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S6XOOCT0IEG5ABCC6L87 31294DEA5 2030-02-01 7.000000 0.00 5000.00 2.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31294EW47 2030-04-01 8.000000 0.00 5000.00 1.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31307BGG9 2028-03-01 2.000000 0.00 7800000.00 157492.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWV23 2033-09-09 4.500000 0.00 800000.00 806859.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B2PJ8 2026-09-04 3.625000 0.00 25000.00 25445.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131XL3N5 2043-03-01 3.000000 0.00 11020000.00 1892862.87 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 3000000.00 2948850.78 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENQ37 2028-09-29 4.125000 0.00 985000.00 996988.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ERPQ8 2026-11-13 3.800000 0.00 15000.00 15032.38 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ET6J1 2027-08-06 3.700000 0.00 1000000.00 1002256.67 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWXM7 2028-08-03 4.250000 0.00 50000.00 49966.58 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133HMAQ2 2029-08-01 3.000000 0.00 7982894.00 652654.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MMQG1 2028-01-01 2.000000 0.00 8100000.00 187405.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MMQU0 2028-05-01 2.000000 0.00 1000000.00 29023.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179UAB8 2036-04-20 6.000000 0.00 48000.00 5996.04 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VKR0 2039-08-20 5.500000 0.00 21000.00 2689.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617NGSX6 2038-03-20 5.500000 0.00 51000.00 12972.11 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.250000 0.00 25000.00 24916.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 270000.00 254543.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 450000.00 421280.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 2100000.00 2103670.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 25000000.00 23102862.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 222000.00 220973.77 U.S. Treasuries (including strips) GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36211G4T7 2029-08-15 7.000000 0.00 25000.00 59.14 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6.000000 0.00 420000.00 233.01 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225A3A6 2028-05-15 6.500000 0.00 25000.00 6.37 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AT34 2027-05-15 7.000000 0.00 10200.00 0.35 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AUH1 2027-06-15 7.000000 0.00 68000.00 1.13 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AXS4 2027-12-15 6.500000 0.00 173000.00 29.10 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BAM0 2028-11-15 6.500000 0.00 5000.00 2.33 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BMZ8 2031-04-15 6.500000 0.00 8500.00 8.91 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 295000.00 297103.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 300.00 297.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 36700400.00 36202994.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 50948700.00 52800347.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 180500.00 180014.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 3282000.00 3170103.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 182000.00 177973.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 303000.00 305203.21 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KNJ9 2031-01-01 4.500000 0.00 40773546.00 934208.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31329KNS9 2031-04-01 4.500000 0.00 2585000.00 62837.35 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 200000.00 195865.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 5000.00 4801.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 200.00 191.15 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 49959900.00 65048455.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 25000.00 23148.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 115000.00 114832.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 27000.00 26754.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 132500.00 120210.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 225000.00 221832.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 10000.00 9748.03 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WJU71 2032-02-01 2.000000 0.00 2655327.00 425409.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WMXK2 2043-03-01 3.000000 0.00 13912918.00 2185374.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WQAY8 2043-05-01 3.000000 0.00 18869484.00 2300862.51 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WTUS3 2043-04-01 3.000000 0.00 11625509.00 1584558.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X04S4 2028-04-01 1.500000 0.00 5453030.00 67154.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138Y47F0 2027-06-01 3.000000 0.00 21505532.00 64017.10 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YGYF3 2030-04-01 2.500000 0.00 3150000.00 185375.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YHVY3 2030-05-01 2.500000 0.00 1395000.00 90033.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YVFP9 2030-08-01 2.500000 0.00 18353041.00 1099646.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31401CPL1 2033-05-01 5.500000 0.00 8000.00 15.95 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402QTS0 2034-11-01 6.000000 0.00 1000.00 4.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LJAM3 2031-07-01 3.000000 0.00 4000000.00 1479227.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LPT56 2031-11-01 1.500000 0.00 2000000.00 716389.47 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LPTL1 2031-04-01 1.500000 0.00 48000000.00 13518389.70 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LPUN5 2032-05-01 2.000000 0.00 1000000.00 402242.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133SDPA9 2028-09-01 2.500000 0.00 4091196.00 202844.84 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202C3Z4 2028-07-20 7.000000 0.00 251683.00 79.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202C6Y4 2028-12-20 6.000000 0.00 168000.00 146.92 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202CRE5 2026-09-20 8.000000 0.00 25000.00 0.01 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202CWS8 2027-07-20 7.500000 0.00 25000.00 2.99 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202CXQ1 2027-09-20 8.500000 0.00 150000.00 2.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202D2F7 2033-11-20 6.000000 0.00 25481.00 186.04 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DBJ9 2029-04-20 6.500000 0.00 1050300.00 645.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DBK6 2029-04-20 7.000000 0.00 100000.00 62.93 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DBY6 2029-05-20 7.000000 0.00 25000.00 17.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DCE9 2029-06-20 7.500000 0.00 25230.00 3.42 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DCU3 2029-07-20 7.000000 0.00 25000.00 11.02 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DFG1 2030-01-20 7.500000 0.00 200000.00 84.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DGS4 2030-04-20 8.000000 0.00 25114.00 11.19 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DHW4 2030-07-20 7.500000 0.00 220000.00 24.45 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DKY6 2030-12-20 7.500000 0.00 120000.00 55.49 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DNL1 2031-06-20 6.500000 0.00 25216.00 26.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DPR6 2031-09-20 6.000000 0.00 994000.00 1369.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DRH6 2032-01-20 6.500000 0.00 25000.00 44.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DTG6 2032-06-20 7.000000 0.00 75000.00 114.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DTR2 2032-07-20 6.000000 0.00 220000.00 566.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DWF4 2033-02-20 5.500000 0.00 248333086.00 1226571.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202DYK1 2033-07-20 5.000000 0.00 1000144.00 9691.89 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EJZ3 2036-07-20 6.500000 0.00 398000.00 4173.12 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EKC2 2036-08-20 6.500000 0.00 75000.00 604.76 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EPC7 2037-08-20 7.000000 0.00 260000.00 2147.11 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36202EWV7 2038-10-20 6.000000 0.00 6000.00 3.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5NB1 2047-05-01 4.500000 0.00 6000.00 633.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J6C88 2031-11-01 2.500000 0.00 1225000.00 154918.98 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625000 0.00 986100.00 2104730.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 977900.00 2100058.21 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375000 0.00 982400.00 1987162.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 4996400.00 8290857.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 960400.00 1522468.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 981400.00 1543646.65 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 993900.00 1441935.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 986200.00 1396993.86 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 992600.00 1084900.44 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 50700.00 57285.87 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4L92 2030-08-28 1.000000 0.00 60000.00 52203.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9BA8 2029-05-01 4.000000 0.00 18760000.00 2560.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9H79 2031-04-01 2.500000 0.00 1000000.00 118405.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9JE2 2046-11-01 3.000000 0.00 98817510.00 22488384.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J9MS7 2028-10-01 3.000000 0.00 2500000.00 41293.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JAN95 2034-04-01 4.500000 0.00 1431452.00 261662.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JAYF9 2038-01-01 3.500000 0.00 15000000.00 2428526.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EFM7 2032-07-01 3.000000 0.00 2100000.00 842287.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDPG2 2028-02-25 4.250000 0.00 3000.00 2995.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDPY3 2030-08-28 4.400000 0.00 51000000.00 50617959.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDQ22 2029-08-27 4.340000 0.00 20000000.00 19853780.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDQ30 2031-08-27 4.600000 0.00 20000000.00 19796220.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GDQ48 2031-02-27 4.540000 0.00 20000000.00 19807860.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371KUA7 2032-10-01 5.500000 0.00 125000.00 305.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371MSG3 2036-04-01 5.500000 0.00 6000.00 4.29 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36206JCE2 2027-11-15 7.000000 0.00 25000.00 3.70 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36207KJZ4 2029-02-15 6.000000 0.00 300000.00 28.53 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36208VUH6 2027-11-15 7.000000 0.00 25000.00 2.18 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209EXR8 2028-11-15 6.000000 0.00 25000.00 8.59 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209PNP8 2028-10-15 6.500000 0.00 950000.00 1018.49 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209XSM3 2028-10-15 6.000000 0.00 100000.00 165.66 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QJ45 2050-02-01 3.000000 0.00 19217346.00 15795567.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GWPZ3 2028-11-24 1.020000 0.00 30000.00 27842.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HC6Q7 2028-08-17 4.500000 0.00 30000.00 29966.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HC6R5 2031-08-20 5.000000 0.00 250000.00 249445.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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MAE POOL B1V7KEBTPIMZEU4LTD58 3140F3PJ1 2031-06-01 2.500000 0.00 2500000.00 164463.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F3PU6 2031-06-01 2.500000 0.00 2500000.00 348618.58 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 2338000.00 2362548.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 70000.00 70985.35 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 49908500.00 52681419.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 3500200.00 3438035.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1675000.00 1692178.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 1500000.00 1507380.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.500000 0.00 300.00 243.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 997400.00 902249.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 997200.00 924380.51 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 9043200.00 8163818.39 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31408C4D5 2035-12-01 5.500000 0.00 3000.00 32.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3X87 2032-04-01 1.500000 0.00 22350348.00 16526811.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4DF1 2032-07-01 2.000000 0.00 38142299.00 28569597.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DKN1 2030-01-01 3.000000 0.00 2050000.00 164757.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DP48 2035-06-01 2.000000 0.00 1000000.00 278050.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DSQ6 2030-09-01 2.000000 0.00 500000.00 81492.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EA91 2032-02-01 2.000000 0.00 6000000.00 2082043.82 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 75000.00 74457.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 986200.00 978206.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 212000.00 211036.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 12501000.00 12321373.13 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 49944000.00 54906488.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 105000.00 104702.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 152000.00 151908.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 25000.00 24678.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 600000.00 600220.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625000 0.00 900.00 919.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 1000.00 1024.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 13000.00 13317.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJC6 2026-10-15 4.625000 0.00 154700.00 157526.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 999900.00 1026411.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 11500.00 11671.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 3000.00 3019.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 100.00 101.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 70600.00 71349.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 100.00 100.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 200000.00 198894.11 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1737500.00 1823634.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 75600.00 75776.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 999900.00 996789.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 4500.00 4588.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 95500.00 97005.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 333400.00 338561.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 204000.00 206099.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1025400.00 1004240.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 1230000.00 1239652.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 999800.00 999942.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 1776000.00 1744247.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875000 0.00 282100.00 282160.44 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132D9VE1 2034-01-01 4.500000 0.00 2130325.00 1287277.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7R26 2055-11-01 6.000000 0.00 55592700.00 53549592.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7R34 2055-11-01 6.000000 0.00 90050355.00 87500288.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7R42 2055-11-01 6.000000 0.00 88934617.00 86134585.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410LN81 2029-06-01 4.000000 0.00 10003683.00 272925.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410LXJ6 2033-09-01 4.000000 0.00 18085955.00 733464.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31413WGK5 2029-07-01 3.980000 0.00 2585000.00 59101.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417A6V6 2027-02-01 3.000000 0.00 25000000.00 58651.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417AD48 2026-10-01 3.000000 0.00 3560786.00 894.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417BPE1 2027-04-01 3.000000 0.00 65463441.00 255752.82 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4DK0 2037-05-01 3.500000 0.00 24785158.00 19387932.69 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4DL8 2035-05-01 3.500000 0.00 20041025.00 15753046.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4DM6 2037-10-01 3.500000 0.00 18890237.00 15209015.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4P76 2032-02-01 2.000000 0.00 14960675.00 10507848.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4P84 2032-06-01 2.500000 0.00 8484962.00 6247661.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4P92 2035-05-01 2.500000 0.00 9781674.00 7836758.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4WC7 2032-04-01 2.000000 0.00 9933045.00 7891904.37 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 95500.00 96774.37 U.S. Treasuries (including strips) GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MT3 2053-12-20 7.000000 0.00 38000.00 13682.42 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 100000.00 98133.50 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P50 2056-07-20 5.000000 0.00 342000.00 333527.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P76 2056-07-20 6.000000 0.00 464000.00 473590.88 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6PR2 2056-08-20 5.000000 0.00 1700000.00 1649402.33 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUUA9 2055-05-01 6.500000 0.00 37471271.00 30618756.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVKA8 2055-09-01 6.500000 0.00 70788191.00 64947241.43 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 395000.00 394165.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 35000.00 34629.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 171000.00 173748.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4.000000 0.00 213400.00 213504.26 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417CYE9 2027-09-01 2.500000 0.00 11696569.00 53546.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417YGY7 2029-10-01 5.000000 0.00 21300000.00 188192.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417YR90 2030-09-01 4.500000 0.00 100000.00 1382.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418A6K9 2034-02-01 4.000000 0.00 1300000.00 104815.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AH27 2042-08-01 3.500000 0.00 295000.00 28763.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AJL3 2032-09-01 3.500000 0.00 40000000.00 2112019.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ATL2 2028-04-01 2.500000 0.00 9783322.00 250244.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AUM8 2028-05-01 2.500000 0.00 14152508.00 297204.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AYJ1 2043-09-01 4.500000 0.00 275000.00 34593.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BBR6 2029-02-01 3.500000 0.00 3476733.00 123947.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BZR0 2031-03-01 2.500000 0.00 5000000.00 386907.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C2N3 2028-08-01 3.000000 0.00 1525000.00 38691.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CDC5 2031-10-01 2.500000 0.00 10000000.00 1034331.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CDH4 2031-11-01 2.500000 0.00 10482000.00 1152087.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CEC4 2031-12-01 2.500000 0.00 8000000.00 917572.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CET7 2031-12-01 2.000000 0.00 1050000.00 135358.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CEY6 2026-12-01 3.000000 0.00 3000000.00 9045.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CHR8 2027-03-01 3.000000 0.00 4000000.00 25967.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CJT2 2027-04-01 3.000000 0.00 1600000.00 13032.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CNV2 2027-08-01 3.000000 0.00 2450000.00 33233.88 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CPR9 2027-09-01 3.000000 0.00 6207027.00 103070.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CR89 2047-12-01 3.500000 0.00 4000.00 463.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CWC4 2028-04-01 3.000000 0.00 10301395.00 322744.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CWF7 2028-04-01 3.500000 0.00 3100000.00 84716.44 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CXZ2 2028-06-01 3.500000 0.00 3500000.00 99444.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CYE8 2028-07-01 3.500000 0.00 1598109.00 48073.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CZ23 2028-09-01 3.500000 0.00 1500000.00 36150.11 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CZA5 2028-08-01 3.500000 0.00 1000000.00 34099.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418D6N7 2031-11-01 1.500000 0.00 94640000.00 34182154.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DDD1 2029-07-01 3.000000 0.00 1800000.00 104858.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DDQ2 2029-06-01 3.000000 0.00 3000000.00 181517.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DEB4 2034-07-01 2.500000 0.00 80000000.00 7703164.02 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DFG2 2029-09-01 3.000000 0.00 1425000.00 100042.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DG22 2034-10-01 2.000000 0.00 2893000.00 536975.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QAQU7 2034-02-01 4.500000 0.00 2000000.00 332224.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QBAF5 2034-05-01 4.500000 0.00 4746159.00 528874.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QCTJ5 2030-01-01 3.500000 0.00 1000000.00 85988.92 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.750000 0.00 981600.00 954179.35 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5XT6 2048-08-01 3.000000 0.00 7196066.00 6194757.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5Z49 2038-11-01 4.500000 0.00 1455130.00 1318064.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6AT9 2036-12-01 3.500000 0.00 6291923.00 5610913.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132G5AV1 2028-07-01 3.000000 0.00 15950000.00 301883.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132G5AX7 2028-07-01 2.500000 0.00 10000000.00 245094.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EMV9 2032-11-01 4.000000 0.00 1000000.00 345812.61 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 1179600.00 1172890.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 60000.00 59789.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 689000.00 677798.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 35071000.00 35314713.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 12000.00 11949.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPD7 2030-10-31 3.625000 0.00 3750000.00 3673864.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 200000.00 200599.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 701100.00 670950.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 212100.00 211576.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 1056300.00 1025600.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 110500.00 109228.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 2900.00 2882.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 10404600.00 10245712.48 U.S. Treasuries (including strips) GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36210BD51 2029-04-15 7.000000 0.00 37126.00 24.16 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 10750300.00 10263993.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQA2 2029-02-15 3.500000 0.00 1001300.00 982253.