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2034-02-01 4.000000 0.00 1300000.00 107463.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AJL3 2032-09-01 3.500000 0.00 40000000.00 2157349.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ATL2 2028-04-01 2.500000 0.00 9783322.00 265730.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AUM8 2028-05-01 2.500000 0.00 14152508.00 315151.09 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 6000.00 5624.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 1433000.00 1435245.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 835000.00 834245.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 4710200.00 4658971.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 2869500.00 2870713.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 1623000.00 1615690.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 8007000.00 8000129.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 5471000.00 5399083.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 2000000.00 1990971.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 60000.00 60131.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 1075000.00 1082455.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 49935300.00 51677670.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 175000.00 173633.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 999800.00 997205.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1776000.00 1740666.48 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 908600.00 908984.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 25000.00 25085.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 999800.00 1008886.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 999800.00 985203.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 25000.00 24844.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 3750000.00 3667501.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 1834300.00 1832552.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 5500.00 5250.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1056300.00 1023793.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 500.00 492.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 67000.00 65033.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 10404600.00 10217845.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 1916800.00 1878626.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 51100.00 49665.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 1001300.00 997172.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 6505800.00 6509794.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 145000.00 141550.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 3435000.00 3420042.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 4966000.00 4911700.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 62000.00 62399.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQJ3 2029-04-15 3.875000 0.00 446000.00 445709.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 101100.00 99908.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 3900.00 3826.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 4941400.00 4920488.08 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 24916700.00 32877478.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 944200.00 1212037.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 24923600.00 30953659.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 57600.00 78629.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 24974700.00 32456213.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375000 0.00 5015000.00 5033880.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625000 0.00 15000.00 15027.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 38000.00 37941.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 11000.00 11002.72 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 989400.00 880583.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 15500.00 10687.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125000 0.00 14100.00 8971.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 13700.00 7960.84 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 15300.00 12446.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 12400.00 11296.05 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 13200.00 12343.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 1000000.00 994360.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 17000.00 16963.51 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 987900.00 1029694.70 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 1.00 0.95 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 NA 0.00 89000.00 81550.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 116000.00 116183.32 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 24893300.00 27339278.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 9600.00 10466.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625000 0.00 17000.00 17318.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 182600.00 206254.87 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 959100.00 926810.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 1005000.00 1005537.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 51217800.00 53291280.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 9508700.00 9671151.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 5000300.00 5096190.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 400000.00 407073.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 250400.00 253376.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 25000.00 24826.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 1292000.00 1287662.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 93000.00 91570.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 3200.00 2915.75 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821UK9 2036-05-15 NA 0.00 189000.00 119130.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 203000.00 204182.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 44100.00 59223.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 100000.00 99073.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 2846000.00 2788980.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 15000.00 14929.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 215000.00 213387.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 24905000.00 30232789.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 214000.00 211386.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 2061200.00 1881938.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 32000.00 31624.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZE3 2027-03-31 0.625000 0.00 154000.00 150931.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 9000.00 8744.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 31000.00 30014.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 24944000.00 30198999.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 66000.00 63572.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 9000.00 8671.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 5000.00 4791.27 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 24947900.00 29367461.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125000 0.00 39000.00 37326.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 10000.00 9560.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 10000.00 9525.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 10000.00 9490.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 10000.00 9457.25 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 956200.00 1085196.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 11000.00 11250.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 69000.00 70492.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 30000.00 30449.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 999900.00 1023568.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 899100.00 994828.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 4849700.00 4905560.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 52000.00 52247.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 100.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 2000.00 2014.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 10000.00 9757.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 113000.00 113218.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 36000.00 35707.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 20000.00 19639.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 24975400.00 26178625.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 378000.00 385327.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 1024900.00 1040691.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 240000.00 244153.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 25000.00 25205.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 10000.00 10159.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 35900.00 38965.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 125000.00 126510.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 1000000.00 1011230.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 427000.00 431237.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 362000.00 360984.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 10000.00 10005.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 999500.00 1003267.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 300.00 296.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 400.00 394.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 922100.00 953973.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 155000.00 156974.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 3717000.00 3730757.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 710000.00 691152.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 200.00 197.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 200000.00 202238.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 500000.00 505397.25 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 49880600.00 52594990.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 2699100.00 2645503.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 585000.00 589801.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 55000.00 55094.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 43000.00 43180.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 400000.00 401904.47 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 6400.00 13641.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 968900.00 2078227.76 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 982400.00 1986406.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 26400.00 43584.60 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 941400.00 1489481.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 49958500.00 60729405.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 9929500.00 9342453.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 190000.00 189243.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 30000.00 29804.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDW8 2029-01-31 1.750000 0.00 544000.00 510941.12 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 946400.00 1023395.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1940000.00 1931482.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 3975000.00 3968347.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 86500.00 100392.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 9000.00 8973.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 68000.00 66138.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 10008000.00 9954785.18 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 925700.00 976350.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 505000.00 480539.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875000 0.00 88000.00 87853.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 132000.00 133666.37 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 900700.00 1014757.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 8000.00 7987.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 161000.00 162461.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 32000.00 32052.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 11000.00 10856.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 4000.00 3991.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 9986200.00 9875113.51 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 927800.00 973661.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 120000.00 121499.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 11000.00 10844.42 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 992400.00 1558076.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 100.00 99.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 993900.00 1452525.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 1008200.00 1436441.60 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0368 1590000000.00 1590000000.00 0.0072 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.850000% 3130AQEQ2 2549001DPIFGXC1TOL40 US3130AQEQ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-18 2026-12-18 N N N 0.0374 47022198.10 47022198.10 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B2SE6 2549001DPIFGXC1TOL40 US3130B2SE64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-18 2026-09-18 N N N 0.0373 185016006.20 185016006.20 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.790000% 3130B3EC3 2549001DPIFGXC1TOL40 US3130B3EC38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-29 2026-10-29 N N N 0.0372 473303375.27 473303375.27 0.0021 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.785000% 3130B4L74 2549001DPIFGXC1TOL40 US3130B4L749 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-19 2027-01-19 N N N 0.0373 192663482.89 192663482.89 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.785000% 3130B4Q20 2549001DPIFGXC1TOL40 US3130B4Q201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-21 2027-01-21 N N N 0.0373 163754972.10 163754972.10 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.775000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-18 2027-08-18 N N N 0.0379 145903406.77 145903406.77 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.780000% 3130B8AZ5 2549001DPIFGXC1TOL40 US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-22 2027-10-22 N N N 0.0375 3166814.05 3166814.05 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.775000% 3130B8CF7 2549001DPIFGXC1TOL40 US3130B8CF73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-22 2027-10-22 N N N 0.0375 2606336.42 2606336.42 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.775000% 3130B8CK6 2549001DPIFGXC1TOL40 US3130B8CK68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-27 2027-10-27 N N N 0.0377 30399239.78 30399239.78 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.745000% 3130B8HV7 2549001DPIFGXC1TOL40 US3130B8HV78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-10 2027-05-10 N N N 0.0374 369063239.22 369063239.22 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8SZ6 2549001DPIFGXC1TOL40 US3130B8SZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-03 2027-12-03 N N N 0.0376 220786345.73 220786345.73 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.730000% 3130B8TB8 2549001DPIFGXC1TOL40 US3130B8TB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-04 2027-10-04 N N N 0.0374 214515298.14 214515298.14 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-02 2027-12-02 N N N 0.0376 499969495.00 499969495.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-20 2028-01-20 N N N 0.0375 228999846.57 228999846.57 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.655000% 3130B9BF6 2549001DPIFGXC1TOL40 US3130B9BF65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-08-03 2026-08-03 N N N 0.0366 524620000.00 524620000.00 0.0024 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B9EJ5 2549001DPIFGXC1TOL40 US3130B9EJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-09 2028-02-09 N N N 0.0376 121399947.80 121399947.80 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.660000% 3130B9G20 2549001DPIFGXC1TOL40 US3130B9G201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-08-06 2026-08-06 N N N 0.0368 79999905.60 79999905.60 0.0004 N N Y N Federal Home Loan Banks Federal Home Loan Banks 3.740000% 3130B9GY0 2549001DPIFGXC1TOL40 US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-11 2028-02-11 N N N 0.0376 189299772.84 189299772.84 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.710000% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-20 2027-08-20 N N N 0.0350 238664787.49 238664787.49 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.720000% 3130B9QY9 2549001DPIFGXC1TOL40 US3130B9QY99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-06 2027-12-06 N N N 0.0375 242955620.91 242955620.91 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-10 2028-03-10 N N N 0.0378 194203883.68 194203883.68 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9RU6 2549001DPIFGXC1TOL40 US3130B9RU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-06 2028-03-06 N N N 0.0376 242867028.75 242867028.75 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.725000% 3130BA5T0 2549001DPIFGXC1TOL40 US3130BA5T08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-04 2028-02-04 N N N 0.0378 235957737.95 235957737.95 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BADD6 2549001DPIFGXC1TOL40 US3130BADD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-21 2026-12-21 N N N 0.0368 115005986.90 115005986.90 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.680000% 3130BADM6 2549001DPIFGXC1TOL40 US3130BADM60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-22 2026-12-22 N N N 0.0368 150008476.50 150008476.50 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAEG8 2549001DPIFGXC1TOL40 US3130BAEG83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-15 2026-12-15 N N N 0.0370 149999337.00 149999337.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-17 2026-12-17 N N N 0.0370 349998320.00 349998320.00 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-21 2026-12-21 N N N 0.0370 299998674.00 299998674.00 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.685000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-04 2027-01-04 N N N 0.0371 107995372.20 107995372.20 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BAMG9 2549001DPIFGXC1TOL40 US3130BAMG91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-04 2027-02-04 N N N 0.0371 599200455.39 599200455.39 0.0027 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.665000% 3130BARG4 2549001DPIFGXC1TOL40 US3130BARG47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-15 2026-09-15 N N N 0.0368 97498777.35 97498777.35 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-28 2027-05-28 N N N 0.0372 157198655.94 157198655.94 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BAXF9 2549001DPIFGXC1TOL40 US3130BAXF99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-06-04 2027-06-04 N N N 0.0374 228971127.68 228971127.68 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BB3P8 2549001DPIFGXC1TOL40 US3130BB3P85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-18 2027-02-18 N N N 0.0371 387500248.00 387500248.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.715000% 3130BB5K7 2549001DPIFGXC1TOL40 US3130BB5K70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-06-15 2027-06-15 N N N 0.0373 644988989.85 644988989.85 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130BB7E9 2549001DPIFGXC1TOL40 US3130BB7E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-20 2027-12-20 N N N 0.0377 499994990.00 499994990.00 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.695000% 3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-24 2026-12-24 N N N 0.0371 352895998.11 352895998.11 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.690000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-25 2026-11-25 N N N 0.0370 485700150.57 485700150.57 0.0022 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.705000% 3130BBA88 2549001DPIFGXC1TOL40 US3130BBA888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-18 2027-02-18 N N N 0.0372 363100577.33 363100577.33 0.0016 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-03 2028-01-03 N N N 0.0378 235796491.30 235796491.30 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-05 2028-01-05 N N N 0.0378 236596805.90 236596805.90 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130BBMR3 2549001DPIFGXC1TOL40 US3130BBMR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-24 2028-01-24 N N N 0.0377 145799378.89 145799378.89 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.755000% 3130BBNM3 2549001DPIFGXC1TOL40 US3130BBNM34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-27 2028-01-27 N N N 0.0377 288598660.90 288598660.90 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130BBPW9 2549001DPIFGXC1TOL40 US3130BBPW97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-29 2027-12-29 N N N 0.0376 291529727.17 291529727.17 0.0013 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.750000% 3130BBQT5 2549001DPIFGXC1TOL40 US3130BBQT59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-30 2027-12-30 N N N 0.0377 235999889.08 235999889.08 0.0011 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 0.0379 447450505.19 447450505.19 0.0020 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.495000% 313385F92 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-09-16 2026-09-16 2026-09-16 N N N 0.0365 453589171.22 453589171.22 0.0020 N N Y 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 0.0365 459166343.25 459166343.25 0.0021 N N Y 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 0.0369 179751973.66 179751973.66 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 0.0372 450995868.00 450995868.00 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 0.0372 944244378.00 944244378.00 0.0043 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.850000% 3133EP7F6 254900C5LP6DN9OP9V83 US3133EP7F65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-03-29 2027-03-29 N N N 0.0374 46638688.72 46638688.72 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.920000% 3133EPN76 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-18 2026-12-18 N N N 0.0370 28524975.98 28524975.98 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.972000% 3133ER2A8 254900C5LP6DN9OP9V83 US3133ER2A87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-27 2027-01-27 N N N 0.0386 100018623.00 100018623.