500000 0.00 48575000.00 49398033.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6BA0 2055-07-01 3.500000 0.00 1008.00 870.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6C76 2056-02-01 4.500000 0.00 5930.00 5634.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426KYU4 2055-05-01 5.500000 0.00 1000.00 901.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426KZW9 2055-03-01 6.500000 0.00 1008.00 721.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426P4N2 2055-06-01 6.000000 0.00 3000.00 2487.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PHX6 2055-06-01 6.000000 0.00 1976252.00 1614119.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PPU3 2055-06-01 6.500000 0.00 866935.00 675754.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PW35 2055-06-01 5.500000 0.00 1000.00 1005.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426QAL7 2055-06-01 6.500000 0.00 2048.00 1775.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427G4K7 2055-11-01 4.500000 0.00 1000.00 960.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427GVL5 2055-11-01 6.500000 0.00 1000.00 1048.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427GWD2 2055-11-01 5.000000 0.00 1000.00 981.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CMF8 2047-07-01 3.500000 0.00 1024.00 102.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CQB3 2047-10-01 4.000000 0.00 1000.00 111.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VDP2 2050-01-20 3.500000 0.00 1000.00 120.84 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3.000000 0.00 18509224.00 11274746.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X7YP8 2050-09-01 3.000000 0.00 1000.00 230.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X9QV0 2049-06-01 3.500000 0.00 103240000.00 29240648.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XA5P3 2041-07-01 6.000000 0.00 2044276.00 847976.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBKY5 2051-06-01 3.000000 0.00 1000.00 494.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBRV4 2048-11-01 3.000000 0.00 2116600.00 937382.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K8TG2 2056-07-01 5.500000 0.00 1000.00 1020.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K8XN2 2056-06-01 4.000000 0.00 1000.00 942.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K8YE1 2056-06-01 5.000000 0.00 1000.00 1005.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K94E2 2056-07-01 6.000000 0.00 1000.00 1038.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K9LJ2 2056-07-01 5.500000 0.00 1000.00 1015.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K9PG4 2056-07-01 7.000000 0.00 1001.00 1068.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K9PR0 2056-07-01 5.500000 0.00 1000.00 1019.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K9SB2 2056-07-01 5.500000 0.00 1000.00 1018.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U9LK2 2056-03-01 5.500000 0.00 1008.00 934.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UAMN2 2056-04-01 5.500000 0.00 1018.00 1031.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UAPC3 2056-04-01 5.500000 0.00 1003.00 1023.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UBB77 2056-04-01 5.500000 0.00 1000.00 1016.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UBX57 2056-04-01 5.000000 0.00 1000.00 995.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UC5B3 2056-05-01 5.000000 0.00 1000.00 997.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UF2T0 2056-06-01 5.500000 0.00 1000.00 1015.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UF3X0 2056-06-01 5.500000 0.00 1000.00 1016.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X4XF8 2034-09-01 3.500000 0.00 1000.00 185.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5WF6 2050-02-01 3.000000 0.00 1000.00 215.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X6J51 2049-05-01 4.000000 0.00 1790080.00 455948.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FEXL3 2046-10-01 3.000000 0.00 501213.00 67939.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4S24 2048-11-01 3.500000 0.00 1040.00 925.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4T56 2037-09-01 3.000000 0.00 1000.00 856.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4W78 2056-01-01 5.000000 0.00 1024.00 995.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5AP9 2056-02-01 4.500000 0.00 1000.00 954.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5KH6 2052-06-01 3.000000 0.00 1000.00 872.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NEB1 2052-09-01 4.000000 0.00 417000.00 354633.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NG52 2055-05-01 5.500000 0.00 1024.00 900.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NGZ6 2055-05-01 6.000000 0.00 1040.00 831.28 Agency Mortgage-Backed Securities FREDDIE MAC 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S6XOOCT0IEG5ABCC6L87 31427QCX8 2052-05-01 2.500000 0.00 1024.00 826.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QXR8 2042-09-01 3.500000 0.00 6999000.00 6264035.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6CW0 2056-04-01 5.500000 0.00 1000.00 1000.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6CY6 2052-01-01 2.500000 0.00 9036234.00 7638533.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6DA7 2054-12-01 4.500000 0.00 8340320.00 8053703.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6EJ7 2055-10-01 5.500000 0.00 3024.00 3001.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KLZX8 2051-05-01 2.000000 0.00 275124.00 155626.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KYV71 2041-12-01 2.000000 0.00 3998999.00 2353274.91 Agency Mortgage-Backed Securities FREDDIE 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S6XOOCT0IEG5ABCC6L87 3131XFFH8 2036-04-01 3.000000 0.00 1000.00 183.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XFGQ7 2036-11-01 3.000000 0.00 1000.00 173.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XREQ3 2045-03-01 4.000000 0.00 1000.00 190.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131YA2A7 2049-04-01 4.500000 0.00 2119910.00 153326.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329L7E6 2042-12-01 3.500000 0.00 1024.00 84.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A84K2 2033-05-01 3.500000 0.00 1000.00 117.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AUXW8 2054-12-01 5.000000 0.00 2015.00 1730.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AVN72 2054-11-01 5.000000 0.00 1000.00 981.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 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Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKRQ5 2052-11-01 5.000000 0.00 1097000.00 758254.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKX54 2053-04-01 5.500000 0.00 1120.00 758.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XL2C1 2053-07-01 5.500000 0.00 2000.00 1491.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XL4P0 2053-03-01 3.000000 0.00 1000.00 723.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLD39 2053-06-01 5.000000 0.00 1000.00 683.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLGA0 2037-04-01 3.000000 0.00 1000.00 468.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XLLE6 2053-06-01 5.000000 0.00 16746560.00 12653618.97 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427R2T6 2052-07-01 3.000000 0.00 1000.00 879.38 Agency 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FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CRT60 2054-08-01 6.000000 0.00 1000.00 908.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CT5N5 2054-09-01 5.500000 0.00 1000.00 787.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LET92 2031-09-01 2.510000 0.00 1999000.00 1596568.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LGAK2 2031-12-01 3.140000 0.00 3471890.00 3024396.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LJG61 2032-06-01 3.260000 0.00 5932000.00 4628381.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LK5Z6 2027-10-01 2.940000 0.00 1085.00 895.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LMGB3 2028-02-01 3.250000 0.00 2000.00 1679.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LMSA2 2028-03-01 3.290000 0.00 1004855.00 990916.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LNGZ8 2028-05-01 3.430000 0.00 9728000.00 9601526.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AKLW3 2054-09-01 6.000000 0.00 1000.00 1018.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140APS21 2054-10-01 5.500000 0.00 1699074.00 1479126.25 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 154700.00 152562.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 233300.00 155257.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 14021000.00 10451587.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 5200.00 5351.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 87.05 U.S. Treasuries (including strips) 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2032-11-30 3.750000 0.00 8300.00 8094.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 8871000.00 8818294.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 400.00 332.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 1000.00 985.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 200.00 189.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 2700.00 2340.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 1000.00 998.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1000.00 993.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 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236178.00 42492.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.500000 0.00 1024.00 220.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QASB7 2049-03-01 4.500000 0.00 1024.00 229.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QAV72 2049-03-01 4.000000 0.00 2000.00 1306.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QBJQ2 2049-07-01 4.000000 0.00 830000.00 89870.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QBNB0 2049-08-01 5.000000 0.00 1000.00 145.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QDL44 2050-05-01 3.500000 0.00 18135552.00 5063140.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEBV3 2040-07-01 2.500000 0.00 1008.00 415.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QFGG8 2050-10-01 3.500000 0.00 1000.00 388.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QHG66 2051-02-01 2.000000 0.00 1000.00 547.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417APL7 2051-12-01 4.000000 0.00 3120714.00 827283.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417D4L4 2042-12-01 3.500000 0.00 50134144.00 5999034.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNRE4 2052-03-01 4.000000 0.00 1000.00 523.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNYJ5 2052-04-01 3.500000 0.00 370000.00 241641.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNYY2 2052-04-01 3.500000 0.00 4767585.00 3047008.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPAM9 2052-05-01 4.000000 0.00 1025.00 682.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPFK8 2052-06-01 3.500000 0.00 430496.00 274932.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPJ57 2052-06-01 5.000000 0.00 10575968.00 6531669.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPWD5 2037-07-01 3.500000 0.00 1000.00 562.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPZ34 2052-08-01 3.500000 0.00 4420053.00 3226365.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QQY58 2052-12-01 5.500000 0.00 1008.00 751.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QR3A9 2053-05-01 6.000000 0.00 1000.00 753.45 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 30000000.00 26453166.02 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 51999000.00 46389829.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 29999000.00 27668223.90 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 30000000.00 29216898.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.500000 0.00 8004200.00 6511568.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRCG6 2053-01-01 5.500000 0.00 1008.00 725.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRKZ5 2053-02-01 6.500000 0.00 4060150.00 2682969.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRQM8 2053-03-01 6.000000 0.00 6469610.00 4143893.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRSC8 2053-03-01 6.000000 0.00 1000.00 632.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRXD0 2053-04-01 5.500000 0.00 1008.00 734.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRXQ1 2053-04-01 6.000000 0.00 515022.00 382935.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QS3K5 2053-09-01 5.500000 0.00 125197160.00 95419467.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSJE2 2053-06-01 5.500000 0.00 46063360.00 35854106.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSK26 2053-06-01 5.500000 0.00 5891670.00 4478728.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSP96 2053-07-01 5.500000 0.00 8214808.00 6692235.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSTF8 2053-08-01 5.500000 0.00 176820118.00 142237299.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSVF5 2053-08-01 5.500000 0.00 123701182.00 94063876.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSZ46 2053-09-01 6.500000 0.00 50361840.00 35216728.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QT2Q1 2054-02-01 5.500000 0.00 719907.00 586864.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QTCR8 2053-10-01 6.500000 0.00 1000.00 669.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUAU0 2054-02-01 5.000000 0.00 1000.00 800.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUBK1 2054-03-01 5.500000 0.00 1024.00 860.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUZ66 2054-07-01 6.500000 0.00 3678196.00 2856404.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUZY5 2054-07-01 6.000000 0.00 3848000.00 2838313.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QV2H6 2055-01-01 5.000000 0.00 1008.00 921.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QV3D4 2055-01-01 5.500000 0.00 75708544.00 69114076.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVBF0 2054-08-01 7.000000 0.00 1008.00 731.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVH31 2039-09-01 5.500000 0.00 5098267.00 4055851.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVMG6 2054-10-01 6.500000 0.00 1007.00 649.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVWF7 2054-12-01 5.000000 0.00 1000.00 899.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.500000 0.00 1436320.00 1260492.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QWCU4 2055-02-01 5.500000 0.00 1000.00 872.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U0B89 2056-01-01 4.500000 0.00 1472157.00 1420587.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPWS9 2045-06-01 3.500000 0.00 588996.00 100984.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 4.000000 0.00 17000.00 14807.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SRK6 2055-10-01 5.500000 0.00 3041540.00 2796119.61 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3142BBPM6 2056-01-01 4.547000 0.00 46626647.00 45329050.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQ4N9 2054-02-01 5.000000 0.00 2163600.00 1929202.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQBW1 2053-10-01 6.500000 0.00 5524207.00 2604110.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQDT6 2053-10-01 6.500000 0.00 1024.00 639.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQQ54 2053-12-01 6.000000 0.00 38878760.00 27649271.