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 499800.00 493130.17 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1655000000.00 1655000000.00 0.0078 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 2026-09-01 2026-12-18 2026-12-18 N N N 0.0374 47017667.30 47017667.30 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 2026-09-01 2026-09-18 2026-09-18 N N N 0.0373 185005747.95 185005747.95 0.0009 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 2026-09-01 2026-10-29 2026-10-29 N N N 0.0372 473265514.54 473265514.54 0.0022 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 2026-09-01 2027-01-19 2027-01-19 N N N 0.0373 192651597.54 192651597.54 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 2026-09-01 2027-01-21 2027-01-21 N N N 0.0373 163744344.69 163744344.69 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.760000% 3130B72L7 2549001DPIFGXC1TOL40 US3130B72L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-15 2027-07-15 N N N 0.0373 85237857.77 85237857.77 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130B7BA1 2549001DPIFGXC1TOL40 US3130B7BA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-07-29 2027-07-29 N N N 0.0374 19007305.12 19007305.12 0.0001 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 2026-09-01 2027-08-18 2027-08-18 N N N 0.0379 145903364.45 145903364.45 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 2026-09-01 2027-10-22 2027-10-22 N N N 0.0375 3166674.63 3166674.63 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 2026-09-01 2027-10-22 2027-10-22 N N N 0.0375 2606231.67 2606231.67 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 2026-09-01 2027-10-27 2027-10-27 N N N 0.0377 30398360.90 30398360.90 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 2026-09-01 2027-05-10 2027-05-10 N N N 0.0374 369055195.02 369055195.02 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 2026-09-01 2027-12-03 2027-12-03 N N N 0.0376 220788997.54 220788997.54 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 2026-09-01 2027-10-04 2027-10-04 N N N 0.0374 214514247.09 214514247.09 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 2026-09-01 2027-12-02 2027-12-02 N N N 0.0376 499976480.00 499976480.00 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 2026-09-01 2028-01-20 2028-01-20 N N N 0.0375 228998188.61 228998188.61 0.0011 N N N 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 2026-09-01 2028-02-09 2028-02-09 N N N 0.0376 121399191.48 121399191.48 0.0006 N N N 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 2026-09-01 2028-02-11 2028-02-11 N N N 0.0376 189298665.44 189298665.44 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 2026-09-01 2027-08-20 2027-08-20 N N N 0.0375 238051794.27 238051794.27 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9M64 2549001DPIFGXC1TOL40 US3130B9M647 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-25 2028-02-25 N N N 0.0378 490316003.64 490316003.64 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.735000% 3130B9MQ0 2549001DPIFGXC1TOL40 US3130B9MQ02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-02 2028-03-02 N N N 0.0378 388753384.70 388753384.70 0.0018 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 2026-09-01 2027-12-06 2027-12-06 N N N 0.0375 242959965.75 242959965.75 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 2026-09-01 2028-03-10 2028-03-10 N N N 0.0378 194224916.65 194224916.65 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 2026-09-01 2028-03-06 2028-03-06 N N N 0.0376 242870458.50 242870458.50 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 2026-09-01 2028-02-04 2028-02-04 N N N 0.0378 235962601.61 235962601.61 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 2026-09-01 2026-12-21 2026-12-21 N N N 0.0368 115005022.05 115005022.05 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 2026-09-01 2026-12-22 2026-12-22 N N N 0.0368 150006724.50 150006724.50 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 2026-09-01 2026-12-15 2026-12-15 N N N 0.0370 149999856.00 149999856.00 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 2026-09-01 2026-12-17 2026-12-17 N N N 0.0370 349999562.50 349999562.50 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 2026-09-01 2026-12-21 2026-12-21 N N N 0.0370 299999646.00 299999646.00 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 2026-09-01 2027-01-04 2027-01-04 N N N 0.0371 107995833.36 107995833.36 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 2026-09-01 2027-02-04 2027-02-04 N N N 0.0371 599195476.04 599195476.04 0.0028 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 2026-09-01 2026-09-15 2026-09-15 N N N 0.0368 97499477.40 97499477.40 0.0005 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 2026-09-01 2027-05-28 2027-05-28 N N N 0.0372 157200045.59 157200045.59 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 2026-09-01 2027-06-04 2027-06-04 N N N 0.0374 228976092.40 228976092.40 0.0011 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 2026-09-01 2027-02-18 2027-02-18 N N N 0.0371 387500337.13 387500337.13 0.0018 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 2026-09-01 2027-06-15 2027-06-15 N N N 0.0372 645036519.90 645036519.90 0.0030 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 2026-09-01 2027-12-20 2027-12-20 N N N 0.0377 499995900.00 499995900.00 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 2026-09-01 2026-12-24 2026-12-24 N N N 0.0371 352897353.25 352897353.25 0.0017 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 2026-09-01 2026-11-25 2026-11-25 N N N 0.0370 485701646.52 485701646.52 0.0023 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 2026-09-01 2027-02-18 2027-02-18 N N N 0.0372 363100530.13 363100530.13 0.0017 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 2026-09-01 2028-01-03 2028-01-03 N N N 0.0378 235796951.11 235796951.11 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 2026-09-01 2028-01-05 2028-01-05 N N N 0.0378 236597075.62 236597075.62 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 2026-09-01 2028-01-24 2028-01-24 N N N 0.0377 145798574.08 145798574.08 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 2026-09-01 2028-01-27 2028-01-27 N N N 0.0377 288596906.21 288596906.21 0.0014 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 2026-09-01 2027-12-29 2027-12-29 N N N 0.0376 291528249.27 291528249.27 0.0014 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 2026-09-01 2027-12-30 2027-12-30 N N N 0.0377 235999823.00 235999823.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.700000% 3130BBXJ9 2549001DPIFGXC1TOL40 US3130BBXJ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-30 2027-03-30 N N N 0.0372 219999969.20 219999969.20 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.770000% 3130BBYK5 2549001DPIFGXC1TOL40 US3130BBYK58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-28 2028-08-28 N N N 0.0379 478600000.00 478600000.00 0.0022 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 0.0385 448838480.00 448838480.00 0.0021 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 0.0361 455029148.10 455029148.10 0.0021 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 0.0361 460627141.07 460627141.07 0.0022 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 0.0371 180321105.34 180321105.34 0.0008 N N Y 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 0.0377 452415493.56 452415493.56 0.0021 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 0.0377 947203372.31 947203372.31 0.0044 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 2026-09-01 2027-03-29 2027-03-29 N N N 0.0374 46634040.83 46634040.83 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 2026-09-01 2026-12-18 2026-12-18 N N N 0.0370 28519781.85 28519781.85 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.926000% 3133ER2A8 254900C5LP6DN9OP9V83 US3133ER2A87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-27 2027-01-27 N N N 0.0391 100013798.00 100013798.00 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 2026-09-01 2027-02-03 2027-02-03 N N N 0.0373 106129497.92 106129497.92 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 2026-09-01 2026-11-16 2026-11-16 N N N 0.0370 133210990.33 133210990.33 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 2026-09-01 2027-02-12 2027-02-12 N N N 0.0377 225291314.69 225291314.69 0.0011 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 2026-09-01 2026-12-07 2026-12-07 N N N 0.0371 119107016.18 119107016.18 0.0006 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 2026-09-01 2026-11-20 2026-11-20 N N N 0.0370 243756813.78 243756813.78 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 2026-09-01 2027-05-03 2027-05-03 N N N 0.0379 56427421.68 56427421.68 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 2026-09-01 2026-11-25 2026-11-25 N N N 0.0370 57291489.36 57291489.36 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 2026-09-01 2026-11-02 2026-11-02 N N N 0.0372 189725381.86 189725381.86 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 2026-09-01 2026-12-02 2026-12-02 N N N 0.0371 62215288.14 62215288.14 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 2026-09-01 2026-09-08 2026-09-08 N N N 0.0358 66402528.51 66402528.51 0.0003 N N Y 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 2026-09-01 2026-12-18 2026-12-18 N N N 0.0376 247433112.02 247433112.02 0.0012 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 2026-09-01 2026-11-02 2026-11-02 N N N 0.0375 175012911.50 175012911.50 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 2026-09-01 2026-10-06 2026-10-06 N N N 0.0371 50003487.00 50003487.00 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 2026-09-01 2027-01-08 2027-01-08 N N N 0.0373 339583710.52 339583710.52 0.0016 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 2026-09-01 2026-09-04 2026-09-04 N N N 0.0374 129320575.47 129320575.47 0.0006 N N Y 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 2026-09-01 2027-01-14 2027-01-14 N N N 0.0373 70018069.80 70018069.80 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.926000% 3133ERU82 254900C5LP6DN9OP9V83 US3133ERU823 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-01-21 2027-01-21 N N N 0.0391 100013040.00 100013040.00 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 2026-09-01 2026-10-09 2026-10-09 N N N 0.0371 590654476.94 590654476.94 0.0028 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.926000% 3133ERX63 254900C5LP6DN9OP9V83 US3133ERX637 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2026-11-24 2026-11-24 N N N 0.0388 250038512.50 250038512.50 0.0012 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 2026-09-01 2026-09-16 2026-09-16 N N N 0.0373 246905967.57 246905967.57 0.0012 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 2026-09-01 2026-10-23 2026-10-23 N N N 0.0374 100008661.00 100008661.00 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 2026-09-01 2026-10-21 2026-10-21 N N N 0.0374 405030686.85 405030686.85 0.0019 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 2026-09-01 2027-09-28 2027-09-28 N N N 0.0375 260022768.20 260022768.20 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 2026-09-01 2027-12-17 2027-12-17 N N N 0.0375 239995082.40 239995082.40 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 2026-09-01 2027-11-23 2027-11-23 N N N 0.0373 153025000.20 153025000.20 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 2026-09-01 2027-09-23 2027-09-23 N N N 0.0374 100019327.00 100019327.00 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 2026-09-01 2027-11-05 2027-11-05 N N N 0.0376 32990029.05 32990029.05 0.0002 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 2026-09-01 2028-01-12 2028-01-12 N N N 0.0368 247228124.26 247228124.26 0.0012 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 2026-09-01 2026-09-17 2026-09-17 N N N 0.0368 85598913.74 85598913.74 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 2026-09-01 2027-10-01 2027-10-01 N N N 0.0375 334722420.38 334722420.38 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.780000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-09-24 2027-09-24 N N N 0.0375 89643359.23 89643359.23 0.0004 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 2026-09-01 2027-04-01 2027-04-01 N N N 0.0372 287707084.51 287707084.51 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 2026-09-01 2027-10-22 2027-10-22 N N N 0.0375 221245171.37 221245171.37 0.0010 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 2026-09-01 2027-06-23 2027-06-23 N N N 0.0378 76091736.30 76091736.30 0.0004 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 2026-09-01 2027-05-12 2027-05-12 N N N 0.0374 33004147.77 33004147.77 0.0002 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 2026-09-01 2027-08-11 2027-08-11 N N N 0.0375 119541423.48 119541423.48 0.0006 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 2026-09-01 2027-08-18 2027-08-18 N N N 0.0380 198384887.87 198384887.87 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 2026-09-01 2027-06-09 2027-06-09 N N N 0.0380 15998992.96 15998992.96 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 2026-09-01 2027-06-16 2027-06-16 N N N 0.0375 30008705.40 30008705.40 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 2026-09-01 2028-01-21 2028-01-21 N N N 0.0375 41304697.05 41304697.05 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 2026-09-01 2027-01-26 2027-01-26 N N N 0.0369 276894096.49 276894096.49 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.695000% 3133EWB74 254900C5LP6DN9OP9V83 US3133EWB740 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2027-03-04 2027-03-04 N N N 0.0000 45000000.00 45000000.00 0.0002 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 2026-09-01 2028-02-02 2028-02-02 N N N 0.0378 94972082.35 94972082.35 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 2026-09-01 2028-01-03 2028-01-03 N N N 0.0378 65973255.48 65973255.48 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 2026-09-01 2028-02-09 2028-02-09 N N N 0.0375 81558031.86 81558031.86 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 2026-09-01 2028-02-11 2028-02-11 N N N 0.0376 72998917.41 72998917.41 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 2026-09-01 2028-02-17 2028-02-17 N N N 0.0375 57005837.37 57005837.37 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 2026-09-01 2028-01-18 2028-01-18 N N N 0.0375 106998698.88 106998698.88 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 2026-09-01 2027-05-20 2027-05-20 N N N 0.0379 164815407.95 164815407.95 0.0008 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 2026-09-01 2028-02-23 2028-02-23 N N N 0.0377 97370500.46 97370500.46 0.0005 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 2026-09-01 2028-02-25 2028-02-25 N N N 0.0378 71972986.32 71972986.32 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 2026-09-01 2028-03-02 2028-03-02 N N N 0.0375 43000234.35 43000234.35 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 2026-09-01 2027-12-06 2027-12-06 N N N 0.0375 28995304.61 28995304.61 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 2026-09-01 2028-01-11 2028-01-11 N N N 0.0377 16992654.81 16992654.81 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 2026-09-01 2028-03-13 2028-03-13 N N N 0.0375 150504507.48 150504507.48 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 2026-09-01 2028-03-16 2028-03-16 N N N 0.0375 87001939.23 87001939.23 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 2026-09-01 2027-07-20 2027-07-20 N N N 0.0375 150457822.38 150457822.38 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 2026-09-01 2028-03-24 2028-03-24 N N N 0.0378 76969216.94 76969216.94 0.0004 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 2026-09-01 2028-03-27 2028-03-27 N N N 0.0378 99260870.84 99260870.84 0.0005 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 2026-09-01 2027-09-27 2027-09-27 N N N 0.0373 79199048.81 79199048.81 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 2026-09-01 2027-05-26 2027-05-26 N N N 0.0372 174389492.40 174389492.40 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 2026-09-01 2027-08-27 2027-08-27 N N N 0.0373 67000250.58 67000250.58 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 2026-09-01 2027-10-08 2027-10-08 N N N 0.0373 167098075.01 167098075.01 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 2026-09-01 2027-07-16 2027-07-16 N N N 0.0372 101398351.24 101398351.24 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 2026-09-01 2027-01-21 2027-01-21 N N N 0.0369 125004477.50 125004477.50 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 2026-09-01 2027-02-01 2027-02-01 N N N 0.0371 119998851.60 119998851.60 0.0006 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 2026-09-01 2027-12-02 2027-12-02 N N N 0.0376 132020376.84 132020376.84 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 2026-09-01 2028-03-01 2028-03-01 N N N 0.0377 32911388.66 32911388.66 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.770000% 3133EWVU1 254900C5LP6DN9OP9V83 US3133EWVU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-04-13 2028-04-13 N N N 0.0378 47306476.32 47306476.32 0.0002 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 2026-09-01 2028-01-14 2028-01-14 N N N 0.0378 24299782.76 24299782.76 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 2026-09-01 2027-10-20 2027-10-20 N N N 0.0376 58199619.37 58199619.37 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 2026-09-01 2027-09-07 2027-09-07 N N N 0.0371 87029709.63 87029709.63 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.755000% 3133EWYB0 254900C5LP6DN9OP9V83 US3133EWYB09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-02-07 2028-02-07 N N N 0.0377 63699334.97 63699334.97 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.740000% 3133EWYW4 254900C5LP6DN9OP9V83 US3133EWYW46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-12-21 2027-12-21 N N N 0.0376 73499985.30 73499985.30 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.710000% 3133EWZX1 254900C5LP6DN9OP9V83 US3133EWZX10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-06-01 2027-06-01 N N N 0.0373 84000000.00 84000000.00 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 2026-09-01 2026-09-04 2026-09-04 N N N 0.0373 599303044.44 599303044.44 0.0028 N N Y 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 2026-09-01 2026-09-23 2026-09-23 N N N 0.0369 578037281.00 578037281.00 0.0027 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 2026-09-01 2026-10-16 2026-10-16 N N N 0.0377 416316135.79 416316135.79 0.0020 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 2026-09-01 2027-05-05 2027-05-05 N N N 0.0373 725709670.41 725709670.41 0.0034 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 2026-09-01 2027-08-11 2027-08-11 N N N 0.0375 95634918.86 95634918.86 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 2026-09-01 2027-08-25 2027-08-25 N N N 0.0375 545546459.24 545546459.24 0.0026 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 2026-09-01 2027-09-02 2027-09-02 N N N 0.0375 143267862.48 143267862.48 0.0007 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 2026-09-01 2027-09-22 2027-09-22 N N N 0.0370 477343418.50 477343418.50 0.0022 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 2026-09-01 2027-10-06 2027-10-06 N N N 0.0374 478558716.95 478558716.95 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 2026-09-01 2027-10-14 2027-10-14 N N N 0.0374 190145294.90 190145294.90 0.0009 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 2026-09-01 2026-09-11 2026-09-11 N N N 0.0357 530832713.21 530832713.21 0.0025 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 2026-09-01 2026-10-23 2026-10-23 N N N 0.0370 91713235.06 91713235.06 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 2026-09-01 2026-11-20 2026-11-20 N N N 0.0371 713653971.41 713653971.41 0.0033 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 2026-09-01 2026-12-11 2026-12-11 N N N 0.0363 126162650.26 126162650.26 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 2026-09-01 2027-12-22 2027-12-22 N N N 0.0375 413606605.19 413606605.19 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 2026-09-01 2028-01-07 2028-01-07 N N N 0.0376 319530426.28 319530426.28 0.0015 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 2026-09-01 2028-02-02 2028-02-02 N N N 0.0376 293277779.59 293277779.59 0.0014 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 2026-09-01 2028-03-06 2028-03-06 N N N 0.0378 449592979.55 449592979.55 0.0021 N N N N Federal National Mortgage Association Federal National Mortgage Association 3.735000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-06-08 2028-06-08 N N N 0.0378 184416153.98 184416153.98 0.0009 N N N N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 3.680000% 46599J009 KBVRJ5K57JZ3E2AVWX40 0001440203 46599J009_3.68_0901 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 31426QGU1 2055-06-01 6.500000 0.00 1048.00 1081.93 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426TJU2 2055-07-01 6.000000 0.00 1000.00 565.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DU3Z8 2054-11-01 6.000000 0.00 39751120.00 28258939.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXY35 2056-07-01 5.000000 0.00 1024.00 993.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N53X5 2055-12-20 5.000000 0.00 1000.00 951.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSFC0 2053-06-01 5.500000 0.00 1024.00 696.90 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QTDE6 2053-10-01 5.500000 0.00 91550000.00 72062413.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133C6X95 2053-07-01 6.000000 0.00 2553620.00 1812295.11 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3128QLSR3 2036-07-01 5.982000 0.00 38000000.00 125057.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y0Y30 2048-04-01 4.500000 0.00 1000.00 198.82 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36202TGH3 2034-10-15 6.000000 0.00 25000.00 1172.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXG63 2057-09-01 4.000000 0.00 103828864.00 32957910.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXTB8 2061-07-01 2.500000 0.00 1000.00 492.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427AMF1 2055-09-01 6.500000 0.00 1000.00 887.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PA38 2055-06-01 5.000000 0.00 35791808.00 32013199.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8BG0 2056-01-01 5.000000 0.00 25505000.00 24288136.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 1000.00 870.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QPJQ1 2052-06-01 5.000000 0.00 3755000.00 2425292.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0RX2 2053-10-01 6.500000 0.00 1024.00 722.63 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W0US7 2056-08-20 7.000000 0.00 1000.00 1080.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W7AS9 2056-06-01 6.500000 0.00 4007112.00 4088734.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132XTXR4 2047-10-01 4.500000 0.00 13262432.00 2755178.