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-03 2027-02-03 N N N 0.0373 106136192.83 106136192.83 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-16 2026-11-16 N N N 0.0370 133215499.15 133215499.15 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.745000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-12 2027-02-12 N N N 0.0377 225290965.47 225290965.47 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-07 2026-12-07 N N N 0.0371 119112331.61 119112331.61 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-20 2026-11-20 N N N 0.0370 243776821.55 243776821.55 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.845000% 3133ERDR9 254900C5LP6DN9OP9V83 US3133ERDR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-03 2027-05-03 N N N 0.0374 56452170.00 56452170.00 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-25 2026-11-25 N N N 0.0371 57293380.08 57293380.08 0.0003 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 2026-08-01 2026-11-02 2026-11-02 N N N 0.0372 189742566.78 189742566.78 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-02 2026-12-02 N N N 0.0371 62219511.52 62219511.52 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-08 2026-09-08 N N N 0.0374 66403033.82 66403033.82 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-18 2026-12-18 N N N 0.0376 247441009.02 247441009.02 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-02 2026-11-02 N N N 0.0375 175021372.75 175021372.75 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ERR86 254900C5LP6DN9OP9V83 US3133ERR860 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-06 2026-10-06 N N N 0.0375 50003629.50 50003629.50 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-08 2027-01-08 N N N 0.0373 339603870.03 339603870.03 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERRZ6 254900C5LP6DN9OP9V83 US3133ERRZ64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-04 2026-09-04 N N N 0.0374 129326754.38 129326754.38 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-14 2027-01-14 N N N 0.0373 70022351.70 70022351.70 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.972000% 3133ERU82 254900C5LP6DN9OP9V83 US3133ERU823 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-21 2027-01-21 N N N 0.0386 100017465.00 100017465.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERWF4 254900C5LP6DN9OP9V83 US3133ERWF46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-09 2026-10-09 N N N 0.0374 590672330.78 590672330.78 0.0027 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.972000% 3133ERX63 254900C5LP6DN9OP9V83 US3133ERX637 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-24 2026-11-24 N N N 0.0383 250049780.00 250049780.00 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-16 2026-09-16 N N N 0.0373 246919142.16 246919142.16 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.790000% 3133ERYG0 254900C5LP6DN9OP9V83 US3133ERYG01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-23 2026-10-23 N N N 0.0374 100014707.00 100014707.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ERYK1 254900C5LP6DN9OP9V83 US3133ERYK13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-21 2026-10-21 N N N 0.0374 405053310.15 405053310.15 0.0018 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-08-28 2026-08-28 N N N 0.0372 33101497.44 33101497.44 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-09-28 2027-09-28 N N N 0.0369 260198010.80 260198010.80 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133ET4U8 254900C5LP6DN9OP9V83 US3133ET4U87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-17 2027-12-17 N N N 0.0375 239993760.00 239993760.00 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-11-23 2027-11-23 N N N 0.0375 152993838.69 152993838.69 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 2026-08-01 2027-09-23 2027-09-23 N N N 0.0374 100020277.00 100020277.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-11-05 2027-11-05 N N N 0.0375 32994811.74 32994811.74 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.730000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-12 2028-01-12 N N N 0.0377 246905500.27 246905500.27 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 2026-08-01 2026-09-17 2026-09-17 N N N 0.0352 85615590.33 85615590.33 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.785000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-01 2027-10-01 N N N 0.0375 334749980.61 334749980.61 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-04-01 2027-04-01 N N N 0.0372 287710188.64 287710188.64 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-22 2027-10-22 N N N 0.0375 79682528.47 79682528.47 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.750000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-06-23 2027-06-23 N N N 0.0378 76090786.57 76090786.57 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-12 2027-05-12 N N N 0.0379 32991750.00 32991750.00 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-11 2027-08-11 N N N 0.0375 119545351.45 119545351.45 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.775000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-18 2027-08-18 N N N 0.0380 198383707.39 198383707.39 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETXF9 254900C5LP6DN9OP9V83 US3133ETXF92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-06-09 2027-06-09 N N N 0.0380 15998778.88 15998778.88 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133ETYC5 254900C5LP6DN9OP9V83 US3133ETYC52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-06-16 2027-06-16 N N N 0.0375 30009435.00 30009435.00 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 2026-08-01 2028-01-21 2028-01-21 N N N 0.0374 41311540.46 41311540.46 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 2026-08-01 2027-01-26 2027-01-26 N N N 0.0369 276898056.16 276898056.16 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-02 2028-02-02 N N N 0.0378 94971541.80 94971541.80 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-03 2028-01-03 N N N 0.0378 65971765.20 65971765.20 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-09 2028-02-09 N N N 0.0375 81558957.45 81558957.45 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-11 2028-02-11 N N N 0.0376 72999211.60 72999211.60 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-17 2028-02-17 N N N 0.0375 57006171.96 57006171.96 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-18 2028-01-18 N N N 0.0375 106999217.83 106999217.83 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-20 2027-05-20 N N N 0.0373 164878073.25 164878073.25 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-23 2028-02-23 N N N 0.0378 67974019.24 67974019.24 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-25 2028-02-25 N N N 0.0378 71971248.24 71971248.24 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-02 2028-03-02 N N N 0.0375 42999842.19 42999842.19 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.720000% 3133EWGF1 254900C5LP6DN9OP9V83 US3133EWGF15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-06 2027-12-06 N N N 0.0375 28994784.06 28994784.06 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-11 2028-01-11 N N N 0.0377 16992295.60 16992295.60 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-13 2028-03-13 N N N 0.0375 150503879.89 150503879.89 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-16 2028-03-16 N N N 0.0375 87001630.38 87001630.38 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.700000% 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-07-20 2027-07-20 N N N 0.0375 150455090.80 150455090.80 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-24 2028-03-24 N N N 0.0375 77002036.65 77002036.65 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.735000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-27 2028-03-27 N N N 0.0378 99258846.11 99258846.11 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWJW1 254900C5LP6DN9OP9V83 US3133EWJW11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-09-27 2027-09-27 N N N 0.0373 79198912.58 79198912.58 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-26 2027-05-26 N N N 0.0372 174387448.43 174387448.43 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-27 2027-08-27 N N N 0.0373 66999850.59 66999850.59 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-08 2027-10-08 N N N 0.0373 167098360.75 167098360.75 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.705000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-07-16 2027-07-16 N N N 0.0372 101398732.50 101398732.50 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.685000% 3133EWLS7 254900C5LP6DN9OP9V83 US3133EWLS70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-01-21 2027-01-21 N N N 0.0369 125006368.75 125006368.75 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.690000% 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-02-01 2027-02-01 N N N 0.0371 119999942.40 119999942.40 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133EWUU2 254900C5LP6DN9OP9V83 US3133EWUU26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-02 2027-12-02 N N N 0.0376 132020391.36 132020391.36 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133EWUV0 254900C5LP6DN9OP9V83 US3133EWUV09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-01 2028-03-01 N N N 0.0377 32911496.25 32911496.25 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.760000% 3133EWVZ0 254900C5LP6DN9OP9V83 US3133EWVZ04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-14 2028-01-14 N N N 0.0378 24299876.07 24299876.07 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWWM8 254900C5LP6DN9OP9V83 US3133EWWM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-20 2027-10-20 N N N 0.0376 58199960.42 58199960.42 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.725000% 3133EWXR6 254900C5LP6DN9OP9V83 US3133EWXR69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-07 2027-09-07 2027-09-07 N N N 0.0371 86995329.84 86995329.84 0.0004 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAJN4 S6XOOCT0IEG5ABCC6L87 US3134HAJN48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-04 2026-09-04 N N N 0.0373 599335286.78 599335286.78 0.0027 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-23 2026-09-23 N N N 0.0374 578048390.16 578048390.16 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-16 2026-10-16 N N N 0.0377 416331314.08 416331314.08 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.745000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-05-05 2027-05-05 N N N 0.0379 725427186.19 725427186.19 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.770000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-11 2027-08-11 N N N 0.0375 95636281.16 95636281.16 0.0004 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.775000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-08-25 2027-08-25 N N N 0.0375 545562872.77 545562872.77 0.0025 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.780000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-09-02 2027-09-02 N N N 0.0375 143271800.48 143271800.48 0.0006 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-09-22 2027-09-22 N N N 0.0375 477110458.78 477110458.78 0.0021 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-06 2027-10-06 N N N 0.0374 478581063.23 478581063.23 0.0022 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.790000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-10-14 2027-10-14 N N N 0.0374 190155125.50 190155125.50 0.0009 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.785000% 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-08-21 2026-08-21 N N N 0.0361 589252232.58 589252232.58 0.0027 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07K3 B1V7KEBTPIMZEU4LTD58 US3135G07K39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-09-11 2026-09-11 N N N 0.0370 530858568.47 530858568.47 0.0024 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-10-23 2026-10-23 N N N 0.0374 91713117.69 91713117.69 0.0004 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-11-20 2026-11-20 N N N 0.0371 713706784.97 713706784.97 0.0032 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.790000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2026-12-11 2026-12-11 N N N 0.0374 126129344.73 126129344.73 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2027-12-22 2027-12-22 N N N 0.0378 413436065.50 413436065.50 0.0019 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.730000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-01-07 2028-01-07 N N N 0.0377 319507031.56 319507031.56 0.0014 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.740000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-02-02 2028-02-02 N N N 0.0378 293211790.03 293211790.03 0.0013 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-01 2028-03-06 2028-03-06 N N N 0.0379 344606943.03 344606943.03 0.0016 N N N 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 0.0365 1300639691.00 1300639691.00 0.0059 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.656000% 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 2126544798.49 2126544798.49 0.0096 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 0.0375 3578919779.23 3578919779.23 0.0161 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 0.0366 1204592523.94 1204592523.94 0.0054 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0367 1370190220.66 1370190220.66 0.0062 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 0.0366 797728177.17 797728177.17 0.0036 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 0.0377 757830379.72 757830379.72 0.0034 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 0.0375 3835924203.08 3835924203.08 0.0173 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 0.0376 5197896996.83 5197896996.83 0.0234 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 0.0376 625838319.04 625838319.04 0.0028 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 0.0380 2177695494.27 2177695494.27 0.0098 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 0.0366 4013558018.65 4013558018.65 0.0181 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.723000% 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 3741051540.00 3741051540.00 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 189445173.40 189445173.40 0.0009 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 0.0381 3364491488.01 3364491488.01 0.0151 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.795000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 3721524052.81 3721524052.81 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.830000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0389 166314107.94 166314107.94 0.0007 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.860000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 323139313.44 323139313.44 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.736500% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 1062608030.35 1062608030.35 0.0048 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 0.0403 109527070.31 109527070.31 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 0.0382 370636047.58 370636047.58 0.0017 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 0.0389 283897208.11 283897208.11 0.0013 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 1237403934.64 1237403934.64 0.0056 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 0.0400 557414502.43 557414502.43 0.0025 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 0.0401 132211822.50 132211822.50 0.0006 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 0.0393 818865990.12 818865990.12 0.0037 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 0.0380 1797182317.84 1797182317.84 0.0081 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 0.0386 482282793.16 482282793.16 0.0022 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 0.0389 938097753.67 938097753.67 0.0042 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 0.0398 2108370498.70 2108370498.70 0.0095 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 0.0404 2141210010.97 2141210010.97 0.0096 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 0.0382 663483401.73 663483401.73 0.0030 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 0.0389 338308812.55 338308812.55 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 1395540043.52 1395540043.52 0.0063 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 0.0389 327978745.32 327978745.32 0.0015 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 0.0384 2370275850.68 2370275850.68 0.0107 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 0.0392 956018833.52 956018833.52 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.057000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-01 2026-10-31 2026-10-31 N N N 0.0385 1635364219.87 1635364219.87 0.0074 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 0.0389 3806160089.56 3806160089.56 0.0171 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 0.0395 1698615267.13 1698615267.13 0.0076 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 0.0398 225013712.05 225013712.05 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.950000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-01 2027-01-31 2027-01-31 N N N 0.0384 1799831772.89 1799831772.89 0.0081 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 0.0404 177631319.68 177631319.68 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 0.0403 949504683.67 949504683.67 0.0043 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.012000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-01 2027-04-30 2027-04-30 N N N 0.0384 611841744.75 611841744.75 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.758500% 91282CMY4 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3140XGES4 2048-10-01 4.000000 0.00 1600000.00 863730.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGFY0 2052-03-01 2.500000 0.00 14000.00 8179.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3.000000 0.00 11000.00 7123.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHGT8 2052-05-01 3.000000 0.00 131000.00 80049.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHLY1 2052-06-01 3.500000 0.00 49000.00 31490.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHSK4 2052-02-01 2.500000 0.00 13000.00 8096.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHVB0 2052-07-01 5.000000 0.00 200000.00 129163.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHYV3 2052-06-01 5.000000 0.00 17329526.00 8735613.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.500000 0.00 132000.00 94495.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJPE7 2052-09-01 5.000000 0.00 435000.00 281808.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XJU50 2052-05-01 2.500000 0.00 380010.00 230815.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XK2K5 2052-04-01 3.000000 0.00 654000.00 462611.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKLL2 2053-02-01 5.500000 0.00 500000.00 344703.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKP38 2053-03-01 5.500000 0.00 35000.00 24136.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKRQ5 2052-11-01 5.000000 0.00 2200000.00 1492797.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XKSW1 2053-03-01 6.000000 0.00 100000.00 68142.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XL5D6 2053-07-01 6.000000 0.00 35000.00 18418.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U9RE0 2056-03-01 5.500000 0.00 6632537.00 6192083.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UGC67 2056-04-01 6.000000 0.00 1408483.00 1463673.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128M9NE8 2042-11-01 3.000000 0.00 8000.00 1219.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MJXJ4 2045-12-01 3.000000 0.00 1000.00 129.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MJYP9 2046-08-01 4.000000 0.00 18000.00 1997.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MJZM5 2047-02-01 3.000000 0.00 37000.00 7044.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MMW74 2032-12-01 2.500000 0.00 326000.00 39492.37 Agency Mortgage-Backed 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Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q83U7 2048-05-01 4.500000 0.00 3359000.00 350875.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q8C94 2048-01-01 3.500000 0.00 196000.00 51880.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q94L4 2048-11-01 4.000000 0.00 18000.00 4216.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X6TF8 2050-03-01 3.000000 0.00 1700000.00 321944.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X6Z46 2033-12-01 3.500000 0.00 355000.00 58461.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4.000000 0.00 1147000.00 157038.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X8PP6 2048-03-01 3.500000 0.00 84788000.00 23388228.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X8PR2 2050-11-01 2.500000 0.00 3941092.00 2068173.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X9SV8 2051-02-01 2.500000 0.00 100000.00 48656.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XA4L3 2048-08-01 4.500000 0.00 100000.00 34981.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XABZ4 2050-08-01 4.500000 0.00 206000.00 52533.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAG97 2051-03-01 2.500000 0.00 680000.00 297604.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAVW9 2051-04-01 2.000000 0.00 1704300.00 858684.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBAB6 2051-05-01 2.000000 0.00 42100000.00 22591894.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBD49 2047-07-01 4.500000 0.00 97000.00 37362.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBJ92 2035-03-01 3.000000 0.00 663563.00 119936.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBP87 2048-05-01 4.500000 0.00 3000.00 1279.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBX62 2051-07-01 2.500000 0.00 100000.00 52778.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCLS5 2051-09-01 2.500000 0.00 18514491.00 11321246.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCSA7 2050-02-01 4.500000 0.00 430000.00 153845.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCXH6 2051-09-01 2.500000 0.00 374000.00 211609.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD3X2 2051-11-01 2.000000 0.00 69000.00 39300.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD6N1 2051-12-01 2.500000 0.00 48000.00 28638.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD7H3 2050-10-01 4.500000 0.00 20000.00 10910.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFAR2 2050-01-01 4.000000 0.00 26000.00 12540.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFPZ8 2052-01-01 2.500000 0.00 240000.00 136116.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFU74 2052-02-01 2.500000 0.00 630000.00 372480.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFWK3 2051-12-01 2.500000 0.00 1500000.00 872995.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KLW2 2037-08-01 5.500000 0.00 295000.00 3897.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KXB5 2035-09-01 5.000000 0.00 915100.00 11384.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KXV1 2038-06-01 5.500000 0.00 16548000.00 129296.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411YHC0 2037-05-01 6.000000 0.00 2080000.00 43926.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413AER0 2037-06-01 5.500000 0.00 340000.00 714.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BTW1 2037-06-01 5.500000 0.00 4595726.00 11033.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BYC9 2037-07-01 6.000000 0.00 230000.00 1580.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMQT6 2053-01-01 4.500000 0.00 250000.00 195930.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMQX7 2053-04-01 4.500000 0.00 22000.00 16229.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XN3Z5 2054-02-01 5.500000 0.00 20000.00 15256.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409XBT5 2036-09-01 5.500000 0.00 55222.00 3419.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A0MB2 2053-11-01 5.500000 0.00 110000.00 92141.