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQQC9 2053-12-01 6.500000 0.00 3747292.00 3490645.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UFY73 2056-06-01 5.500000 0.00 1627310.00 1656200.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UFYK4 2056-06-01 5.500000 0.00 1266750.00 1288843.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UFYV0 2056-06-01 5.500000 0.00 1426291.00 1450017.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UG5X6 2056-06-01 5.500000 0.00 183800.00 186877.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UHQ45 2056-06-01 5.500000 0.00 1711326.00 1746802.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UHRT9 2056-06-01 5.500000 0.00 1997.00 2032.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UHYA2 2056-06-01 5.000000 0.00 2654439.00 2636712.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UJSR8 2056-06-01 5.000000 0.00 3757707.00 3742017.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UJSV9 2056-06-01 5.500000 0.00 1000.00 1013.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ULDU2 2056-07-01 6.000000 0.00 1000.00 1034.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ULFG1 2056-07-01 5.000000 0.00 2001.00 1995.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ULHA2 2056-06-01 5.500000 0.00 2639432.00 2684773.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UMXA2 2056-07-01 5.000000 0.00 3431909.00 3427556.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UMXC8 2056-07-01 5.500000 0.00 2513372.00 2579593.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0TC9 2054-12-01 5.500000 0.00 1024.00 777.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W1AG8 2054-12-01 5.000000 0.00 4303208.00 4057152.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W1MY6 2052-02-01 2.000000 0.00 3242509.00 2426221.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2DD0 2055-06-01 6.500000 0.00 2897518.00 2329432.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3FF1 2055-07-01 6.500000 0.00 1023.00 953.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3MP1 2055-10-01 5.500000 0.00 1000.00 976.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3QU6 2055-10-01 6.000000 0.00 2890657.00 2794361.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FNJ39 2032-02-01 3.000000 0.00 1000.00 86.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FUPC6 2047-03-01 4.000000 0.00 4149001.00 1271547.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FX4G4 2062-10-01 2.500000 0.00 4989230.00 3811488.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FX4H2 2064-02-01 3.000000 0.00 1024.00 742.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXF56 2057-01-01 4.500000 0.00 20762656.00 5279212.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXFL1 2057-02-01 4.500000 0.00 1023.00 241.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXGD8 2051-05-01 4.000000 0.00 6959040.00 1977427.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXHC9 2058-01-01 3.500000 0.00 1000.00 387.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXLN0 2059-01-01 3.000000 0.00 5000.00 1681.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXRQ7 2049-04-01 3.500000 0.00 18786560.00 4554535.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXVL3 2062-03-01 2.500000 0.00 2912975.00 1853152.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXWS7 2062-06-01 4.000000 0.00 3072.00 2062.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXXE7 2062-09-01 3.500000 0.00 63403.00 42764.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXY97 2063-06-01 3.500000 0.00 3072.00 2152.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXZC9 2063-06-01 4.500000 0.00 5937198.00 4214076.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GSPJ5 2047-09-01 4.500000 0.00 21253098.00 5808012.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GYJ67 2048-02-01 4.500000 0.00 19078526.00 4637566.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H9AS2 2048-10-01 4.000000 0.00 40743552.00 6336654.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H9VF7 2049-05-01 4.500000 0.00 4132784.00 1119996.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HF2Y4 2050-05-01 2.500000 0.00 12193088.00 4588330.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HL6G6 2048-07-01 4.500000 0.00 1099794.00 376031.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HLUD6 2048-07-01 4.500000 0.00 1202764.00 288888.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HNUS9 2048-07-01 4.500000 0.00 1913518.00 396483.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HNZF2 2048-08-01 4.500000 0.00 1024.00 173.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HPBV8 2048-11-01 4.500000 0.00 3179492.00 1176525.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8PM9 2048-05-01 3.500000 0.00 1024.00 287.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JAA73 2049-01-01 4.500000 0.00 1024.00 184.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XR6H3 2054-11-01 5.500000 0.00 11854576.00 10189435.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6H45 2055-04-01 5.500000 0.00 1998021.00 1837104.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6YP9 2055-07-01 6.000000 0.00 2922045.00 2831469.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7CV8 2055-09-01 5.500000 0.00 1040.00 1001.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0UU7 2055-01-01 5.500000 0.00 2986010.00 2801946.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0VA0 2055-02-01 5.500000 0.00 2342272.00 1840184.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GRD64 2054-03-01 6.500000 0.00 7079400.00 5009453.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL 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Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BNYM Y US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 411340600.00 288705981.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 1549800000.00 1739976573.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1269541000.00 1286317458.26 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 3250000000.00 3250000000.00 0.0141 N Y Y N National Australia Bank Ltd. Repo National Australia Bank Ltd. Repo 3.639900% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.64_0701 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 567775000.00 560984025.75 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 550000000.00 550000000.00 0.0024 N Y Y N Banco Santander SA Tri Party Repo Banco Santander SA Tri Party Repo 3.650000% 936TGF006 5493006QMFDDMYWIAM13 0000891478 936TGF006_3.65_0701 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 31418BKY1 2034-12-01 3.500000 0.00 1000.00 81.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BY59 2036-02-01 3.500000 0.00 1000.00 110.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 2.500000 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3140BEQA9 2055-06-01 5.500000 0.00 1005550.00 1000089.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QKUF3 2051-05-01 2.000000 0.00 201167136.00 114626896.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MD3V8 2052-01-01 3.500000 0.00 2188010.00 1840657.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ME2W5 2055-05-01 5.500000 0.00 3508124.00 3498689.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ME5E2 2055-06-01 5.500000 0.00 1000.00 928.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MEYS9 2055-05-01 6.500000 0.00 1744677.00 981469.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MK4N9 2055-10-01 5.000000 0.00 2652242.00 2625758.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DV6E0 2050-06-01 3.500000 0.00 1000.00 196.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVK20 2050-04-01 3.500000 0.00 144776.00 47889.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.500000 0.00 49969751.00 44317979.36 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVNF8 2054-01-01 5.000000 0.00 1008.00 996.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWC27 2052-01-01 2.500000 0.00 1024.00 625.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWES8 2052-09-01 4.500000 0.00 3061151.00 2237434.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 1280.00 960.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 7998.00 5784.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSEE7 2053-06-01 5.500000 0.00 1116.00 960.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132H5A24 2042-06-01 4.500000 0.00 1024.00 123.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31389JEW0 2032-03-01 6.500000 0.00 1307080.00 30022.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138MJXK0 2042-11-01 3.000000 0.00 3767000.00 622234.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WFBN5 2045-07-01 3.000000 0.00 247000.00 41863.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WGLU6 2046-02-01 3.500000 0.00 28271968.00 5887009.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U5DP8 2056-03-01 5.500000 0.00 1000.00 1009.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U6KL7 2056-03-01 4.500000 0.00 1349026.00 1207719.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U76G2 2056-03-01 6.000000 0.00 2560264.00 2641472.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U7AU6 2056-04-01 5.000000 0.00 1000.00 994.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U8SB7 2056-03-01 5.500000 0.00 1000.00 1021.10 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K4ZV1 2056-05-01 6.000000 0.00 1000.00 1043.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K5Q30 2056-05-01 5.000000 0.00 1024.00 1015.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MUWE1 2056-03-20 6.000000 0.00 1000.00 1040.66 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MWYN5 2056-03-20 5.000000 0.00 1000.00 1000.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MXZP7 2056-06-20 6.000000 0.00 1000.00 1043.82 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N1XP8 2056-03-20 5.500000 0.00 1000.00 1020.89 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N2C46 2056-04-20 5.000000 0.00 1000.00 1001.51 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N3EE0 2056-03-20 6.000000 0.00 1000.00 1038.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31414KHR4 2047-09-01 5.700000 0.00 1000.00 21.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416XW71 2041-03-01 4.500000 0.00 1000.00 54.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416YND6 2041-05-01 4.000000 0.00 1000.00 63.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416YSM1 2041-07-01 4.000000 0.00 1000.00 65.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416YW79 2041-08-01 4.000000 0.00 1000.00 61.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417CXE0 2042-09-01 3.500000 0.00 1024.00 100.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GZH2 2043-06-01 3.000000 0.00 1000.00 162.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417Y3N5 2031-07-01 4.000000 0.00 1000.00 27.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AXV5 2043-08-01 4.500000 0.00 1000.00 149.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QNLY6 2052-03-01 2.500000 0.00 339670.00 211084.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPSA6 2052-07-01 3.500000 0.00 456196.00 312753.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CV68 2038-04-01 3.500000 0.00 1000.00 124.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.500000 0.00 1024.00 900.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5C64 2054-12-20 5.500000 0.00 1000.00 747.55 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5H77 2051-11-20 2.500000 0.00 1000.00 767.92 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6CW5 2056-03-20 5.000000 0.00 1000.00 975.94 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1000.00 986.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRHS5 2053-02-01 5.000000 0.00 1024.00 805.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DNC2 2035-04-01 3.500000 0.00 1000.00 121.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DRT1 2050-08-01 3.000000 0.00 1000.00 276.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DSN3 2035-09-01 2.500000 0.00 1000.00 298.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DTQ5 2050-10-01 2.000000 0.00 1008.00 492.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DUD2 2035-11-01 2.000000 0.00 1000.00 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2056-02-20 6.500000 0.00 1000.00 1050.00 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MHVL5 2056-02-20 6.500000 0.00 1000.00 1051.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MLX91 2056-03-20 5.000000 0.00 1000.00 994.02 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MM2G7 2056-01-20 6.500000 0.00 1000.00 1048.33 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MMFM0 2056-01-20 6.500000 0.00 1000.00 1049.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MPAC0 2056-03-20 5.500000 0.00 1000.00 1020.94 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MSLC2 2056-03-20 5.500000 0.00 1000.00 1018.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7EC9 2056-06-01 5.500000 0.00 1000.00 1023.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7ED7 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Tri Party Repo 3.650000% 937KGC001 549300Y1PMK3RWXMWR72 937KGC001_3.65_0701 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 POOL S6XOOCT0IEG5ABCC6L87 3132DQ7F7 2053-08-01 6.000000 0.00 1050.00 862.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DUL54 2052-06-01 3.000000 0.00 6222000.00 4921235.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDBK6 2044-10-01 4.000000 0.00 61451.00 8393.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U4HU6 2056-03-01 5.000000 0.00 8998960.00 8897504.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SXZ6 2056-04-01 5.000000 0.00 15368640.00 15183476.56 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3142BUU89 2051-09-01 1.901000 0.00 2030.00 1182.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFS51 2052-02-01 3.500000 0.00 39999000.00 23309853.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFS85 2052-01-01 3.000000 0.00 35000000.00 22446137.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFV40 2052-03-01 3.000000 0.00 38196128.00 24743375.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFYZ8 2052-01-01 3.500000 0.00 35000000.00 23875935.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FX4N9 2064-06-01 2.500000 0.00 113800.00 81167.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617XVWV1 2051-12-20 3.500000 0.00 601744.00 462081.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 1725312.00 1507260.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9EY6 2056-06-01 5.500000 0.00 11460352.00 11625459.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XH3A3 2052-08-01 5.000000 0.00 30879616.00 20572779.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXUZ8 2056-06-01 5.500000 0.00 49997600.00 50910084.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAF31 2051-02-01 2.500000 0.00 49997700.00 23200027.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XATU6 2051-05-01 2.500000 0.00 44019000.00 22636293.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 189584.00 182703.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NG94 2055-05-01 6.000000 0.00 1024.00 918.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NPY9 2055-06-01 6.000000 0.00 1400.00 1050.53 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 700.00 696.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 434100.00 431520.85 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 250000000.00 250000000.00 0.0011 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.65_0701 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 TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 700.00 674.55 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VM6 2026-10-20 NA 0.00 551400.00 544989.