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133B9NL4 2052-04-01 3.000000 0.00 5604000.00 3203131.12 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 200000000.00 200000000.00 0.0009 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 0.0365 2132803354.00 2132803354.00 0.0100 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 0.0377 3589485631.92 3589485631.92 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.727500% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0383 326320971.09 326320971.09 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0371 760123294.91 760123294.91 0.0036 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 0.0378 3847199359.22 3847199359.22 0.0180 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0379 5213212289.11 5213212289.11 0.0245 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 0.0381 627661845.94 627661845.94 0.0029 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 0.0382 2184140719.29 2184140719.29 0.0102 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 0.0365 190000000.00 190000000.00 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 0.0382 3374580920.00 3374580920.00 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.716000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0382 3014454975.53 3014454975.53 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.770000% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0385 2216696841.27 2216696841.27 0.0104 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.645000% 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N 0.0376 2136830431.58 2136830431.58 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.655000% 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0379 1921716218.53 1921716218.53 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.670000% 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0381 5665851139.61 5665851139.61 0.0266 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 0.0382 3732260859.75 3732260859.75 0.0175 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 0.0390 166817075.60 166817075.60 0.0008 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 0.0392 324103624.66 324103624.66 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 0.0381 1065877637.21 1065877637.21 0.0050 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.801000% 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0399 2256568656.30 2256568656.30 0.0106 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.885000% 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0402 2142096964.46 2142096964.46 0.0100 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.741000% 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0386 1562927888.52 1562927888.52 0.0073 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.745000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0389 3974604589.73 3974604589.73 0.0186 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.750000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0392 4416867693.56 4416867693.56 0.0207 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 0.0380 371284023.79 371284023.79 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 0.0387 284415193.20 284415193.20 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 0.0395 1239566118.77 1239566118.77 0.0058 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0402 558424641.44 558424641.44 0.0026 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 0.0403 132553154.21 132553154.21 0.0006 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 0.0397 1801100213.24 1801100213.24 0.0084 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 0.0393 483267983.81 483267983.81 0.0023 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 940009721.57 940009721.57 0.0044 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 0.0395 2113017096.44 2113017096.44 0.0099 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 0.0403 2143884158.58 2143884158.58 0.0101 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 663121093.76 663121093.76 0.0031 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 0.0392 338096791.98 338096791.98 0.0016 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 0.0398 1395608150.63 1395608150.63 0.0065 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 0.0395 2370760391.03 2370760391.03 0.0111 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 0.0389 955929241.05 955929241.05 0.0045 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.011000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N 0.0379 1634887680.25 1634887680.25 0.0077 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 0.0386 3805387758.86 3805387758.86 0.0178 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 0.0390 1698447380.66 1698447380.66 0.0080 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 224978577.67 224978577.67 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.904000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N 0.0376 1799437276.31 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FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ETU4 2053-06-01 3.000000 0.00 4000.00 2791.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EU81 2053-08-01 5.000000 0.00 152000.00 113549.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.500000 0.00 6008876.00 3999150.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6.000000 0.00 2633000.00 1447405.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5.000000 0.00 625000.00 488067.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.500000 0.00 2807935.00 1867418.94 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EXS4 2053-11-01 4.500000 0.00 201000.00 159963.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6.000000 0.00 1397440.00 797006.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EYM6 2053-12-01 5.500000 0.00 6578008.00 4589215.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EYP9 2053-12-01 6.500000 0.00 175100.00 61972.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EYR5 2038-12-01 5.500000 0.00 335000.00 143770.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EZ45 2053-12-01 3.500000 0.00 1000.00 798.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EZ94 2039-02-01 5.500000 0.00 197000.00 83941.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EZK9 2054-01-01 5.000000 0.00 5948618.00 4852713.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FAK3 2044-06-01 5.000000 0.00 1064.00 663.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FAU1 2054-07-01 4.500000 0.00 10000.00 8362.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FAV9 2054-07-01 5.000000 0.00 1430000.00 1211806.16 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FBT3 2039-08-01 5.500000 0.00 162709.00 78594.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5.000000 0.00 15000.00 12597.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FE94 2039-12-01 5.500000 0.00 4000.00 2379.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FEC7 2054-11-01 5.000000 0.00 219331.00 181513.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4.000000 0.00 92000.00 78305.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FFN2 2054-11-01 3.500000 0.00 4000.00 3258.78 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4.000000 0.00 289000.00 245262.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FGW1 2055-02-01 4.500000 0.00 1268780.00 1098178.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FHW0 2055-03-01 4.500000 0.00 39168.00 33871.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5.000000 0.00 145000.00 126945.15 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMF1 2055-07-01 4.000000 0.00 50000.00 43431.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMG9 2055-07-01 4.500000 0.00 19000.00 16768.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMU8 2040-07-01 4.500000 0.00 2000.00 1613.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQ91 2055-11-01 5.500000 0.00 33000.00 29166.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQC4 2055-10-01 4.000000 0.00 1024.00 905.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FQE0 2055-10-01 5.000000 0.00 3000.00 2723.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FSE8 2040-12-01 5.000000 0.00 2000.00 1678.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FUA3 2041-02-01 4.000000 0.00 45000.00 40662.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FUX3 2056-03-01 5.000000 0.00 1044.00 981.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FYQ4 2056-07-01 5.000000 0.00 1027.00 986.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FZK6 2056-08-01 5.500000 0.00 907272.00 897841.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418MEC2 2039-08-01 6.500000 0.00 828000.00 8065.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418WHC7 2040-07-01 5.500000 0.00 2000000.00 41991.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31419ABL0 2040-05-01 5.500000 0.00 585000.00 12676.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425U3X1 2054-12-01 4.000000 0.00 55000.00 48509.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425UMB8 2054-12-01 6.500000 0.00 2000.00 1642.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425VK93 2054-12-01 6.000000 0.00 4697.00 3732.42 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426CEG5 2055-02-01 5.500000 0.00 20163264.00 16897251.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQQY5 2053-06-01 5.500000 0.00 300000.00 216796.20 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQSH0 2053-06-01 5.500000 0.00 90000.00 64239.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQSY3 2053-06-01 5.500000 0.00 700000.00 503118.72 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DS3K6 2054-04-01 5.500000 0.00 1345000.00 1043636.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DS6D9 2052-07-01 2.500000 0.00 13000.00 9340.65 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DSQS4 2054-02-01 5.500000 0.00 1798000.00 1454648.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DSRS3 2053-10-01 5.000000 0.00 6413000.00 5090392.28 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DSUN0 2053-08-01 4.500000 0.00 10000.00 8571.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DSVA7 2052-06-01 2.000000 0.00 1000.00 694.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132M5E40 2044-02-01 4.000000 0.00 248996.00 23600.81 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133A2CE8 2050-02-01 5.000000 0.00 2425145.00 642739.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133A7KE8 2050-07-01 2.500000 0.00 90271.00 36572.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133APS91 2051-08-01 2.500000 0.00 335000.00 185750.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133ATCV1 2051-10-01 3.000000 0.00 15171342.00 8464306.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133B0SP9 2051-12-01 2.500000 0.00 8242000.00 5181094.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133B9KZ6 2052-04-01 2.000000 0.00 9000.00 5450.27 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BBGN3 2052-05-01 2.500000 0.00 504296.00 318592.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BDQ57 2052-06-01 5.000000 0.00 99003.00 62923.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BFF88 2052-07-01 4.000000 0.00 1810000.00 1440488.52 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 755000000.00 755000000.00 0.0035 N Y Y N Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.570000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.57_0901 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 912810SR0 2040-05-15 1.125000 0.00 39800.00 24577.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 20964500.00 14148051.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 8219900.00 8054499.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 9200.00 9127.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 61000.00 59971.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 5500000.00 4076169.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 163400.00 153629.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 27697400.00 26002620.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 15000000.00 15743606.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 18400.00 18684.86 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 27884500.00 27949383.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 43700.00 43444.57 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 2954900.00 2937167.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 3790300.00 2779094.76 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0357 100000000.00 100000000.00 0.0005 N Y Y N Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.669900% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.67_0901 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 91282CME8 2026-12-31 4.250000 0.00 18539800.00 18693760.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 95130800.00 93216578.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 118265000.00 101947355.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 700.00 657.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 400.00 403.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 71062600.00 71379158.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 2706000.00 2707173.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 1800.00 1728.45 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VK0 2026-10-06 NA 0.00 476500.00 474786.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FE3 2028-08-15 5.500000 0.00 3900.00 3992.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 36905200.00 36386073.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 3600.00 3441.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 43799900.00 43601984.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 22848000.00 22519697.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 11796700.00 11706525.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 800.00 797.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 9032900.00 9222163.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 329096000.00 324441441.46 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SA6 2026-10-01 NA 0.00 2600.00 2592.04 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 1800.00 1783.72 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPX3 2028-01-31 3.849600 0.00 28566900.00 28687934.91 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 750000000.00 750000000.00 0.0035 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.680000% 927NEF002 R0MUWSFPU8MPRO8K5P83 0001197610 927NEF002_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF4S1 2054-08-25 NA 0.00 3913720.00 1583329.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384NKE4 2054-04-20 5.750000 0.00 60023.00 60290.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384BVY4 2053-06-20 2.461200 0.00 38401462.00 2065049.45 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UVPQ6 2056-08-01 7.000000 0.00 1189540.00 1258126.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UVXJ3 2056-08-01 7.000000 0.00 140240.00 148384.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BPFF1 2046-05-15 2.349000 0.00 91799995.00 946152.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTJL6 2040-07-15 2.003200 0.00 42126259.00 168214.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HAT22 2041-05-25 2.500000 0.00 3447009.00 3070209.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAXX9 2053-11-25 2.356800 0.00 48898418.00 1508523.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBDK7 2054-01-25 NA 0.00 5357143.00 1951670.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGZ1 2047-08-15 2.033200 0.00 92672768.00 3232776.00 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140M7J85 2055-03-01 5.500000 0.00 1000.00 853.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJ7A9 2055-02-25 1.406800 0.00 120831488.00 2916253.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJPX9 2055-02-25 1.356800 0.00 38835953.00 480464.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJR33 2055-02-25 2.206800 0.00 63831987.00 3056715.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LEZ9 2043-12-16 2.246300 0.00 20927811.00 767584.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38374TMZ4 2039-03-16 2.246300 0.00 49899899.00 107350.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382LR94 2050-12-20 2.500000 0.00 845729.00 89426.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAG2 2051-01-20 2.000000 0.00 22400000.00 1637493.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAN7 2051-01-20 2.500000 0.00 49900000.00 3940495.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382PY97 2051-03-20 2.533100 0.00 2840686.00 96585.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Q3F5 2050-08-20 3.000000 0.00 6666667.00 510481.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QKL3 2051-04-20 3.500000 0.00 136906.00 7817.05 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GBE27 2056-07-25 1.806800 0.00 52925826.00 4736562.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE76 2056-07-25 2.556800 0.00 19019870.00 1390221.53 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GBKM6 2056-08-25 1.106800 0.00 9265090.00 206827.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4NP1 2051-12-25 2.500000 0.00 100000.00 7009.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53Z8 2051-11-25 4.000000 0.00 41029039.00 4398104.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QAX6 2041-01-25 2.732300 0.00 7556598.00 70795.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398STD5 2040-12-25 2.242300 0.00 118786398.00 431845.26 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133LP3M7 2036-07-01 4.500000 0.00 1007.00 969.63 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQFZ4 2053-05-01 5.500000 0.00 998000.00 624496.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9C66 2051-02-25 3.000000 0.00 16693373.00 1441193.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FPYD1 2053-01-15 0.487600 0.00 100096.00 305.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J8U43 2029-12-01 3.500000 0.00 5998937.00 478199.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVCJ1 2054-08-01 4.500000 0.00 1000.00 830.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U42J7 2056-02-01 5.500000 0.00 305026.00 300024.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 34266721.00 20120272.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383T3H4 2052-07-20 0.361200 0.00 177903013.00 1728414.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383XNQ3 2053-04-20 2.561200 0.00 30299593.00 1270650.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWN77 2055-08-25 1.456800 0.00 99700002.00 1859192.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BXJQ8 2053-06-25 5.500000 0.00 9395127.00 1025086.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6B3 2056-04-25 1.256800 0.00 43428352.00 880692.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYP71 2056-03-25 2.006800 0.00 145451304.00 7625685.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYQM7 2053-07-25 5.500000 0.00 1242512.00 118849.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYU75 2051-01-25 5.500000 0.00 13550577.00 1782976.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5DE7 2055-01-25 1.356800 0.00 45565440.00 1208093.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5DM9 2056-04-25 0.056800 0.00 499589996.00 2058271.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5LN8 2056-04-25 NA 0.00 108091647.00 446820.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5Y20 2048-05-25 5.500000 0.00 17200755.00 2445752.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6J25 2056-08-25 0.006800 0.00 499899896.00 2667436.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6LD8 2056-06-25 0.906800 0.00 31927967.00 838041.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137APFG0 2042-04-15 3.500000 0.00 1000.00 1403.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A66A7 2042-07-25 NA 0.00 9372384.00 916151.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSSR7 2054-08-25 3.456800 0.00 66511361.00 4158717.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTK69 2054-08-25 NA 0.00 3908549.00 1421633.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTMX8 2054-11-25 1.756800 0.00 55846152.00 1966078.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUJ27 2055-02-25 2.106800 0.00 55308400.00 2193005.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRX38 2056-06-25 NA 0.00 2985378.00 2030656.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385LMY1 2056-01-20 2.061200 0.00 100000.00 5008.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385MWM4 2056-02-20 2.061200 0.00 49999983.00 2990975.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385PWN5 2056-04-20 2.061200 0.00 13844874.00 590070.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385RH99 2056-05-20 2.001200 0.00 100000000.00 3901340.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385RJ71 2056-05-20 2.001200 0.00 5509163.00 269081.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NP2Z2 2053-09-01 6.500000 0.00 1255538.00 1275167.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPVJ6 2053-08-01 5.500000 0.00 37020.00 28644.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2JY5 2033-03-01 4.140000 0.00 1000.00 962.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384GLV0 2053-12-20 3.411200 0.00 23120992.00 625772.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384K2M2 2054-03-20 1.761200 0.00 20009500.00 722521.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4KY2 2052-03-01 2.000000 0.00 35537389.00 27172036.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GPT0 2065-05-20 2.211200 0.00 51807801.00 864753.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GT58 2055-06-20 2.161200 0.00 25000000.00 1420261.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385HS40 2051-06-20 5.500000 0.00 13673198.00 1931630.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381TW27 2049-04-20 4.216900 0.00 50000000.00 9954216.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381XCQ7 2049-07-20 2.333100 0.00 74239973.00 839185.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381YVM3 2049-09-20 2.283100 0.00 62300250.00 1897606.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381YWG5 2049-09-20 2.283100 0.00 29150000.00 858579.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AFJ9 2049-10-20 0.733100 0.00 100000.00 466.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP3E9 2061-03-25 1.956700 0.00 124129536.00 3305685.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQFV6 2052-07-25 2.000000 0.00 135382000.00 13569635.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQKM0 2048-05-25 5.000000 0.00 41837503.00 3743012.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQYA1 2053-12-25 NA 0.00 7948724.00 3409728.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSK38 2054-09-25 2.256800 0.00 67491941.00 2927976.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKTX2 2055-04-25 1.706800 0.00 100000.00 3360.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HM7H7 2055-07-25 1.506800 0.00 57899276.00 1524805.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMEM8 2055-08-25 2.156800 0.00 126001280.00 5582572.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMT42 2055-03-25 2.856800 0.00 890584.00 79070.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEZP0 2050-09-01 3.000000 0.00 154368.00 72672.31 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QHUY9 2053-07-01 6.000000 0.00 926329.00 691710.05 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B5NX9 2029-06-25 0.679500 0.00 18494900.00 212380.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVL1 2050-11-25 2.500000 0.00 85237376.00 7250519.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CX95 2053-08-20 2.061200 0.00 30000000.00 1037868.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384D7N1 2053-11-20 3.461200 0.00 9783136.00 441353.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382CHK0 2048-02-20 1.129700 0.00 12383239.00 33992.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NA57 2055-07-20 NA 0.00 1748904.00 1046629.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NG36 2052-03-20 6.000000 0.00 1666667.00 57986.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PAR4 2055-07-20 0.861200 0.00 98517878.00 1013942.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QMZ1 2055-08-20 0.861200 0.00 100000000.00 1528119.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QWF4 2054-05-20 2.311200 0.00 47287425.00 1385011.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381R6V6 2043-02-20 0.980100 0.00 64202120.00 410909.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381R7W3 2044-04-20 1.307700 0.00 39129700.00 203064.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJF6 2054-07-25 NA 0.00 15227546.00 7809674.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNJK5 2055-10-25 1.806800 0.00 88364160.00 3632033.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNPM4 2055-11-25 1.056800 0.00 207436288.00 3329601.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNYE2 2055-12-25 1.806800 0.00 99900000.00 5939241.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP5M1 2055-12-25 1.906800 0.00 114228252.00 4265044.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HP6N8 2051-11-25 5.500000 0.00 2752763.00 432148.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Morgan Securities LLC Tri Party Repo J.P. 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B1V7KEBTPIMZEU4LTD58 3140Y9SP0 2056-08-01 5.500000 0.00 137963776.00 138686200.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410TS71 2046-07-01 3.984000 0.00 3248996.00 135969.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411AJZ9 2036-10-01 5.821000 0.00 25018591.00 231135.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31411SM94 2037-02-01 5.546000 0.00 8090000.00 41579.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AQR95 2054-10-01 6.000000 0.00 1452172.00 1127575.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ASHA9 2054-10-01 6.500000 0.00 122719.00 72874.22 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ASK64 2055-05-01 6.000000 0.00 1005718.00 894067.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AUEK5 2054-11-01 6.000000 0.00 1498088.00 1071083.39 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 3137ATBJ0 2042-08-15 2.249000 0.00 37174976.00 382450.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATG55 2042-08-15 2.849000 0.00 48358400.00 883307.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AWHE8 2042-08-15 3.500000 0.00 2692068.00 328099.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AX2Z5 2042-12-15 3.500000 0.00 4681592.00 169661.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AX4Z3 2032-12-15 3.000000 0.00 68758656.00 365708.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXJD6 2033-01-15 3.000000 0.00 26735552.00 138496.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AXPJ6 2042-02-15 2.749000 0.00 105159424.00 733394.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B03R3 2033-02-15 0.977700 0.00 3900000.00 958065.61 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B0EX8 2033-03-15 4.000000 0.00 17844700.00 52618.