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A7BC7 2054-04-01 5.000000 0.00 1556207.00 1467996.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ABHY4 2054-05-01 6.000000 0.00 6800000.00 5238207.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ABZR9 2054-05-01 5.500000 0.00 75760.00 59400.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AMNF4 2054-09-01 5.000000 0.00 391900.00 353190.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ASRA8 2054-11-01 4.500000 0.00 2202562.00 1654859.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AUXP3 2054-12-01 4.500000 0.00 10000.00 9208.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ENHP7 2029-04-01 2.500000 0.00 1050000.00 41009.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0BS3 2053-09-01 5.500000 0.00 200000.00 157343.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31385XNR4 2033-10-01 5.500000 0.00 112672.00 428.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138A6S27 2041-02-01 5.500000 0.00 3116152.00 70223.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138AN4F7 2026-08-25 4.000000 0.00 4718592.00 452.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138E0SD2 2026-12-01 3.000000 0.00 20000.00 36.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138E1BR7 2026-12-01 3.500000 0.00 360000.00 620.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EG3S1 2040-05-01 6.500000 0.00 375656.00 6747.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EGXA7 2041-07-01 5.000000 0.00 450000.00 34843.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EJ4P0 2039-06-01 5.000000 0.00 2518504.00 77970.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EJDE5 2026-08-25 4.500000 0.00 944000.00 5.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EL3G6 2026-08-25 4.000000 0.00 5767168.00 874.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ELN33 2043-07-01 3.500000 0.00 370000.00 63218.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EMAC5 2028-11-01 4.000000 0.00 78000.00 1720.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EN3N7 2029-02-01 4.000000 0.00 32768.00 10.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X0Y36 2043-07-01 3.000000 0.00 5692000.00 799170.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X14D5 2028-08-01 2.500000 0.00 875000.00 24786.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X6M36 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S6XOOCT0IEG5ABCC6L87 3137HNYE2 2055-12-25 1.833900 0.00 99900000.00 6104283.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP5M1 2055-12-25 1.933900 0.00 114228252.00 4389108.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6N8 2051-11-25 5.500000 0.00 2752763.00 432721.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6P3 2055-12-25 1.933900 0.00 212754177.00 9206097.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6Z1 2055-12-25 1.933900 0.00 235732446.00 9734180.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BGZC6 2040-05-15 2.184800 0.00 70063621.00 191858.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BM5V4 2041-05-15 5.000000 0.00 33523200.00 422240.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.650000% 930PNG000 ZBUT11V806EZRVTWT807 0001168163 930PNG000_3.65_0803 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 3140W63J9 2056-07-01 5.500000 0.00 86449408.00 86632439.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W64K5 2056-07-01 5.000000 0.00 95298048.00 92321235.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W65E8 2049-05-01 3.500000 0.00 36334336.00 32837479.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W66D9 2056-07-01 6.500000 0.00 25160000.00 26215766.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W54E1 2056-04-01 5.000000 0.00 140689408.00 136394052.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W54T8 2053-12-01 3.500000 0.00 67204736.00 58454192.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W43W5 2055-11-01 7.000000 0.00 44697000.00 36067897.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NBY21 2053-04-01 6.000000 0.00 88000.00 48918.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6MB5 2054-06-01 6.500000 0.00 185749760.00 180004145.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416AWL0 2038-11-01 5.500000 0.00 213131776.00 1772188.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416BL63 2038-02-01 5.500000 0.00 9470000.00 107852.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402RUW7 2035-11-01 5.500000 0.00 3270000.00 23019.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402YF25 2033-10-01 5.500000 0.00 1000000.00 15511.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KNKM9 2050-10-01 2.500000 0.00 750000.00 338644.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L6A38 2051-04-01 2.500000 0.00 900000.00 502366.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140M5XE0 2053-10-01 6.000000 0.00 3943288.00 3907915.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QDA53 2035-03-01 2.500000 0.00 6630104.00 1740414.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EBQ2 2052-02-01 1.500000 0.00 1695934.00 1037437.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EJ50 2052-10-01 4.000000 0.00 78000.00 55311.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNKT0 2052-06-01 2.000000 0.00 8703040.00 6011108.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNQ80 2054-01-01 6.500000 0.00 4700000.00 2741319.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D6A5 2051-11-01 1.500000 0.00 25206784.00 14869407.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DDP4 2034-06-01 2.500000 0.00 245000.00 22589.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418F3F2 2056-07-01 7.500000 0.00 10465600.00 11159615.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UJAA4 2056-06-01 4.500000 0.00 9039072.00 8446807.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U07B7 2056-01-01 5.500000 0.00 4932184.00 4793663.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U6K94 2056-03-01 5.500000 0.00 4785240.00 4547394.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U7F23 2056-03-01 5.500000 0.00 1222080.00 1224613.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FLT2 2055-06-01 6.500000 0.00 435377664.00 290234250.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FRH2 2040-11-01 5.500000 0.00 87069056.00 70401997.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FWW3 2041-05-01 4.500000 0.00 163057152.00 154957076.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2.000000 0.00 1450000.00 798179.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MV4V7 2041-07-01 5.000000 0.00 1785884.00 1791730.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XH4E4 2052-08-01 5.000000 0.00 250000.00 173208.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCE64 2041-04-01 5.000000 0.00 2897844.00 2871853.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UCJ69 2056-04-01 4.500000 0.00 12865696.00 12170790.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UD6Z7 2056-05-01 5.000000 0.00 12739680.00 12402877.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UF6L3 2056-05-01 6.000000 0.00 5660880.00 5796579.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UF6N9 2056-05-01 6.000000 0.00 10311968.00 10388310.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UG6N7 2056-06-01 6.000000 0.00 5546712.00 5646511.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X8UG0 2035-12-01 2.500000 0.00 2400000.00 824767.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFGC9 2052-01-01 2.500000 0.00 7441000.00 4303658.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KEM2 2038-04-01 5.500000 0.00 380315520.00 2024391.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AAQ67 2054-03-01 6.000000 0.00 100000.00 79089.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31391AJX8 2031-11-01 6.000000 0.00 4933634.00 46338.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BYRF3 2055-09-01 7.000000 0.00 1137688.00 1192938.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVU62 2046-08-01 4.000000 0.00 2840000.00 670368.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H7TP2 2048-04-01 4.000000 0.00 349773.00 35479.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W1B77 2049-07-01 3.000000 0.00 59628000.00 46729295.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BURP9 2055-11-01 5.500000 0.00 253000.00 251454.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8DM2 2047-04-01 2.500000 0.00 444211.00 115545.29 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 1310000000.00 1310000000.00 0.0059 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.639900% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 3158393600.00 3268598033.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 420325100.00 423771765.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 1094182400.00 1098232242.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 1093696000.00 1101630274.41 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 1704146000.00 1796881799.13 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BW2 2029-02-15 NA 0.00 560500.00 504035.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 240215200.00 239853435.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 42438700.00 42968905.13 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 7816118000.00 7816118000.00 0.0352 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.660000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.66_0820 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 784552800.00 953700079.43 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-07 2026-08-07 N N N 0.0359 935000000.00 935000000.00 0.0042 N N N N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.639900% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.64_0803 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 912810TZ1 2044-02-15 4.500000 0.00 111245700.00 104780696.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 220876400.00 184575126.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 1445300.00 1432402.96 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 285000000.00 285000000.00 0.0013 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.650000% 930RFC004 VYVVCKR63DVZZN70PB21 0000072971 930RFC004_3.65_0803 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 3132DSUT7 2053-08-01 5.500000 0.00 800000.00 623826.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DSWC2 2054-04-01 6.000000 0.00 1000000.00 698011.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.500000 0.00 12388.00 9559.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CUD37 2054-09-01 5.000000 0.00 954109.00 907174.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CVSA3 2054-10-01 6.000000 0.00 12486500.00 10397441.80 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329JL39 2042-09-01 3.500000 0.00 124000.00 10255.90 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KSK1 2033-11-01 4.000000 0.00 930000.00 69332.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KXH2 2037-11-01 3.000000 0.00 16900000.00 1902043.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CMUX0 2054-01-01 7.500000 0.00 370832.00 124902.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPFY9 2052-12-01 5.500000 0.00 50125.00 38427.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPGH5 2052-11-01 4.500000 0.00 1456000.00 1021497.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPRB6 2052-01-01 3.500000 0.00 415000.00 252403.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GSNS3 2054-08-01 5.500000 0.00 2006000.00 1585978.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GSP44 2054-08-01 5.500000 0.00 914000.00 806366.97 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUBB8 2055-03-01 7.000000 0.00 11899000.00 9191006.87 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUBW2 2055-03-01 6.000000 0.00 2000000.00 1344403.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVKZ3 2055-09-01 6.500000 0.00 46038514.00 39253337.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DUGC5 2051-06-01 1.500000 0.00 112886.00 74554.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3.000000 0.00 354000.00 88682.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVD44 2054-12-01 5.000000 0.00 5092000.00 4246638.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.500000 0.00 928000.00 165773.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVMM4 2053-06-01 5.000000 0.00 300000000.00 217714898.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWAD5 2050-11-01 1.500000 0.00 670000.00 339743.06 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBR3 2051-05-01 3.000000 0.00 94000.00 39263.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWC35 2052-01-01 3.000000 0.00 898511.00 512852.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWCK7 2051-10-01 3.000000 0.00 500000.00 256456.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWD34 2052-06-01 4.000000 0.00 100000.00 68509.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWDY6 2052-06-01 2.500000 0.00 987301.00 640881.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWEH2 2052-08-01 3.500000 0.00 25823109.00 17965633.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.500000 0.00 17000.00 11675.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWHH9 2053-06-01 6.000000 0.00 3258000.00 1921091.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKE2 2054-01-01 4.500000 0.00 1074551.00 887059.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWLS0 2054-06-01 5.000000 0.00 786365.00 656817.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWML4 2054-09-01 6.000000 0.00 66872000.00 38384120.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWNE9 2054-12-01 4.500000 0.00 215824.00 185869.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWNZ2 2055-02-01 6.500000 0.00 3000.00 1597.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0DS8 2053-08-01 6.500000 0.00 1000000.00 674559.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0F49 2053-08-01 5.000000 0.00 300000.00 248726.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329NKZ0 2047-02-01 3.000000 0.00 2504000.00 672162.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329PQW6 2048-11-01 4.000000 0.00 405000.00 15234.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A07A8 2035-07-01 5.000000 0.00 15521063.00 119763.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A35V8 2042-08-01 3.500000 0.00 232000.00 25667.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A3FM7 2038-01-01 5.500000 0.00 65000.00 974.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A3QG8 2040-04-01 5.000000 0.00 201000.00 5719.87 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.500000 0.00 100000.00 5074.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A4LW6 2041-12-01 5.000000 0.00 765000.00 50374.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3.000000 0.00 17000.00 1816.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A5E35 2046-03-01 3.000000 0.00 71513.00 8564.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A5EB7 2045-09-01 3.500000 0.00 27000.00 2253.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132A94F1 2028-04-01 7.000000 0.00 597060.00 1276.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132AANX8 2041-06-01 5.500000 0.00 75175.00 6707.00 Agency Mortgage-Backed Securities FREDDIE MAC 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GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378JAC6 2043-02-16 1.730400 0.00 35091584.00 113148.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378KCX5 2054-06-16 0.237300 0.00 107782560.00 341576.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HK26 2065-07-16 0.750600 0.00 3066000.00 159260.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HMA6 2063-11-16 0.381000 0.00 211332000.00 6563215.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HNF4 2064-07-16 0.317400 0.00 225298000.00 5902999.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382VAV1 2051-06-20 0.178600 0.00 12000000.00 129864.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382WAR8 2051-07-20 2.515900 0.00 10440192.00 712151.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XGD1 2051-08-20 NA 0.00 9000000.00 24441.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XJ97 2051-09-20 3.000000 0.00 27651000.00 1731678.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XY74 2051-09-20 NA 0.00 73814272.00 315387.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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549300M8ZYFG0OCMTT87 38384VKC0 2054-07-20 2.278600 0.00 57668672.00 1803172.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VLT2 2064-08-20 2.278600 0.00 120000000.00 1082316.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VLX3 2054-08-20 3.028600 0.00 45220096.00 1130807.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VLZ8 2064-08-20 1.528600 0.00 75000000.00 513185.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VVT1 2054-11-20 0.100000 0.00 223702528.00 327325.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384W4Z5 2054-09-20 1.178600 0.00 76260080.00 2442017.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384W5K7 2054-09-20 1.178600 0.00 200000000.00 3978633.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGN31 2051-09-25 2.500000 0.00 14054448.00 8851083.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGP47 2051-07-25 3.000000 0.00 19999968.00 1896236.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGV99 2051-09-25 2.500000 0.00 74461200.00 2904941.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVX0 2051-11-25 3.000000 0.00 44997376.00 4212572.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKU42 2052-01-25 3.500000 0.00 33691776.00 3762787.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLFH8 2052-02-25 NA 0.00 99790000.00 334528.56 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BLP95 2030-05-25 0.440800 0.00 67000000.00 130730.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BM5F1 2052-06-25 2.483900 0.00 50000000.00 2338552.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMAH1 2052-03-25 3.000000 0.00 2000000.00 1557063.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMHC5 2052-04-25 3.500000 0.00 2000000.00 1787507.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMN20 2052-06-25 NA 0.00 30000000.00 83757.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMYU6 2052-05-25 NA 0.00 30613408.00 121982.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.500000 0.00 4637584.00 4551268.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2K6 2053-05-25 1.883900 0.00 48859712.00 1010084.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPMQ1 2052-12-25 6.000000 0.00 4415368.00 5636404.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPZE4 2053-02-25 5.000000 0.00 2900368.00 2967063.98 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BQDF3 2028-07-25 NA 0.00 724996096.00 515670.78 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F84K6 2049-01-25 2.628900 0.00 9800000.00 946364.26 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F8ZY2 2049-02-25 2.625700 0.00 32364000.00 3196885.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9B75 2051-01-25 3.000000 0.00 35859000.00 3289009.79 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F9Z20 2049-02-25 2.618700 0.00 29818000.00 2969194.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FBVJ2 2038-09-15 5.000000 0.00 12014272.00 288098.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FC4R2 2047-12-15 3.000000 0.00 8617264.00 6078293.61 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FCJN5 2027-12-25 2.042200 0.00 14642000.00 401202.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FDDG4 2048-01-15 3.500000 0.00 7000000.00 5789135.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FEZD5 2048-06-15 2.460100 0.00 56250000.00 564844.44 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FG7A7 2046-05-25 2.228300 0.00 32193792.00 1186275.14 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FJKH1 2046-10-25 2.214000 0.00 14982528.00 719371.35 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FJXY0 2046-11-25 2.293100 0.00 16102460.00 815443.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FKUW4 2036-01-15 6.000000 0.00 26603424.00 1014204.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FMPT3 2039-07-25 3.500000 0.00 40267200.00 959855.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FN4W7 2048-09-15 4.000000 0.00 562500.00 5506.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FNQY9 2039-09-25 3.500000 0.00 12464448.00 361091.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPXT7 2047-10-15 2.260100 0.00 74866304.00 1302941.00 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FQK93 2026-09-25 0.696400 0.00 289222656.00 222330.01 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FQKR3 2046-12-25 1.853100 0.00 551000.00 30958.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQWA7 2053-04-15 NA 0.00 4340000.00 1277833.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FRG96 2039-04-25 3.000000 0.00 17325500.00 186987.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUFA7 2050-01-25 2.369400 0.00 98595840.00 2353260.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUH56 2050-07-25 2.500000 0.00 38175296.00 2268908.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV2S0 2047-12-15 0.150000 0.00 7464136.00 11647.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FV3D2 2043-03-15 0.373100 0.00 39666304.00 185330.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379CY34 2044-07-16 5.500000 0.00 109284992.00 748572.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379DBH6 2044-07-20 2.415900 0.00 41322624.00 166796.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379F3Y3 2045-05-20 3.500000 0.00 2500000.00 1874219.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379FBQ1 2045-10-20 1.935900 0.00 43805824.00 209949.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379FCP2 2045-10-20 2.138800 0.00 16006048.00 54501.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379FFH7 2045-11-20 2.138800 0.00 17885152.00 45799.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379HXG5 2044-12-20 2.138800 0.00 16131168.00 63930.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379HYC3 2044-12-20 2.415900 0.00 29461760.00 165935.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379JR37 2045-03-20 6.000000 0.00 33925120.00 464417.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379K5Z7 2057-12-16 0.717600 0.00 200046000.00 1725217.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KC97 2057-07-16 0.459100 0.00 97075840.00 717225.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KDX3 2049-09-16 1.390900 0.00 41422848.00 40581.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KJ74 2057-07-16 0.665900 0.00 128725000.00 1299708.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KJC3 2056-12-16 0.414200 0.00 86996608.00 103700.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KWW4 2056-10-16 0.276400 0.00 100000000.00 452858.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KX60 2057-07-16 0.716600 0.00 185404480.00 1600918.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LR73 2045-05-20 4.500000 0.00 17715744.00 427882.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LTN6 2043-08-20 5.500000 0.00 5471470.00 5835.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NJK9 2045-06-20 2.138800 0.00 16748032.00 67226.