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 85600800.00 60249027.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 9455000.00 6570553.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 905200.00 668814.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 16579500.00 11832465.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 700.00 554.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 44792400.00 33389323.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 12400000.00 7876466.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 39439000.00 18990213.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 800.00 399.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 30230000.00 19160573.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 18499500.00 12063019.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 200.00 113.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 30129000.00 21235594.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 200.00 148.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 10000000.00 7008287.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 65200.00 61873.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 139000.00 123800.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 459000.00 455177.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 21335300.00 20640496.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 4889900.00 4793696.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 3040000.00 3044400.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 1904000.00 1923377.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 34407500.00 34471134.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 2110400.00 2107112.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 32332100.00 32316652.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 252820800.00 250544148.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 197832600.00 198743572.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 183000.00 184999.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 167953600.00 169325759.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 452508700.00 430364621.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 246000.00 242268.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 710000.00 708113.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 9923700.00 10027984.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 87000.00 88465.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 48000.00 48571.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 100005900.00 102406625.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 4200000.00 4349943.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 142200.00 143383.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375000 0.00 18000.00 18336.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 349300800.00 353737474.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 80500.00 81672.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 1105000.00 1118733.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 16000.00 16223.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 951000.00 958548.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 17000.00 17219.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 338800.00 347955.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 40641800.00 41467821.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 16401100.00 16547934.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 2596500.00 2619699.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 52633100.00 53339358.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 72096500.00 73772670.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 50000.00 50335.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 521000.00 522625.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 7700100.00 7723662.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 25000000.00 25241100.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 4300000.00 4331909.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 91904300.00 90172616.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 53000.00 51346.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 32250000.00 25117961.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 9452400.00 7259826.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 44463400.00 36280934.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 4794400.00 3719192.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 190900.00 166178.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 43100.00 37336.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 113800.00 93862.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 9176100.00 7333979.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 30995800.00 23983217.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 17344000.00 13340241.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 24640000.00 18824984.64 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 187307000.00 187156779.79 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 7074200.00 7028267.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 12946500.00 13013738.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 1000.00 993.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 71000000.00 70885948.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 100.00 99.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 149440200.00 149648541.69 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 241970000.00 237436450.08 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TN7 2026-07-16 NA 0.00 1472300.00 1470095.97 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TW7 2026-08-13 NA 0.00 64400.00 64120.50 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 342000.00 339286.23 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UK1 2026-10-15 NA 0.00 999500.00 988589.46 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UM7 2026-11-05 NA 0.00 95000.00 93744.10 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UQ8 2026-07-21 NA 0.00 9716000.00 9696538.85 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797US4 2026-08-04 NA 0.00 6154200.00 6133312.65 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 5376500.00 5301406.42 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 NA 0.00 40000.00 39410.76 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VD6 2026-09-22 NA 0.00 51100.00 50667.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 300.00 292.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 2730900.00 2670331.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 5710000.00 5704825.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 16155000.00 16315547.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 56400000.00 56227729.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 7800000.00 5661597.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 27000000.00 23001767.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 101921300.00 93034170.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 100.00 81.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 355000.00 321632.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 55457000.00 44904267.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 35000200.00 31334359.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 110002000.00 109554896.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 44872200.00 41038698.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 9660500.00 9420675.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 54866100.00 52800624.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 679500.00 664620.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 314250600.00 287608260.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 58608000.00 54246585.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 175286200.00 171042039.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 39814500.00 38794529.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 355850000.00 356595893.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 139425000.00 138768738.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 70979400.00 72189119.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 77196000.00 74427153.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 30600.00 29759.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 5095300.00 5010809.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 5000.00 5012.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 26128000.00 25811377.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 162800.00 159179.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 84812200.00 83198626.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 2600000.00 2561334.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 1455600.00 1427962.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 100.00 95.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828U24 2026-11-15 2.000000 0.00 650300.00 647398.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 10000.00 10061.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 49898000.00 46576843.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 1570200.00 1562517.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 174577800.00 161993097.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 13319300.00 12218512.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 351822700.00 307993419.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 800300.00 772343.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 388252400.00 337496086.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 87.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 8895500.00 8473953.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 660400.00 626959.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 26660000.00 25366183.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 654808800.00 574932892.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 17675900.00 16875233.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 9100.00 8658.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 11049300.00 10409895.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCW9 2026-08-31 0.750000 0.00 59900.00 59748.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 19500.00 18360.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 20191000.00 20088279.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 800.00 752.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 36000000.00 31207239.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 246600.00 244175.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 91623000.00 93219755.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 20138000.00 20429200.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 500000.00 503480.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 15755000.00 15846381.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 307348000.00 308766212.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1700.00 1714.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 20000.00 20074.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 11401000.00 11374635.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 19100.00 19124.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 101860000.00 101683593.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 83650000.00 83453647.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 44356700.00 44599980.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 225000.00 228022.34 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 3.934700 0.00 649500.00 654466.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 65246400.00 65516949.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 54400000.00 54570524.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 2999700.00 3018981.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1127000.00 1119494.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 1000000.00 1001235.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 71276500.00 70194938.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 6000000.00 5985207.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 7753300.00 7564034.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPK1 2028-11-15 3.500000 0.00 717800.00 710576.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 94388400.00 94497341.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 739400.00 731465.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 1200000.00 1209498.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 8501100.00 8553293.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 908500.00 915272.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 178780000.00 179407452.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 101999000.00 102500758.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 127222100.00 127178633.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 62084900.00 62542465.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 2893600.00 2945394.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 322222000.00 333937646.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 234000.00 236736.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 15000.00 15060.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 771400.00 781355.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 5714000.00 5767486.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 21490000.00 21832320.38 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 8000000000.00 8000000000.00 0.0348 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.650000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.65_0702 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 912810RY6 2047-08-15 2.750000 0.00 100.00 72.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 1600.00 846.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 1000.00 964.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 12897800.00 12891637.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 300.00 307.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 21937500.00 22243513.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 1000.00 1009.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 252800.00 259631.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 213000.00 214903.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 124932700.00 125314994.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 467900.00 472412.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 2912100.00 2667985.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 1763700.00 1642103.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 75.79 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 60300.00 60251.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 204216000.00 204214366.27 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TC1 2026-12-24 NA 0.00 4994200.00 4900628.67 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TF4 2026-07-02 NA 0.00 21775100.00 21772922.49 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UF2 2026-09-10 NA 0.00 582700.00 578499.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 100000.00 99909.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 3994000.00 3883247.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 1400.00 1378.