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B1EY4 2033-04-15 3.500000 0.00 11058576.00 37141.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B2G38 2043-05-15 3.500000 0.00 1600000.00 2320027.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B4F84 2043-08-15 2.399000 0.00 124474624.00 450853.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B4VS2 2043-09-15 2.249000 0.00 49000000.00 258408.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B73D9 2044-01-15 3.000000 0.00 6236488.00 5641164.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B9HV0 2036-08-15 4.500000 0.00 19743072.00 102284.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBHD5 2044-06-15 2.249000 0.00 3000000.00 25827.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BBWY2 2043-08-15 2.299000 0.00 13148352.00 60242.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BD2G0 2044-08-15 5.000000 0.00 61727232.00 445992.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BDMP8 2044-09-15 3.000000 0.00 100000.00 121605.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BFW98 2041-06-15 2.249000 0.00 108854272.00 864964.32 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGDJ5 2045-02-15 3.500000 0.00 15199904.00 114014.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGJW0 2036-12-15 3.399000 0.00 47236960.00 294477.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BHEW3 2035-04-15 4.000000 0.00 9553792.00 70126.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKLA6 2045-07-15 6.000000 0.00 39759104.00 468369.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137BUV70 2047-01-15 2.299000 0.00 46378048.00 737117.79 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BUX94 2045-01-25 2.150800 0.00 11388000.00 99374.13 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BVZB5 2045-02-25 2.149500 0.00 24839000.00 247004.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BWRN6 2047-03-15 3.000000 0.00 31293000.00 22408512.46 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137BXR38 2045-05-25 2.217600 0.00 11760000.00 173401.05 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F1G77 2045-07-25 2.263700 0.00 8530000.00 150285.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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3136G7BG0 2056-06-25 5.000000 0.00 7804328.00 6602289.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHB23 2041-11-15 4.000000 0.00 1921346.00 288007.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHEF1 2041-11-15 2.699000 0.00 76636672.00 647168.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AK5U1 2031-12-15 2.849000 0.00 37142848.00 83978.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AKDR9 2042-01-15 4.000000 0.00 4500000.00 806586.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ALRB7 2042-02-15 4.000000 0.00 946000.00 103549.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AMZN0 2042-03-15 2.699000 0.00 26508896.00 168675.67 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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100000000.00 4381588.55 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BV4U9 2030-04-25 0.191600 0.00 440751000.00 1329139.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV5N4 2055-06-25 5.000000 0.00 14028720.00 14027728.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVEB0 2055-03-25 1.506800 0.00 108126336.00 1739279.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BM5F1 2052-06-25 2.456800 0.00 50000000.00 2190624.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMAH1 2052-03-25 3.000000 0.00 2000000.00 1552385.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMHC5 2052-04-25 3.500000 0.00 2000000.00 1790058.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMN20 2052-06-25 NA 0.00 30000000.00 63795.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMYU6 2052-05-25 NA 0.00 30613408.00 94266.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.500000 0.00 4637584.00 4566101.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNTL0 2046-11-25 0.375500 0.00 26071488.00 101056.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2K6 2053-05-25 1.856800 0.00 48859712.00 1001813.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCM1 2052-11-25 5.500000 0.00 12000000.00 14480640.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPMQ1 2052-12-25 6.000000 0.00 4415368.00 5639623.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPUY5 2050-10-25 2.000000 0.00 63825000.00 6225187.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPZE4 2053-02-25 5.000000 0.00 2900368.00 2978097.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQCG2 2050-11-25 NA 0.00 1903582.00 995265.91 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BQDF3 2028-07-25 0.120700 0.00 724996096.00 454120.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQJV2 2053-05-25 2.856800 0.00 26315840.00 844061.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQY52 2053-09-25 0.050000 0.00 46776320.00 24929.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRMD6 2054-03-25 5.500000 0.00 26734208.00 30246403.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRW37 2054-05-25 5.500000 0.00 19067200.00 21522918.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSDC6 2047-11-25 3.000000 0.00 6000000.00 5128635.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSEG6 2054-06-25 2.106800 0.00 50000000.00 973022.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSEQ4 2053-12-25 3.456800 0.00 87986880.00 2612707.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSFB6 2054-01-25 0.100000 0.00 56774656.00 31956.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSFD2 2054-01-25 0.050000 0.00 64995328.00 18291.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFP4 2054-11-25 0.656800 0.00 2259000000.00 18900649.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFR0 2054-11-25 0.010000 0.00 599998464.00 88083.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFS8 2054-06-25 0.010000 0.00 1094238208.00 209229.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKPK4 2055-04-25 5.143200 0.00 2855000.00 1776089.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKW75 2055-04-25 1.656800 0.00 40000000.00 792788.12 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HKX74 2053-11-25 6.500000 0.00 9821760.00 1333937.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLC75 2055-05-25 1.256800 0.00 113686912.00 2721916.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLL67 2055-06-25 5.000000 0.00 7805960.00 7673846.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.356800 0.00 66669184.00 3719317.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLPE6 2055-06-25 1.406800 0.00 160028928.00 5385956.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLTG7 2055-06-25 1.356800 0.00 125000000.00 3228699.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ54 2055-07-25 1.456800 0.00 150202112.00 5998279.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ70 2055-07-25 2.256800 0.00 161878528.00 7333604.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMKV1 2055-08-25 2.156800 0.00 68503936.00 4420707.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLH1 2055-06-25 0.656800 0.00 285000000.00 2102059.04 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLJ7 2055-08-25 2.306800 0.00 53720576.00 3711194.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMNW6 2055-08-25 0.656800 0.00 150000000.00 1188502.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMSP6 2055-09-25 2.206800 0.00 50000000.00 2256181.28 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2G2 2055-09-25 1.606800 0.00 20000000.00 663434.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2H0 2055-09-25 1.556800 0.00 131918848.00 3345318.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JV34 2055-11-20 3.061200 0.00 137500000.00 6155353.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JV59 2055-11-20 3.061200 0.00 120330000.00 5092926.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385JX40 2051-06-20 5.000000 0.00 38654208.00 19347774.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385K3X6 2055-10-20 3.561200 0.00 71039104.00 7571162.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2TG7 2048-08-25 2.442300 0.00 34494080.00 320519.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B35E6 2049-03-25 2.292300 0.00 17306336.00 111268.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B46V5 2049-07-25 0.030000 0.00 96763904.00 22212.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4FR4 2049-04-25 2.292300 0.00 17752256.00 337463.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4PM4 2049-05-25 2.292300 0.00 18620928.00 323652.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5DM4 2039-07-25 4.000000 0.00 33843456.00 796693.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65H2 2041-10-25 2.542300 0.00 133024000.00 3191491.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65M1 2044-04-25 2.292300 0.00 116892288.00 2152254.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65N9 2044-04-25 0.482100 0.00 108516096.00 267918.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6R88 2048-05-25 3.500000 0.00 7393224.00 84909.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8GA1 2050-01-25 2.242300 0.00 100824704.00 3745937.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9BW6 2060-03-25 4.000000 0.00 15293872.00 956479.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBRA2 2037-03-25 NA 0.00 4538904.00 1081596.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTV4 2050-09-25 4.000000 0.00 72732416.00 4333025.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBUR1 2050-09-25 NA 0.00 37978112.00 16068.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCDU1 2050-10-25 3.000000 0.00 20532224.00 1392040.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCHS2 2050-11-25 4.000000 0.00 50000000.00 3449535.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVE7 2050-11-25 2.500000 0.00 45000000.00 3473257.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDJ33 2051-02-25 2.500000 0.00 10000000.00 790175.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CEV7 2065-04-16 0.677000 0.00 50000000.00 2551504.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CJ26 2053-08-20 2.961200 0.00 32691776.00 990485.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384CWP0 2053-08-20 2.061200 0.00 34801088.00 1476866.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384D3P0 2053-11-20 5.500000 0.00 2000000.00 2313075.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384D7Y7 2053-11-20 3.451200 0.00 150000000.00 2492394.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384DEC7 2053-07-20 2.061200 0.00 71201536.00 1528640.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380M7J4 2061-03-16 0.724200 0.00 100809728.00 1344318.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380M8J3 2061-04-16 0.726700 0.00 110000000.00 1580765.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MA68 2060-12-16 0.745100 0.00 50049280.00 613598.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MDA6 2060-04-16 0.660400 0.00 90340096.00 962320.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MK75 2060-12-16 0.642800 0.00 100017664.00 968686.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MPH8 2060-07-16 0.675800 0.00 80019328.00 962347.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AGA7 2043-08-20 2.363100 0.00 64086528.00 402822.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AGB5 2043-08-20 0.590400 0.00 60735488.00 46525.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AGC3 2043-07-16 2.246300 0.00 39134080.00 731979.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AGD1 2043-07-16 0.365100 0.00 30793376.00 78456.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382BAB9 2045-03-20 3.000000 0.00 497262.00 6384.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382BAC7 2045-12-20 3.000000 0.00 914710.00 10883.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382BN66 2062-02-16 0.615600 0.00 90575360.00 1595363.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382CHN4 2049-01-20 3.500000 0.00 1516974.00 487861.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382CMS7 2050-01-20 NA 0.00 99999744.00 58208.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382DFB0 2050-01-20 3.500000 0.00 317333.00 20629.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382DH51 2050-03-20 NA 0.00 169992192.00 69075.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XY74 2051-09-20 NA 0.00 73814272.00 248113.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376UQM4 2047-04-20 5.000000 0.00 16400000.00 309179.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376WM85 2040-03-20 5.000000 0.00 85000000.00 400702.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376YT43 2037-11-16 2.496300 0.00 63076736.00 78482.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377DAE6 2040-08-20 4.750000 0.00 51993088.00 8714456.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377FLF6 2037-05-16 2.796300 0.00 45605312.00 179376.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377J3E1 2040-09-16 2.846300 0.00 54710960.00 319598.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377J3F8 2040-09-16 4.500000 0.00 33566720.00 4221377.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NLH9 2053-01-20 1.461200 0.00 42105680.00 787502.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NLK2 2052-12-20 1.461200 0.00 141803264.00 2522891.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NMJ4 2055-06-20 0.611200 0.00 167636224.00 1234169.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NMS4 2055-06-20 0.050000 0.00 25665536.00 16333.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NMX3 2065-06-20 2.811200 0.00 103511040.00 2238727.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NNJ3 2053-12-20 2.261200 0.00 30000000.00 702151.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NNN4 2055-05-20 2.161200 0.00 32891328.00 1315650.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NNR5 2055-06-20 5.338800 0.00 100000000.00 61021209.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381NQM3 2055-06-20 0.661200 0.00 650000000.00 5149123.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PSH7 2055-07-20 0.841200 0.00 100000000.00 1005426.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PSL8 2065-07-20 2.311200 0.00 62648832.00 1594392.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PTL7 2055-07-20 0.736200 0.00 80000000.00 731354.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PUY7 2055-07-20 2.211200 0.00 58519104.00 2756653.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PVQ3 2055-07-20 1.561200 0.00 65000000.00 2163153.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PWG4 2055-07-20 0.661200 0.00 390000000.00 3108904.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QLD1 2065-08-20 2.261200 0.00 122428928.00 3218954.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QMX6 2055-08-20 0.861200 0.00 2000000000.00 20422258.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QNB3 2055-08-20 0.861200 0.00 307000000.00 5798000.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QPE5 2055-08-20 2.961200 0.00 187249664.00 11084264.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QPW5 2055-08-20 2.911200 0.00 204966912.00 20423080.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QRR4 2055-08-20 0.761200 0.00 80000000.00 1055100.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QRT0 2065-04-20 1.051200 0.00 25000000.00 267230.38 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381QSP7 2053-12-20 7.000000 0.00 16775648.00 1210007.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QSX0 2051-07-20 6.000000 0.00 20183328.00 2622685.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381QTQ4 2051-07-20 5.000000 0.00 13826224.00 6415504.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RBD0 2049-02-20 2.333100 0.00 9801000.00 147679.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381RCK3 2049-02-20 5.500000 0.00 63392448.00 1271338.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KV65 2054-03-20 3.011200 0.00 50000000.00 3467806.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384KZ46 2054-03-20 1.661200 0.00 95000000.00 1470349.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2U1 2053-04-25 6.000000 0.00 24633216.00 4516321.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN3J5 2055-09-25 0.656800 0.00 187500000.00 1785284.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN3N6 2055-09-25 1.606800 0.00 65177344.00 1472337.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNDV7 2055-10-25 1.606800 0.00 227224064.00 11695927.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNHE1 2055-10-25 1.056800 0.00 96072064.00 1857676.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNMW5 2055-09-25 3.456800 0.00 46595456.00 3671912.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNU8 2055-11-25 1.706800 0.00 292332160.00 15360194.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNV6 2055-03-25 1.156800 0.00 28636512.00 591086.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNX2 2055-10-25 1.706800 0.00 73228160.00 3418583.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPAJ2 2055-11-25 1.156800 0.00 180000000.00 5801551.15 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HPN25 2056-01-25 1.856800 0.00 80000000.00 4188812.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPV67 2056-02-25 1.406800 0.00 107483520.00 3209924.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQAZ4 2055-09-25 3.656800 0.00 26114944.00 1902058.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQFV8 2048-02-15 3.500000 0.00 1367408.00 1040084.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQG47 2055-03-25 4.493200 0.00 67517568.00 64528045.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQG88 2056-03-25 6.000000 0.00 12502944.00 2309356.32 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HQG96 2056-03-25 4.500000 0.00 11809.00 9264.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQGH8 2054-08-25 1.956800 0.00 216584960.00 12596569.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379BGA0 2044-04-16 2.446300 0.00 314560960.00 1579421.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379CBF2 2044-05-20 2.433100 0.00 27092256.00 121070.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379CY34 2044-07-16 5.500000 0.00 109284992.00 734071.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379DBH6 2044-07-20 2.433100 0.00 41322624.00 157270.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379EF23 2044-08-20 2.982600 0.00 22894640.00 46659.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379F3Y3 2045-05-20 3.500000 0.00 2500000.00 1842099.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379FBQ1 2045-10-20 1.953100 0.00 43805824.00 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185404480.00 1603220.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LR73 2045-05-20 4.500000 0.00 17715744.00 423541.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LTN6 2043-08-20 5.500000 0.00 5471470.00 5743.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379MNX8 2045-08-20 2.833100 0.00 27887040.00 101988.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379MQJ6 2045-08-20 3.500000 0.00 54000000.00 595698.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NLF7 2043-09-20 6.000000 0.00 35697088.00 545387.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NT77 2045-07-20 3.500000 0.00 1000000.00 841349.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379QRK3 2045-09-20 2.079900 0.00 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Tri Party Repo RBC Dominion Securities Inc. 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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 91282CRG8 2029-08-15 4.250000 0.00 178479300.00 178017543.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 174214900.00 172883189.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 2101600.00 2145753.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNW7 2032-08-31 3.875000 0.00 14686900.00 14153559.91 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 360000000.00 360000000.00 0.0017 N Y Y N Bank of Montreal Tri Party Repo Bank of Montreal Tri Party Repo 3.669900% 934EEG001 NQQ6HPCNCCU6TUTQYE16 0000009622 934EEG001_3.67_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36180ACB7 2054-10-20 6.000000 0.00 120272444.00 61200000.19 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 60000000.00 60000000.00 0.0003 N Y Y N Canadian Imperial Bank of Commerce Tri Party Repo Canadian Imperial Bank of Commerce Tri Party Repo 3.680000% 934MKX009 2IGI19DL77OX0HC3ZE78 0000800030 934MKX009_3.68_0901 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 3138LMSA2 2028-03-01 3.290000 0.00 325048.00 319928.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WHYJ5 2046-09-01 3.000000 0.00 500000.00 68800.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2G21 2055-06-01 6.000000 0.00 7390109.00 6479656.96 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2MM0 2055-07-01 6.000000 0.00 57429084.00 51609227.49 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 21134700.00 14502895.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 22730200.00 22747247.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 14488900.00 14438157.73 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138LHW91 2027-04-01 3.290000 0.00 46899000.00 46643806.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426U4Z4 2055-08-01 6.000000 0.00 8875911.00 4943081.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNS70 2054-01-01 6.000000 0.00 4537072.00 3263866.49 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XQXF9 2053-11-01 6.000000 0.00 8387161.00 6025494.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DU4A2 2054-10-01 6.000000 0.00 4650182.00 3896487.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DVKN4 2049-07-01 4.000000 0.00 24500000.00 5003851.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWHA4 2053-05-01 6.000000 0.00 10830000.00 6072207.75 Agency Mortgage-Backed Securities STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 0.09 0.06 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XRMW2 2054-10-01 6.500000 0.00 493322.00 289762.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRFQ1 2053-01-01 5.000000 0.00 11541610.00 9314613.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QS4Y4 2053-09-01 6.500000 0.00 1001.00 496.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUGG5 2054-04-01 6.000000 0.00 3590787.00 2666187.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140ME7D2 2055-07-01 6.500000 0.00 2243056.00 1734767.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CNN99 2054-02-01 5.500000 0.00 3453967.00 3121243.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133D1JM2 2054-11-01 5.500000 0.00 6240982.00 5124415.24 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KMY58 2051-10-01 2.500000 0.00 9947500.00 5481907.97 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 35367000.00 34360857.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 8684900.00 8567192.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 21598000.00 21030188.58 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KRFG4 2053-06-01 5.500000 0.00 427859.00 320075.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KY4U0 2045-02-01 6.000000 0.00 6866873.00 3706572.18 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133W9JL6 2054-04-01 5.500000 0.00 3072020.00 2711043.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXUF7 2061-12-01 3.500000 0.00 236270.00 147776.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXX80 2062-12-01 3.500000 0.00 16529448.00 10989455.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVPQ1 2054-11-01 5.500000 0.00 1424130.00 1251962.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U43S6 2056-02-01 6.000000 0.00 1829334.00 1875194.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U43T4 2056-02-01 6.000000 0.00 2823233.00 2888486.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U4HZ5 2056-02-01 6.000000 0.00 2379138.00 2433481.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U6ET7 2056-03-01 5.500000 0.00 1825.00 1838.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U75A6 2056-03-01 5.000000 0.00 5910000.00 5727017.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140MWUH7 2053-01-01 6.500000 0.00 4587950.00 3202127.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427BA39 2055-09-01 5.500000 0.00 7378344.00 5775255.95 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427DH79 2055-10-01 5.500000 0.00 26119427.00 20480773.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427DTZ4 2055-10-01 5.500000 0.00 17961936.00 14551432.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427M6K2 2055-04-01 6.000000 0.00 2330841.00 2041462.84 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427M6L0 2055-03-01 6.000000 0.00 4522151.00 3843614.