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NLF7 2043-09-20 6.000000 0.00 35697088.00 553634.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379QRK3 2045-09-20 2.138800 0.00 17018360.00 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Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H9JK6 2054-11-25 4.380900 0.00 20180000.00 4421694.69 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H9PE3 2055-01-25 4.681900 0.00 7217320.00 1738252.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HAZ74 2053-11-25 0.050000 0.00 64847744.00 95784.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBDQ4 2054-01-25 2.833900 0.00 15000000.00 248947.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBF58 2054-01-15 2.260100 0.00 114609024.00 5923229.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBQ56 2054-03-25 0.050000 0.00 75000000.00 81105.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBW67 2049-09-25 5.500000 0.00 5000000.00 1008877.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3C4 2051-06-25 4.000000 0.00 16086752.00 2624553.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HCQA3 2054-05-25 3.533900 0.00 38559232.00 1491720.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDES5 2054-06-25 2.333900 0.00 70000000.00 1594778.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDFY1 2054-06-25 2.083900 0.00 50000000.00 937925.66 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG61 2054-06-25 0.050000 0.00 24993792.00 12141.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG87 2054-06-25 0.050000 0.00 24993792.00 9992.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDGA2 2054-06-25 2.923900 0.00 50000000.00 1218936.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HDYJ3 2054-07-25 3.483900 0.00 51872384.00 1679854.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYL8 2054-07-25 6.500000 0.00 60444992.00 4708491.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYN4 2054-06-25 1.533900 0.00 168074752.00 5016411.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYQ7 2054-07-25 2.883900 0.00 58676000.00 1673195.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZ86 2054-08-25 2.833900 0.00 50000000.00 1117534.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZB9 2054-07-25 2.283900 0.00 50000000.00 1059123.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381AD60 2043-07-20 0.158900 0.00 17313792.00 16949.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381ASE7 2048-10-20 2.415900 0.00 39736704.00 593282.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381AWV4 2048-11-20 2.415900 0.00 38751424.00 566203.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381AXN1 2048-11-20 2.415900 0.00 52186688.00 984298.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381B3N2 2049-02-20 2.265900 0.00 56361920.00 984713.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381BP32 2049-01-20 2.315900 0.00 45476720.00 460048.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DBP4 2063-08-16 0.867500 0.00 303501000.00 15104328.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DD56 2063-11-16 1.043500 0.00 15000000.00 1008844.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DFX3 2061-04-16 0.791400 0.00 12200000.00 593659.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DJK7 2061-05-16 0.840900 0.00 15400000.00 712638.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DKS8 2063-06-16 0.966500 0.00 300000000.00 16811250.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DND8 2063-11-16 0.876300 0.00 16300000.00 958742.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DQT0 2062-10-16 0.849200 0.00 20750000.00 1011324.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DT91 2063-10-16 0.949400 0.00 252959000.00 14858787.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DUB4 2063-06-16 0.983200 0.00 267966000.00 16371567.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DUJ7 2062-10-16 0.989200 0.00 9350000.00 468229.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DW22 2063-05-16 0.993600 0.00 15050000.00 939693.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DXT2 2063-02-16 0.987800 0.00 15875000.00 1046755.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DZY9 2063-10-16 0.966800 0.00 237500000.00 14006302.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381E6V5 2064-07-16 0.556300 0.00 125000000.00 4942157.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381E7A0 2062-12-16 0.876900 0.00 93704800.00 6282393.70 Agency 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0.707900 0.00 85128960.00 814900.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380N8S1 2062-01-16 0.884500 0.00 17000000.00 459819.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NCA5 2060-08-16 3.000000 0.00 2000000.00 176644.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NHL6 2061-06-16 0.769100 0.00 100514048.00 1694976.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NKY4 2061-07-16 0.697700 0.00 38018720.00 694096.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NLV9 2061-06-16 0.732600 0.00 133131008.00 3461361.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NRV3 2061-07-16 1.004600 0.00 75398528.00 1461744.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NTH2 2061-11-16 0.670500 0.00 91023616.00 1614384.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P2F0 2062-06-16 0.885100 0.00 8500000.00 286208.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P3C6 2062-10-16 0.695300 0.00 285230080.00 10803794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P5Q3 2062-09-16 0.850900 0.00 12200000.00 556009.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFR0 2054-11-25 0.010000 0.00 599998464.00 87732.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFS8 2054-06-25 0.010000 0.00 1094238208.00 208161.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKW75 2055-04-25 1.683900 0.00 40000000.00 786848.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLC75 2055-05-25 1.283900 0.00 113686912.00 2821618.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.383900 0.00 66669184.00 3813503.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLPE6 2055-06-25 1.433900 0.00 160028928.00 5563731.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTG7 2055-06-25 1.383900 0.00 150000000.00 4435282.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ54 2055-07-25 1.483900 0.00 150202112.00 6154791.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ70 2055-07-25 2.283900 0.00 161878528.00 6526933.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMKV1 2055-08-25 2.183900 0.00 68503936.00 4558997.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLH1 2055-06-25 0.683900 0.00 285000000.00 2231191.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLJ7 2055-08-25 2.333900 0.00 53720576.00 3866550.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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4.000000 0.00 9366750.00 24502.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVUB3 2047-03-25 2.369400 0.00 76362880.00 916689.68 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AW7K7 2027-05-25 0.086000 0.00 484999168.00 70141.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWBY2 2047-04-25 6.000000 0.00 18688928.00 476687.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWFD4 2039-05-25 2.369400 0.00 244333312.00 2779522.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXUK9 2047-08-25 0.219400 0.00 100000000.00 250714.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYQL0 2047-11-25 6.500000 0.00 22956736.00 923896.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYXT5 2047-11-25 2.459400 0.00 46035904.00 632785.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B05J1 2042-04-25 0.490700 0.00 16684896.00 46157.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0KV7 2048-01-25 2.519400 0.00 55174464.00 848727.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0P26 2048-02-25 2.469400 0.00 47510144.00 920011.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UE85 2058-05-16 0.758900 0.00 85872384.00 590265.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UFB7 2057-12-16 0.782800 0.00 104310144.00 816826.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UHJ8 2058-03-16 0.736900 0.00 55340544.00 271266.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UJ98 2058-05-16 0.874800 0.00 151204000.00 1546147.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UNY8 2058-03-16 0.732100 0.00 104532320.00 669510.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UQ25 2058-05-16 0.728200 0.00 116062720.00 1539817.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UWM4 2058-03-16 0.984600 0.00 104827008.00 1262586.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UX35 2058-06-16 0.739200 0.00 170005504.00 2424533.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UXP6 2058-05-16 0.853400 0.00 123138048.00 1176955.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379VPB4 2046-02-20 2.138800 0.00 17548832.00 106984.89 Agency Mortgage-Backed 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1222601.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385C6A1 2055-02-20 0.628600 0.00 500000000.00 3191733.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385C6E3 2054-04-20 0.100000 0.00 56991744.00 45466.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CE61 2055-02-20 1.628600 0.00 75000000.00 892563.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CJ58 2055-02-20 1.728600 0.00 139664128.00 2383196.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385D7F7 2055-03-20 2.428600 0.00 37500000.00 2495485.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385DJL1 2055-02-20 1.578600 0.00 200000000.00 6567372.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385E2F0 2055-04-20 0.978600 0.00 100000000.00 982829.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EAS3 2055-03-20 4.671400 0.00 50000000.00 32503790.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EC85 2055-03-20 2.978600 0.00 40000000.00 2620018.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385ED76 2055-03-20 0.878600 0.00 200000000.00 1711631.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EG57 2065-02-20 0.150000 0.00 104712064.00 349725.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EJ47 2050-06-20 0.115800 0.00 36494912.00 153565.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EQF4 2055-03-20 0.878600 0.00 116666624.00 998451.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EZJ6 2055-02-20 3.578600 0.00 50000000.00 1569288.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EZM9 2055-03-20 1.778600 0.00 63235968.00 2939030.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Tri Party Repo - BNYM Fixed Income Clearing Corp. 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Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CDS54 2053-09-01 5.500000 0.00 9000.00 5479.52 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CFCJ6 2053-09-01 5.000000 0.00 8001.00 5394.80 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CGR82 2053-11-01 6.500000 0.00 9000.00 6615.66 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CGYP6 2053-10-01 5.500000 0.00 9000.00 5592.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133D0J51 2054-11-01 5.000000 0.00 9000.00 6955.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ERP46 2046-11-01 3.500000 0.00 2000.00 415.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0YF6 2052-08-01 5.000000 0.00 1000.00 929.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1K51 2052-09-01 5.000000 0.00 3018.00 2246.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1KY8 2052-09-01 5.000000 0.00 1000.00 493.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1Q89 2052-10-01 5.000000 0.00 15000.00 8350.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1WV1 2052-10-01 5.000000 0.00 4000.00 2896.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2X52 2036-05-01 4.615000 0.00 1000.00 982.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1XL2 2052-09-01 5.000000 0.00 1000.00 511.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1XR9 2052-09-01 5.000000 0.00 1000.00 737.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N1XZ1 2052-09-01 5.000000 0.00 1000.00 928.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N25G2 2052-09-01 5.000000 0.00 1000.00 551.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N2KN0 2052-09-01 5.000000 0.00 3000.00 2673.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N2S36 2052-10-01 5.000000 0.00 1000.00 662.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N2SR3 2052-10-01 5.000000 0.00 4000.00 1456.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N3B40 2052-09-01 5.000000 0.00 5000.00 1816.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N3B73 2052-09-01 5.000000 0.00 1000.00 698.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N4GZ4 2053-05-01 6.500000 0.00 1001.00 847.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N4Q75 2052-09-01 5.000000 0.00 1000.00 923.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N4Z67 2052-12-01 5.500000 0.00 4000.00 2694.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5CL6 2052-10-01 5.000000 0.00 1000.00 516.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5HR8 2052-11-01 5.000000 0.00 2038.00 1772.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5HT4 2052-11-01 5.000000 0.00 1003.00 676.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5L51 2052-10-01 5.000000 0.00 3000.00 1848.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5QM9 2052-11-01 5.500000 0.00 4000.00 3168.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N5QN7 2052-11-01 5.500000 0.00 1000.00 563.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6BN1 2052-12-01 5.500000 0.00 2001.00 938.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6MH2 2053-01-01 5.500000 0.00 5000.00 2918.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6NE8 2052-11-01 5.500000 0.00 2000.00 1025.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6NR9 2052-11-01 5.000000 0.00 3001.00 2770.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N6PR7 2052-12-01 4.500000 0.00 2000.00 1490.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N7ZG8 2052-11-01 6.000000 0.00 2000.00 1430.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N8LW6 2053-01-01 4.500000 0.00 3000.00 2194.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N9U46 2053-02-01 4.500000 0.00 6000.00 5120.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N9XL5 2053-03-01 5.500000 0.00 5000.00 3241.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NA2P7 2053-02-01 5.500000 0.00 1000.00 428.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NBB83 2053-02-01 5.500000 0.00 1000.00 797.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NBCY5 2053-02-01 6.000000 0.00 4281.00 2719.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NBKP5 2053-04-01 5.500000 0.00 1001.00 746.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NBPL9 2053-02-01 6.000000 0.00 1000.00 586.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NCCZ0 2053-06-01 6.500000 0.00 1000.00 744.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NCDV8 2053-07-01 6.500000 0.00 2000.00 962.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NCPU7 2053-05-01 5.500000 0.00 2014.00 1630.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ND4B0 2053-05-01 6.000000 0.00 2000.00 1264.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NDBS5 2053-04-01 5.500000 0.00 2000.00 1818.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NDCK1 2053-04-01 5.500000 0.00 1000.00 469.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NE2H7 2053-04-01 6.000000 0.00 2000.00 1297.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NE2X2 2053-04-01 6.500000 0.00 1000.00 610.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NE3H6 2053-04-01 6.500000 0.00 6000.00 4797.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEA96 2053-04-01 5.000000 0.00 5001.00 3444.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEDE2 2053-03-01 5.000000 0.00 1000.00 933.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEDG7 2053-03-01 6.000000 0.00 2000.00 1475.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NEZ32 2053-04-01 5.500000 0.00 1000.00 605.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGHX1 2053-04-01 5.000000 0.00 6000.00 4254.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGYU8 2053-05-01 5.000000 0.00 4001.00 3701.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGYZ7 2053-05-01 6.000000 0.00 2000.00 1194.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NGZK9 2053-05-01 6.000000 0.00 4004.00 2503.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NHFE3 2053-04-01 5.000000 0.00 1000.00 909.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NHFJ2 2053-04-01 5.500000 0.00 2000.00 1127.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NHYA0 2053-05-01 6.500000 0.00 1000.00 800.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJ5Y6 2053-05-01 6.000000 0.00 2000.00 1498.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJLV4 2053-06-01 6.500000 0.00 1000.00 797.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJMY7 2053-07-01 6.500000 0.00 4000.00 3534.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJMZ4 2053-07-01 6.500000 0.00 1000.00 779.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJSH8 2053-07-01 6.500000 0.00 1000.00 457.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJWK6 2053-07-01 6.500000 0.00 5000.00 4257.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NJYT5 2053-05-01 5.500000 0.00 3000.00 2278.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK2A8 2053-06-01 5.500000 0.00 2000.00 1903.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK2J9 2053-05-01 6.000000 0.00 1000.00 427.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NK3Q2 2053-06-01 5.500000 0.00 1003.00 487.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NKHB0 2053-06-01 6.500000 0.00 3000.00 2247.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VQXU3 2056-07-20 6.000000 0.00 6759832.00 7004605.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VYBV8 2056-07-20 6.000000 0.00 2625984.00 2719269.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416BSF6 2038-10-01 6.500000 0.00 70295310.00 17309.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CHTK1 2053-11-01 6.500000 0.00 10000.00 10116.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CLEM4 2054-01-01 6.500000 0.00 9000.00 3917.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CLSZ0 2054-01-01 6.500000 0.00 9000.00 5428.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CRT29 2054-08-01 6.000000 0.00 9000.00 7312.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPJH2 2052-08-01 4.500000 0.00 4007.00 3098.83 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPRC4 2052-04-01 3.000000 0.00 6018.00 3293.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413FH70 2037-07-01 6.500000 0.00 117305888.00 133243.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413FLM2 2037-07-01 6.500000 0.00 47210353.00 131037.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413Y6C0 2037-11-01 6.000000 0.00 4098.00 5.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31414YDD9 2038-05-01 6.000000 0.00 3072.00 28.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31415BZW2 2038-05-01 6.000000 0.00 1000.00 16.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416AKG4 2048-11-01 5.500000 0.00 2064.00 12.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUBJ1 2055-03-01 5.500000 0.00 1024.00 887.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWF40 2053-01-01 4.500000 0.00 4000.00 3039.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWG72 2053-05-01 4.500000 0.00 5161.00 3932.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E07B2 2053-03-01 7.000000 0.00 5045.00 3848.24 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0BX9 2052-10-01 5.000000 0.00 2048.00 1431.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0FX5 2052-10-01 4.500000 0.00 1005.00 753.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0VE9 2053-11-01 6.500000 0.00 5000.00 3497.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31406RQE8 2036-04-01 6.000000 0.00 33365310.00 131389.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31407HU53 2036-03-01 6.000000 0.00 19123980.00 115717.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31408GTS6 2036-04-01 6.000000 0.00 14296558.00 141874.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31408H4F9 2036-04-01 6.000000 0.00 22893830.00 141255.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409EN98 2036-05-01 6.000000 0.00 69860870.00 92109.00 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132AEBM7 2048-05-01 3.500000 0.00 4044.00 1434.52 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132VFX70 2031-11-01 4.080000 0.00 1000.00 998.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VM3G8 2049-02-01 5.000000 0.00 5000.00 1494.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VM3M5 2049-02-01 5.000000 0.00 6000.00 1925.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VNGT4 2049-03-01 5.000000 0.00 5000.00 2230.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VP3M8 2049-05-01 4.000000 0.00 5211.00 1458.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPDA3 2049-04-01 4.000000 0.00 5001.00 2023.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPL97 2049-04-01 5.000000 0.00 5001.00 1682.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPM88 2049-04-01 5.000000 0.00 6001.00 1811.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VPRK6 2049-04-01 4.000000 0.00 5000.00 1895.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132VQNN2 2049-05-01 4.500000 0.00 2000.00 1215.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNDP4 2047-05-01 4.000000 0.00 5003.00 1477.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNUC4 2047-06-01 4.000000 0.00 5001.00 1472.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WNXV9 2047-06-01 4.000000 0.00 5003.00 1637.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132WPKS5 2047-07-01 4.000000 0.00 4002.00 1411.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 1008.00 975.89 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 31059263.00 29227443.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K0Y77 2050-01-01 3.500000 0.00 1000.00 317.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K3CZ3 2050-02-01 3.500000 0.00 422852.00 128662.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K3UK6 2049-12-01 4.000000 0.00 1007971.00 378469.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4ER7 2049-11-01 3.500000 0.00 1000.00 438.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4ES5 2049-11-01 3.500000 0.00 1144272.00 133692.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4F21 2049-11-01 3.500000 0.00 8005.00 4326.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K4FM7 2049-11-01 3.500000 0.00 1004.00 167.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K5MP9 2049-12-01 3.000000 0.00 1000.00 246.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K6CZ6 2049-12-01 3.500000 0.00 1000.00 364.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K7BS1 2050-01-01 3.500000 0.00 2000.00 611.60 Agency Mortgage-Backed Securities FANNIE MAE POOL 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B1V7KEBTPIMZEU4LTD58 3140MXJW5 2052-08-01 5.000000 0.00 2016.00 1206.