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 57403900.00 49972778.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 24234500.00 23086058.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 47642400.00 47862238.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1922400.00 1939010.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 36386300.00 36300890.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 50490000.00 49966267.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 339500.00 342030.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 99800.00 100286.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1198800.00 1208775.51 U.S. Treasuries (including strips) Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 600000000.00 600000000.00 0.0026 N N Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.660000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.66_0701 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 31418FPK7 2055-09-01 7.000000 0.00 558407874.00 393575106.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XML79 2053-09-01 6.500000 0.00 443379375.00 220993499.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 431198155.00 232400903.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWCU5 2051-12-01 2.500000 0.00 8554477.00 5161564.90 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWGZ0 2053-04-01 5.500000 0.00 82980599.00 57285695.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRHY2 2053-02-01 5.500000 0.00 37601093.00 28127785.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0J97 2054-12-01 6.000000 0.00 359632929.00 224379916.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W43R6 2056-01-01 5.000000 0.00 4743963.00 4650832.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y65M8 2055-08-01 5.500000 0.00 111882088.00 108460734.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GSW95 2054-09-01 6.500000 0.00 119000000.00 81467173.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GU2V4 2055-06-01 6.000000 0.00 140603379.00 121238527.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6EK5 2056-06-01 5.500000 0.00 6058626.00 6126304.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWLN7 2056-01-01 5.000000 0.00 239851318.00 233320583.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXBX4 2056-04-01 5.000000 0.00 93286095.00 92461375.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6A60 2055-07-01 6.000000 0.00 217841408.00 161838084.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5NM2 2051-10-01 3.500000 0.00 75685391.00 68511913.11 Agency Mortgage-Backed Securities Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 2000000000.00 2000000000.00 0.0087 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 TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 23529100.00 22673652.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FA1 2027-08-15 6.375000 0.00 875000.00 918146.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 14259000.00 14708921.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1180000.00 842142.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 64000.00 60734.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 100.00 99.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 100.00 102.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 16000.00 16384.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 17917700.00 18557376.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 988900.00 1001190.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 27522100.00 27891405.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 7378000.00 5723385.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 76.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 3145800.00 2384222.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 1000.00 1001.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 64798000.00 64797481.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 9233000.00 9028221.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 100.00 70.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 188335000.00 170632822.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 148899000.00 120565493.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 800.00 715.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 7087000.00 6905444.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 24075500.00 23617457.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Y95 2026-07-31 1.875000 0.00 200.00 201.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 97758500.00 101312894.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 300.00 296.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 95600000.00 95899672.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 13318700.00 13285864.48 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.965700 0.00 48858800.00 49264270.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 40992900.00 40286755.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 100.00 101.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 121500.00 123435.41 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 3.650000% 943BACII1 JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.65_0701 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 912810SK5 2049-11-15 2.375000 0.00 31500000.00 20332265.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 322000000.00 225500625.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 80000000.00 66675000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 150000000.00 134424680.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 70000000.00 68370312.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 500000000.00 491953125.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 185000000.00 184259137.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 140000000.00 135100000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 50000000.00 43546875.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 20000000.00 17814062.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 175000000.00 166189368.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 49110000.00 49434286.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100000000.00 99882812.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 71800000.00 72137321.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 41905000.00 42260993.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 230000000.00 238291406.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 45101000.00 45943120.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 230000000.00 227861718.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 52676000.00 53113370.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 60000000.00 60591931.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 200000000.00 204095788.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 125700000.00 126566763.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 69400000.00 69412354.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 9000000.00 8783437.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 120000000.00 119820890.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 50000000.00 49201256.79 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 2965000000.00 2965000000.00 0.0129 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. Repo - UBS 3.660000% 944DQXII3 549300H47WTHXPU08X20 0001168163 944DQXII3_3.66_0701 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 912810SK5 2049-11-15 2.375000 0.00 620000000.00 400578125.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 400000000.00 545205558.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 222390000.00 198179074.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 550000000.00 565130604.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 440000000.00 445988575.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 410000000.00 414084161.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 540000000.00 530945133.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 470000000.00 469559375.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 430000000.00 429125461.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 380000000.00 375665625.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 510000000.00 504820312.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 430000000.00 432469975.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 390000000.00 387753260.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 420000000.00 420742853.48 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0366 6000000000.00 6000000000.00 0.0261 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.639900% 944JXD905 549300H47WTHXPU08X20 0000093748 944JXD905_3.64_0701 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 TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 282755200.00 272475069.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 137382200.00 122359786.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 31187800.00 30574212.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 403582400.00 399948140.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 66027400.00 64917279.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 113592800.00 115496237.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 297930000.00 303985260.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 963240000.00 985067167.41 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797RF6 2026-07-09 NA 0.00 874720000.00 874018474.56 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 283715200.00 280165355.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 242704800.00 241157370.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 946208000.00 944688045.41 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 NA 0.00 18082800.00 17538706.63 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VB0 2026-09-08 NA 0.00 9858000.00 9788668.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 69523200.00 69654778.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 305614800.00 306406318.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 64412700.00 62626559.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 82357500.00 75550975.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 44826800.00 43129651.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.500000 0.00 22118300.00 21102180.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 454048000.00 433480953.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625000 0.00 95180100.00 95180650.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 98049200.00 92318805.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 54777400.00 51556171.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 962014400.00 833939258.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 24862100.00 25221612.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 184816400.00 184186404.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 295811200.00 293841235.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 525124800.00 523830173.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 64564400.00 64059962.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 153842400.00 154786936.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 167190800.00 166947620.98 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 8000000000.00 8000000000.00 0.0348 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.650000% 944JXN903 549300H47WTHXPU08X20 0000093748 944JXN903_3.65_0701 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 - MORGAN STANLEY Y FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BKY1 2034-12-01 3.500000 0.00 500000.00 40721.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BYV2 2036-02-01 3.000000 0.00 82000.00 9165.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CCH5 2046-10-01 3.000000 0.00 114375.00 17671.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCLQ9 2051-08-01 2.000000 0.00 2766684.00 1741920.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDRC2 2051-11-01 3.000000 0.00 10799936.00 6661507.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECG3 2042-03-01 2.000000 0.00 10792656.00 6521368.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ED80 2052-06-01 4.000000 0.00 40117824.00 28025881.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.500000 0.00 5114000.00 3630426.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EGX2 2037-07-01 4.000000 0.00 175000.00 86391.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U0RF6 2056-01-01 6.000000 0.00 1007352.00 989887.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U17H2 2056-01-01 5.500000 0.00 20752448.00 20975538.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U1E92 2056-01-01 5.500000 0.00 1000.00 1016.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U1MT9 2056-01-01 6.000000 0.00 20916320.00 21205815.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 84925000.00 74824192.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHM2 2055-02-01 3.500000 0.00 10785792.00 9251259.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FM20 2035-07-01 5.500000 0.00 3495392.00 2620358.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FPD3 2055-09-01 4.000000 0.00 163668224.00 148831695.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQB6 2055-10-01 3.500000 0.00 10329024.00 9100770.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQC4 2055-10-01 4.000000 0.00 80593536.00 73853686.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FRW9 2055-11-01 7.500000 0.00 18982784.00 16398836.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 211634.00 202756.35 Agency Mortgage-Backed Securities FANNIE MAE 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0.00 2843152.00 2887270.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JTVR1 2056-02-01 5.000000 0.00 3507000.00 3452472.44 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JTZ97 2056-02-01 5.500000 0.00 2531124.00 2584441.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JUBK5 2056-02-01 6.000000 0.00 8645520.00 8880605.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JUNG1 2056-02-01 5.500000 0.00 1572568.00 1599892.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JUPT1 2056-02-01 6.000000 0.00 1068786.00 903031.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JURC6 2056-01-01 4.000000 0.00 2209788.00 2069453.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JUWR7 2056-02-01 6.000000 0.00 1400308.00 1341755.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JV7C6 2056-02-01 5.500000 0.00 2289940.00 2294022.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JVVA3 2056-01-01 5.500000 0.00 15850352.00 15762589.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JVVT2 2056-01-01 6.000000 0.00 3043008.00 3134535.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JWQU3 2056-03-01 6.000000 0.00 456431.00 440356.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JX7M0 2056-03-01 6.000000 0.00 3832616.00 3932088.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JXXG4 2056-02-01 6.000000 0.00 2877856.00 2954004.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JXZ72 2056-03-01 6.000000 0.00 9420496.00 9667560.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JY3R1 2056-01-01 6.000000 0.00 1025782.00 1058131.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JYHU9 2056-03-01 5.500000 0.00 2465268.00 2502347.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JYPT3 2056-04-01 6.000000 0.00 17048128.00 17542649.