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427MZ61 2054-12-01 4.500000 0.00 1412000.00 1173268.54 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427NY29 2055-06-01 6.000000 0.00 7049239.00 6509621.31 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PBL7 2055-07-01 6.000000 0.00 52468976.00 47135778.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FEXL3 2046-10-01 3.000000 0.00 501213.00 65646.57 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.500000 0.00 1103.00 763.83 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 28683200.00 28345258.77 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NLUZ0 2053-07-01 6.500000 0.00 2771500.00 454391.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NMA56 2053-08-01 6.500000 0.00 1904017.00 949863.75 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NQPC6 2053-07-01 6.500000 0.00 2194000.00 1443033.32 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3G94 2055-06-01 6.500000 0.00 25647911.00 21963104.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418E2D1 2054-02-01 5.500000 0.00 6718000.00 4584362.79 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 91883700.00 90592142.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 15647700.00 15426387.27 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132D9BT0 2040-02-01 3.000000 0.00 27383977.00 8268564.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XA3P5 2049-08-01 3.500000 0.00 1056.00 369.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7J58 2055-10-01 4.500000 0.00 3370981.00 2991787.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7RT7 2055-11-01 6.000000 0.00 24640192.00 23829288.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9DW1 2056-06-01 4.500000 0.00 32549865.00 30757162.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140AQGS5 2054-08-01 6.500000 0.00 1707706.00 1306476.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140B0EX2 2055-03-01 6.500000 0.00 1326198.00 1262724.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4FK8 2055-11-01 6.000000 0.00 6371472.00 5474998.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QFLK3 2050-10-01 2.500000 0.00 2680444.00 1512396.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKG7 2054-01-01 5.500000 0.00 6068692.00 4263199.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKJ1 2054-01-01 6.500000 0.00 2040430.00 696197.71 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKN2 2054-02-01 5.500000 0.00 503945.00 349457.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWKP7 2054-02-01 6.000000 0.00 538148.00 275157.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWMK6 2054-09-01 5.500000 0.00 9842439.00 6992489.17 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWMY6 2054-11-01 5.500000 0.00 27051545.00 20343727.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6.000000 0.00 7194000.00 3826330.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EVA5 2053-08-01 6.000000 0.00 1173.00 652.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FEP8 2044-10-01 6.000000 0.00 4928425.00 3012252.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FMS3 2045-07-01 6.000000 0.00 4654504.00 3605471.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426D3S9 2055-03-01 7.000000 0.00 1349577.00 747796.40 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133A0T46 2050-01-01 3.500000 0.00 1544109.00 885970.15 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 685000000.00 685000000.00 0.0032 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.680000% 934QAM005 549300H47WTHXPU08X20 0000093748 934QAM005_3.68_0901 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 - BNYM Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CQH7 2028-03-31 3.875000 0.00 1010511600.00 1020000072.00 U.S. Treasuries (including strips) GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 121000000.00 115612024.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5A33 2054-11-20 5.000000 0.00 90000000.00 76342381.45 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5C56 2054-12-20 5.000000 0.00 30000000.00 25451641.78 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5.000000 0.00 20000000.00 16839428.99 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5GN3 2055-02-20 5.000000 0.00 40000000.00 33758409.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KV0 2055-04-20 5.000000 0.00 52000000.00 44925961.74 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617J5W77 2069-11-20 5.774000 0.00 50069292.00 19218813.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4.000000 0.00 104270527.00 72943689.43 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SRE0 2052-06-01 4.000000 0.00 116866175.00 104988609.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q22Z0 2033-05-01 4.290000 0.00 624819.00 606068.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q24G0 2036-05-01 4.710000 0.00 39929000.00 39284625.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2PW2 2033-05-01 4.005000 0.00 20580000.00 19620241.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2XW3 2033-05-01 4.500000 0.00 18286000.00 17961240.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2XZ6 2033-05-01 4.500000 0.00 18995000.00 18657648.80 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 219877800.00 224497335.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 1018091800.00 1020000021.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 1200000000.00 1203502721.74 U.S. Treasuries (including strips) FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3142BBPM6 2056-01-01 4.547000 0.00 53682077.00 50840214.99 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W56N9 2055-11-01 4.000000 0.00 102560855.00 91726920.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 89000000.00 77517055.14 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 39000000.00 33938161.44 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 25135483.00 23032811.78 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZK8 2055-11-20 5.000000 0.00 30000000.00 28237098.82 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 104000000.00 99670423.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6DA2 2056-03-20 5.000000 0.00 30000000.00 28861702.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.500000 0.00 33900000.00 31626350.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 70000000.00 67532522.67 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 55000000.00 54513555.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P76 2056-07-20 6.000000 0.00 105617719.00 107800837.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P84 2056-04-20 6.500000 0.00 74602583.00 77470803.67 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5R63 2056-03-01 4.500000 0.00 29020149.00 27267173.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132XJTN0 2036-02-01 4.450000 0.00 75575000.00 72753583.69 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 4850000000.00 4850000000.00 0.0227 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.689900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.69_0901 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 912810RX8 2047-05-15 3.000000 0.00 20000000.00 14519836.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 60000000.00 50026222.83 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803DT7 2041-08-15 NA 0.00 15000000.00 7068900.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FB4 2048-02-15 NA 0.00 250000000.00 80277250.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FL2 2049-11-15 NA 0.00 100000000.00 29243100.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FM0 2050-02-15 NA 0.00 100000000.00 28897900.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 14114350.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GH0 2052-05-15 NA 0.00 113000000.00 29090494.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 25000000.00 25383279.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 50000000.00 50155230.98 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 45000000.00 27227970.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 50000000.00 25791000.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 14000000.00 6371932.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LK2 2042-05-15 NA 0.00 25000000.00 11015000.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 33000000.00 11144793.00 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 401277500.00 401277500.00 0.0019 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.669900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.67_0901 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 912810RS9 2046-05-15 2.500000 0.00 16553300.00 11012678.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 6720100.00 4200050.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 597400.00 407539.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 4670000.00 3294107.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 137000000.00 127863273.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 4859000.00 3406578.56 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 60000000.00 54024074.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 1969300.00 1093263.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 90000000.00 63244121.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 16560400.00 7538666.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 210000.00 97748.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 8630000.00 5242544.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 200.00 100.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 25500.00 16064.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 173000.00 91419.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 2960000.00 1990473.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 547044900.00 331856642.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 100000000.00 60119710.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 4879700.00 3474601.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 48346600.00 26167817.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 10000000.00 5263877.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 506900.00 342085.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 120000000.00 71064843.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 469450000.00 333091491.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 11700000.00 8250121.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 12340000.00 12489145.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 100.00 100.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 11678000.00 11650441.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 50000000.00 49864558.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 24999000.00 25097342.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMH1 2027-01-31 4.125000 0.00 500.00 501.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 6567400.00 6560056.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 2115500.00 2107803.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.250000 0.00 20409000.00 20427262.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 12316300.00 12068471.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 46547800.00 45611165.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 21464000.00 21705588.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 23890400.00 24161831.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 8017700.00 7746348.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 26366000.00 22742408.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 27207800.00 23453796.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 100.00 86.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 16600000.00 16001520.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 50000000.00 48060281.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 20134000.00 17437613.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 594300.00 514235.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 781000.00 745029.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 21800200.00 20759366.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 25000100.00 21664264.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 100.00 86.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 21200000.00 20324215.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 18000000.00 17191871.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 15560000.00 13765481.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 1125800.00 995011.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 100.00 88.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 24958000.00 23748087.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 9082900.00 8644051.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 6779900.00 5807177.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 11270000.00 10630154.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 1058700.00 851649.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 100000000.00 99505336.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQE4 2029-03-15 3.500000 0.00 11287100.00 11232722.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 32000.00 31926.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQG9 2031-03-31 3.875000 0.00 7400000.00 7330675.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQK0 2031-04-30 3.875000 0.00 30984600.00 30585851.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQL8 2028-04-30 3.750000 0.00 7700000.00 7725402.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQN4 2033-04-30 4.125000 0.00 50000000.00 49298718.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 11778400.00 11584782.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQT1 2033-05-31 4.250000 0.00 50000000.00 49478503.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQV6 2029-06-15 4.125000 0.00 1034100.00 1035471.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQX2 2031-06-30 4.125000 0.00 332000000.00 329224389.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQY0 2028-06-30 4.125000 0.00 2335800.00 2343126.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRA1 2031-07-31 4.375000 0.00 700000.00 698580.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 22023300.00 22061888.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 22586000.00 22339258.38 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 134059700.00 134484226.71 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 700.00 702.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 2620000.00 2596920.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 157250000.00 156871786.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRG8 2029-08-15 4.250000 0.00 3524000.00 3514882.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 19320000.00 19237754.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 14730000.00 14643903.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 5127200.00 5038131.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 5529100.00 4823709.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 229900.00 216363.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 566600.00 544505.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875000 0.00 38800000.00 37696193.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 39759000.00 36800433.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 25502500.00 23567230.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 9200000.00 9157471.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 16998900.00 16570213.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 68218000.00 68421311.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 27800000.00 27881907.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1894100.00 1899680.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 2502300.00 2520145.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 4989700.00 4950319.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 15493000.00 14729888.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 29506500.00 27985226.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 9839000.00 9513545.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 60425000.00 58364870.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 42878000.00 41929495.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLL3 2027-09-15 3.375000 0.00 800000.00 805817.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 50000000.00 48745134.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 24141000.00 23638907.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 300.00 293.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 900.00 881.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 11401000.00 11224027.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 15852000.00 15433063.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 21619400.00 21051025.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 30472000.00 29956450.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 44587100.00 42614972.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 600.00 573.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 400.00 397.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 500.00 497.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 100.00 92.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 83618000.00 75892463.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 7639100.00 6930574.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 37895000.00 33061880.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 55622200.00 48502071.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100.00 87.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 4109000.00 3991081.53 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VQ7 2027-07-08 NA 0.00 150000400.00 144922736.46 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WC7 2027-02-25 NA 0.00 350000000.00 343329000.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 4750000.00 4939005.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 652300.00 674528.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 418600.00 434643.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 5426100.00 5366437.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 174000.00 171552.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 31744300.00 27776857.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 2709800.00 2601517.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 3219600.00 3115738.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 25000000.00 36451671.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 214600.00 200326.06 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 65000000.00 92510831.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 738100.00 573400.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 77.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 60000000.00 68242229.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 19800.00 14925.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 11500000.00 11364508.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.500000 0.00 50128200.00 50848800.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 9644900.00 9746168.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 275000.00 276274.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 1746900.00 1754997.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLS8 2026-10-31 4.125000 0.00 18272600.00 18529811.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 2307100.00 2296675.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 15207800.00 14937706.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 12900.00 13032.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 5000000.00 5058170.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 311100.00 308434.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 20251000.00 20347907.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 23959600.00 24077488.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 511851900.00 348648099.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 333000.00 224882.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 19600.00 15809.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 4199400.00 3202655.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 1512100.00 1165588.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 10817500.00 9339994.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1510000.00 1412489.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 2560000.00 2462523.44 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 45000000.00 41108799.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 6695500.00 6156154.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 487900.00 447605.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 3095500.00 2633164.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 9358800.00 8159193.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 50480300.00 47504908.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 1662200.00 1505304.73 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 38000000.00 35562903.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 17024400.00 16062201.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 20600.00 19283.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 5154100.00 4762889.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 7305500.00 6987700.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1400.00 1284.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 31400.00 29412.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 269400.00 249166.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 80000000.00 72938946.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 300000.00 292600.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 25318900.00 24857165.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UX4 2046-08-15 5.125000 0.00 160000.00 157704.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 18824000.00 18496090.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 11207000.00 11083902.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 433700.00 430564.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 14999300.00 15070058.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 8985400.00 8886170.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 6295100.00 6300756.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 24906000.00 23462242.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 3142000.00 3127713.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 50000000.00 49281550.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 21771000.00 20478888.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 43814000.00 41133060.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 15300000.00 15256670.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 20186700.00 19881925.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1200000.00 1200876.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 3255000.00 3253033.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 6749800.00 6658654.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 4746000.00 4542006.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 11631800.00 11917837.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 6299900.00 6453806.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 49917000.00 51244750.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 13809000.00 13901237.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 226800.00 227836.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 14999200.00 15222738.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 67000000.00 67733064.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 30000000.00 29313838.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 25230000.00 25037140.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 27219800.00 27366070.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 11421000.00 10994952.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 5999500.00 5762460.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 23881000.00 23664638.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 524000.00 522369.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 100000000.00 100176485.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 19121400.00 19326703.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 4729800.00 4822429.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 37609900.00 38400067.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 60331000.00 60108962.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375000 0.00 25000000.00 24851191.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 26554000.00 26615188.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 150000.00 150281.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 50738700.00 50833800.