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MY2U5 2052-11-01 5.000000 0.00 3000.00 2580.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MY5Y4 2052-08-01 5.000000 0.00 1000.00 555.04 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYED0 2052-08-01 5.000000 0.00 2000.00 841.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MYGF3 2052-09-01 5.000000 0.00 1000.00 613.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5.000000 0.00 1000.00 924.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0QP3 2052-09-01 5.000000 0.00 1000.00 671.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0UA1 2052-09-01 5.000000 0.00 4000.00 2639.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0X26 2052-08-01 4.500000 0.00 484612.00 291768.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N0X91 2052-08-01 5.000000 0.00 1000.00 782.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MVU8 2036-06-01 6.000000 0.00 56777039.00 76533.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31281BHM5 2034-09-01 5.500000 0.00 23027613.00 26446.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128C6QU6 2036-11-01 6.000000 0.00 40453.00 716.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128DHE34 2034-01-01 5.500000 0.00 272776.00 822.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128DHHB3 2036-01-01 5.500000 0.00 1023.00 9.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128M5BM1 2037-10-01 6.500000 0.00 1000.00 8.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128NAA65 2037-09-01 6.000000 0.00 30644760.00 32248.17 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128UNC26 2037-09-01 5.500000 0.00 16137600.00 54490.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128UNF49 2038-12-01 6.000000 0.00 34482471.00 19977.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128UNGC0 2038-04-01 5.500000 0.00 19071430.00 11394.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 312928ZZ0 2038-10-01 7.000000 0.00 894777.00 15073.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 312938LF8 2039-12-01 5.500000 0.00 1024.00 13.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 312938NP4 2039-12-01 4.500000 0.00 1075810.00 42923.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31301AA81 2037-04-01 5.500000 0.00 14489152.00 46337.36 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XJKP6 2042-04-01 4.000000 0.00 1007.00 125.28 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XW5B5 2047-06-01 4.500000 0.00 3000.00 782.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6.000000 0.00 1000.00 996.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLVQ9 2053-06-01 5.000000 0.00 1000.00 730.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLX95 2053-06-01 6.500000 0.00 309546.00 123935.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLYU7 2053-06-01 6.500000 0.00 2000.00 1102.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMCC9 2053-09-01 6.500000 0.00 1000.00 665.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMMT1 2053-06-01 5.500000 0.00 4001.00 2349.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMND5 2053-07-01 5.500000 0.00 2000.00 1384.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMUX3 2053-07-01 5.500000 0.00 3000.00 2050.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NNQD0 2053-07-01 5.500000 0.00 1000.00 783.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPP87 2053-07-01 6.500000 0.00 1000.00 331.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPVX5 2053-09-01 6.500000 0.00 2001.00 1721.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPXW5 2053-07-01 5.500000 0.00 2000.00 1929.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQBP2 2053-07-01 6.500000 0.00 1000.00 660.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQRR1 2053-07-01 5.500000 0.00 1000.00 831.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSRP1 2053-08-01 5.000000 0.00 1000.00 847.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSZ49 2053-09-01 6.500000 0.00 2002.00 1448.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NSZN7 2053-09-01 6.500000 0.00 1001.00 514.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NV2E6 2039-06-01 4.940000 0.00 8286000.00 8181900.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NYGJ4 2035-05-01 4.910000 0.00 4700000.00 4653447.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q23J5 2033-05-01 4.220000 0.00 52234000.00 50654844.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q24G0 2036-05-01 4.710000 0.00 39929000.00 39513898.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2PW2 2033-05-01 4.005000 0.00 18175324.00 17395084.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q76J1 2047-12-01 4.500000 0.00 1024.00 256.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q94U4 2048-11-01 4.500000 0.00 2304.00 483.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410CHH8 2036-05-01 6.500000 0.00 67479814.00 19019.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410EPX0 2036-08-01 6.000000 0.00 38826549.00 212053.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FE92 2036-08-01 6.000000 0.00 24699267.00 137418.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410FJD8 2036-07-01 6.000000 0.00 56765699.00 95305.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410GQ97 2037-12-01 7.000000 0.00 12942.00 38.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410GZS5 2037-12-01 5.500000 0.00 40828255.00 188211.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410K4J0 2039-04-01 5.500000 0.00 4031.00 56.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KN42 2038-07-01 6.500000 0.00 8509943.00 62983.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KR63 2037-10-01 7.000000 0.00 1024.00 3.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410MBK5 2036-06-01 6.000000 0.00 24204183.00 100421.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410MLC2 2036-03-01 6.000000 0.00 74467994.00 78620.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410TTV7 2036-07-01 6.000000 0.00 42190430.00 140342.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410WCT3 2036-11-01 6.500000 0.00 21955100.00 84869.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410WVB1 2037-08-01 6.500000 0.00 42379984.00 96925.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410YPE8 2036-10-01 6.000000 0.00 26778418.00 36492.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411CC66 2036-10-01 6.500000 0.00 1040.00 5.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411LZ61 2037-01-01 5.500000 0.00 42577696.00 14750.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411RTD0 2037-03-01 5.500000 0.00 55916120.00 32276.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411SMR4 2037-02-01 6.500000 0.00 1000.00 7.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412EEN2 2037-03-01 5.500000 0.00 81383802.00 132317.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31412TGC1 2038-07-01 6.500000 0.00 1024.00 7.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BK91 2037-07-01 6.500000 0.00 4097.00 29.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BQL8 2037-09-01 6.500000 0.00 34604589.00 70137.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BTY7 2037-06-01 6.000000 0.00 1024.00 5.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413BTZ4 2037-06-01 6.000000 0.00 2031.00 9.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413DR82 2037-08-01 6.500000 0.00 49931959.00 132733.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMWG7 2053-09-01 5.000000 0.00 124000.00 98784.86 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 51999000.00 45367764.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 2000.00 1763.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PH6 2055-06-20 5.000000 0.00 29999000.00 27062466.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RE1 2055-07-20 5.000000 0.00 1000.00 916.16 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 171744.00 151819.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 1024.00 952.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 30000000.00 28605229.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409FWT1 2036-03-01 6.000000 0.00 40309369.00 107664.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409GV94 2037-02-01 5.500000 0.00 70003712.00 263997.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409HAL8 2036-05-01 6.000000 0.00 48568388.00 84076.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409JDV9 2036-05-01 6.000000 0.00 1024.00 5.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409T5K0 2036-08-01 6.000000 0.00 23469248.00 88433.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409T5L8 2036-08-01 6.500000 0.00 53206542.00 69398.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409WAG6 2036-04-01 6.000000 0.00 59475530.00 104729.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409WAR2 2036-04-01 6.000000 0.00 23400636.00 63586.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409WDY4 2036-12-01 5.500000 0.00 58281504.00 62694.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409WE56 2036-04-01 6.000000 0.00 31001472.00 87789.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31409WSM4 2036-04-01 6.000000 0.00 18411968.00 125257.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A1GD3 2053-12-01 7.000000 0.00 2000.00 2091.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A5GV4 2053-12-01 6.500000 0.00 1000.00 424.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A75Y6 2054-01-01 6.500000 0.00 3000.00 1913.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AF5Q5 2054-07-01 6.500000 0.00 21001.00 21701.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AFX92 2054-07-01 6.500000 0.00 16000.00 12229.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AHC67 2054-07-01 6.000000 0.00 1000.00 745.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AHLT7 2054-07-01 6.000000 0.00 1000.00 1015.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ANSA8 2054-08-01 6.000000 0.00 1000.00 789.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132Y2VL7 2048-09-01 5.000000 0.00 5000.00 1464.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ENMS5 2042-10-01 4.500000 0.00 1040.00 113.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31385WV48 2032-12-01 6.500000 0.00 62695999.00 63299.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138A46V2 2040-12-01 4.000000 0.00 1245284.00 47958.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138A56L1 2041-01-01 4.000000 0.00 1139994.00 60446.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ALWZ6 2041-07-01 4.500000 0.00 1000.00 123.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XDCG3 2043-12-01 4.500000 0.00 6439318.00 281394.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XYE42 2044-07-01 4.000000 0.00 2021.00 261.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138XZRL7 2044-11-01 4.000000 0.00 1174432.00 23470.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGQ88 2045-02-01 4.000000 0.00 1435005.00 99902.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGXW7 2045-04-01 4.000000 0.00 71721.00 10882.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YHVH0 2045-05-01 3.500000 0.00 1648259.00 90309.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YNDY0 2045-05-01 4.000000 0.00 151472.00 13568.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9AU5 2048-10-01 4.500000 0.00 3000.00 728.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JCAZ7 2046-05-01 4.000000 0.00 6001.00 3917.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JGR56 2048-09-01 5.000000 0.00 2191332.00 197146.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JGUN3 2048-11-01 4.500000 0.00 1000.00 256.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHEA7 2049-03-01 5.000000 0.00 1194002.00 108450.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4.000000 0.00 5003.00 1249.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JHTP8 2048-11-01 4.500000 0.00 4000.00 1019.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JJJ67 2048-10-01 4.500000 0.00 1001.00 268.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKJ31 2048-11-01 4.500000 0.00 1057540.00 418465.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKKH8 2048-11-01 4.500000 0.00 2000.00 437.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKKK1 2048-11-01 4.500000 0.00 2000.00 473.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKQG4 2049-05-01 4.500000 0.00 2000.00 291.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JLCQ5 2049-02-01 5.000000 0.00 2000.00 348.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMLV2 2049-02-01 4.500000 0.00 1000.00 214.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMMA7 2049-01-01 4.500000 0.00 1002.00 356.47 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JMND0 2049-04-01 4.500000 0.00 983498.00 87671.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JNAJ9 2049-04-01 4.500000 0.00 1000.00 115.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPH81 2049-05-01 4.500000 0.00 2001.00 905.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPHL2 2049-03-01 5.000000 0.00 991546.00 81605.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPR31 2049-02-01 4.500000 0.00 3000.00 791.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JPRF4 2049-02-01 4.500000 0.00 1000.00 158.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQW66 2049-04-01 5.000000 0.00 994113.00 118030.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JQXC2 2049-05-01 4.500000 0.00 1001.00 214.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JRFG1 2049-05-01 4.500000 0.00 1001.00 234.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JRFV8 2049-05-01 4.500000 0.00 1000.00 200.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JRGJ4 2049-07-01 3.500000 0.00 4000.00 1669.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JRPZ8 2049-04-01 4.500000 0.00 1000.00 229.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JSZA0 2049-04-01 4.500000 0.00 2000.00 809.72 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUK52 2049-05-01 4.500000 0.00 2000.00 654.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.500000 0.00 2003.00 456.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JUTZ7 2049-06-01 3.500000 0.00 2000.00 587.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JVVW9 2049-07-01 3.500000 0.00 1000.00 315.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JW6X3 2049-07-01 3.500000 0.00 2000.00 492.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JWT26 2049-11-01 3.500000 0.00 4003.00 1393.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JWT91 2049-11-01 4.000000 0.00 1789965.00 120327.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JWVZ0 2049-07-01 3.500000 0.00 2000.00 395.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E2HW4 2045-10-01 4.000000 0.00 80529.00 10474.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E7FU9 2045-10-01 4.000000 0.00 299733.00 27221.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E7GP9 2045-11-01 4.000000 0.00 1000.00 134.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E7NB2 2045-12-01 3.500000 0.00 1003.00 244.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9HP4 2045-12-01 4.000000 0.00 520121.00 72158.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140E9J49 2046-01-01 4.000000 0.00 1008.00 132.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EUDE6 2045-12-01 3.500000 0.00 397000.00 46942.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FCXW3 2046-07-01 3.500000 0.00 2000.00 412.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FFSN2 2046-07-01 3.500000 0.00 2000.00 441.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FM6F8 2047-04-01 4.000000 0.00 1000.00 176.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FN7D0 2048-06-01 4.500000 0.00 1000.00 361.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FN7J7 2048-08-01 4.500000 0.00 455694.00 49132.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FPA66 2047-05-01 4.500000 0.00 2076.00 442.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FPAA7 2048-11-01 4.500000 0.00 2000.00 948.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FUR75 2047-03-01 4.000000 0.00 1000.00 146.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FUWL8 2047-05-01 4.500000 0.00 1001.00 254.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4.000000 0.00 2038.00 294.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GNRW5 2047-04-01 4.000000 0.00 5221.00 1185.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GQSX5 2047-05-01 4.000000 0.00 2000.00 490.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GRT46 2047-11-01 4.500000 0.00 3000.00 827.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GSXF4 2047-04-01 4.500000 0.00 1005.00 272.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GSXK3 2047-06-01 4.500000 0.00 1000.00 392.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GWQW6 2047-10-01 4.500000 0.00 1000.00 276.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H2FX1 2048-01-01 4.500000 0.00 1000.00 330.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H3UH7 2047-11-01 3.500000 0.00 2000.00 797.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H4H23 2047-11-01 4.000000 0.00 1000.00 254.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H84B8 2048-08-01 4.500000 0.00 1001.00 151.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HAGU8 2048-01-01 4.500000 0.00 3000.00 1380.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HFFM6 2048-03-01 4.500000 0.00 1000.00 202.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HK2E7 2048-09-01 4.500000 0.00 1000.00 295.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HL7L4 2048-09-01 4.500000 0.00 1001.00 141.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HMBM5 2048-10-01 4.500000 0.00 1000.00 367.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HMBR4 2048-10-01 4.500000 0.00 1000.00 234.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HPBU0 2048-11-01 4.500000 0.00 1000.00 306.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HPBV8 2048-11-01 4.500000 0.00 1000.00 360.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2N64 2055-07-01 5.500000 0.00 3091.00 2714.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XWYD9 2047-06-01 4.500000 0.00 7000.00 2357.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XXB59 2047-07-01 4.500000 0.00 5000.00 1443.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XXW80 2047-09-01 4.500000 0.00 4001.00 1988.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XXXQ9 2047-09-01 4.500000 0.00 3000.00 459.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XXZ79 2047-10-01 4.500000 0.00 5000.00 1987.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XY5U9 2048-01-01 4.500000 0.00 5001.00 1507.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XY6C8 2048-01-01 4.500000 0.00 6000.00 1729.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XYBJ7 2047-10-01 4.500000 0.00 6000.00 1807.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XYQL6 2047-11-01 4.500000 0.00 1000.00 237.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y0BY7 2048-01-01 4.500000 0.00 2000.00 616.23 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y16X3 2048-07-01 4.500000 0.00 5002.00 1546.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y2GK8 2048-07-01 4.500000 0.00 5000.00 1490.44 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y2VW5 2048-08-01 4.500000 0.00 5001.00 1717.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y3MK9 2048-10-01 4.500000 0.00 6001.00 2208.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BUR82 2053-01-01 6.000000 0.00 9000.00 4745.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BURE9 2053-01-01 5.500000 0.00 9000.00 4379.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVA47 2053-01-01 5.500000 0.00 10000.00 6880.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVA62 2053-02-01 5.500000 0.00 8000.00 2558.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVBC8 2053-01-01 5.500000 0.00 8000.00 5676.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVJQ9 2053-02-01 6.500000 0.00 9000.00 3546.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVL37 2053-02-01 5.500000 0.00 10000.00 4950.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVQF5 2053-02-01 5.500000 0.00 9000.00 7241.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVU94 2053-01-01 5.500000 0.00 9000.00 6588.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVUZ6 2053-02-01 6.500000 0.00 7000.00 3987.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVVP7 2053-02-01 6.000000 0.00 9000.00 3716.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVWV3 2053-02-01 6.000000 0.00 9000.00 4616.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BVXD2 2053-02-01 6.000000 0.00 8000.00 3513.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BW2V4 2053-03-01 4.500000 0.00 9000.00 7361.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BW2Z5 2053-03-01 5.500000 0.00 9000.00 6933.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BW3T8 2053-03-01 6.500000 0.00 9000.00 5996.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWDN0 2053-02-01 5.500000 0.00 9000.00 3709.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWF65 2053-01-01 6.500000 0.00 9000.00 5186.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWHF3 2053-02-01 5.500000 0.00 9000.00 8609.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWHH9 2053-02-01 6.000000 0.00 8000.00 6586.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWHY2 2053-02-01 6.000000 0.00 9000.00 4452.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWKY8 2053-02-01 6.000000 0.00 9000.00 6239.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BWXC2 2053-03-01 5.500000 0.00 9000.00 4978.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BX3T6 2053-02-01 5.500000 0.00 9000.00 4676.58 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BXCE9 2053-03-01 6.500000 0.00 9000.00 4819.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BXCJ8 2053-02-01 4.500000 0.00 9000.00 7546.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BYAT6 2053-03-01 5.500000 0.00 9000.00 6209.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BYAZ2 2053-03-01 6.000000 0.00 9000.00 8855.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C05H1 2053-04-01 5.000000 0.00 9000.00 6255.49 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0FW7 2053-04-01 5.500000 0.00 8000.00 5468.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0HA3 2053-04-01 5.500000 0.00 9000.00 7002.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0T69 2053-04-01 5.500000 0.00 9000.00 6950.12 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0UB6 2053-04-01 5.500000 0.00 9000.00 6466.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0WF5 2053-04-01 6.500000 0.00 9000.00 4233.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0XX5 2053-04-01 5.000000 0.00 9000.00 5857.01 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C0ZM7 2053-04-01 5.500000 0.00 9000.00 7355.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C13N8 2053-04-01 5.500000 0.00 9000.00 8486.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C16G0 2053-05-01 5.500000 0.00 9000.00 5605.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1AW0 2053-04-01 5.000000 0.00 8000.00 3627.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1AY6 2053-04-01 5.000000 0.00 9000.00 6559.