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K0AC8 2056-04-01 6.000000 0.00 9771776.00 10007976.10 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K0AE4 2056-04-01 6.000000 0.00 4606896.00 4730015.08 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K1BV3 2056-04-01 5.500000 0.00 30482240.00 30574586.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K1UC4 2056-04-01 5.500000 0.00 1412260.00 1433182.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K23W8 2056-04-01 5.000000 0.00 5074920.00 5038256.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2P95 2056-04-01 5.000000 0.00 2351368.00 2321517.66 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2XY1 2056-05-01 6.000000 0.00 1335636.00 1391048.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K2YH7 2056-04-01 6.000000 0.00 1061492.00 1106526.52 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K3Q50 2056-05-01 6.000000 0.00 8540128.00 8772270.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMUB0 2053-10-01 6.000000 0.00 43231104.00 32197470.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNKK9 2052-08-01 3.500000 0.00 2373860.00 1906270.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNT20 2052-04-01 1.500000 0.00 1200330.00 786447.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XP3F4 2054-05-01 6.000000 0.00 198017.00 138635.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XPED7 2052-06-01 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29369.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9SN2 2048-11-01 3.000000 0.00 1000.00 163.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XRYT6 2054-02-01 5.500000 0.00 2480796.00 1701528.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y66D7 2055-08-01 6.000000 0.00 50567808.00 49333987.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y66S4 2055-08-01 6.000000 0.00 174449920.00 162320542.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6E48 2055-03-01 4.000000 0.00 17217696.00 14583100.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6FQ8 2040-03-01 5.000000 0.00 4954150.00 4312511.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y6MY3 2055-05-01 6.000000 0.00 183899136.00 163980658.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412QF95 2039-08-01 5.000000 0.00 615000.00 21791.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0V36 2055-02-01 5.500000 0.00 90376192.00 82196099.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0ZL2 2038-06-01 2.500000 0.00 84196096.00 65193311.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGCV9 2052-04-01 3.000000 0.00 100000.00 68609.71 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GSNV6 2054-08-01 5.500000 0.00 180000.00 147279.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTFC5 2054-11-01 5.000000 0.00 50000000.00 46420088.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTUB0 2055-02-01 5.500000 0.00 105251072.00 95493971.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418PS71 2040-03-01 4.500000 0.00 70003000.00 1866482.28 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425ULC7 2054-10-01 6.000000 0.00 1098262.00 494257.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426AAB4 2055-02-01 6.000000 0.00 1462080.00 971711.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426KLP9 2055-04-01 6.000000 0.00 1321346.00 1020161.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7EQ7 2055-09-01 6.000000 0.00 52486016.00 47878948.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7KJ6 2055-10-01 5.000000 0.00 768135.00 742146.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8VM5 2056-04-01 6.500000 0.00 1024.00 983.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9BB9 2056-05-01 5.000000 0.00 1024.00 1013.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426RWH0 2055-07-01 6.000000 0.00 11664944.00 9454493.99 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426XCS5 2055-08-01 6.000000 0.00 551552.00 556601.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426XKB3 2055-08-01 6.000000 0.00 626155.00 638089.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426YUM6 2055-09-01 6.000000 0.00 328545.00 254695.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427AQT7 2055-08-01 7.500000 0.00 1752026.00 1878793.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427AVP9 2055-09-01 6.000000 0.00 7805096.00 7001914.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427BQ81 2055-09-01 6.500000 0.00 1992402.00 1915379.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K73C1 2056-04-01 5.500000 0.00 1763158.00 1796844.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7PB9 2056-06-01 6.000000 0.00 10964160.00 11282486.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7SR1 2056-06-01 6.000000 0.00 4221960.00 4375391.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K7ZQ5 2056-06-01 5.500000 0.00 1010250.00 1037262.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133GFG74 2036-11-01 2.000000 0.00 125306752.00 65005514.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133GFNX9 2036-11-01 2.000000 0.00 346252.00 187285.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133HMBE8 2029-11-01 3.000000 0.00 3000000.00 323871.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133HMGL7 2031-11-01 2.000000 0.00 1286276.00 414329.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133JMH75 2055-11-01 6.000000 0.00 2071496.00 901008.29 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133JMHM2 2055-10-01 6.000000 0.00 3036576.00 1198175.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJGH5 2046-11-01 3.000000 0.00 211000.00 47714.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJJE9 2046-11-01 3.500000 0.00 75086848.00 20929176.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJKJ6 2031-11-01 3.000000 0.00 3750000.00 431357.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X3XR8 2043-09-01 4.000000 0.00 4058.00 579.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X5NX1 2043-08-01 2.500000 0.00 192006.00 48240.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XTWN1 2044-08-01 4.000000 0.00 1004.00 186.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31400FCN5 2032-07-01 7.000000 0.00 78000.00 105.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31403CXV8 2035-07-01 6.500000 0.00 911147.00 9603.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31403DJX8 2036-02-01 6.500000 0.00 1100000.00 2155.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WGCK9 2054-06-01 6.000000 0.00 50299.00 45217.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WGQK4 2054-07-01 6.000000 0.00 10133776.00 7511182.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WLZ80 2039-10-01 4.500000 0.00 1106350.00 672114.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WMFA5 2039-12-01 5.000000 0.00 527056.00 497381.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPUX1 2041-03-01 4.500000 0.00 1325464.00 1302374.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WPY82 2041-02-01 5.000000 0.00 1556132.00 1512724.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WQF32 2041-05-01 5.500000 0.00 1047444.00 1071895.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WQHU0 2041-06-01 5.000000 0.00 2110328.00 2117665.56 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WQJ38 2041-06-01 5.500000 0.00 1403178.00 1439184.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WQJX2 2041-06-01 5.000000 0.00 1924888.00 1946958.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WQPV9 2041-06-01 4.000000 0.00 2477800.00 2423155.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31346YJC8 2049-11-01 3.000000 0.00 129012.00 38988.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31368HNG4 2038-09-01 6.000000 0.00 83000.00 439.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A5K64 2053-11-01 6.500000 0.00 1461818.00 727772.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A7Q49 2056-01-01 4.000000 0.00 1184174.00 1111380.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A85U2 2054-01-01 7.500000 0.00 1000.00 709.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A8SD5 2054-01-01 7.500000 0.00 1000.00 746.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A93Y4 2054-04-01 5.500000 0.00 635000.00 441907.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A9NR7 2054-03-01 5.500000 0.00 1280624.00 1097797.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A9YK0 2054-04-01 7.500000 0.00 1000.00 1060.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AAA72 2054-04-01 5.500000 0.00 255453.00 174723.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AD6H9 2054-09-01 6.000000 0.00 6866384.00 4463527.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AEBV0 2039-05-01 6.000000 0.00 1069584.00 136533.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AEGZ6 2054-05-01 6.500000 0.00 1743992.00 1277766.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BXFJ0 2056-04-01 5.000000 0.00 1000.00 995.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BXLL8 2055-11-01 6.000000 0.00 1000.00 1035.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BXLP9 2055-11-01 5.500000 0.00 1000.00 1024.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYDM3 2056-05-01 4.000000 0.00 1323930.00 1248092.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYHC1 2055-12-01 6.000000 0.00 10625648.00 10872284.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYJ39 2055-12-01 6.000000 0.00 7420336.00 7218045.37 Agency 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12653000.00 12195846.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BJV95 2055-08-01 6.000000 0.00 8679880.00 7343416.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BKMR2 2055-08-01 5.500000 0.00 7264000.00 6265608.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BKW83 2056-01-01 4.000000 0.00 1005546.00 941243.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BLUU4 2055-08-01 6.000000 0.00 8632336.00 6944967.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BMMJ6 2055-09-01 6.000000 0.00 10907728.00 9111004.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BNDV7 2055-09-01 6.000000 0.00 2578730.00 2634108.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BNFZ6 2055-10-01 5.500000 0.00 2187316.00 2196105.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BNM70 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B1V7KEBTPIMZEU4LTD58 3140BRVP1 2055-10-01 7.000000 0.00 1115452.00 1189652.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSC47 2055-10-01 6.500000 0.00 1199716.00 1127620.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSJL2 2055-10-01 6.000000 0.00 887808.00 932209.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSKJ5 2055-10-01 6.000000 0.00 6487856.00 6539267.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSMK0 2055-10-01 6.000000 0.00 9274240.00 5376807.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSND5 2055-11-01 4.000000 0.00 665054.00 621601.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSSG3 2055-09-01 7.000000 0.00 1000.00 1031.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BSTK3 2055-11-01 5.500000 0.00 10145408.00 10344021.56 Agency Mortgage-Backed Securities 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34452480.00 586979.84 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LCW7 2075-02-20 2.444600 0.00 35461312.00 750815.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LGQ6 2075-03-20 1.958900 0.00 119892096.00 7337873.41 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LJU4 2075-04-20 0.901800 0.00 234828032.00 17078741.08 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LMX4 2075-05-20 1.058600 0.00 161775680.00 13523725.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LPZ6 2075-06-20 1.341500 0.00 137773312.00 11184640.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LQG7 2075-07-20 1.081900 0.00 105513984.00 8861680.53 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LUC1 2073-09-20 2.126600 0.00 89413504.00 2307680.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384KST9 2064-03-20 2.191300 0.00 70000000.00 859132.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LAE9 2075-01-20 2.462000 0.00 44721408.00 1395307.37 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LBE8 2075-02-20 1.082800 0.00 93616480.00 7526132.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383PU74 2052-04-20 4.000000 0.00 32222208.00 1536264.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383R4S3 2052-05-20 NA 0.00 18287584.00 10000152.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383RA23 2051-11-20 2.500000 0.00 325000.00 31489.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383T7V9 2052-07-20 NA 0.00 11538448.00 6206674.04 Agency Mortgage-Backed Securities GOVERNMENT 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GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YFM0 2071-09-20 0.415900 0.00 44748416.00 1223766.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YHH9 2071-12-20 1.667200 0.00 50209120.00 4211208.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YKJ1 2071-12-20 1.038500 0.00 100322176.00 4743957.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YKL6 2072-01-20 1.546500 0.00 74000000.00 5340712.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YLG6 2072-02-20 1.671900 0.00 66923264.00 4952043.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YP49 2073-01-20 1.006300 0.00 117265280.00 6890515.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YPU1 2068-08-20 0.492000 0.00 280897536.00 5726271.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YRA3 2072-04-20 1.063800 0.00 254875392.00 13584946.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YUP6 2072-06-20 2.598700 0.00 88435584.00 1659867.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YXD0 2071-04-20 0.005800 0.00 49938431.00 1306.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YXU2 2072-08-20 0.909100 0.00 149802000.00 8397266.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YZE6 2072-08-20 0.943200 0.00 125941376.00 6861638.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383A6K5 2051-09-20 3.500000 0.00 48427328.00 5843763.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383CED8 2051-10-20 2.500000 0.00 600000.00 57023.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383CJB7 2051-10-20 3.500000 0.00 108609000.00 8145307.42 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381SF69 2068-07-16 0.665100 0.00 122248448.00 9056402.05 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381SLG0 2068-07-16 0.712000 0.00 98370176.00 6592044.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381SLT2 2066-03-16 0.714000 0.00 100000000.00 7095032.63 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381SYQ4 2066-02-16 0.753400 0.00 20142624.00 1432076.16 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381SYU5 2068-05-16 0.869900 0.00 44606784.00 3472449.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385SXV0 2056-05-20 2.031300 0.00 88826240.00 5358430.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TDE8 2056-06-20 0.100000 0.00 174883328.00 440492.24 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385TDW8 2056-06-20 NA 0.00 249991.00 623.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TG54 2056-06-20 1.957000 0.00 128571375.00 7697132.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MMD9 2067-09-16 0.680200 0.00 128321280.00 7926253.02 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381MPX2 2067-04-16 0.811600 0.00 171736832.00 11365559.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MRS1 2067-02-16 0.830000 0.00 200000000.00 13750318.93 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381MVQ0 2067-07-16 0.735700 0.00 125089152.00 8277172.