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 66170300.00 66495814.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 4363500.00 4408404.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 20943700.00 20806471.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 11024000.00 10824463.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 176731600.00 175704549.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875000 0.00 13000000.00 13001850.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 7990300.00 7877289.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.750000 0.00 100000000.00 100291893.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 5000000.00 4982625.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 11881000.00 11675556.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 40000000.00 39284850.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNR8 2032-07-31 4.000000 0.00 50000000.00 48699928.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 53355600.00 51603072.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 10398000.00 10578984.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 18435500.00 18681506.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKW0 2031-06-30 4.250000 0.00 74993000.00 74759796.22 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SK4 2026-10-29 NA 0.00 4864000.00 4834811.14 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 50000000.00 49547650.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UG0 2026-09-17 NA 0.00 302551000.00 302062985.24 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UJ4 2026-10-08 NA 0.00 217169100.00 216341902.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 25000000.00 24947163.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 4065500.00 4021403.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 12064000.00 10956351.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 100.00 90.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 2091800.00 1896648.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 200.00 203.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 1295500.00 963264.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 4719900.00 3483891.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 30000000.00 30122064.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 250000000.00 246996521.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNV9 2027-08-31 3.625000 0.00 16300000.00 16207285.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 2030-08-31 3.625000 0.00 23989900.00 23245997.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 11732000.00 11689756.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNY3 2028-09-15 3.375000 0.00 51170000.00 50990307.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPA3 2030-09-30 3.625000 0.00 81904500.00 80572871.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 334297700.00 336564622.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 2036200.00 2050349.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 103231300.00 102799764.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPF2 2032-10-31 3.750000 0.00 622600.00 602564.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 19728000.00 18935509.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 10000000.00 9569971.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 11460000.00 11430589.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPL9 2027-11-30 3.375000 0.00 1278900.00 1275743.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.750000 0.00 3072700.00 2962363.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 113100.00 109812.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 75000000.00 74136779.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 9027000.00 8777180.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 200.00 198.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 22369000.00 22025190.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 4670000.00 4598684.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPW5 2031-01-31 3.750000 0.00 17307900.00 16853168.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 177157400.00 169668509.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 132100.00 126124.26 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0367 8115000000.00 8115000000.00 0.0381 N Y Y N National Australia Bank New York Repo National Australia Bank New York Repo 3.639900% 935EJW000 F8SB4JFBSYQFRQEH3Z21 0000833029 935EJW000_3.64_0901 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 91282CDL2 2028-11-30 1.500000 0.00 594725000.00 560772813.94 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0364 550000000.00 550000000.00 0.0026 N Y Y N Banco Santander SA Tri Party Repo Banco Santander SA Tri Party Repo 3.669900% 936TGF006 5493006QMFDDMYWIAM13 0000891478 936TGF006_3.67_0901 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 3140W14A8 2055-01-01 5.500000 0.00 1040.00 902.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2RR4 2055-07-01 5.500000 0.00 1024.00 924.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EDDE8 2042-04-01 4.000000 0.00 1024.00 142.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BFRG2 2055-07-01 5.500000 0.00 36756.00 34885.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426PTJ4 2055-05-01 6.000000 0.00 1000.00 772.25 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426SL98 2055-07-01 6.000000 0.00 36126015.00 31649458.29 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426SMB2 2055-07-01 6.500000 0.00 1000.00 932.23 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XM5M4 2053-11-01 6.500000 0.00 47984400.00 32259691.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XMDJ2 2045-08-01 4.000000 0.00 1024.00 685.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XNCQ5 2053-10-01 5.500000 0.00 1000.00 737.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XPAM1 2054-02-01 6.000000 0.00 1000.00 808.32 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 6021490.00 4484391.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DUJP3 2054-10-01 5.500000 0.00 13149.00 12267.11 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5.000000 0.00 1297664.00 935384.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BKL80 2052-09-01 5.000000 0.00 1000.00 637.08 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618M9M82 2056-03-20 5.500000 0.00 1024.00 1029.91 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618M9PK2 2056-04-20 5.000000 0.00 1024.00 1001.21 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXVR5 2056-06-01 4.500000 0.00 1000.00 941.55 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6AN3 2055-06-01 5.000000 0.00 1000.00 886.06 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618MXPN3 2066-04-20 5.500000 0.00 1000.00 982.62 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6.000000 0.00 10000.00 6662.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRW74 2053-04-01 5.500000 0.00 1602958.00 1049422.55 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRWQ2 2053-04-01 5.000000 0.00 43884031.00 30136696.59 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QRXW8 2053-04-01 6.000000 0.00 1040.00 617.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUU95 2054-06-01 6.000000 0.00 1117700.00 834399.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUWQ5 2054-06-01 5.500000 0.00 1024.00 900.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VX39 2050-11-20 4.000000 0.00 1024.00 285.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WB23 2051-03-20 3.500000 0.00 1024.00 360.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WG44 2051-06-20 3.000000 0.00 367349735.00 166339032.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WG51 2051-06-20 3.500000 0.00 228094462.00 98483659.45 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XFH4 2052-09-20 4.500000 0.00 117553679.00 79053448.68 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YS54 2054-03-20 5.000000 0.00 39957213.00 30744363.33 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KSVC3 2064-11-20 5.500000 0.00 1000.00 990.90 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622A2SU7 2046-02-20 3.500000 0.00 132608.00 11698.91 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622A2SX1 2045-12-20 4.000000 0.00 1000.00 80.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622ACDX5 2050-12-20 4.500000 0.00 1000.00 669.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KPXK9 2052-09-01 5.000000 0.00 1024.00 714.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.500000 0.00 1024.00 719.62 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQCP9 2053-03-01 5.500000 0.00 217216.00 143041.38 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXED0 2056-08-01 3.500000 0.00 26776.00 7103.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXFY3 2057-01-01 4.000000 0.00 108002342.00 33735722.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXX31 2062-12-01 2.500000 0.00 1000.00 622.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVP24 2054-11-01 5.500000 0.00 1040.00 913.25 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QWCG5 2055-02-01 5.500000 0.00 6048.00 5272.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U1CX1 2056-01-01 6.000000 0.00 5000.00 5072.50 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5.000000 0.00 1024.00 723.82 Agency Mortgage-Backed Securities 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21909345.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8T63 2056-04-01 5.000000 0.00 16422000.00 15574097.36 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9EY6 2056-06-01 5.500000 0.00 11460352.00 11180375.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FH5 2056-04-20 3.500000 0.00 1100.00 961.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GTTH9 2055-01-01 5.500000 0.00 1725312.00 1458092.56 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5BU7 2056-03-01 4.500000 0.00 189584.00 178133.54 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W5Q23 2056-03-01 4.500000 0.00 1717242.00 1577609.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W6ZS4 2056-06-01 5.500000 0.00 148300.00 147107.76 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31425WHZ7 2054-12-01 5.500000 0.00 375456.00 318890.78 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 250000000.00 250000000.00 0.0012 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BoA Fixed Income Clearing Corp. 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700.00 658.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 5596000.00 5598426.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 50029000.00 48250147.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKZ3 2027-07-15 4.375000 0.00 16369000.00 16485737.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 8985000.00 8914086.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 1808400.00 1746744.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 100.00 98.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 2136900.00 2080720.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 2500.00 2400.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 1300.00 1302.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 2000.00 1851.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 50099000.00 50025940.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 21382900.00 21188413.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 645000.00 585176.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 200.00 174.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 400.00 389.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 300.00 286.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VL8 2026-10-13 NA 0.00 1262900.00 1257469.53 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WE3 2026-12-08 NA 0.00 338800.00 335340.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 2811600.00 2772050.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 95850100.00 92019980.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 192726400.00 184227295.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 327981600.00 282622871.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 14099800.00 10546220.36 U.S. Treasuries (including strips) US TREASURY N/B 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JHE42UYNWWTJB8YTTU19 0000859994 943BACII1_3.68_0901 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 24740176.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 31500000.00 19577292.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 95000000.00 58382404.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 322000000.00 219491562.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 80000000.00 64938043.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 50000000.00 45813858.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 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232610880.00 13731879.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VRD1 2054-02-20 6.500000 0.00 25068512.00 1685277.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382WH26 2051-08-20 3.500000 0.00 1390000.00 158378.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382X6W0 2051-09-20 2.500000 0.00 12276288.00 1290738.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UV45 2058-06-16 0.879700 0.00 391916032.00 4968007.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBD92 2054-01-25 3.406800 0.00 79250000.00 2605223.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383CEZ9 2036-10-20 2.500000 0.00 67644416.00 2268731.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383K5P3 2074-12-20 1.151900 0.00 10631680.00 744265.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383K7U0 2075-01-20 0.990100 0.00 34010000.00 2029458.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KB50 2074-06-20 1.088700 0.00 18730000.00 1251218.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KDZ2 2073-09-20 1.138100 0.00 119230464.00 8772296.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KG22 2074-08-20 1.175700 0.00 16810000.00 1066473.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KGE6 2073-09-20 0.962500 0.00 57054400.00 2839324.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KGN6 2073-10-20 1.109000 0.00 150034176.00 10281430.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KJH6 2071-08-20 1.037200 0.00 51417344.00 2073554.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KQR6 2074-02-20 1.059400 0.00 90434048.00 6713258.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KT93 2074-10-20 1.101800 0.00 163517696.00 12903845.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KTT9 2071-06-20 0.525600 0.00 23158624.00 446711.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KZP0 2074-07-20 1.283200 0.00 51900288.00 4526078.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375U3N8 2068-01-20 1.774700 0.00 70138480.00 839243.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RE69 2066-11-20 2.751200 0.00 30000000.00 189882.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RN93 2066-12-20 2.378600 0.00 164959744.00 917235.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RP83 2066-12-20 2.457100 0.00 84223488.00 384725.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RQY5 2065-07-20 2.437800 0.00 92397568.00 90533.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RR57 2067-01-20 1.531600 0.00 95993216.00 255089.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RRX6 2066-02-20 1.899000 0.00 31547240.00 204811.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382M5G0 2051-01-16 2.500000 0.00 1200000.00 153391.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382MVM8 2051-01-20 2.500000 0.00 1000000.00 66022.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QCY4 2051-03-20 3.000000 0.00 16124160.00 1460203.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4AC4 2051-03-25 2.000000 0.00 900000.00 93592.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H62K0 2047-01-25 3.000000 0.00 900000.00 69945.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6LH6 2052-02-25 3.500000 0.00 5824144.00 910597.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6QT5 2048-04-15 4.000000 0.00 1500000.00 174082.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381JMN4 2059-08-16 0.669800 0.00 300000000.00 8135334.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381KAH7 2064-08-16 0.251500 0.00 77781504.00 2619594.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381KAP9 2065-10-16 0.741600 0.00 51254400.00 2663924.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381LVJ8 2065-12-16 1.078600 0.00 50455104.00 3627065.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MAS9 2067-08-16 0.632400 0.00 130000000.00 6906141.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MMD9 2067-09-16 0.680300 0.00 128321280.00 7922925.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394EQ43 2035-08-25 6.000000 0.00 17690000.00 20392.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVMB1 2054-09-25 6.000000 0.00 37800000.00 4342280.05 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FMCT7 2029-05-25 1.080200 0.00 58540000.00 1186120.93 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FNBA7 2029-07-25 1.238700 0.00 53000000.00 1367557.91 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FTZS9 2030-04-25 1.748800 0.00 107760000.00 4869649.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVYR7 2050-09-25 3.000000 0.00 1079308.00 86869.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JMW5 2060-01-16 0.443900 0.00 100000000.00 1395141.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JRG5 2060-02-16 0.469800 0.00 150000000.00 2100822.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JVR6 2058-02-16 0.638700 0.00 76010368.00 164249.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380L7W7 2070-04-20 1.462600 0.00 27361184.00 890090.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LDQ3 2068-05-20 1.502300 0.00 53620800.00 995756.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9QH5 2051-02-25 2.000000 0.00 7523616.00 783267.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383WHK5 2052-01-20 3.000000 0.00 28157344.00 3462719.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWXJ0 2055-08-25 1.456800 0.00 321024000.00 7343927.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYMC3 2046-04-25 3.500000 0.00 39159120.00 5351089.54 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A5FJ8 2033-06-15 5.000000 0.00 10427536.00 18162.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137AHXL7 2041-10-15 2.849000 0.00 68027520.00 93351.50 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30296UAD5 2038-05-25 NA 0.00 507844608.00 559045.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9D39 2042-11-25 4.000000 0.00 25915360.00 400639.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGSN3 2043-07-25 2.392300 0.00 123043840.00 31364.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANUR6 2045-05-25 5.500000 0.00 6210000.00 80768.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTL84 2051-12-25 2.500000 0.00 19156672.00 2330326.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTY72 2054-12-25 2.256800 0.00 69000000.00 2332386.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV6X1 2055-06-25 0.100000 0.00 50000000.00 65417.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV6Y9 2055-06-25 0.100000 0.00 50000000.00 65226.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJU4 2055-10-25 1.056800 0.00 120000000.00 2093840.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385QAD9 2076-03-20 1.006200 0.00 28399424.00 1334575.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384G5A4 2054-01-20 6.000000 0.00 2499996.00 38401.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384J6V1 2054-02-20 7.000000 0.00 77686784.00 13047915.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384JT38 2052-03-20 6.500000 0.00 1538460.00 7433.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6TB4 2056-07-25 1.906800 0.00 303417344.00 13487654.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381TP58 2049-04-20 5.000000 0.00 3247312.00 15794.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381TZZ1 2068-12-20 1.380300 0.00 101821696.00 1951578.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381XAS5 2046-06-20 1.043300 0.00 78080800.00 541385.76 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385XJB9 2056-07-20 1.905100 0.00 10461056.00 817643.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385XLB6 2056-07-20 6.000000 0.00 6553184.00 1434447.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQ4W6 2054-03-25 2.756800 0.00 22537120.00 903428.70 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQQ36 2046-06-25 4.500000 0.00 1448382.00 154572.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BR3D7 2050-08-25 4.000000 0.00 34917312.00 4280420.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRQJ9 2054-04-25 2.906800 0.00 50000000.00 1380105.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSCK9 2054-03-25 1.706800 0.00 85124352.00 2028911.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSN68 2051-05-25 4.500000 0.00 34509632.00 5872454.35 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B87D5 2029-07-25 1.401500 0.00 61299000.00 1187990.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAXU3 2050-07-25 2.500000 0.00 1000000.00 44188.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCYT1 2049-04-25 2.500000 0.00 1000000.00 84635.83 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BDDH8 2033-12-25 1.432100 0.00 80000000.00 2571528.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDQ43 2051-02-25 2.500000 0.00 1100000.00 91007.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDQ68 2051-02-25 2.500000 0.00 1100000.00 86104.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LRM7 2068-11-20 1.674500 0.00 42424256.00 841129.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LSJ3 2069-04-20 2.445500 0.00 40368960.00 335986.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LUH4 2069-05-20 1.399400 0.00 99660800.00 2328398.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380LX24 2069-12-20 1.615000 0.00 78800512.00 2952816.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380ME80 2060-11-16 0.200000 0.00 164126720.00 90334.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MQF1 2060-04-16 1.215300 0.00 143848192.00 1697669.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Y2J1 2073-03-20 1.256200 0.00 129750000.00 9330947.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Y2Y8 2071-07-20 NA 0.00 74657024.00 124191.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Y7Q0 2073-06-20 1.018600 0.00 262029312.00 17366093.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YB51 2072-10-20 1.098400 0.00 58480000.00 3491906.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YB77 2072-11-20 0.939600 0.00 125000000.00 6925839.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MUE8 2067-05-16 0.602100 0.00 75000000.00 4200695.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381MVQ0 2067-07-16 0.735700 0.00 125089152.00 8100111.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381P2K8 2051-05-20 6.500000 0.00 11265536.00 2330363.04 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381S6D4 2063-09-16 0.632500 0.00 50000000.00 3469248.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381SAR8 2066-11-16 0.890400 0.00 100000000.00 7775784.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381SHG5 2068-07-16 0.783900 0.00 45239168.00 3298970.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LEN5 2071-08-20 0.722100 0.00 10225632.00 246652.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNW95 2046-07-25 5.000000 0.00 1100000.00 145397.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDYF9 2051-02-25 2.000000 0.00 24061088.00 2350657.46 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BLR44 2030-09-25 1.853400 0.00 195305216.00 7401563.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379CAM8 2041-10-20 0.914900 0.00 53418176.00 90840.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379GZZ3 2044-10-16 6.000000 0.00 59818432.00 710496.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384RFK7 2065-04-16 0.831900 0.00 299916000.00 19100125.17 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384T5C2 2064-08-16 1.750000 0.00 12619360.00 6078623.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384TW40 2068-05-16 0.646200 0.00 70000000.00 4906909.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384U6S3 2054-08-20 7.000000 0.00 58229184.00 13466535.56 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 510000000.00 510000000.00 0.0024 N Y Y N Citigroup Global Markets Inc Tri Party Repo Citigroup Global Markets Inc Tri Party Repo 3.740000% 985TJG001 MBNUM2BPBDO7JBLYG310 0000315030 985TJG001_3.74_1223 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBRX4 2054-03-25 2.756800 0.00 9500000.00 301588.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBYD0 2054-03-25 2.106800 0.00 22000000.00 537229.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC2X9 2045-01-25 6.000000 0.00 9719792.00 479428.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCPQ9 2049-01-25 5.000000 0.00 44052928.00 4598543.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCT28 2054-05-25 2.776800 0.00 35000000.00 1222904.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCX31 2054-05-25 0.150000 0.00 45000000.00 64037.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HD2E9 2044-01-25 6.000000 0.00 5246192.00 164550.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDSK7 2054-07-25 2.256800 0.00 76587520.00 1187246.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HF6M2 2054-08-25 1.506800 0.00 100000000.00 979130.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFH81 2054-09-25 1.606800 0.00 67000000.00 848593.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFTN5 2054-10-25 2.406800 0.00 71020416.00 2900080.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHDX6 2054-11-25 1.006800 0.00 100000000.00 1152837.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YXW8 2072-09-20 1.090800 0.00 146296064.00 9538507.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YZE6 2072-08-20 0.949100 0.00 125941376.00 6932810.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LLE7 2071-09-20 0.442000 0.00 28898464.00 462180.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LMV8 2075-04-20 0.979500 0.00 102090368.00 4681783.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384LMX4 2075-05-20 1.062500 0.00 161775680.00 13329189.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AX2B0 2046-11-25 5.000000 0.00 61098320.00 1229025.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381A3H7 2048-11-20 NA 0.00 160100352.00 147180.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381A3U8 2048-11-20 2.383100 0.00 70000000.00 830311.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384VMH7 2054-08-20 3.011200 0.00 70929152.00 3133818.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384WFR1 2050-12-20 4.000000 0.00 30729344.00 3943501.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384X6M0 2054-11-20 1.711200 0.00 133425000.00 4465402.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384XSK0 2054-01-20 7.500000 0.00 59657344.00 7405867.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384Y2D2 2051-11-20 2.000000 0.00 27337344.00 2739631.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384Y2E0 2051-10-20 2.500000 0.00 21978048.00 2387176.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384YRX1 2054-10-20 1.161200 0.00 100000000.00 2128207.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385AGS5 2054-12-20 6.500000 0.00 23443296.00 4921612.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385BN30 2055-01-20 7.000000 0.00 13059200.00 1373767.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382JYX8 2050-09-20 3.000000 0.00 40337344.00 3281149.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KG98 2050-10-20 2.500000 0.00 47521728.00 4046778.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382KMV2 2050-10-20 2.000000 0.00 35191360.00 2209031.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382RHG6 2051-02-20 3.000000 0.00 124313088.00 9336357.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UAK7 2051-06-20 NA 0.00 30000000.00 64024.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UVN8 2051-06-20 NA 0.00 102662144.00 22530.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382VKL2 2051-06-20 3.000000 0.00 67833216.00 5421928.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385SCD3 2056-05-20 5.500000 0.00 4545448.00 846130.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TET4 2056-06-20 1.911200 0.00 99830912.00 2475140.81 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385TEY3 2056-06-20 1.211200 0.00 30000000.00 911342.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HATH9 2053-11-25 2.356800 0.00 50000000.00 878741.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAYX8 2053-11-25 2.326800 0.00 50000000.00 1019654.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBCR3 2054-01-25 2.106800 0.00 20500000.00 490488.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBGY4 2054-02-25 3.356800 0.00 49804640.00 1901636.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381DWD8 2061-06-16 1.433100 0.00 5000000.00 344175.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381HJ69 2048-10-16 0.484400 0.00 15665680.00 238738.74 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJGW1 2055-02-25 8.293200 0.00 10416544.00 849670.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJT72 2054-11-25 6.000000 0.00 6214820.00 854349.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJUM7 2055-02-25 3.406800 0.00 26500000.00 1500190.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKEF7 2054-06-25 3.416800 0.00 78311040.00 4169582.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383BAH5 2055-09-20 2.361200 0.00 65000000.00 3289383.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383BP30 2055-10-20 1.111200 0.00 173533696.00 4656921.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383CJB7 2051-10-20 3.500000 0.00 108609000.00 7993983.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FM67 2052-01-20 3.000000 0.00 33333312.00 3110601.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383HKJ7 2052-12-20 1.911200 0.00 50000000.00 521616.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383JCQ6 2067-09-16 0.853300 0.00 120000000.00 8821569.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KUB6 2074-03-20 0.983300 0.00 93719808.00 6685082.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383KX49 2073-01-20 1.083600 0.00 49862272.00 1556809.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LT34 2052-12-20 1.861200 0.00 25000000.00 268819.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375ATF1 2039-12-16 4.500000 0.00 269500000.00 814628.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375C5E6 2042-06-16 2.946300 0.00 27991360.00 106558.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UL81 2067-10-20 2.322500 0.00 115090176.00 1004479.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UN55 2067-10-20 2.271000 0.00 61491000.00 808560.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375US35 2067-11-20 1.614500 0.00 102665600.00 800190.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UXF2 2066-05-20 1.990400 0.00 50498496.00 195706.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R4J2 2067-05-20 2.160100 0.00 56469056.00 183694.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R6U5 2067-09-20 1.483300 0.00 61800000.00 324117.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RD86 2066-11-20 2.516300 0.00 70668800.00 430734.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RE85 2066-11-20 2.624600 0.00 52734784.00 319187.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RNE2 2065-12-20 2.201100 0.00 168998400.00 851725.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RRH1 2066-03-20 1.837100 0.00 105662720.00 317616.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RSD9 2066-02-20 1.791200 0.00 55385800.00 296828.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RWK8 2066-06-20 2.103000 0.00 50224640.00 199308.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RXF8 2066-07-20 2.528500 0.00 50801856.00 409733.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380H2J0 2047-11-20 2.433100 0.00 38234880.00 626617.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380HM41 2047-10-20 4.000000 0.00 17500000.00 26092.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382ME62 2051-01-20 2.000000 0.00 75000000.00 4898071.44 Agency 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Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 2024.00 1933.87 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.500000 0.00 1085.00 1057.20 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5EW5 2055-01-20 6.000000 0.00 1000.00 493.58 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.500000 0.00 1024.00 734.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ARSM4 2027-04-29 3.070000 0.00 1000000.00 1003349.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B6JM9 2034-06-12 5.350000 0.00 1965000.00 1975350.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B8C67 2031-11-06 4.550000 0.00 200000.00 199782.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BAC96 2028-04-13 4.000000 0.00 200000.00 201860.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBX83 2039-08-26 5.800000 0.00 19790000.00 19755437.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3130G2RR3 2056-08-01 7.000000 0.00 279180.00 295483.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3130G3CK2 2056-08-01 5.000000 0.00 1066134.00 1040779.91 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QSA43 2053-05-01 5.500000 0.00 4899240.00 3289972.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUD52 2054-03-01 6.000000 0.00 1000.00 672.35 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QUQD1 2054-05-01 6.500000 0.00 17131520.00 12404666.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CUUV6 2054-09-01 7.000000 0.00 2484630.00 2654891.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 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Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179UD90 2048-10-20 4.000000 0.00 3072.00 252.46 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VBF6 2049-12-20 3.000000 0.00 98389223.00 15186483.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179VN22 2050-06-20 2.500000 0.00 8652144.00 2271798.03 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.500000 0.00 1000.00 623.79 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179WZA9 2052-03-20 3.000000 0.00 22928054.00 13417566.37 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179X5J1 2053-06-20 6.000000 0.00 67544832.00 32113981.10 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XVG8 2053-03-20 5.500000 0.00 1500000.00 679946.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179XVS2 2053-03-20 5.000000 0.00 2048.00 1396.57 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YAM6 2053-05-20 3.000000 0.00 3008.00 1870.52 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YHL1 2052-01-20 2.500000 0.00 1024.00 608.88 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YU28 2054-04-20 3.500000 0.00 1024.00 675.58 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YYS7 2054-06-20 3.500000 0.00 1008.00 676.23 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 36179YYX6 2054-06-20 6.000000 0.00 1000.00 513.61 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617J5YY6 2070-04-20 6.418000 0.00 10003344.00 5090707.19 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617N44U5 2050-07-20 3.000000 0.00 1000.00 342.48 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617Q7J54 2051-01-20 2.500000 0.00 1008.00 553.39 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3617YSHK8 2056-07-20 6.500000 0.00 1000.00 1045.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BBLE7 2053-09-20 7.500000 0.00 2838719.00 2343334.07 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BHLP9 2053-09-20 7.000000 0.00 1000.00 546.54 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BHLQ7 2053-09-20 7.000000 0.00 3501800.00 2229232.55 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BVVP7 2053-09-20 7.000000 0.00 1000.00 733.17 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BX6L0 2055-11-20 7.000000 0.00 1016.00 1088.40 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BX6M8 2055-11-20 7.500000 0.00 2000.00 2164.49 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618BXPM7 2053-06-20 6.500000 0.00 1000.00 771.83 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F25B7 2053-08-20 7.000000 0.00 1000.00 753.90 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F27A7 2053-09-20 7.000000 0.00 1008.00 759.26 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F3AW3 2053-10-20 7.000000 0.00 4324064.00 3522009.74 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F3AX1 2053-10-20 7.000000 0.00 7250408.00 5318542.21 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F3WJ8 2053-06-20 6.500000 0.00 1008.00 267.20 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618F6L61 2053-07-20 6.500000 0.00 2000.00 1642.43 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FFEU6 2053-10-20 6.500000 0.00 1955368.00 1137280.44 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FL2X0 2053-09-20 7.000000 0.00 8321852.00 6877236.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FSXX1 2053-11-20 7.500000 0.00 1000.00 700.50 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FVL74 2053-11-20 6.500000 0.00 8931.00 8884.98 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618FVT35 2053-10-20 6.500000 0.00 3000.00 1485.28 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618GBEV2 2053-11-20 7.000000 0.00 1000.00 889.48 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618GL4S8 2054-01-20 8.000000 0.00 1000.00 476.57 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618J1LM3 2054-09-20 7.000000 0.00 1000.00 896.01 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KQV37 2055-06-20 7.000000 0.00 1000.00 1067.53 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KQV52 2055-05-20 7.000000 0.00 1000.00 1036.05 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618KQVK9 2055-07-20 6.500000 0.00 2000.00 2116.67 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KY6Y0 2046-02-01 4.500000 0.00 7792275.00 7184265.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133WNRJ1 2040-09-01 6.000000 0.00 1692495.00 1524197.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXL34 2043-10-01 3.000000 0.00 150000.00 42614.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GSN81 2047-09-01 4.000000 0.00 9691950.00 2553507.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.890000 0.00 1000.00 879.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5V71 2051-04-01 6.315000 0.00 9158.00 1147.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U3Q53 2056-01-01 6.500000 0.00 200701.00 210281.28 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 25816900.00 24099710.22 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142J6EX7 2056-08-01 7.000000 0.00 1000.00 1043.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JQFR5 2055-12-01 6.500000 0.00 235837.00 244257.60 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JTZM8 2056-02-01 6.000000 0.00 1800250.00 1822076.48 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JU4C1 2056-02-01 6.500000 0.00 601508.00 567747.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JWRB4 2056-03-01 6.500000 0.00 803076.00 832896.41 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31377CRB1 2036-05-01 4.386000 0.00 19835174.00 34422.04 Agency Mortgage-Backed Securities STRIPS 254900HROIFWPRGM1V77 912833XN5 2029-02-15 NA 0.00 26996197.70 24221906.45 U.S. Treasuries (including strips) FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427KY82 2055-12-01 6.500000 0.00 210580.00 219685.75 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427PY99 2055-03-01 5.500000 0.00 4000905.00 3381759.50 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QCV2 2055-04-01 6.500000 0.00 16059761.00 12850714.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427QNY4 2052-03-01 2.500000 0.00 25336674.00 19608838.89 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427RS43 2056-02-01 5.000000 0.00 1280.00 1199.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SGM4 2056-03-01 5.000000 0.00 50154240.00 47417197.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385PDL0 2056-03-20 4.638800 0.00 1000.00 949.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XCVY1 2051-09-01 2.000000 0.00 7220992.00 4373146.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140F3DD7 2046-11-01 3.500000 0.00 16000.00 6656.99 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWJ53 2053-12-01 6.000000 0.00 66259514.00 33995367.80 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140N74M9 2055-09-01 6.500000 0.00 249188.00 137371.73 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NWW76 2032-02-01 4.880000 0.00 11267925.00 11302784.21 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q0TJ1 2030-09-01 4.250000 0.00 33180000.00 32765537.57 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q2EB0 2031-07-01 3.540000 0.00 88460973.00 84097812.43 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 21502700.00 19870585.24 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 900.00 812.48 U.S. Treasuries (including strips) FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A7JV7 2054-04-01 5.500000 0.00 1134654.00 660000.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3EM7 2052-07-01 2.500000 0.00 210898.00 164863.18 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4AL1 2055-09-01 6.000000 0.00 1909640.00 1732860.80 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427TJJ6 2056-05-01 5.000000 0.00 1024.00 986.89 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X9SS5 2051-02-01 2.500000 0.00 19900000.00 10112086.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8SZ0 2056-04-01 5.000000 0.00 149000000.00 142257727.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y8WF9 2056-04-01 5.000000 0.00 22709.00 21579.37 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9SY1 2056-08-01 5.500000 0.00 20304600.00 20239469.60 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140APPK4 2054-08-01 6.000000 0.00 3118348.00 2007522.06 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4SC2 2052-06-01 3.500000 0.00 1139319.00 969310.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W4ZE0 2055-08-01 6.000000 0.00 1000.00 869.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CE87 2055-02-20 2.341200 0.00 226610257.00 6306394.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GE96 2055-06-20 2.261200 0.00 92177220.00 2549878.73 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 3165.00 2756.65 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PG8 2055-05-20 4.500000 0.00 1000.00 910.59 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-05-20 5.500000 0.00 2016.00 1589.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RD3 2055-07-20 4.500000 0.00 22656608.00 20711751.86 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RF8 2055-07-20 5.500000 0.00 2000.00 1600.23 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5VR7 2055-09-20 5.500000 0.00 1024.00 891.09 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5ZJ1 2055-11-20 4.500000 0.00 57482000.00 52673429.29 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BB2 2056-01-20 3.500000 0.00 4000.00 3479.30 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.500000 0.00 1024.00 947.51 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BF3 2056-02-20 5.500000 0.00 1024.00 1004.89 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FL6 2056-03-20 5.000000 0.00 1024.00 987.90 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6HV2 2056-05-20 5.500000 0.00 21448813.00 21259110.05 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6HW0 2056-04-20 6.000000 0.00 1000.00 1011.79 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6K30 2056-05-20 3.500000 0.00 1000.00 877.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.500000 0.00 2048.00 2042.97 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6NC7 2056-07-20 6.000000 0.00 1024.00 1042.95 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P76 2056-07-20 6.000000 0.00 1200200.00 1225008.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618NJSN0 2055-03-20 7.000000 0.00 4968982.00 4028747.48 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618NXWG9 2056-02-20 6.500000 0.00 1000.00 1040.61 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618VBHM2 2061-06-15 5.440000 0.00 6000000.00 6041093.61 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GS4H8 2054-10-01 5.500000 0.00 2500000.00 1983656.91 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUZS5 2055-06-01 5.000000 0.00 23721728.00 21504900.30 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GVZ38 2055-11-01 6.500000 0.00 1018.00 885.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLEV0 2055-05-25 5.693200 0.00 1000.00 615.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BPQ3 2035-04-01 3.000000 0.00 5459624.00 456484.83 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4.000000 0.00 1093.00 72.45 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-04-01 5.500000 0.00 1024.00 694.85 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWPB3 2055-03-01 7.000000 0.00 39132001.00 19563705.24 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VRTJ1 2066-01-20 7.000000 0.00 1000.00 1041.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VUUJ2 2056-06-20 6.000000 0.00 2352144.00 2406619.90 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VWAH4 2056-07-20 6.500000 0.00 322432.00 348325.27 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VWEG2 2066-05-20 6.000000 0.00 2278344.00 2325303.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W2HP4 2056-06-20 5.500000 0.00 11271072.00 11396552.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQUZ2 2056-04-25 4.693200 0.00 1025.00 893.16 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426APU6 2055-02-01 6.500000 0.00 1364500.00 343110.88 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426BV37 2055-01-01 5.500000 0.00 210695.00 206098.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DS3S9 2054-04-01 5.500000 0.00 1310.00 951.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DS6C1 2054-04-01 5.500000 0.00 2106730.00 1670127.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133ACVN5 2050-11-01 3.000000 0.00 790412.00 377892.54 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 1156000000.00 1156000000.00 0.0054 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.599900% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.60_0901 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 912810PS1 2027-01-15 2.375000 0.00 266097300.00 441552901.36 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 50385500.00 71373183.82 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 106804200.00 120677934.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 298041100.00 269058896.66 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 87131100.00 117337148.14 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0360 1000000000.00 1000000000.00 0.0047 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.579900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.58_0901 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 91282CLM1 2031-09-30 3.625000 0.00 267824000.00 261102337.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 97352000.00 98417154.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 341997000.00 354480590.23 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0358 700000000.00 700000000.00 0.0033 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.680000% 99VDKE008 FOR8UP27PHTHYVLBNG30 0000886982 99VDKE008_3.68_0901 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 3140UBPV9 2056-04-01 6.000000 0.00 1308200.00 1337937.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UDK99 2056-04-01 6.000000 0.00 1993972.00 2040869.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UDVX4 2056-05-01 5.500000 0.00 5177240.00 5171862.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384PLG3 2064-05-20 4.738800 0.00 25000000.00 6536486.92 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WCHZ9 2044-07-01 4.000000 0.00 3496580.00 372945.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WDDN8 2044-11-01 4.000000 0.00 9973968.00 1285195.19 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WEKE8 2045-04-01 3.500000 0.00 850000.00 132863.68 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WGR97 2046-03-01 3.000000 0.00 5871840.00 617867.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0EX9 2054-09-01 7.000000 0.00 111736448.00 61593505.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W0G74 2036-03-01 3.500000 0.00 53414976.00 35353668.09 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W1XV0 2051-10-01 2.000000 0.00 1703818.00 1231560.76 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W26N6 2052-08-01 3.000000 0.00 20820320.00 16630388.53 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2SK8 2055-08-01 5.000000 0.00 50000000.00 44700588.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EG2S2 2040-07-01 6.000000 0.00 1934000.00 46478.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPEL4 2045-02-01 3.500000 0.00 4700000.00 857600.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4.000000 0.00 1800000.00 1230574.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142KDCV6 2036-06-01 4.750000 0.00 57817000.00 57068404.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140B9F46 2055-04-01 6.500000 0.00 1058250.00 927105.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BAL95 2055-05-01 5.500000 0.00 1313826.00 1296640.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BHK67 2055-07-01 6.500000 0.00 1823600.00 1377448.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BKHW7 2055-08-01 6.000000 0.00 1799502.00 1814717.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BLHF2 2055-08-01 5.500000 0.00 1783420.00 1757056.81 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BNBT4 2055-09-01 6.500000 0.00 1482514.00 1318775.58 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426D5Q1 2055-03-01 6.000000 0.00 4545488.00 3890666.01 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FJ32 2055-03-01 6.500000 0.00 1695600.00 1054276.05 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426FPZ4 2055-03-01 6.500000 0.00 2489676.00 1577545.08 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426G3R4 2055-04-01 5.000000 0.00 3443592.00 3112563.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426GHU2 2055-03-01 6.500000 0.00 1747550.00 1546797.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31426K4T0 2055-04-01 6.500000 0.00 4075368.00 3832848.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL 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Tri Party Repo BofA Securities Inc. Tri Party Repo 3.680000% 99VDNE005 549300HN4UKV1E2R3U73 0000065100 99VDNE005_3.68_0901 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 3140UDXU8 2056-05-01 5.000000 0.00 1937984.00 1896525.85 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HHGS4 2054-11-25 1.000000 0.00 100000.00 1617.08 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140UWWK9 2056-08-01 5.500000 0.00 187157.00 186840.58 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W2WS6 2055-07-01 6.500000 0.00 134190.00 93892.90 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 31288RFU7 2055-07-01 5.501000 0.00 353196.00 298594.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3128MFP69 2032-09-01 3.500000 0.00 240000.00 11091.53 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNZW6 2052-02-01 2.500000 0.00 630000.00 383016.51 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DPQF8 2052-07-01 3.500000 0.00 34000.00 23664.92 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.500000 0.00 271000.00 182055.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FVUY0 2047-05-01 4.000000 0.00 1910.00 266.77 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXEC2 2056-08-01 3.500000 0.00 159050.00 44167.29 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140GXPN5 2047-12-01 3.500000 0.00 1000.00 157.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.500000 0.00 1000.00 250.14 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U7P55 2056-02-01 5.500000 0.00 2389067.00 2399977.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140U9FD5 2041-03-01 6.000000 0.00 53000.00 44085.24 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JCAT7 2040-08-01 5.000000 0.00 38000.00 27183.39 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JNCR5 2055-12-01 6.500000 0.00 1002.00 1046.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JRKR7 2056-01-01 4.500000 0.00 1990.00 1630.07 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JB7H3 2032-02-01 3.000000 0.00 1011840.00 476076.84 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31371NSY2 2038-03-01 5.500000 0.00 5772000.00 22349.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138A2BM0 2040-12-01 4.000000 0.00 1000.00 83.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XD6H4 2051-12-01 2.500000 0.00 162000.00 96791.01 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XDR99 2046-11-01 2.000000 0.00 91310.00 54189.42 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFFQ9 2052-01-01 2.500000 0.00 1946990.00 1221043.43 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XFUY5 2051-12-01 2.000000 0.00 155000.00 77188.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140BVJL5 2055-12-01 6.000000 0.00 5000.00 5148.46 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.500000 0.00 6000.00 4642.79 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140NPNG1 2053-08-01 5.000000 0.00 1000.00 896.39 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Q3M86 2031-08-01 4.250000 0.00 2814000.00 2757924.48 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140W3M30 2054-03-01 4.000000 0.00 12000.00 10532.93 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DUF7 2050-11-01 1.500000 0.00 825640.00 416108.46 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418ED56 2052-06-01 2.500000 0.00 42790.00 27418.94 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427TEP7 2056-06-01 5.000000 0.00 3164760.00 3017399.74 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427UD75 2055-10-01 6.500000 0.00 135308685.00 140344152.65 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X82N6 2050-10-01 3.500000 0.00 1000.00 333.66 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBAY6 2051-05-01 2.500000 0.00 26370.00 16653.17 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410LTW2 2046-09-01 3.500000 0.00 3000.00 285.98 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5RJ0 2055-07-20 7.000000 0.00 1180.00 509.19 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6FJ1 2056-04-20 4.000000 0.00 3351030.00 3022456.42 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6NP8 2056-06-20 4.500000 0.00 21148.00 20844.70 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418BHY5 2034-10-01 3.500000 0.00 2000.00 143.63 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QDYC2 2050-06-01 4.000000 0.00 1000.00 195.98 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QKVC9 2051-05-01 2.500000 0.00 9333980.00 4989008.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QP2K2 2052-08-01 4.000000 0.00 619050.00 400077.52 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EX88 2038-11-01 6.000000 0.00 510570.00 194789.61 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418F2G1 2056-08-01 4.500000 0.00 1685520.00 1592310.74 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FXJ1 2056-06-01 5.500000 0.00 11000.00 10618.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132KE6X8 2030-08-01 2.500000 0.00 1300.00 96.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132KEG25 2028-08-01 2.500000 0.00 44700.00 1322.64 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133AXMB5 2051-11-01 2.000000 0.00 1405000.00 848618.92 Agency Mortgage-Backed Securities Y 2026-09-01 2026-11-19 2026-11-19 N N N 0.0378 250000000.00 250000000.00 0.0012 N N N Y Societe Generale Tri Party Repo Societe Generale Tri Party Repo 3.570000% 99VDPU007 O2RNE8IBXP4R0TD8PU41 0000865845 99VDPU007_3.57_0901 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 912810SA7 2048-02-15 3.000000 0.00 133107300.00 93890741.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 128569100.00 88225723.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 162721800.00 98850097.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 126049800.00 97923091.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 137259600.00 92694475.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 43522000.00 38415874.07 U.S. Treasuries (including strips) Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0357 500000000.00 500000000.00 0.0023 N Y Y N UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.680000% 99VDQX000 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQX000_3.68_0901 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 3000.00 2988.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 1400.00 1308.79 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 250400.00 231458.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 800.00 605.99 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 20800.00 18564.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 499800.00 336094.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 199900.00 142339.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 200.00 108.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1600.00 1037.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 255000.00 149178.66 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWXT2 2027-08-06 4.125000 0.00 17000000.00 17031510.92 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125000 0.00 1000.00 1012.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 10000.00 10053.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 300.00 302.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 299.19 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125000 0.00 487500.00 508234.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 3900.00 3902.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 400.00 404.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 86.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 1994800.00 1917412.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 33800.00 32366.88 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 8900.00 10482.22 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 462000.00 524611.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 300.00 281.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 499500.00 471453.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCZ2 2026-09-30 0.875000 0.00 104900.00 105036.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQD6 2031-02-28 3.500000 0.00 100.00 96.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 477000.00 475898.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQZ7 2029-07-15 4.125000 0.00 100.00 99.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 3387300.00 3393235.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 984300.00 973546.98 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CRD5 2028-07-31 3.800600 0.00 5000000.00 5015833.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRH6 2028-08-31 4.125000 0.00 4800400.00 4779964.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRK9 2031-08-31 4.375000 0.00 35153000.00 34947530.72 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 169132.05 125121.52 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 8000.01 5768.25 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 88000.00 60287.48 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 NA 0.00 581.06 387.80 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 4999.99 3165.22 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337E4 2036-08-15 NA 0.00 145.40 89.53 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 31999.97 19170.70 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 2042.70 1418.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337W4 2034-11-15 NA 0.00 19000.00 12853.33 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 78.50 77.89 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 3.78 3.67 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 7998.61 7599.86 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XP0 2029-08-15 NA 0.00 98.88 86.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 300.00 291.88 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 450000.00 380811.15 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XX3 2030-02-15 NA 0.00 50000.00 42806.35 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 12720.83 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 1930.75 463.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JB5 2040-08-15 NA 0.00 40000.00 19447.68 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 912834LR7 2042-08-15 NA 0.00 40000.00 17067.52 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 4074.16 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 40000.00 16015.24 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834NV6 2044-08-15 NA 0.00 10000.00 3766.83 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 0.35 0.10 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJT66 2040-07-20 2.040000 0.00 250000.00 170124.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AL6H2 2041-02-25 2.000000 0.00 500000.00 332981.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ALDT8 2036-03-04 2.200000 0.00 20000.00 15988.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AQZH9 2037-02-25 3.220000 0.00 10000.00 8480.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B9NV8 2028-09-11 3.800000 0.00 40000.00 40214.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130BBAB1 2031-06-30 4.600000 0.00 1820000.00 1817143.81 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.250000 0.00 100.00 98.26 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 196000.00 259099.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 100.00 99.64 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EKNK8 2039-06-03 3.490000 0.00 25000.00 21060.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL2K9 2029-07-30 1.120000 0.00 170000.00 154627.81 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4D3 2027-08-19 0.900000 0.00 3000.00 2906.51 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL28 2029-06-18 1.150000 0.00 162000.00 148407.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL77 2040-06-18 2.090000 0.00 3000.00 2062.92 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELM92 2035-06-22 1.790000 0.00 2000.00 1557.12 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELS88 2030-07-08 1.040000 0.00 2000.00 1760.03 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELZZ0 2040-05-21 2.125000 0.00 2000.00 1395.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMAG7 2035-09-17 1.680000 0.00 15000.00 11473.31 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 3000.00 2324.52 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMG48 2029-06-14 1.590000 0.00 4000.00 3713.11 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMPS5 2029-02-08 1.000000 0.00 2000.00 1842.10 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENKN9 2031-01-13 2.100000 0.00 1000.00 903.59 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPM6 2035-02-23 3.250000 0.00 1000.00 885.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPHU2 2029-05-03 3.875000 0.00 4000.00 3990.43 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 2000.00 1980.06 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125000 0.00 839200.00 838498.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 460300.00 430923.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 5000.00 5407.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 300.00 282.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 499700.00 480213.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 289900.00 290406.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 3000.00 3493.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 499800.00 500016.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 6500.00 6006.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 192.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 149800.00 155244.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 99.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 200.00 193.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 1400.00 1378.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125000 0.00 335000.00 329350.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 2000.00 2571.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 100.00 96.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375000 0.00 300.00 298.44 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 425400.00 553876.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 400.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 1200.00 1198.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 1000.00 907.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 100.00 98.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.500000 0.00 600.00 582.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 80.44 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 91000.00 89985.44 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VR5 2027-08-05 NA 0.00 9170300.00 8828935.58 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VX2 2026-11-17 NA 0.00 14000.00 13888.48 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 59700.00 59230.76 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BK8 2027-02-15 NA 0.00 80000.00 78615.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BM4 2027-11-15 NA 0.00 1000.00 950.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 300.00 307.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 300.00 310.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4099.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 300000.00 644255.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1600.00 1661.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 200.00 200.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 3000.00 2902.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 490300.00 483403.21 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 200.00 314.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 190.07 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 117600.00 170612.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 600.00 571.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 498000.00 442111.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 900.00 840.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QN1 2041-02-15 4.750000 0.00 300.00 291.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 1423400.00 2016306.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 453700.00 427089.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 400.00 344.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 499800.00 399344.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 233.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 221.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 600.00 463.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1000.00 843.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 572.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 77700.00 87793.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 5900.00 4447.63 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4X65 2027-08-27 0.700000 0.00 1000.00 965.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3D29 2027-08-15 NA 0.00 3000.00 2881.84 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 3000.00 3296.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3ZU3 2029-12-14 NA 0.00 50000.00 43120.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 5000.00 5461.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 NA 0.00 4000.00 3667.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GV3W6 2027-12-30 1.110000 0.00 4000.00 3841.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 1000.00 1064.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 4000.00 4392.34 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPJ9 2027-03-23 NA 0.00 3000.00 2927.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364F6C0 2028-09-01 6.080000 0.00 3000.00 3183.52 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 5000.00 5023.18 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 32000.00 33777.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1100.00 1111.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 7800.00 7733.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1005.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 270.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 77.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 93.54 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 111000.00 100410.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 200.00 183.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 1000.00 943.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 153800.00 142568.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 280100.00 262370.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 1290800.00 1165279.63 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 80000.00 78569.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 100000.00 97146.50 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 300000.00 275622.30 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AW5 2028-11-15 NA 0.00 200.00 181.71 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 900.00 702.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 2292000.00 3086575.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 20200.00 19942.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 250100.00 247338.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 1000.00 940.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 98.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 100.00 98.79 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 2543400.00 2796114.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 500.00 498.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 500.00 492.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.750000 0.00 700.00 686.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 98.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 3709300.00 3661620.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 309600.00 317163.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 4894000.00 5422459.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 6000.00 6027.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 21362000.00 21502311.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 700.00 707.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 499600.00 488173.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 200.00 196.69 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 111600.00 117132.43 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 4006000.00 4353585.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 271000.00 275195.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 400.00 402.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 500.00 492.97 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 18600.00 19278.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 20000.00 20029.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 604.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 200000.00 195635.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 137000.00 137318.78 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 NA 0.00 70740.30 65709.25 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833X88 2035-05-15 NA 0.00 20000.00 13174.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 500.00 506.67 U.S. Treasuries (including strips) RFC PRINCIPAL STRIP 254900HROIFWPRGM1V77 76116FAB3 2030-01-15 NA 0.00 115000.00 98379.17 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 1000.00 1097.26 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EH1 2039-09-15 5.250000 0.00 2000.00 2074.52 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 2027-02-01 2.875000 0.00 2000.00 1995.24 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 254900HROIFWPRGM1V77 88059ESH8 2026-11-01 NA 0.00 1000.00 993.33 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 912797RS8 2026-09-03 NA 0.00 4896000.00 4895020.80 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 NA 0.00 1800800.00 1757290.87 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UY1 2026-11-12 NA 0.00 452000.00 448627.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VB0 2026-09-08 NA 0.00 10000.00 9992.97 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VF1 2027-06-10 NA 0.00 150000.00 145429.50 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1820900.00 1921730.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 400.00 381.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.750000 0.00 4177700.00 3787948.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 600.00 593.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 200.00 203.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 2000.00 1476.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 356.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 600.00 592.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 700.00 685.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 400.00 402.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPC9 2028-10-15 3.500000 0.00 200.00 199.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPN5 2030-11-30 3.500000 0.00 203400.00 197488.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 400.00 393.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 2576500.00 2531143.40 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331J3M3 2028-11-24 4.300000 0.00 4000.00 4034.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331K7A2 2030-01-18 3.500000 0.00 3000.00 2911.40 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331KY38 2031-12-01 3.530000 0.00 1000.00 959.05 Agency Mortgage-Backed Securities Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0368 150000000.00 150000000.00 0.0007 N Y Y N STATE STREET MASTER FUNDS 2026-09-08 /s/ Chad Hallett Chad Hallett Deputy Treasurer