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1EV8 2053-04-01 5.500000 0.00 9000.00 7049.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1LB4 2053-04-01 5.500000 0.00 9000.00 6759.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1LL2 2053-04-01 5.000000 0.00 9000.00 6566.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1M56 2053-04-01 6.000000 0.00 6000.00 3320.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1Y61 2053-04-01 5.000000 0.00 9000.00 8427.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1ZG8 2053-04-01 6.000000 0.00 9000.00 5198.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C1ZR4 2053-04-01 6.000000 0.00 9000.00 6560.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2EF1 2053-05-01 5.500000 0.00 9000.00 8622.15 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2JB5 2053-03-01 5.000000 0.00 10008.00 6241.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2JT6 2053-05-01 5.500000 0.00 9000.00 6766.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2TZ1 2053-04-01 6.000000 0.00 9000.00 6383.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2VL9 2053-03-01 5.500000 0.00 9000.00 2601.87 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2YC6 2053-05-01 5.500000 0.00 9000.00 5341.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C2Z35 2053-05-01 5.500000 0.00 9000.00 6401.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C3EQ5 2053-05-01 5.500000 0.00 8000.00 6835.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C5DC2 2053-06-01 6.000000 0.00 9000.00 6104.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C5SC6 2053-06-01 6.500000 0.00 9000.00 6197.56 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C6GY9 2053-06-01 6.500000 0.00 9000.00 4993.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C6MS5 2053-06-01 6.500000 0.00 7000.00 4067.87 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C6VP1 2053-06-01 5.500000 0.00 11000.00 6996.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C6W39 2053-07-01 6.000000 0.00 20001.00 19538.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C7KR7 2053-07-01 6.000000 0.00 10000.00 8575.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C7Q26 2053-07-01 6.500000 0.00 9000.00 5644.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C7XA0 2053-07-01 6.500000 0.00 11000.00 7763.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C7XZ5 2053-07-01 6.500000 0.00 9000.00 6283.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C83E3 2053-07-01 6.500000 0.00 9000.00 3836.01 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C8HC2 2053-07-01 6.500000 0.00 9000.00 4581.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C8PC3 2053-07-01 6.500000 0.00 9000.00 5447.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C8Y33 2053-08-01 5.500000 0.00 8000.00 6221.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C8ZZ1 2053-07-01 5.000000 0.00 9000.00 8455.71 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C93D3 2053-08-01 6.000000 0.00 9000.00 7892.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9DM2 2053-08-01 5.000000 0.00 9000.00 4292.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9GB3 2053-08-01 6.500000 0.00 9000.00 6235.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9S95 2053-08-01 6.500000 0.00 8001.00 5458.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9TH6 2053-08-01 6.000000 0.00 10000.00 7393.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9TL7 2053-08-01 6.000000 0.00 9000.00 7035.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9UD3 2053-08-01 6.500000 0.00 2000.00 1537.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9UH4 2053-08-01 6.500000 0.00 9000.00 5596.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9VW0 2053-08-01 6.500000 0.00 8000.00 6453.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9WV1 2053-08-01 5.500000 0.00 9000.00 2727.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9XM0 2053-08-01 6.500000 0.00 9000.00 8908.38 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C9YG2 2053-07-01 5.500000 0.00 9000.00 3857.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CACY4 2053-08-01 6.000000 0.00 9000.00 6764.71 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CAHB9 2053-08-01 6.000000 0.00 9000.00 7589.22 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CAHM5 2053-08-01 6.000000 0.00 8000.00 7131.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCF35 2053-09-01 6.500000 0.00 9000.00 5542.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCFZ4 2053-09-01 6.500000 0.00 9000.00 6836.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCGK6 2053-09-01 6.500000 0.00 9000.00 5934.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCLC8 2053-09-01 6.500000 0.00 9000.00 5439.58 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCLD6 2053-09-01 6.500000 0.00 11003.00 8274.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CCY83 2053-09-01 6.500000 0.00 9000.00 5107.87 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BFRP2 2055-07-01 6.000000 0.00 1003.00 924.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNG72 2052-06-01 4.500000 0.00 24000.00 17564.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNW66 2052-09-01 4.500000 0.00 5000.00 3329.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416BU22 2038-11-01 6.000000 0.00 3072.00 40.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416CJL1 2039-06-01 5.500000 0.00 2111.00 35.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417B6C6 2042-06-01 3.500000 0.00 3000.00 448.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417D4L4 2042-12-01 3.500000 0.00 1024.00 120.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418A3Z9 2043-11-01 4.000000 0.00 1000.00 165.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AH27 2042-08-01 3.500000 0.00 1000.00 98.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AJP4 2042-08-01 4.000000 0.00 918000.00 79465.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AQ27 2043-02-01 3.500000 0.00 1012.00 132.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AVC9 2043-07-01 4.000000 0.00 483000.00 63644.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AYH5 2043-09-01 4.000000 0.00 160000.00 20221.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418B4T0 2046-04-01 3.500000 0.00 461513.00 103613.28 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BJC67 2052-08-01 5.000000 0.00 9000.00 5633.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BJEB4 2052-08-01 5.000000 0.00 9000.00 7145.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BJED0 2052-08-01 5.000000 0.00 9000.00 5390.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKD55 2052-09-01 5.000000 0.00 1008.00 594.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKGY9 2052-09-01 5.000000 0.00 1000.00 693.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BM3S2 2052-10-01 5.000000 0.00 2000.00 1353.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMHQ1 2052-09-01 5.000000 0.00 1000.00 568.03 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BMPT6 2052-09-01 5.000000 0.00 2000.00 1474.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BQCW4 2052-11-01 5.000000 0.00 1000.00 659.98 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BSKC5 2052-12-01 6.500000 0.00 1001.00 565.07 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 127629600.00 127298429.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 1003000000.00 984787860.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 100.00 99.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 100.00 46.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100.00 59.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 100.00 66.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 100.00 72.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 441078200.00 433680891.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 757660700.00 749232482.37 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 2650000000.00 2650000000.00 0.0119 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.669900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.67_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIP PRINC 254900HROIFWPRGM1V77 912803DT7 2041-08-15 NA 0.00 15000000.00 6985305.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FB4 2048-02-15 NA 0.00 250000000.00 79183000.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FL2 2049-11-15 NA 0.00 100000000.00 28869600.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FM0 2050-02-15 NA 0.00 100000000.00 28531800.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 13939800.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GH0 2052-05-15 NA 0.00 113000000.00 28700757.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 20000000.00 14394293.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 31000000.00 15556966.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 50000000.00 30131283.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 25000000.00 20697520.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 25000000.00 25295643.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 100000000.00 100042968.75 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 45000000.00 27167400.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 50000000.00 25599250.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 14000000.00 6298992.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LK2 2042-05-15 NA 0.00 25000000.00 10891050.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 33000000.00 11018040.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0367 463748750.00 463748750.00 0.0021 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.639900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.64_0803 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 91282CNG2 2030-05-31 4.000000 0.00 1020865000.00 1015583725.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1084210200.00 1084230764.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 311817500.00 338941354.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 551263600.00 621244176.83 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 3000000000.00 3000000000.00 0.0135 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.660000% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.66_0803 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 TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 694332500.00 754729923.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 163970100.00 163270166.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 900000000.00 900000000.00 0.0041 N Y Y N National Australia Bank New York Repo National Australia Bank New York Repo 3.630000% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.63_0803 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 566140000.00 561012288.60 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0363 550000000.00 550000000.00 0.0025 N Y Y N Banco Santander SA Tri Party Repo Banco Santander SA Tri Party Repo 3.650000% 936TGF006 5493006QMFDDMYWIAM13 0000891478 936TGF006_3.65_0803 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 3132DT6V7 2054-01-01 2.000000 0.00 34997.00 24277.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DTD31 2054-05-01 6.000000 0.00 32278571.00 24309192.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 22131445.00 16810578.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2YU9 2055-08-01 5.000000 0.00 1024.00 963.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5XS8 2052-08-01 3.500000 0.00 3264096.00 2843194.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5YD0 2049-05-01 4.000000 0.00 3000.00 2709.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5G99 2056-02-01 5.000000 0.00 3024.00 2728.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5VV3 2056-04-01 5.500000 0.00 2000.00 1920.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4TY3 2039-11-01 5.000000 0.00 1000.00 917.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4W78 2056-01-01 5.000000 0.00 938496.00 892633.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4WH6 2054-01-01 2.000000 0.00 2048.00 1568.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3KA6 2055-08-01 6.000000 0.00 2048.00 1842.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3QQ5 2055-10-01 5.000000 0.00 3000.00 2756.16 Agency Mortgage-Backed Securities FANNIE MAE POOL 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Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.660000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.66_0803 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 3140W2Z61 2055-08-01 6.000000 0.00 73407872.00 67552462.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5X74 2050-03-01 4.000000 0.00 65018377.00 59461307.12 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5NM2 2051-10-01 3.500000 0.00 73935391.00 65035393.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W7BA7 2056-07-01 7.000000 0.00 26875837.00 28398980.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GU2V4 2055-06-01 6.000000 0.00 132213379.00 112284672.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBB8 2051-03-01 2.000000 0.00 428742669.00 224492092.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWGZ0 2053-04-01 5.500000 0.00 82980599.00 55690522.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8GR1 2056-02-01 5.000000 0.00 64792432.00 62200957.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWLN7 2056-01-01 5.000000 0.00 233767610.00 222895448.41 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXBX4 2056-04-01 5.000000 0.00 95397899.00 92495290.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXMP9 2056-05-01 5.000000 0.00 84504000.00 81348422.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6BW2 2055-09-01 7.000000 0.00 322696043.00 210004355.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427T2G0 2053-02-01 3.500000 0.00 15837275.00 14301513.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427T2J4 2053-06-01 4.500000 0.00 9314902.00 8927821.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427T2K1 2056-07-01 5.000000 0.00 12676616.00 12398854.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427T2L9 2056-07-01 5.000000 0.00 17291014.00 16916847.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3.000000 0.00 28820081.00 18360000.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y65M8 2055-08-01 5.500000 0.00 111882088.00 106322387.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XGV89 2052-04-01 3.000000 0.00 105376480.00 63833191.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9MA9 2056-07-01 5.500000 0.00 210340606.00 211565141.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9MH4 2056-07-01 5.500000 0.00 203701622.00 202780718.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XML79 2053-09-01 6.500000 0.00 212318994.00 102733769.99 Agency Mortgage-Backed Securities Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2000000000.00 2000000000.00 0.0090 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.670000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.67_0804 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 912810SY5 2041-05-15 2.250000 0.00 11767600.00 8295344.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 480647200.00 383306179.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 190736200.00 130769293.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 5165900.00 4216022.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 237000.00 194576.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 200.00 169.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1155500.00 1102067.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 117089400.00 101501867.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 24999900.00 23347540.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 22840100.00 20221956.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 500.00 479.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 100.00 97.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 11717000.00 9321273.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 1889000.00 1386465.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 100.00 83.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 85861100.00 71799496.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 99100000.00 73041771.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 99000.00 71366.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 910100.00 600198.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875000 0.00 50000000.00 35099881.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 700000.00 479701.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 16561200.00 11201996.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1608800.00 1149397.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 100.00 71.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 5000000.00 3755459.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 17440100.00 16210072.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 659665600.00 640183667.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 100.00 98.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 5430000.00 5301897.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 25000100.00 23141409.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 100.00 93.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 100.00 87.35 U.S. Treasuries (including strips) Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 1535000000.00 1535000000.00 0.0069 N N Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.689900% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.69_0806 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 91282CQW4 2033-06-30 4.250000 0.00 4794000.00 4715125.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 19807000.00 19944361.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 219124000.00 214090647.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 1791000.00 1799103.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 500.00 493.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100.00 99.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 2753400.00 2736263.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 20406100.00 19789326.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 600.00 597.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 8180600.00 8193416.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 800.00 520.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 157023700.00 120234761.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 6657700.00 6482049.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 581864900.00 431030171.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 23926000.00 19933107.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 3513700.00 2766904.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 23054800.00 15204317.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 6415500.00 6414109.97 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 NA 0.00 438500.00 435554.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 74000.00 73651.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 2320100.00 2246376.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 59900.00 51741.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 34162000.00 34970631.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 46727300.00 46848639.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 100.00 97.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 13577900.00 13794979.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 34398000.00 35045800.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 60547000.00 59930268.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 4256800.00 4311019.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 80300100.00 80433143.30 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UV7 2026-08-25 NA 0.00 1494900.00 1491606.74 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 NA 0.00 100.00 99.71 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 1132300.00 1114278.31 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VY0 2026-11-24 NA 0.00 53122600.00 52494053.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 71608000.00 72511979.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 2775900.00 2771719.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 100.00 100.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 151670000.00 152212741.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 49923900.00 44926035.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 100.00 99.81 U.S. Treasuries (including strips) Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0369 1450000000.00 1450000000.00 0.0065 N N Y N Australia & New Zealand Banking Group Ltd Repo Australia & New Zealand Banking Group Ltd Repo 3.660000% 943BACII1 JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.66_0803 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 912810RN0 2045-08-15 2.875000 0.00 34339000.00 24929983.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 31500000.00 19327240.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 322000000.00 216483750.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 80000000.00 64169021.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 50000000.00 46409357.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 70000000.00 65766474.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 500000000.00 469031929.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 185000000.00 175790564.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 140000000.00 128754823.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 50000000.00 43279042.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 20000000.00 17680502.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 49110000.00 49564651.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 100000000.00 98792798.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 71800000.00 71014687.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 240000000.00 241122554.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 350000000.00 360664062.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 90584000.00 91068919.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 230000000.00 227743750.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 96000000.00 97531304.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 52676000.00 52770652.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 60000000.00 60520312.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 200000000.00 204054212.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 70000000.00 69977768.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 9000000.00 8621107.34 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0366 2850000000.00 2850000000.00 0.0128 N Y Y N Fixed Income Clearing Corp. Repo - UBS Fixed Income Clearing Corp. 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Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. 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Tri Party Repo - Morgan Stanley Fixed Income Clearing Corp. 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S6XOOCT0IEG5ABCC6L87 3137HNA40 2055-10-25 3.533900 0.00 27383040.00 2715593.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYK68 2056-03-25 1.383900 0.00 87500000.00 2150669.