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381N5G9 2053-02-20 3.241300 0.00 211361024.00 13496732.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381N7U6 2055-05-20 6.500000 0.00 3577152.00 408500.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381N7V4 2055-02-20 6.000000 0.00 1266822.00 150448.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NYU6 2055-06-20 1.591300 0.00 51305920.00 2099853.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PAR4 2055-07-20 0.891300 0.00 830000000.00 8050618.58 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381PBX0 2064-03-20 0.030000 0.00 20320256.00 13848.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PN66 2055-07-20 1.571300 0.00 75000000.00 3188542.85 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385BG20 2055-01-20 2.841300 0.00 30000000.00 2228767.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385BGJ3 2054-12-20 1.671300 0.00 160000000.00 2552402.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CM70 2055-02-20 3.041300 0.00 63141680.00 5761248.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CM96 2055-02-20 3.041300 0.00 15293728.00 1116184.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CN95 2055-02-20 3.041300 0.00 132528640.00 9151513.96 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385D4A1 2055-03-20 1.741300 0.00 50000000.00 2039553.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385DJN7 2055-02-20 1.791300 0.00 86475840.00 1592887.65 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385DRW8 2055-02-20 7.000000 0.00 16850240.00 2800864.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EK29 2055-03-20 1.041300 0.00 448333312.00 4778596.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385FAC5 2055-04-20 1.541300 0.00 300000000.00 3192994.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385HPY7 2055-10-20 2.391300 0.00 54300000.00 2682487.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LX24 2069-12-20 1.574600 0.00 78800512.00 2846516.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LZ30 2070-01-20 1.153200 0.00 25495264.00 893461.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MP21 2060-11-16 0.909700 0.00 202307072.00 1153449.12 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30324QAL2 2041-11-25 0.107500 0.00 133557760.00 441504.05 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385KR28 2055-12-20 6.000000 0.00 31681120.00 5609526.54 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385KWA4 2045-09-20 1.149100 0.00 162952960.00 5487190.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385LDY1 2066-01-20 1.441300 0.00 70000000.00 1558722.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BFLM1 2044-12-15 2.392500 0.00 19371264.00 231522.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGKZ1 2043-12-15 2.115100 0.00 8462688.00 150211.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BHJ40 2045-04-15 4.000000 0.00 29115200.00 491936.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPEP0 2042-04-15 5.500000 0.00 1893462.00 30161.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BXXH0 2047-05-15 6.000000 0.00 218750.00 8619.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8NU3 2050-11-25 3.000000 0.00 1500000.00 81694.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8SP9 2051-01-25 2.000000 0.00 12500000.00 899805.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382T6G4 2051-07-20 2.500000 0.00 3268292.00 292568.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382TH31 2051-06-20 4.500000 0.00 17902432.00 1583311.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382TH80 2051-06-20 2.546500 0.00 55700640.00 1637682.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382TYU2 2051-06-20 2.500000 0.00 15000000.00 1160086.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UUA7 2051-06-20 2.546500 0.00 63195840.00 2634622.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UUS8 2051-06-20 2.546500 0.00 17579776.00 591481.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UVN8 2051-06-20 NA 0.00 102670336.00 63156.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382VKL2 2051-06-20 3.000000 0.00 67833216.00 5582837.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382WKF3 2051-07-20 3.000000 0.00 9269664.00 996640.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FD75 2052-01-20 3.000000 0.00 43048320.00 3191059.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FM67 2052-01-20 3.000000 0.00 33333312.00 3181053.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383GMP3 2052-01-20 NA 0.00 149946360.00 9462.18 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38383JAT2 2066-09-16 0.250000 0.00 25000000.00 273402.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383K4A7 2074-11-20 1.178200 0.00 37279744.00 2976073.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383K5P3 2074-12-20 1.145400 0.00 10631680.00 750624.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALGK1 2043-05-25 NA 0.00 7500000.00 622806.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANEE3 2045-04-25 3.000000 0.00 21128416.00 250324.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANUR6 2045-05-25 5.500000 0.00 6210000.00 83543.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATJE5 2038-01-25 5.500000 0.00 41391168.00 904064.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATUQ5 2046-09-25 1.879600 0.00 86914816.00 176886.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AY4J9 2047-12-25 3.000000 0.00 15358752.00 380948.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1D27 2048-05-25 2.457800 0.00 6365480.00 197690.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2CE0 2048-06-25 1.983800 0.00 103025792.00 735436.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3QF0 2048-12-25 3.000000 0.00 8500000.00 176635.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8D63 2060-03-25 1.894300 0.00 39101248.00 420341.99 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B9DM6 2032-07-25 0.933300 0.00 45268224.00 1618373.65 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BASQ8 2050-05-25 0.903600 0.00 181999040.00 6017636.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BB3A8 2050-10-25 3.000000 0.00 37949504.00 1920788.44 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BBAU6 2032-07-25 0.879600 0.00 125520384.00 991295.62 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BBBR2 2050-06-25 1.248500 0.00 180561152.00 7386842.16 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BBBW1 2034-09-25 1.399800 0.00 13200000.00 520283.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBGP1 2050-08-25 0.190400 0.00 201887232.00 838409.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9SM4 2051-02-25 1.500000 0.00 19872000.00 2994013.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FFYX9 2051-03-25 1.500000 0.00 3333332.00 241129.59 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FKJF4 2045-12-25 2.391500 0.00 1781000.00 92226.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRZF1 2050-05-25 4.500000 0.00 60000000.00 3492644.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTWM5 2050-06-25 5.000000 0.00 77201792.00 4450448.79 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FTZS9 2030-04-25 1.750300 0.00 107760000.00 5147324.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FU4L5 2046-06-25 2.500000 0.00 75453952.00 3568641.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVFF4 2050-07-25 3.500000 0.00 33503232.00 1623600.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVXY3 2050-09-25 3.500000 0.00 707479.00 43376.38 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FWHV5 2030-07-25 1.507000 0.00 1700000.00 77180.08 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 1.002100 0.00 8000000.00 119469.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1WU6 2051-08-25 4.500000 0.00 100304384.00 9873712.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DT91 2063-10-16 0.949300 0.00 52000000.00 3180506.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DXT2 2063-02-16 0.987700 0.00 24900000.00 1675474.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384ERJ6 2047-08-20 4.000000 0.00 35575040.00 4641054.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384EZC2 2053-09-20 0.200000 0.00 84660160.00 316393.66 Agency Mortgage-Backed Securities Y 2026-07-01 2026-10-28 2026-10-28 N N N 0.0371 950000000.00 950000000.00 0.0041 N N N Y Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.739900% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.74_0717 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 549300M8ZYFG0OCMTT87 38385LND6 2056-01-20 0.641300 0.00 100000000.00 2065399.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385NH56 2056-03-20 0.691300 0.00 100000000.00 1340544.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385NWQ3 2056-03-20 0.591300 0.00 100000000.00 1223572.63 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385P5D7 2056-04-20 5.500000 0.00 3824008.00 952593.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385PU98 2056-04-20 2.091300 0.00 46965680.00 2705183.86 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385PZ28 2050-10-20 5.000000 0.00 3221692.00 294514.31 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385QAD9 2076-03-20 1.005500 0.00 28399424.00 1353619.53 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385QES2 2075-04-20 0.224000 0.00 225224192.00 1296744.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385QGL5 2076-05-20 0.792500 0.00 20751000.00 993422.66 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LEN5 2071-08-20 0.718200 0.00 10225632.00 234068.44 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LH69 2075-09-20 0.053800 0.00 69105792.00 69623.77 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384LQS1 2071-07-20 1.937000 0.00 48327120.00 3015435.15 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384NMJ1 2064-05-20 1.541300 0.00 106613632.00 1312921.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R6U5 2067-09-20 1.518700 0.00 61800000.00 366132.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RN93 2066-12-20 2.341000 0.00 164959744.00 1012127.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RP83 2066-12-20 2.453600 0.00 84223488.00 427175.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RWK8 2066-06-20 1.878200 0.00 50224640.00 227191.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378KMT3 2045-11-16 0.199000 0.00 64995328.00 21950.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384YP39 2054-10-20 7.000000 0.00 22560384.00 3253410.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378VA54 2043-08-20 2.296500 0.00 65000000.00 470703.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HJ69 2048-10-16 0.564900 0.00 15665680.00 318376.73 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUBD1 2055-01-25 1.672200 0.00 50000000.00 1150549.63 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUNB2 2055-01-25 0.672200 0.00 134000000.00 1119733.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUPR5 2055-01-25 0.600000 0.00 35611648.00 242953.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6AV0 2056-06-25 1.972200 0.00 174666496.00 7135312.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4ZH6 2052-01-25 3.000000 0.00 8075000.00 868975.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H94T3 2052-10-25 1.572200 0.00 150000000.00 5750801.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9LU1 2049-11-25 4.000000 0.00 28755648.00 1542884.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAB54 2050-08-25 NA 0.00 24153472.00 13486736.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGY4 2054-02-25 3.372200 0.00 49804640.00 1825103.75 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHQL8 2054-12-25 1.422200 0.00 124000000.00 1757204.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLK50 2055-06-25 3.372200 0.00 28500000.00 1522416.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384AQX4 2053-05-20 2.541300 0.00 30000000.00 894676.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384BMM0 2053-06-20 0.100000 0.00 46848768.00 96863.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JNJ9 2054-02-20 1.591300 0.00 100000000.00 1073796.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JP40 2054-02-20 6.500000 0.00 9230768.00 494286.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JPN8 2054-02-20 3.391300 0.00 50000000.00 3086510.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KGU9 2054-03-20 6.000000 0.00 34000000.00 4762064.26 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFTN5 2054-10-25 2.422200 0.00 71020416.00 3164316.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HH4S7 2054-10-25 1.772200 0.00 186000000.00 3765733.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHA76 2054-11-25 3.022200 0.00 79790976.00 3509403.47 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNW95 2046-07-25 5.000000 0.00 1100000.00 138353.03 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQE31 2055-08-25 3.372200 0.00 200933376.00 14278562.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375C5E6 2042-06-16 2.952400 0.00 27991360.00 121879.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375U3N8 2068-01-20 1.781700 0.00 70138480.00 919415.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375U5Q9 2068-01-20 2.772600 0.00 24837568.00 248578.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375U6C9 2067-12-20 2.452800 0.00 77032576.00 960857.30 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38375UR77 2067-08-20 1.716300 0.00 160176640.00 545458.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UZ37 2067-12-20 2.339000 0.00 45000000.00 773070.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QEX6 2070-07-20 1.659600 0.00 45898160.00 1335037.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QGF3 2070-08-20 1.739500 0.00 201959680.00 6588611.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QNA6 2070-09-20 1.165300 0.00 15076176.00 535292.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380QXX5 2071-02-20 1.185800 0.00 44500000.00 1124603.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KBG6 2073-06-20 0.795900 0.00 44659520.00 1794708.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KGN6 2073-10-20 1.106200 0.00 150034176.00 10404819.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KNG3 2073-12-20 1.156100 0.00 105282688.00 8007747.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KUB6 2074-03-20 0.976300 0.00 93719808.00 6794558.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384QAG3 2066-09-16 0.953800 0.00 70144480.00 5516552.68 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BXL93 2035-10-25 0.817600 0.00 75000000.00 3741468.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYN40 2056-03-25 2.022200 0.00 116590336.00 9514507.36 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BSS55 2054-09-25 1.622200 0.00 66098048.00 1803016.31 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BSZ81 2054-10-25 6.000000 0.00 2915576.00 404820.73 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BPWC1 2030-09-25 0.160100 0.00 58414400.00 182932.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQ6J3 2053-12-25 3.372200 0.00 16606304.00 747666.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382B3E1 2050-01-20 5.000000 0.00 46445040.00 2609808.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KG98 2050-10-20 2.500000 0.00 47521728.00 4094332.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382M3S6 2051-01-20 2.500000 0.00 92939008.00 8713346.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382M5G0 2051-01-16 2.500000 0.00 1200000.00 156001.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382PZ47 2051-03-20 2.546500 0.00 35599296.00 1325423.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QNL0 2051-05-20 2.500000 0.00 20178816.00 1736990.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31394YF66 2034-05-15 2.792500 0.00 49346048.00 49568.05 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BU7L8 2053-11-25 12.577800 0.00 5472128.00 1189362.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381JLF2 2064-09-16 0.733300 0.00 50000000.00 2840343.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381KAH7 2064-08-16 0.251800 0.00 77781504.00 2617910.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RF87 2049-03-20 2.246500 0.00 173295360.00 1368227.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384YTD3 2054-10-20 1.811300 0.00 150000000.00 3575938.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RPT4 2051-04-16 0.525400 0.00 1765000.00 4174.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 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LLC Tri Party Repo 3.499900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.50_0701 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 912810SC3 2048-05-15 3.125000 0.00 289088800.00 219857308.27 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CLT6 2026-10-31 3.980700 0.00 34892500.00 35142722.75 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0350 250000000.00 250000000.00 0.0011 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.639900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.64_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIP PRINC 254900HROIFWPRGM1V77 912803EP4 2045-08-15 NA 0.00 266100.00 102835.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FQ1 2040-05-15 NA 0.00 21888400.00 11389782.16 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GF4 2042-02-15 NA 0.00 29951000.00 14077329.41 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GY3 2054-02-15 NA 0.00 5026400.00 1284345.73 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HM8 2045-05-15 NA 0.00 47000.00 18406.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 10654500.00 11670187.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 89300.00 71811.93 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833Y38 2036-11-15 NA 0.00 427828804.90 267385302.14 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0364 300000000.00 300000000.00 0.0013 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. 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2056-02-20 6.500000 0.00 620416.00 653384.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618V2LW5 2056-02-20 6.500000 0.00 1660508.00 1768072.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618V3SA4 2056-05-20 6.000000 0.00 2087690.00 2174637.54 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618V4VV2 2056-02-20 5.500000 0.00 5979176.00 6191323.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VAAV1 2056-06-20 6.000000 0.00 899434.00 933259.31 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VAGB9 2066-05-15 5.770000 0.00 1000000.00 1048047.06 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBQE0 2056-05-20 5.500000 0.00 4759408.00 4868628.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBQF7 2056-05-20 5.500000 0.00 4800392.00 4913804.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBY43 2056-05-20 5.500000 0.00 3193064.00 3260698.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCJQ9 2056-04-20 6.500000 0.00 1847002.00 1942324.16 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCL94 2056-04-20 5.500000 0.00 52258304.00 52839703.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCRL1 2056-05-20 6.500000 0.00 1145110.00 1209153.76 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCS97 2056-06-20 6.000000 0.00 1910150.00 2004779.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VQSF2 2065-03-20 7.000000 0.00 1744290.00 1838158.77 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VRAZ5 2056-06-20 6.000000 0.00 5054232.00 5231713.04 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VST67 2056-06-20 6.000000 0.00 736232.00 768502.03 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VT4F2 2056-06-20 6.000000 0.00 723013.00 757405.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTNC8 2056-06-20 6.000000 0.00 1237236.00 1280681.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTP36 2056-06-20 6.000000 0.00 1091852.00 1141088.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTP44 2056-06-20 6.000000 0.00 2351490.00 2453411.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVWZ2 2056-06-20 6.000000 0.00 3251056.00 3357938.80 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0B90 2056-06-20 6.000000 0.00 2143552.00 2251652.04 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0CA6 2056-06-20 6.000000 0.00 1840362.00 1931532.31 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0CD0 2056-06-20 6.000000 0.00 9077264.00 9510760.84 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0CQ1 2056-06-20 6.500000 0.00 1348000.00 1424643.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0DW7 2056-06-20 6.000000 0.00 1828516.00 1919101.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W2AK2 2056-06-20 6.000000 0.00 1014410.00 1063914.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W5UP2 2056-06-20 6.000000 0.00 1821886.00 1895844.25 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36204DXR5 2041-07-15 4.000000 0.00 9789400.00 321157.23 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209FDN6 2041-09-15 4.000000 0.00 5905000.00 493309.62 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3620AMXT4 2041-03-15 5.000000 0.00 642420.00 24289.73 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3622AAES9 2046-03-15 3.500000 0.00 1000000.00 300576.93 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622ABZ70 2052-03-20 2.500000 0.00 790000.00 453507.91 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3622AC5S5 2050-06-15 3.500000 0.00 25757728.00 19548995.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622AEC46 2055-11-20 5.000000 0.00 65154240.00 64486410.83 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36230SPE8 2041-05-15 5.000000 0.00 1766144.00 93042.53 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36295KJV6 2038-04-15 5.500000 0.00 2246116.00 11564.68 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36296KSL7 2038-07-15 5.000000 0.00 734574.00 12607.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384N7J8 2054-06-20 1.691300 0.00 50000000.00 559250.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384NB20 2054-05-20 1.641300 0.00 30000000.00 674133.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384NCQ6 2046-04-20 0.044200 0.00 17473536.00 15147.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384PBN9 2064-05-20 1.591300 0.00 280000000.00 2006583.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376GYP9 2050-08-16 0.477200 0.00 145977344.00 126907.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376UYM5 2045-04-20 2.500000 0.00 850000.00 99679.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377MH41 2040-05-20 4.103500 0.00 109951488.00 690553.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377NRP1 2040-12-20 4.000000 0.00 1069000.00 157686.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377QY84 2041-03-20 4.500000 0.00 1000000.00 154117.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378KCX5 2054-06-16 0.236900 0.00 60000000.00 193567.84 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384XVV2 2054-11-20 0.891300 0.00 20000000.00 233623.00 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384XVW0 2054-11-20 0.050000 0.00 19996672.00 8061.93 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384Y4J7 2054-12-20 0.791300 0.00 50000000.00 525840.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378NZX4 2055-09-16 0.209900 0.00 50995200.00 23290.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378TVA5 2043-06-16 4.500000 0.00 16400000.00 298378.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378UVP9 2043-10-20 3.500000 0.00 7595008.00 5503413.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ED96 2055-07-16 1.750000 0.00 15108592.00 11144948.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381EDU9 2061-09-16 0.666500 0.00 136572416.00 5897846.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381EPB8 2064-02-16 3.943000 0.00 21600000.00 16461639.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ERV2 2058-01-16 1.750000 0.00 200000.00 139950.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ETV0 2061-02-16 0.639500 0.00 2400000.00 95246.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HBH3 2039-01-16 2.250000 0.00 15511472.00 11490781.26 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381HGB1 2048-09-16 0.500000 0.00 51790000.00 618330.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HGD7 2062-05-16 0.618400 0.00 23308800.00 973034.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HMH1 2063-11-16 0.158600 0.00 121897344.00 961836.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HTR2 2064-09-16 1.424000 0.00 1901718.00 146401.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HTU5 2062-07-16 1.511500 0.00 1832952.00 150781.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381J3A3 2062-07-16 0.283000 0.00 115942656.00 2760371.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381J6U6 2065-08-16 0.315000 0.00 158003712.00 5201556.34 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUNK2 2055-01-25 1.422200 0.00 55000000.00 866190.24 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUUH1 2055-02-25 0.572200 0.00 200000000.00 1549494.42 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVGQ5 2055-03-25 0.040000 0.00 189550592.00 116668.30 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVHF8 2055-03-25 1.722200 0.00 144948224.00 2890164.04 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVNV6 2055-04-25 1.472200 0.00 50000000.00 1153117.69 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVPG7 2055-04-25 0.020000 0.00 177774592.00 87713.93 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVPP7 2055-04-25 0.872200 0.00 240000000.00 2571765.86 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVPS1 2055-04-25 0.050000 0.00 12500000.00 14310.51 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BVPW2 2055-04-25 1.672200 0.00 1705728.00 40738.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVU89 2055-05-25 1.622200 0.00 200000000.00 5248784.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVYN2 2054-06-25 1.572200 0.00 100000000.00 2006647.50 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BW2J4 2055-08-25 3.422200 0.00 44643328.00 2464814.91 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BW2M7 2055-08-25 0.030000 0.00 159997952.00 127691.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FKH9 2045-04-01 6.500000 0.00 1221226.00 955625.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FXQ5 2041-06-01 4.500000 0.00 85342.00 84158.11 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BYZZ8 2055-09-25 2.072200 0.00 132895488.00 6734145.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5QG8 2056-04-25 1.372200 0.00 102529408.00 2570212.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5QL7 2056-04-25 1.072200 0.00 105705600.00 2039756.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6LU0 2056-06-25 0.422200 0.00 272727040.00 3307740.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6ME5 2056-06-25 1.072200 0.00 300000000.00 7313243.74 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6MR6 2056-06-25 0.150000 0.00 15000000.00 54646.67 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6SY5 2056-07-25 0.060300 0.00 118181760.00 739271.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381B5W0 2049-02-20 6.500000 0.00 141693.00 248601.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381BBK9 2048-12-20 0.046500 0.00 30000000.00 82408.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DPK0 2061-06-16 0.971200 0.00 3500000.00 219989.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JRYA9 2056-01-01 6.000000 0.00 2751228.00 2818101.80 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JTK77 2056-02-01 5.500000 0.00 29915872.00 29768664.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JW6D3 2056-02-01 5.500000 0.00 2294532.00 2316031.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JWCU8 2056-02-01 5.500000 0.00 1238618.00 1254823.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JX5B6 2056-03-01 5.500000 0.00 3329024.00 3377451.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JXJU9 2056-03-01 5.500000 0.00 2590176.00 2632110.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JY2T8 2056-04-01 5.500000 0.00 5042056.00 5095900.44 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K3DR6 2056-04-01 6.000000 0.00 1009830.00 1047255.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142K3XS2 2056-05-01 5.000000 0.00 4056584.00 4036496.87 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 3133QAY33 2029-07-25 4.650000 0.00 99999000.00 100233981.05 Agency Mortgage-Backed Securities FREDDIE MAC STRIPS S6XOOCT0IEG5ABCC6L87 3133QAZV0 2031-07-25 4.800000 0.00 99998903.00 100254866.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381N5S3 2053-05-20 2.541300 0.00 64531400.00 3049151.76 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325X3B4 2050-06-15 3.000000 0.00 69464200.00 3487002.67 Agency Mortgage-Backed Securities Y 2026-07-01 2026-09-24 2026-09-24 N N N 0.0379 250000000.00 250000000.00 0.0011 N N N Y Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.650000% 99VDPU007 O2RNE8IBXP4R0TD8PU41 0000865845 99VDPU007_3.65_0701 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 91282CQX2 2031-06-30 4.125000 0.00 429249100.00 428400045.28 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 420000000.00 420000000.00 0.0018 N Y Y N UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.650000% 99VDQX000 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQX000_3.65_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4X65 2027-08-27 0.700000 0.00 1000.00 962.88 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331K7A2 2030-01-18 3.500000 0.00 3000.00 2970.46 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331KY38 2031-12-01 3.530000 0.00 1000.00 967.98 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331XME9 2027-01-25 5.300000 0.00 5000.00 5147.66 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 3000.00 2375.54 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMG48 2029-06-14 1.590000 0.00 4000.00 3709.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMPS5 2029-02-08 1.000000 0.00 2000.00 1850.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENKN9 2031-01-13 2.100000 0.00 1000.00 923.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPM6 2035-02-23 3.250000 0.00 1000.00 915.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPHU2 2029-05-03 3.875000 0.00 4000.00 3986.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPSW6 2026-08-14 4.500000 0.00 25000.00 25444.70 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 2000.00 2001.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWQG8 2027-05-19 3.750000 0.00 5500000.00 5506164.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3D29 2027-08-15 NA 0.00 3000.00 2866.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 3000.00 3285.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 NA 0.00 4000.00 3667.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GV3W6 2027-12-30 1.110000 0.00 4000.00 3823.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCVM8 2031-02-20 4.060000 0.00 145000.00 145195.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 1000.00 1064.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 1000.00 1104.50 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPJ9 2027-03-23 NA 0.00 3000.00 2911.52 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPK6 2027-09-23 NA 0.00 320000.00 304264.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364F6C0 2028-09-01 6.080000 0.00 3000.00 3172.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364FLX7 2027-12-30 5.720000 0.00 5000.00 5112.94 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EAG44 2026-08-03 2.630000 0.00 4000.00 4038.16 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4D3 2027-08-19 0.900000 0.00 3000.00 2902.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL77 2040-06-18 2.090000 0.00 3000.00 2133.76 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELM92 2035-06-22 1.790000 0.00 2000.00 1589.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELS88 2030-07-08 1.040000 0.00 2000.00 1779.75 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELZZ0 2040-05-21 2.125000 0.00 2000.00 1442.52 Agency Mortgage-Backed Securities RESOLUTION FUNDING STRIP 254900HROIFWPRGM1V77 76116EGJ3 2026-07-15 NA 0.00 1000.00 998.36 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 1000.00 1117.56 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 2000.00 2117.34 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 2027-02-01 2.875000 0.00 2000.00 2010.51 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059ESH8 2026-11-01 NA 0.00 1000.00 986.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQT86 2037-02-18 2.900000 0.00 550000.00 472959.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAVP9 2027-05-28 3.875000 0.00 15000000.00 15018756.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBAB1 2031-06-30 4.600000 0.00 1820000.00 1812115.76 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 912797VE4 2026-09-29 NA 0.00 1518000.00 1504087.53 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 2000.00 1964.35 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VL8 2026-10-13 NA 0.00 1000.00 989.26 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BH5 2026-08-15 NA 0.00 28000.00 27880.94 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 59900.00 59072.36 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EV1 2046-11-15 NA 0.00 200.00 72.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 300.00 305.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 10700200.00 22755657.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 300.00 309.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4197.72 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 300000.00 643147.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 4600.00 3196.67 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 1400.00 1378.52 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 250400.00 244525.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 800.00 633.35 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 10800.00 10199.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 300.00 215.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 300.00 193.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 11700.00 6639.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 63.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 116.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1600.00 1089.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 2892000.00 1816857.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 100.00 93.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 400.00 356.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 300.00 284.86 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 97400.00 112661.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 100.00 97.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1997200.00 1864972.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 300.00 297.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 135600.00 144709.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 400.00 386.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 2866300.00 3217213.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 600.00 601.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100.00 99.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 64000.00 63969.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 4800.00 4822.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 297.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 115000.00 122522.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 100.00 99.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 500.00 494.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 700.00 689.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHM6 2026-07-15 4.500000 0.00 100.00 102.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 101.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 300.00 296.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 300.00 305.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 200.00 204.80 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 149300.00 164901.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 2000.00 2036.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 300.00 304.37 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 422400.00 447000.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100.00 98.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 101.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 100.00 101.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 100.00 101.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.79 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 11000.00 11932.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 205.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 600.00 601.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 45000.00 48605.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1600.00 1713.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 3100.00 3198.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 383300.00 638034.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 200.00 209.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 1637900.00 2606016.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3000.00 3034.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 900000.00 1429572.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 195.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 45000.00 67901.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 600.00 586.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 900.00 862.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 300.00 306.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 7686800.00 11338675.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 400.00 363.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 241.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 233.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 87.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1000.00 874.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 606.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 77700.00 92019.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 6000.00 4795.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 378.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 5974900.00 5956650.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 1975100.00 1985357.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 100.00 100.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 4866000.00 4832732.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 756100.00 758728.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 374500.00 374836.93 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 0.35 0.11 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TY3 2026-08-27 NA 0.00 1000.00 994.21 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 NA 0.00 2000.00 1987.51 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VC8 2026-09-15 NA 0.00 1000.00 992.30 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 169609.53 127575.37 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 8000.02 5877.12 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 137455.77 96279.52 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 NA 0.00 581.06 397.20 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 138002.11 92076.25 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 5000.00 3251.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 41.71 26.41 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 30999.97 19112.26 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 14001.10 10654.32 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 99990.90 74323.34 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 2042.70 1448.18 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 19000.00 13146.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PA2 2026-08-15 NA 0.00 366.07 364.40 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 309.12 304.83 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 100000.10 94557.89 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RY8 2028-02-15 NA 0.00 160061.00 149684.57 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 NA 0.00 70740.30 65466.12 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 22374.85 20282.85 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 20000.00 13506.98 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 NA 0.00 98.88 86.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 450000.00 382442.85 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 50000.00 42953.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EP9 2039-08-15 NA 0.00 0.02 0.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 24999.95 13213.82 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 1930.82 506.91 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 NA 0.00 40000.00 20189.40 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 17921.68 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 0.01 0.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MM7 2043-05-15 NA 0.00 10000.00 4290.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 40000.00 16901.68 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834TF5 2048-02-15 NA 0.00 1397.10 464.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 400.00 400.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 1667300.00 1664243.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 83.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 290.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 365.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 1152400.00 999180.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 300.00 271.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 80.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 89.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 98.03 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 763200.00 756585.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 700.00 688.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 3241300.00 3132354.15 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 55000.00 53647.06 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 100000.00 96520.80 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 300000.00 274833.60 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 900.00 710.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 15045200.00 19833872.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 15613600.00 20113630.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 85000.00 105682.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 2833000.00 3859494.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 296.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 425400.00 553735.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 398.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 200.00 198.42 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 961500.00 1169622.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 700.00 642.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 100.00 98.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 900.00 787.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 600.00 579.04 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 83600.00 101549.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 33800.00 32198.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 4700.00 4126.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 5000.00 4777.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 7462900.00 8525719.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 300.00 282.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 4200.00 3655.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 500.00 497.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 900.00 913.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 1000.00 1008.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 80100.00 80186.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 800.00 802.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 500.00 498.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 600.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 700.00 697.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 700.00 697.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 100.00 101.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 75600.00 76615.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 100.00 100.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1526700.00 1567597.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 800.00 805.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 1525500.00 1515340.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 5200.00 5156.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 400.00 395.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 400.00 400.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 200.00 199.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 200.00 198.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 3400.00 3389.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100.00 98.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 100.00 100.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 1000.00 1007.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 100.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1100.00 1105.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 100.00 100.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 500.00 499.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1014.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 300.00 300.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 306.25 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 276000.00 294460.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1000.00 1008.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 79700.00 80632.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 700.00 706.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 200.00 201.87 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 25300.00 27075.62 U.S. Treasuries (including strips) Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0365 150000000.00 150000000.00 0.0007 N Y Y N STATE STREET MASTER FUNDS 2026-07-08 /s/ Chad Hallett Chad Hallett Deputy Treasurer