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYMC3 2046-04-25 3.500000 0.00 39159120.00 5433725.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G52M1 2052-06-25 5.500000 0.00 3764416.00 473660.96 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G66Y9 2056-08-25 NA 0.00 249996.00 624.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6AV0 2056-06-25 1.983900 0.00 52000000.00 2313377.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373W7Q5 2038-03-20 3.115900 0.00 92405759.00 4980.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375ATF1 2039-12-16 4.500000 0.00 269500000.00 827782.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BGKZ1 2043-12-15 2.009100 0.00 8462688.00 121161.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPEP0 2042-04-15 5.500000 0.00 1893462.00 30030.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QCY4 2051-03-20 3.000000 0.00 16124160.00 1470731.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382RMZ8 2050-08-20 3.000000 0.00 89716608.00 6172730.34 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS N/A 30332AAE3 2043-01-25 0.069500 0.00 85000000.00 911345.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381XAS5 2046-06-20 1.094500 0.00 77262320.00 561704.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381XPG5 2049-07-20 2.315900 0.00 28514752.00 641600.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382CFT3 2047-06-16 4.500000 0.00 2927296.00 87151.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSPU3 2053-09-25 4.198900 0.00 5613072.00 651198.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSRM9 2054-08-25 1.533900 0.00 106711936.00 2230879.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSS55 2054-09-25 1.633900 0.00 66098048.00 1720613.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSTP0 2054-08-25 1.383900 0.00 46000000.00 690716.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSZ81 2054-10-25 6.000000 0.00 2915576.00 442564.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BT5U3 2054-12-25 1.506400 0.00 74000000.00 1367721.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTG80 2054-12-25 2.333900 0.00 100000000.00 2135465.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTGU1 2054-12-25 2.183900 0.00 26000000.00 748758.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTL84 2051-12-25 2.500000 0.00 19156672.00 2353698.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTMQ3 2053-09-25 3.583900 0.00 57059840.00 3965880.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTRK1 2054-11-25 0.400000 0.00 50000000.00 283392.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUBM1 2055-01-25 3.483900 0.00 56375000.00 2570650.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BURV4 2055-01-25 1.383900 0.00 213060096.00 3155708.12 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSB20 2054-09-25 1.633900 0.00 89071616.00 1514388.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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1.250000 0.00 2000.00 1723.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 150000000.00 150237050.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 36000000.00 27721410.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 43000000.00 33860858.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 1000.00 676.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 252530000.00 189673217.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 28800000.00 29292035.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 23000000.00 23441069.86 U.S. Treasuries (including strips) TREASURY BILL 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23388248.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 11000000.00 11200439.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 333967000.00 341192598.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 60489900.00 61921726.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 34999900.00 35255351.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 107535000.00 104927917.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 25000000.00 24463238.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 37000000.00 37570089.97 U.S. Treasuries (including strips) US TREASURY N/B 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324838890.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 14734100.00 14920103.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 40000000.00 39478410.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 55350000.00 55238373.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 75000000.00 74165700.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 53608700.00 51252904.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 60000000.00 56477200.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 6580000000.00 6580000000.00 0.0296 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - WF Fixed Income Clearing Corp. 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U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 725112000.00 628774308.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 825348900.00 737431712.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 615819300.00 575054100.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 677720700.00 631180846.05 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 6625000000.00 6625000000.00 0.0298 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.650000% 996JWN000 1VUV7VQFKUOQSJ21A208 0000033738 996JWN000_3.65_0803 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 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0.00 83610362.00 71204558.18 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 24054280.00 12205782.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W7FW5 2048-08-01 3.000000 0.00 13326560.00 11818033.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140B2A38 2055-02-01 5.500000 0.00 8991491.00 6677646.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427RS43 2056-02-01 5.000000 0.00 1205284.00 1142394.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427TR32 2056-07-01 7.000000 0.00 23512.00 24852.94 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617XXAF6 2052-02-15 4.000000 0.00 1000.00 735.57 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617YSHK8 2056-07-20 6.500000 0.00 1000.00 1049.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BTFL9 2053-06-20 6.500000 0.00 1001.00 557.68 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F25C5 2053-08-20 7.000000 0.00 7805424.00 4220432.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F26Z3 2053-09-20 7.000000 0.00 4417320.00 3281395.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F27A7 2053-09-20 7.000000 0.00 1008.00 762.66 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F3AY9 2053-10-20 7.000000 0.00 1000.00 873.23 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2S1 2053-09-20 7.000000 0.00 1000.00 640.32 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2V4 2053-09-20 7.000000 0.00 1002.00 669.38 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2Y8 2053-09-20 7.000000 0.00 2016.00 1444.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 1000.00 999.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FVT35 2053-10-20 6.500000 0.00 1000.00 497.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385PDL0 2056-03-20 4.621400 0.00 2201.00 2109.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YHL1 2052-01-20 2.500000 0.00 16222700.00 9849481.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YHV9 2053-09-20 7.000000 0.00 2027.00 516.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385BK33 2055-01-20 2.828600 0.00 11184654.00 298134.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427HD25 2055-11-01 5.500000 0.00 2498841.00 2362804.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618LP3U9 2055-09-20 7.500000 0.00 3112.00 3098.24 Agency 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2.000000 0.00 44107008.00 27602809.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EW48 2053-10-01 6.000000 0.00 118424.00 65899.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6.000000 0.00 185002.00 96543.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FCT2 2044-09-01 6.000000 0.00 22126546.00 10357275.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQX56 2054-01-01 6.000000 0.00 1184.00 1002.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426APU6 2055-02-01 6.500000 0.00 1356500.00 342363.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 285677.00 253177.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U4YG8 2056-02-01 5.000000 0.00 5027411.00 4848237.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 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245.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B6N93 2045-06-16 5.800000 0.00 5045000.00 4985822.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XAHA3 2051-03-01 2.500000 0.00 28921000.00 14019652.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KX6 2055-03-20 6.000000 0.00 1000.00 561.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1024.00 902.73 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 1008.00 807.57 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5.000000 0.00 798128.00 747321.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UTDX9 2056-08-01 5.500000 0.00 1071400.00 1078773.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0K79 2055-01-01 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2227431.82 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617HS6X1 2049-03-20 5.000000 0.00 9001648.00 914214.18 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617K1CP6 2049-08-20 4.000000 0.00 5024592.00 1191321.00 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617KAMZ3 2064-09-15 3.070000 0.00 41297152.00 35364651.80 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617M4S48 2050-01-20 4.000000 0.00 1469998.00 621830.58 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617MYVZ9 2050-04-15 4.000000 0.00 3804860.00 1055560.76 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617WKY69 2065-12-15 5.850000 0.00 413595.00 422073.70 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617WKYP7 2052-10-15 2.800000 0.00 216109.00 177392.10 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617WKYR3 2050-10-15 3.400000 0.00 5950144.00 5417581.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CGMG9 2053-10-01 6.000000 0.00 501271.00 446634.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPDR2 2037-12-01 7.000000 0.00 13210832.00 453649.00 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329JE78 2040-05-01 5.000000 0.00 500000.00 23152.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KJZ8 2028-06-01 6.000000 0.00 14107056.00 51273.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KM76 2030-10-01 4.500000 0.00 2200000.00 38540.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KRX4 2033-06-01 3.000000 0.00 15000000.00 1499058.82 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPCT3 2052-11-01 5.000000 0.00 10000.00 6873.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VA5C9 2056-05-20 6.000000 0.00 8413104.00 8263663.40 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VAGB9 2066-05-15 5.770000 0.00 1321936.00 1359528.33 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VAS83 2056-04-20 5.500000 0.00 2498696.00 2519423.05 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VB6X0 2056-04-20 5.500000 0.00 1035350.00 1063309.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBJW8 2056-04-20 5.500000 0.00 1451292.00 1478136.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBUH8 2056-03-20 6.000000 0.00 1369830.00 1415233.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VBXU6 2056-05-20 6.500000 0.00 1112034.00 1203894.22 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VC4L6 2055-11-20 6.000000 0.00 500483.00 514050.80 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCJP1 2056-04-20 6.500000 0.00 2238652.00 2342498.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCL94 2056-04-20 5.500000 0.00 17142272.00 17135568.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VCRJ6 2056-05-20 5.500000 0.00 10452192.00 10745543.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VFVU9 2056-04-20 5.500000 0.00 1398378.00 1434547.31 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VGFH4 2056-05-20 6.000000 0.00 711538.00 739655.77 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VGJE7 2056-05-20 6.000000 0.00 966947.00 1003989.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VGJF4 2056-05-20 6.000000 0.00 533927.00 553780.30 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VGLZ7 2061-08-15 5.450000 0.00 6831000.00 6908160.70 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VHJU9 2056-05-20 6.000000 0.00 424443.00 436662.88 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VHKG8 2056-05-20 6.000000 0.00 642882.00 584820.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VHMS0 2056-04-20 5.500000 0.00 1109454.00 1138481.55 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VJ3D0 2056-07-20 6.000000 0.00 857603.00 891481.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VJ4C1 2056-07-20 5.500000 0.00 1275836.00 1293301.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VJYC8 2056-06-20 5.500000 0.00 2986412.00 3018244.87 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VL6T7 2056-07-20 6.000000 0.00 6055640.00 6303364.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VLT21 2056-07-20 5.500000 0.00 1050802.00 1062928.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VNCY5 2056-05-20 6.000000 0.00 602711.00 621685.66 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VPPS9 2056-06-20 6.000000 0.00 3999372.00 4106322.22 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VRWR9 2056-07-20 6.000000 0.00 1070824.00 1103796.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VT4H8 2056-06-20 6.000000 0.00 545700.00 562685.88 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTSX7 2056-06-20 6.000000 0.00 639366.00 664438.19 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTYW2 2056-07-20 6.500000 0.00 1248880.00 1354517.35 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VTZ68 2056-07-20 6.000000 0.00 1721608.00 1791670.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUA21 2056-06-20 6.000000 0.00 512028.00 531133.97 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUD51 2056-07-20 6.500000 0.00 1280806.00 1356907.22 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUEH4 2056-07-20 6.000000 0.00 1077906.00 1113506.00 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUEL5 2056-07-20 6.000000 0.00 655051.00 675218.06 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VUJ97 2061-07-15 5.470000 0.00 9083580.00 9232862.58 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVZD8 2056-07-20 6.000000 0.00 5070928.00 5266523.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0CB4 2056-06-20 6.000000 0.00 3744972.00 3912855.22 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0DU1 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549300M8ZYFG0OCMTT87 3618VULK9 2056-06-20 5.500000 0.00 3234124.00 3268691.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VWDL2 2056-07-20 6.000000 0.00 1749302.00 1803163.01 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VWDM0 2056-07-20 6.000000 0.00 3740344.00 3855516.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0BV1 2056-06-20 5.500000 0.00 2008.00 2031.49 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0JB7 2056-07-20 5.500000 0.00 1218848.00 1236370.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W1HG6 2056-06-20 5.500000 0.00 4000.00 4042.23 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W3SP0 2056-07-20 6.000000 0.00 1000.00 1039.82 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W3SS4 2056-07-20 6.000000 0.00 3782436.00 3918191.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W5MV8 2056-07-20 5.500000 0.00 3000.00 3031.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W5ZD4 2056-07-20 5.000000 0.00 2629888.00 2588950.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W7JY2 2056-07-20 5.000000 0.00 1161192.00 1140227.45 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618WECU2 2056-07-20 6.500000 0.00 4000.00 4197.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618WEH45 2056-07-20 5.500000 0.00 2000.00 2060.40 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36201MD74 2032-04-15 7.000000 0.00 251596.00 344.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6S45 2056-05-01 5.000000 0.00 13700700.00 13190174.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DXD8 2033-04-20 6.000000 0.00 100000.00 624.21 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202FEG7 2040-02-20 4.000000 0.00 5030.00 193.42 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202FM45 2040-12-20 4.000000 0.00 305000.00 4450.60 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202FUJ3 2038-10-20 6.000000 0.00 5001.00 114.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQPS2 2053-11-25 2.333900 0.00 143872000.00 2144818.87 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BRHX8 2054-03-25 4.616100 0.00 25000000.00 12371634.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRSQ1 2054-05-25 2.283900 0.00 100000000.00 1623728.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVLJ8 2055-09-01 5.500000 0.00 1011.00 967.28 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385HX69 2055-10-20 5.000000 0.00 60000000.00 56188179.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JAY9 2055-11-20 2.478600 0.00 31000000.00 2389386.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JMM2 2055-11-20 2.378600 0.00 28000000.00 1866910.24 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385JU35 2055-11-20 3.578600 0.00 77563008.00 7642827.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385LMF2 2056-01-20 2.128600 0.00 21008288.00 1409435.82 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385LUM8 2056-01-20 5.000000 0.00 8716000.00 4344003.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385MDJ2 2056-02-20 2.648600 0.00 178900224.00 8635887.37 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385MVW3 2056-02-20 5.500000 0.00 19728640.00 15655738.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NM47 2054-02-20 2.403600 0.00 200000000.00 5895110.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PHV8 2055-07-20 1.528600 0.00 110812032.00 2438432.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PWS8 2055-07-20 4.971400 0.00 115592000.00 99302600.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QAT8 2055-08-20 0.978600 0.00 200000000.00 3874379.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DV4J1 2049-11-01 3.500000 0.00 1005.00 117.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DV4P7 2049-12-01 3.000000 0.00 1000.00 159.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWGN7 2053-03-01 4.000000 0.00 23918160.00 17691595.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.500000 0.00 1447208.00 1032083.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWL43 2054-07-01 6.000000 0.00 60724864.00 32804389.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RP52 2049-03-20 2.265900 0.00 34000000.00 495075.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RTJ8 2049-02-20 2.265900 0.00 41953984.00 553655.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398WLP7 2040-02-15 2.500100 0.00 76754688.00 118865.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376UEY1 2039-12-20 2.615900 0.00 7062864.00 37485.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376VFR3 2040-02-20 2.365900 0.00 435637760.00 1116825.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377E3H5 2040-05-20 2.715900 0.00 76600000.00 228337.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377GWS4 2040-06-20 2.795900 0.00 170503936.00 377500.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377YEZ9 2041-09-20 2.365900 0.00 85356544.00 965918.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427P5B6 2055-08-01 6.500000 0.00 38442.00 33936.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6C70 2056-03-20 3.500000 0.00 209878.00 184398.53 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6MX2 2056-07-20 5.500000 0.00 4001.00 3992.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KMK5 2074-01-20 4.551400 0.00 1695456.00 1498182.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5.000000 0.00 17000.00 16110.38 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MPW51 2056-01-20 4.500000 0.00 2000.00 1895.51 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MRAR3 2066-01-20 6.500000 0.00 1000000.00 1039282.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 505068.00 430168.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XBX2 2051-08-20 2.515900 0.00 33710528.00 2423340.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137FAYU6 2047-10-15 2.410100 0.00 38171760.00 808330.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FE6C9 2048-02-15 2.460100 0.00 53650944.00 819181.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJBM0 2044-04-15 2.260100 0.00 46303120.00 753952.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HBAV6 2053-12-25 1.883900 0.00 62667776.00 1204012.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCND0 2054-05-25 3.483900 0.00 150312448.00 7671368.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCS29 2054-05-25 2.983900 0.00 179168256.00 3300518.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCZE5 2054-06-25 2.183900 0.00 78348672.00 2061509.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFE35 2054-08-25 2.133900 0.00 150000000.00 2724953.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFE50 2054-08-25 1.000000 0.00 15000000.00 155083.40 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HFGA7 2054-09-25 2.283900 0.00 100000000.00 3099735.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFLF0 2054-09-25 2.283900 0.00 121147904.00 2132951.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133A8S40 2050-08-01 3.000000 0.00 1000.00 430.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XQHM2 2051-01-01 4.500000 0.00 330000.00 253610.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSZZ7 2053-09-01 6.500000 0.00 1000.00 732.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133B7FH6 2052-03-01 2.500000 0.00 23470000.00 13820440.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJLS4 2055-02-25 1.333900 0.00 252000000.00 3150827.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJYX9 2055-02-25 1.433900 0.00 87000000.00 1176210.53 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HJZ83 2055-02-25 1.000000 0.00 4023250.00 49502.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137F6RR0 2050-11-25 2.633900 0.00 8909000.00 566038.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KDF7 2040-01-20 4.500000 0.00 10930700.00 2936029.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382HHD5 2043-07-20 2.845900 0.00 20105000.00 663523.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRGC5 2054-03-25 2.233900 0.00 30000000.00 795765.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JNU3 2055-03-20 1.728600 0.00 127322300.00 3247606.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385KYK0 2054-10-20 1.858600 0.00 296307900.00 13877111.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NUC0 2055-06-20 1.528600 0.00 101306800.00 3075447.40 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381QME8 2051-04-20 5.500000 0.00 2045450.00 214469.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376TX56 2034-11-16 2.280400 0.00 12050000.00 1248.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376UA58 2047-05-20 3.000000 0.00 620220.00 611115.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38378HLR5 2042-09-20 2.315900 0.00 15000000.00 91335.56 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GBCF0 2055-07-25 0.033900 0.00 121022000.00 880756.12 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GBQH1 2056-08-25 4.382100 0.00 88062480.00 87978059.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137FPZ73 2048-04-25 2.269400 0.00 21600000.00 819342.65 Agency Mortgage-Backed Securities FREDDIE MAC MULTICLASS CERTIFI S6XOOCT0IEG5ABCC6L87 3137FQXW8 2028-08-27 1.665800 0.00 1135000.00 34877.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FTXU6 2050-06-25 2.319400 0.00 16200000.00 418801.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUYG3 2050-05-25 2.419400 0.00 16800000.00 655585.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383TFR9 2052-06-20 0.378600 0.00 78000000.00 784904.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAG67 2053-08-25 2.333900 0.00 97808700.00 3151266.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBEX8 2054-01-25 2.083900 0.00 45241500.00 1259401.22 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHA84 2054-11-25 0.833900 0.00 102152200.00 1043035.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKAX2 2051-12-25 6.000000 0.00 21775100.00 824175.75 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKCZ5 2055-03-25 2.233900 0.00 57310700.00 2532765.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LCB4 2052-11-20 2.828600 0.00 43775000.00 1944141.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A83D0 2042-10-25 2.919400 0.00 82857000.00 750723.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RAQ3 2062-08-16 1.040300 0.00 107552800.00 5887678.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLG63 2055-05-25 0.250000 0.00 100000000.00 595711.76 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HNNW4 2055-11-25 2.333900 0.00 141004900.00 7450502.17 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HPRH8 2056-01-25 2.033900 0.00 69020200.00 3309366.18 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQ7D7 2056-02-25 2.033900 0.00 100463900.00 6162970.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384MEZ6 2054-04-20 3.500000 0.00 1583850.00 1359459.51 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BX5S9 2049-10-25 5.500000 0.00 34470720.00 4293785.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383AA53 2051-09-20 3.000000 0.00 35654230.00 3806281.20 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38383BH47 2055-10-20 1.788600 0.00 100000000.00 3557608.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383DWJ3 2050-02-20 3.000000 0.00 56983300.00 4763137.03 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BXCD4 2055-05-25 3.533900 0.00 31365000.00 2968409.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6P36 2031-02-25 4.600000 0.00 19323300.00 19248583.24 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G6TY4 2056-02-25 0.033900 0.00 103806000.00 696909.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AACP6 2041-05-15 2.210100 0.00 8000000.00 8483.34 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AY7L1 2027-12-25 2.982000 0.00 145000.00 83350.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382LQD6 2050-11-20 2.000000 0.00 158000.00 11159.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382M4A4 2051-01-20 2.000000 0.00 29357500.00 1895209.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382PPM8 2051-03-20 3.000000 0.00 21591400.00 1090134.13 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BTPM9 2053-12-25 0.683900 0.00 170322000.00 1262304.54 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUS76 2055-02-25 1.533900 0.00 80991300.00 1724480.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BB3N0 2060-10-25 2.333000 0.00 44331400.00 680183.46 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385HSG3 2055-08-20 0.103300 0.00 149653000.00 345260.10 Agency Mortgage-Backed Securities Y 2026-08-03 2026-10-22 2026-10-22 N N N 0.0379 250000000.00 250000000.00 0.0011 N N N Y UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.650000% 99VDQX000 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQX000_3.65_0803 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 1000.00 1097.34 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 2000.00 2057.93 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 2027-02-01 2.875000 0.00 2000.00 2017.87 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 254900HROIFWPRGM1V77 88059ESH8 2026-11-01 NA 0.00 1000.00 990.17 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331J3M3 2028-11-24 4.300000 0.00 4000.00 4023.86 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331K7A2 2030-01-18 3.500000 0.00 3000.00 2907.32 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331KY38 2031-12-01 3.530000 0.00 1000.00 957.50 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENKN9 2031-01-13 2.100000 0.00 1000.00 905.04 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPM6 2035-02-23 3.250000 0.00 1000.00 897.43 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPFU4 2028-04-12 3.500000 0.00 300000.00 299446.87 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPHU2 2029-05-03 3.875000 0.00 4000.00 3982.89 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPSW6 2026-08-14 4.500000 0.00 1000.00 1021.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 2000.00 1970.83 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWQG8 2027-05-19 3.750000 0.00 5500000.00 5525503.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GV3W6 2027-12-30 1.110000 0.00 4000.00 3829.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCVM8 2031-02-20 4.060000 0.00 145000.00 144283.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 1000.00 1062.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 3000.00 3293.93 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPJ9 2027-03-23 NA 0.00 3000.00 2919.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364F6C0 2028-09-01 6.080000 0.00 3000.00 3174.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3D29 2027-08-15 NA 0.00 3000.00 2874.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 3000.00 3286.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 NA 0.00 4000.00 3671.11 Agency Mortgage-Backed Securities FARMER MAC 549300MS654K78GYF580 31422XXY3 2032-04-27 4.120000 0.00 25000.00 24397.54 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL77 2040-06-18 2.090000 0.00 3000.00 2067.37 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELM92 2035-06-22 1.790000 0.00 2000.00 1560.82 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELS88 2030-07-08 1.040000 0.00 2000.00 1757.99 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELZZ0 2040-05-21 2.125000 0.00 2000.00 1391.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMAG7 2035-09-17 1.680000 0.00 30000.00 23069.20 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 3000.00 2331.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMG48 2029-06-14 1.590000 0.00 4000.00 3706.86 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMGM8 2035-11-16 1.830000 0.00 20000.00 15506.73 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMKN1 2038-12-15 2.000000 0.00 100000.00 71631.26 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMLL4 2040-12-21 2.070000 0.00 150000.00 102939.45 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMPS5 2029-02-08 1.000000 0.00 2000.00 1850.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4X65 2027-08-27 0.700000 0.00 1000.00 966.62 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EAG44 2026-08-03 2.630000 0.00 4000.00 4051.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EKNK8 2039-06-03 3.490000 0.00 25000.00 21014.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4D3 2027-08-19 0.900000 0.00 3000.00 2911.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJD71 2035-03-30 2.220000 0.00 50000.00 41407.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ALDT8 2036-03-04 2.200000 0.00 50000.00 39877.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQT86 2037-02-18 2.900000 0.00 50000.00 41839.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQZH9 2037-02-25 3.220000 0.00 20000.00 17231.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9PJ3 2035-03-12 4.600000 0.00 35000.00 34497.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAVP9 2027-05-28 3.875000 0.00 3595000.00 3612544.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBAB1 2031-06-30 4.600000 0.00 1820000.00 1808880.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBDS1 2031-07-07 4.850000 0.00 1745000.00 1742280.13 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 203200.00 205615.17 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 0.04 0.02 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 4020.57 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 40000.00 15804.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 0.35 0.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQU8 2031-05-31 4.125000 0.00 10000000.00 9929200.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 169539.01 125306.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 8000.02 5768.06 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 137455.77 94195.69 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 NA 0.00 581.06 387.70 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 138014.22 89695.17 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 5000.00 3160.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 44.47 27.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 22374.85 20270.81 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 20000.00 13173.46 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 NA 0.00 98.88 86.54 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 450000.00 380188.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 50000.00 42739.50 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 24999.96 12619.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 1930.81 458.19 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 NA 0.00 40000.00 19253.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834K56 2054-02-15 NA 0.00 211.28 47.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 400.00 400.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 800.00 805.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 491700.00 487481.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 20000.00 19973.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 602.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 5000.00 4919.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 100.00 97.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 466600.00 466797.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 100.00 100.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 800.00 807.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 49700.00 48974.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 400.00 397.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 700.00 684.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 400.00 401.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 200.00 199.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 6401000.00 6394901.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 400.00 392.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 781400.00 781809.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 335000.00 328496.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 316600.00 406408.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 100.00 97.11 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 85000.00 105565.05 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 674800.00 921164.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 297.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 425400.00 552834.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 33800.00 32274.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 800.00 600.87 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 10800.00 9612.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 300.00 204.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 300.00 182.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 4600.00 2074.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 11700.00 6244.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 499800.00 337528.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 199900.00 140915.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 109.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1600.00 1040.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 79.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 274.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 400.00 350.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 300.00 260.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 76.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 85.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 92.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 6800.00 6485.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 762000.00 694160.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 600.00 561.75 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 769400.00 719447.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1100.00 1055.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100.00 100.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 800.00 749.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 500.00 491.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 700.00 685.57 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 77700.00 87765.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 19000.00 12843.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 3.78 3.66 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 NA 0.00 70740.30 65536.01 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337T1 2033-05-15 NA 0.00 99990.90 73048.55 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337S3 2032-11-15 NA 0.00 14001.10 10489.47 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 4017400.00 4412143.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 499800.00 395730.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 231.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 223.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 2799700.00 2185538.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1000.00 836.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 579.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 5900.00 4499.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 360.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 1400.00 1302.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 250400.00 230709.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 1406700.00 1463648.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 3900.00 3968.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 403.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 419500.00 419409.11 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 31999.97 19094.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 300.00 281.23 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797TY3 2026-08-27 NA 0.00 5000.00 4987.99 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LR7 2042-08-15 NA 0.00 40000.00 16848.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 600.00 557.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 4155000.00 3785913.70 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128205K9 2026-08-15 NA 0.00 5000.00 4993.02 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 80000.00 78310.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 100000.00 96836.70 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 300000.00 274904.70 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AW5 2028-11-15 NA 0.00 200.00 181.26 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 900.00 701.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282A7 2026-08-15 1.500000 0.00 171400.00 172398.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 1000.00 990.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 399.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 200.00 199.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 100.00 98.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 100.00 98.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 600.00 580.93 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828ZZ6 2030-07-15 0.125000 0.00 83600.00 101212.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 4407900.00 5188766.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 652000.00 739958.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 98.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHU8 2026-08-15 4.375000 0.00 300.00 305.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 49800.00 50090.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 200.00 204.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 691100.00 764682.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 1000.00 1011.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 79700.00 80079.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 200.00 201.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 9900100.00 9972357.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 499600.00 487487.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 200.00 196.40 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 231100.00 242233.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 3200.00 3131.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 100.00 100.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 5500000.00 5545100.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 79800.00 86614.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 20000.00 20370.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 1000.00 991.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 9600.00 9605.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 300.00 295.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 124300.00 128596.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 101.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLH2 2026-08-31 3.750000 0.00 305100.00 309856.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 200.00 196.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 62000.00 61616.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 100.00 98.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 5000.00 5012.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 800.00 808.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 100.00 99.40 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 84600.00 89203.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1100.00 1107.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 1300.00 1286.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1004.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 200.00 200.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 300.00 301.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 298.57 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UW5 2026-09-01 NA 0.00 1000.00 997.08 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UZ8 2026-11-19 NA 0.00 148800.00 147136.71 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 229000.00 225752.78 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VK0 2026-10-06 NA 0.00 439000.00 436141.67 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BH5 2026-08-15 NA 0.00 129000.00 128871.77 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 59900.00 59256.61 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BK8 2027-02-15 NA 0.00 80000.00 78370.56 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EV1 2046-11-15 NA 0.00 200.00 66.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 300.00 306.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 300.00 309.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 300000.00 643480.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125000 0.00 1000.00 1077.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1600.00 1701.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 3100.00 3129.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 383300.00 632802.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 200.00 204.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3000.00 2953.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 490300.00 481320.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 2042.70 1417.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 104900.00 104705.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125000 0.00 796200.00 967858.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 460300.00 429855.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 49000000.00 52986434.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 300.00 284.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 499700.00 479075.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 289900.00 289414.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 67600.00 65531.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 499800.00 498322.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 4600.00 4245.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 300.00 298.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 400.00 380.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 600.00 601.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 200.00 202.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 449200.00 442699.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 250100.00 246838.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 249700.00 249196.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 7000.00 6922.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 291.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 11000.00 11543.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 100.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 100.00 98.59 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 92200.00 144754.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 189.09 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 117600.00 171865.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 600.00 566.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 498000.00 448145.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 900.00 833.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 300.00 296.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 12423400.00 17700345.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 400.00 349.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4194.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 4200.00 3619.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 99500.00 93658.02 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0365 150000000.00 150000000.00 0.0007 N Y Y N STATE STREET MASTER FUNDS 2026-08-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer