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6.500000 0.00 950000.00 922.46 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36209XSM3 2028-10-15 6.000000 0.00 100000.00 153.06 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36210BD51 2029-04-15 7.000000 0.00 37126.00 22.59 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36210BNT8 2029-02-15 6.500000 0.00 103000.00 749.82 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36211G4T7 2029-08-15 7.000000 0.00 25000.00 55.92 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6.000000 0.00 420000.00 178.77 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225A3A6 2028-05-15 6.500000 0.00 25000.00 5.38 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AT34 2027-05-15 7.000000 0.00 10200.00 0.20 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AUH1 2027-06-15 7.000000 0.00 68000.00 0.80 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225AXS4 2027-12-15 6.500000 0.00 173000.00 23.90 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BAM0 2028-11-15 6.500000 0.00 5000.00 2.02 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BGW2 2029-11-15 7.000000 0.00 40000.00 27.07 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BMZ8 2031-04-15 6.500000 0.00 8500.00 8.32 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36225BUG1 2032-08-15 6.000000 0.00 225000.00 717.75 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622ADWN4 2055-05-20 7.000000 0.00 25000.00 3162.13 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622ADYJ1 2055-06-20 6.500000 0.00 25000.00 4622.03 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36241KCY2 2035-03-15 5.000000 0.00 12500.00 150.08 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36241LBQ8 2039-08-15 5.500000 0.00 150000.00 2421.68 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36295W3L9 2038-02-15 6.000000 0.00 133900.00 396.31 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 912803BP7 2028-08-15 NA 0.00 11000.00 10141.20 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128204M6 2028-02-15 NA 0.00 4000.00 3774.98 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128205B9 2028-05-15 NA 0.00 299000.00 278817.50 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128205Y9 2026-11-15 NA 0.00 300000.00 299562.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375000 0.00 10100.00 13739.94 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 14951900.00 19909010.15 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 947200.00 1222119.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375000 0.00 3600.00 4987.32 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 928000.00 1051559.89 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 931100.00 1004440.81 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 984500.00 1158541.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 947300.00 996855.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 934900.00 1055457.87 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 930700.00 973227.80 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 21344900.00 23478421.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 947000.00 983719.40 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJH5 2028-10-15 2.375000 0.00 943600.00 1038737.01 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 3500.00 3776.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625000 0.00 24906200.00 25627338.23 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 928100.00 923130.92 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 24914200.00 24757868.68 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPU9 2036-01-15 1.875000 0.00 11929600.00 11628051.78 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CQP9 2031-04-15 1.250000 0.00 920800.00 903273.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 7471300.00 7398670.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRR4 2031-10-15 2.250000 0.00 550000.00 550865.37 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 510000.00 509283.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833QB9 2027-11-15 NA 0.00 1.00 0.96 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833WR7 2028-11-15 NA 0.00 131000.00 119191.53 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0396 920000000.00 920000000.00 0.0045 N Y Y N Federal Home Loan Banks Federal Home Loan Banks 4.140000% 3130AQEQ2 2549001DPIFGXC1TOL40 US3130AQEQ27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-18 2026-12-18 N N N 0.0403 47007261.50 47007261.50 0.0002 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.075000% 3130B4L74 2549001DPIFGXC1TOL40 US3130B4L749 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-19 2027-01-19 N N N 0.0402 192630286.35 192630286.35 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.075000% 3130B4Q20 2549001DPIFGXC1TOL40 US3130B4Q201 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-21 2027-01-21 N N N 0.0402 163726362.25 163726362.25 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.050000% 3130B72L7 2549001DPIFGXC1TOL40 US3130B72L79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-07-15 2027-07-15 N N N 0.0406 85205209.98 85205209.98 0.0004 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.170000% 3130B72R4 2549001DPIFGXC1TOL40 US3130B72R40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-07-14 2028-07-14 N N N 0.0408 218312072.87 218312072.87 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.060000% 3130B7BA1 2549001DPIFGXC1TOL40 US3130B7BA13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-07-29 2027-07-29 N N N 0.0405 19004289.44 19004289.44 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.065000% 3130B7H23 2549001DPIFGXC1TOL40 US3130B7H237 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-18 2027-08-18 N N N 0.0408 145905650.71 145905650.71 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.070000% 3130B8AZ5 2549001DPIFGXC1TOL40 US3130B8AZ55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-22 2027-10-22 N N N 0.0404 3166513.31 3166513.31 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.065000% 3130B8CF7 2549001DPIFGXC1TOL40 US3130B8CF73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-22 2027-10-22 N N N 0.0408 2605227.89 2605227.89 0.0000 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.065000% 3130B8CK6 2549001DPIFGXC1TOL40 US3130B8CK68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-27 2027-10-27 N N N 0.0406 30398038.76 30398038.76 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.035000% 3130B8HV7 2549001DPIFGXC1TOL40 US3130B8HV78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-10 2027-05-10 N N N 0.0403 369046169.28 369046169.28 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.030000% 3130B8SZ6 2549001DPIFGXC1TOL40 US3130B8SZ63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-03 2027-12-03 N N N 0.0405 220795515.55 220795515.55 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.020000% 3130B8TB8 2549001DPIFGXC1TOL40 US3130B8TB86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-04 2027-10-04 N N N 0.0403 214517121.39 214517121.39 0.0010 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.030000% 3130B8TF9 2549001DPIFGXC1TOL40 US3130B8TF90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-02 2027-12-02 N N N 0.0405 499988870.00 499988870.00 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B96N5 2549001DPIFGXC1TOL40 US3130B96N53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-20 2028-01-20 N N N 0.0404 229005406.69 229005406.69 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.030000% 3130B9EJ5 2549001DPIFGXC1TOL40 US3130B9EJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-09 2028-02-09 N N N 0.0405 121402954.88 121402954.88 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.030000% 3130B9GY0 2549001DPIFGXC1TOL40 US3130B9GY00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-11 2028-02-11 N N N 0.0406 189285658.63 189285658.63 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B9J68 2549001DPIFGXC1TOL40 US3130B9J684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-17 2028-02-17 N N N 0.0409 134620537.78 134620537.78 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.000000% 3130B9JQ4 2549001DPIFGXC1TOL40 US3130B9JQ49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-20 2027-08-20 N N N 0.0407 238010931.55 238010931.55 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B9M64 2549001DPIFGXC1TOL40 US3130B9M647 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-25 2028-02-25 N N N 0.0407 490347179.82 490347179.82 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B9MQ0 2549001DPIFGXC1TOL40 US3130B9MQ02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-02 2028-03-02 N N N 0.0407 388779822.12 388779822.12 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.010000% 3130B9QY9 2549001DPIFGXC1TOL40 US3130B9QY99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-06 2027-12-06 N N N 0.0404 242971124.31 242971124.31 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B9RT9 2549001DPIFGXC1TOL40 US3130B9RT95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-10 2028-03-10 N N N 0.0405 194283636.05 194283636.05 0.0009 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.025000% 3130B9RU6 2549001DPIFGXC1TOL40 US3130B9RU68 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-06 2028-03-06 N N N 0.0405 242881294.27 242881294.27 0.0012 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.015000% 3130BA5T0 2549001DPIFGXC1TOL40 US3130BA5T08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-04 2028-02-04 N N N 0.0407 235989080.22 235989080.22 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130BADD6 2549001DPIFGXC1TOL40 US3130BADD61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-21 2026-12-21 N N N 0.0397 115001382.30 115001382.30 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.970000% 3130BADM6 2549001DPIFGXC1TOL40 US3130BADM60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-22 2026-12-22 N N N 0.0397 150002154.00 150002154.00 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130BAEG8 2549001DPIFGXC1TOL40 US3130BAEG83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-15 2026-12-15 N N N 0.0399 149998858.50 149998858.50 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130BAEK9 2549001DPIFGXC1TOL40 US3130BAEK95 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-17 2026-12-17 N N N 0.0399 349997585.00 349997585.00 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130BAFJ1 2549001DPIFGXC1TOL40 US3130BAFJ14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-21 2026-12-21 N N N 0.0399 299997624.00 299997624.00 0.0015 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.010000% 3130BAKF3 2549001DPIFGXC1TOL40 US3130BAKF37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-29 2027-10-29 N N N 0.0408 12944259.01 12944259.01 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.975000% 3130BALM7 2549001DPIFGXC1TOL40 US3130BALM78 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-04 2027-01-04 N N N 0.0400 107997854.04 107997854.04 0.0005 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130BAMG9 2549001DPIFGXC1TOL40 US3130BAMG91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-04 2027-02-04 N N N 0.0400 599205135.14 599205135.14 0.0029 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.995000% 3130BAWT0 2549001DPIFGXC1TOL40 US3130BAWT03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-28 2027-05-28 N N N 0.0401 157200938.48 157200938.48 0.0008 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.015000% 3130BAX93 2549001DPIFGXC1TOL40 US3130BAX932 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-02 2027-12-02 N N N 0.0408 120340473.04 120340473.04 0.0006 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.995000% 3130BAXF9 2549001DPIFGXC1TOL40 US3130BAXF99 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-04 2027-06-04 N N N 0.0403 228982387.61 228982387.61 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130BB3P8 2549001DPIFGXC1TOL40 US3130BB3P85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-18 2027-02-18 N N N 0.0400 387501813.50 387501813.50 0.0019 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.005000% 3130BB5K7 2549001DPIFGXC1TOL40 US3130BB5K70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-15 2027-06-15 N N N 0.0399 645128516.25 645128516.25 0.0031 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.040000% 3130BB7E9 2549001DPIFGXC1TOL40 US3130BB7E92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-20 2027-12-20 N N N 0.0406 500008230.00 500008230.00 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.985000% 3130BBA21 2549001DPIFGXC1TOL40 US3130BBA219 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-24 2026-12-24 N N N 0.0400 352896696.86 352896696.86 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.980000% 3130BBA39 2549001DPIFGXC1TOL40 US3130BBA391 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-25 2026-11-25 N N N 0.0399 485697503.50 485697503.50 0.0024 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.995000% 3130BBA88 2549001DPIFGXC1TOL40 US3130BBA888 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-18 2027-02-18 N N N 0.0401 363102741.41 363102741.41 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.060000% 3130BBDA0 2549001DPIFGXC1TOL40 US3130BBDA06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-24 2028-03-24 N N N 0.0406 362494666.13 362494666.13 0.0018 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.050000% 3130BBDB8 2549001DPIFGXC1TOL40 US3130BBDB88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-06 2028-01-06 N N N 0.0409 352632948.20 352632948.20 0.0017 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.050000% 3130BBEF8 2549001DPIFGXC1TOL40 US3130BBEF83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-03 2028-01-03 N N N 0.0407 235802782.44 235802782.44 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.050000% 3130BBEJ0 2549001DPIFGXC1TOL40 US3130BBEJ06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-05 2028-01-05 N N N 0.0407 236602685.41 236602685.41 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.040000% 3130BBL78 2549001DPIFGXC1TOL40 US3130BBL786 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-18 2028-01-18 N N N 0.0409 19593900.09 19593900.09 0.0001 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.045000% 3130BBMR3 2549001DPIFGXC1TOL40 US3130BBMR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-24 2028-01-24 N N N 0.0406 145803226.55 145803226.55 0.0007 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.045000% 3130BBNM3 2549001DPIFGXC1TOL40 US3130BBNM34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-27 2028-01-27 N N N 0.0406 288606900.43 288606900.43 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.040000% 3130BBPW9 2549001DPIFGXC1TOL40 US3130BBPW97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-29 2027-12-29 N N N 0.0405 291532269.05 291532269.05 0.0014 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.040000% 3130BBQT5 2549001DPIFGXC1TOL40 US3130BBQT59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-30 2027-12-30 N N N 0.0406 236005817.40 236005817.40 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 3.990000% 3130BBXJ9 2549001DPIFGXC1TOL40 US3130BBXJ94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-03-30 2027-03-30 N N N 0.0401 220001496.00 220001496.00 0.0011 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.060000% 3130BBYK5 2549001DPIFGXC1TOL40 US3130BBYK58 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-08-28 2028-08-28 N N N 0.0408 478621857.66 478621857.66 0.0023 N N N N Federal Home Loan Banks Federal Home Loan Banks 4.045000% 3130BCQJ5 2549001DPIFGXC1TOL40 US3130BCQJ50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-27 2027-08-27 N N N 0.0406 230501249.31 230501249.31 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.580000% 313384AW9 2549001DPIFGXC1TOL40 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-01-21 2027-01-21 2027-01-21 N N N 0.0401 451591256.75 451591256.75 0.0022 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 3.595000% 313385N85 2549001DPIFGXC1TOL40 US313385N858 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0387 455261713.87 455261713.87 0.0022 N N Y 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 0.0387 953131989.44 953131989.44 0.0046 N N Y N Federal Farm Credit Banks Federal Farm Credit Banks 4.140000% 3133EP7F6 254900C5LP6DN9OP9V83 US3133EP7F65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-03-29 2027-03-29 N N N 0.0403 46624300.50 46624300.50 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.210000% 3133EPN76 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-18 2026-12-18 N N N 0.0399 28508266.14 28508266.14 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.212000% 3133ER2A8 254900C5LP6DN9OP9V83 US3133ER2A87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-27 2027-01-27 N N N 0.0415 100008773.00 100008773.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.070000% 3133ER2D2 254900C5LP6DN9OP9V83 US3133ER2D27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-03 2027-02-03 N N N 0.0402 106119011.00 106119011.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.015000% 3133ER3Y5 254900C5LP6DN9OP9V83 US3133ER3Y54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-16 2026-11-16 N N N 0.0399 133201445.22 133201445.22 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.035000% 3133ER3Z2 254900C5LP6DN9OP9V83 US3133ER3Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-12 2027-02-12 N N N 0.0406 225296302.83 225296302.83 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133ER6F3 254900C5LP6DN9OP9V83 US3133ER6F39 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-07 2026-12-07 N N N 0.0404 119097569.17 119097569.17 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.080000% 3133ERD32 254900C5LP6DN9OP9V83 US3133ERD324 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-20 2026-11-20 N N N 0.0399 243711497.77 243711497.77 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.135000% 3133ERDR9 254900C5LP6DN9OP9V83 US3133ERDR94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-03 2027-05-03 N N N 0.0410 56415362.80 56415362.80 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.080000% 3133ERE64 254900C5LP6DN9OP9V83 US3133ERE645 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-25 2026-11-25 N N N 0.0399 57280540.29 57280540.29 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133ERF97 254900C5LP6DN9OP9V83 US3133ERF972 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-02 2026-11-02 N N N 0.0406 189700000.00 189700000.00 0.0009 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks 4.080000% 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-02 2026-12-02 N N N 0.0401 62203944.72 62203944.72 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.075000% 3133ERL66 254900C5LP6DN9OP9V83 US3133ERL665 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-18 2026-12-18 N N N 0.0405 247412528.34 247412528.34 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.070000% 3133ERQ95 254900C5LP6DN9OP9V83 US3133ERQ953 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-02 2026-11-02 N N N 0.0407 175000000.00 175000000.00 0.0008 N Y Y N Federal Farm Credit Banks Federal Farm Credit Banks 4.075000% 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-08 2027-01-08 N N N 0.0402 339544070.50 339544070.50 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.075000% 3133ERT68 254900C5LP6DN9OP9V83 US3133ERT684 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-14 2027-01-14 N N N 0.0405 70005709.90 70005709.90 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.212000% 3133ERU82 254900C5LP6DN9OP9V83 US3133ERU823 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-21 2027-01-21 N N N 0.0415 100007519.00 100007519.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.212000% 3133ERX63 254900C5LP6DN9OP9V83 US3133ERX637 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-24 2026-11-24 N N N 0.0412 250005572.50 250005572.50 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133ET2B2 254900C5LP6DN9OP9V83 US3133ET2B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-28 2027-09-28 N N N 0.0404 260024154.00 260024154.00 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133ET4U8 254900C5LP6DN9OP9V83 US3133ET4U87 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-17 2027-12-17 N N N 0.0404 240000878.40 240000878.40 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.020000% 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-11-23 2027-11-23 N N N 0.0408 152932947.75 152932947.75 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133ET5J2 254900C5LP6DN9OP9V83 US3133ET5J24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-23 2027-09-23 N N N 0.0399 100015145.00 100015145.00 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133ET6G7 254900C5LP6DN9OP9V83 US3133ET6G75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-11-05 2027-11-05 N N N 0.0405 32992596.78 32992596.78 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.020000% 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-12 2028-01-12 N N N 0.0400 247119014.48 247119014.48 0.0012 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.075000% 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-01 2027-10-01 N N N 0.0404 334718245.20 334718245.20 0.0016 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.070000% 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-24 2027-09-24 N N N 0.0404 89638054.02 89638054.02 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133ETBP1 254900C5LP6DN9OP9V83 US3133ETBP13 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-04-01 2027-04-01 N N N 0.0401 287702717.43 287702717.43 0.0014 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.070000% 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-22 2027-10-22 N N N 0.0408 221166625.73 221166625.73 0.0011 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.040000% 3133ETMJ3 254900C5LP6DN9OP9V83 US3133ETMJ34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-23 2027-06-23 N N N 0.0407 76094255.97 76094255.97 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.065000% 3133ETP76 254900C5LP6DN9OP9V83 US3133ETP761 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-11-03 2027-11-03 N N N 0.0408 40704066.74 40704066.74 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133ETT80 254900C5LP6DN9OP9V83 US3133ETT805 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-12 2027-05-12 N N N 0.0403 33003660.03 33003660.03 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133ETTA5 254900C5LP6DN9OP9V83 US3133ETTA51 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-11 2027-08-11 N N N 0.0406 119515550.54 119515550.54 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.065000% 3133ETTP2 254900C5LP6DN9OP9V83 US3133ETTP21 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-18 2027-08-18 N N N 0.0409 198391431.10 198391431.10 0.0010 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133ETXF9 254900C5LP6DN9OP9V83 US3133ETXF92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-09 2027-06-09 N N N 0.0409 15999307.36 15999307.36 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133ETYC5 254900C5LP6DN9OP9V83 US3133ETYC52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-16 2027-06-16 N N N 0.0404 30007090.20 30007090.20 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.070000% 3133ETYV3 254900C5LP6DN9OP9V83 US3133ETYV34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-22 2027-09-22 N N N 0.0408 89209444.50 89209444.50 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-09-01 2028-09-01 N N N 0.0407 71007925.73 71007925.73 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133EWAN0 254900C5LP6DN9OP9V83 US3133EWAN03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-21 2028-01-21 N N N 0.0400 41304473.20 41304473.20 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.945000% 3133EWAY6 254900C5LP6DN9OP9V83 US3133EWAY67 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-26 2027-01-26 N N N 0.0396 276888317.59 276888317.59 0.0013 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.985000% 3133EWB74 254900C5LP6DN9OP9V83 US3133EWB740 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-03-04 2027-03-04 N N N 0.0400 44999851.50 44999851.50 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-02 2028-02-02 N N N 0.0409 94952270.10 94952270.10 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWBX7 254900C5LP6DN9OP9V83 US3133EWBX75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-03 2028-01-03 N N N 0.0407 65978741.40 65978741.40 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWC99 254900C5LP6DN9OP9V83 US3133EWC995 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-09-08 2028-09-08 N N N 0.0412 113515861.02 113515861.02 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-09 2028-02-09 N N N 0.0409 81508544.87 81508544.87 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWCS7 254900C5LP6DN9OP9V83 US3133EWCS71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-11 2028-02-11 N N N 0.0407 72977750.33 72977750.33 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWDN7 254900C5LP6DN9OP9V83 US3133EWDN75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-17 2028-02-17 N N N 0.0409 56970203.82 56970203.82 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWDV9 254900C5LP6DN9OP9V83 US3133EWDV91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-18 2028-01-18 N N N 0.0407 106965422.95 106965422.95 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.990000% 3133EWEJ5 254900C5LP6DN9OP9V83 US3133EWEJ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-20 2027-05-20 N N N 0.0401 164901094.94 164901094.94 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWET3 254900C5LP6DN9OP9V83 US3133EWET37 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-23 2028-02-23 N N N 0.0406 97376833.41 97376833.41 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.040000% 3133EWF39 254900C5LP6DN9OP9V83 US3133EWF394 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-14 2028-03-14 N N N 0.0406 47000029.14 47000029.14 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.020000% 3133EWF70 254900C5LP6DN9OP9V83 US3133EWF709 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-11-16 2027-11-16 N N N 0.0404 179702057.57 179702057.57 0.0009 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWFD7 254900C5LP6DN9OP9V83 US3133EWFD75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-25 2028-02-25 N N N 0.0408 71969762.88 71969762.88 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWFP0 254900C5LP6DN9OP9V83 US3133EWFP06 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-02 2028-03-02 N N N 0.0408 42981576.65 42981576.65 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.010000% 3133EWGF1 254900C5LP6DN9OP9V83 US3133EWGF15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-06 2027-12-06 N N N 0.0404 28996448.37 28996448.37 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.015000% 3133EWGQ7 254900C5LP6DN9OP9V83 US3133EWGQ79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-11 2028-01-11 N N N 0.0407 16992507.59 16992507.59 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWGU8 254900C5LP6DN9OP9V83 US3133EWGU81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-13 2028-03-13 N N N 0.0404 150507991.55 150507991.55 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.045000% 3133EWH29 254900C5LP6DN9OP9V83 US3133EWH291 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-04-19 2028-04-19 N N N 0.0407 127798264.48 127798264.48 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWH37 254900C5LP6DN9OP9V83 US3133EWH374 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-09-18 2028-09-18 N N N 0.0408 159400347.49 159400347.49 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWHQ6 254900C5LP6DN9OP9V83 US3133EWHQ60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-16 2028-03-16 N N N 0.0406 86986066.95 86986066.95 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.990000% 3133EWHX1 254900C5LP6DN9OP9V83 US3133EWHX12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-07-20 2027-07-20 N N N 0.0404 150468876.60 150468876.60 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.035000% 3133EWJ27 254900C5LP6DN9OP9V83 US3133EWJ271 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-23 2028-02-23 N N N 0.0405 307503151.88 307503151.88 0.0015 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWJA9 254900C5LP6DN9OP9V83 US3133EWJA90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-24 2028-03-24 N N N 0.0409 76951514.64 76951514.64 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.020000% 3133EWJG6 254900C5LP6DN9OP9V83 US3133EWJG60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-21 2028-03-21 N N N 0.0406 141664263.26 141664263.26 0.0007 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWJU5 254900C5LP6DN9OP9V83 US3133EWJU54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-27 2028-03-27 N N N 0.0407 99268215.06 99268215.06 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.000000% 3133EWJW1 254900C5LP6DN9OP9V83 US3133EWJW11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-27 2027-09-27 N N N 0.0402 79200670.82 79200670.82 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.985000% 3133EWJY7 254900C5LP6DN9OP9V83 US3133EWJY76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-26 2027-05-26 N N N 0.0401 174393264.67 174393264.67 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.000000% 3133EWKD1 254900C5LP6DN9OP9V83 US3133EWKD11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-27 2027-08-27 N N N 0.0402 67001171.16 67001171.16 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.025000% 3133EWKR0 254900C5LP6DN9OP9V83 US3133EWKR07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-04-07 2028-04-07 N N N 0.0406 127675555.67 127675555.67 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.000000% 3133EWKS8 254900C5LP6DN9OP9V83 US3133EWKS89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-08 2027-10-08 N N N 0.0402 167101971.78 167101971.78 0.0008 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.995000% 3133EWLR9 254900C5LP6DN9OP9V83 US3133EWLR97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-07-16 2027-07-16 N N N 0.0406 101364648.92 101364648.92 0.0005 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.975000% 3133EWLS7 254900C5LP6DN9OP9V83 US3133EWLS70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-01-21 2027-01-21 N N N 0.0398 125003365.00 125003365.00 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 3.980000% 3133EWNG1 254900C5LP6DN9OP9V83 US3133EWNG15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-02-01 2027-02-01 N N N 0.0400 120000800.40 120000800.40 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.045000% 3133EWUU2 254900C5LP6DN9OP9V83 US3133EWUU26 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-02 2027-12-02 N N N 0.0405 132019794.72 132019794.72 0.0006 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWUV0 254900C5LP6DN9OP9V83 US3133EWUV09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-01 2028-03-01 N N N 0.0406 32911732.47 32911732.47 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWVU1 254900C5LP6DN9OP9V83 US3133EWVU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-04-13 2028-04-13 N N N 0.0407 47307513.61 47307513.61 0.0002 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.050000% 3133EWVZ0 254900C5LP6DN9OP9V83 US3133EWVZ04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-14 2028-01-14 N N N 0.0406 24302587.46 24302587.46 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWWM8 254900C5LP6DN9OP9V83 US3133EWWM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-20 2027-10-20 N N N 0.0405 58201249.55 58201249.55 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.015000% 3133EWXR6 254900C5LP6DN9OP9V83 US3133EWXR69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-07 2027-09-07 N N N 0.0400 87025798.11 87025798.11 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.045000% 3133EWYB0 254900C5LP6DN9OP9V83 US3133EWYB09 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-07 2028-02-07 N N N 0.0406 63702004.64 63702004.64 0.0003 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.030000% 3133EWYW4 254900C5LP6DN9OP9V83 US3133EWYW46 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-21 2027-12-21 N N N 0.0405 73501397.97 73501397.97 0.0004 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.060000% 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-08-25 2028-08-25 N N N 0.0408 23701877.04 23701877.04 0.0001 N N N N Federal Farm Credit Banks Federal Farm Credit Banks 4.000000% 3133EWZX1 254900C5LP6DN9OP9V83 US3133EWZX10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-06-01 2027-06-01 N N N 0.0402 84000279.72 84000279.72 0.0004 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.035000% 3134HB3V1 S6XOOCT0IEG5ABCC6L87 US3134HB3V11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-05-05 2027-05-05 N N N 0.0403 725671955.54 725671955.54 0.0035 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.060000% 3134HBF55 S6XOOCT0IEG5ABCC6L87 US3134HBF555 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-11 2027-08-11 N N N 0.0407 185019395.40 185019395.40 0.0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.065000% 3134HBJ44 S6XOOCT0IEG5ABCC6L87 US3134HBJ441 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-08-25 2027-08-25 N N N 0.0407 545377143.59 545377143.59 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.070000% 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-02 2027-09-02 N N N 0.0406 143236072.08 143236072.08 0.0007 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.080000% 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-09-22 2027-09-22 N N N 0.0407 476913235.23 476913235.23 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.080000% 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-06 2027-10-06 N N N 0.0408 687643481.25 687643481.25 0.0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.080000% 3134HBX55 S6XOOCT0IEG5ABCC6L87 US3134HBX558 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-10-14 2027-10-14 N N N 0.0408 435695962.68 435695962.68 0.0021 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.200000% 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-11-05 2027-11-05 N N N 0.0407 54559154.24 54559154.24 0.0003 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.080000% 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-11-20 2026-11-20 N N N 0.0401 713529250.91 713529250.91 0.0035 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.080000% 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2026-12-11 2026-12-11 N N N 0.0404 126106930.46 126106930.46 0.0006 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2027-12-22 2027-12-22 N N N 0.0404 413615365.24 413615365.24 0.0020 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.020000% 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-01-07 2028-01-07 N N N 0.0405 319547739.01 319547739.01 0.0015 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.030000% 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-02-02 2028-02-02 N N N 0.0409 1348414857.76 1348414857.76 0.0065 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.025000% 3135G1AG6 B1V7KEBTPIMZEU4LTD58 US3135G1AG61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-03-06 2028-03-06 N N N 0.0407 1517875498.51 1517875498.51 0.0073 N N N N Federal National Mortgage Association Federal National Mortgage Association 4.025000% 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-31 2028-06-08 2028-06-08 N N N 0.0410 420631982.86 420631982.86 0.0020 N N N N ING Financial Markets LLC Tri Party Repo ING Financial Markets LLC Tri Party Repo 3.950000% 46599J009 KBVRJ5K57JZ3E2AVWX40 0001440203 46599J009_3.95_1102 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 GOLD POOL S6XOOCT0IEG5ABCC6L87 3128M73G9 2040-05-01 5.500000 0.00 49997000.00 1872222.68 Agency Mortgage-Backed Securities FREDDIE MAC NON GOLD POOL S6XOOCT0IEG5ABCC6L87 3128QLSR3 2036-07-01 5.982000 0.00 37997600.00 123241.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3131Y2WB0 2048-08-01 4.000000 0.00 4033185.00 1220292.59 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133BUS40 2053-02-01 5.000000 0.00 8428600.00 6641712.73 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KQDX1 2052-11-01 6.000000 0.00 4525918.00 2828269.33 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ERLT5 2044-10-01 5.960000 0.00 55234428.00 1469229.03 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YY4J9 2045-08-01 3.500000 0.00 14195006.00 1891238.05 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HHV93 2048-08-01 4.500000 0.00 3398960.00 761028.26 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140LXGB5 2052-08-01 5.000000 0.00 9647000.00 6917866.86 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QVK45 2054-10-01 5.000000 0.00 7015710.00 6038793.20 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FVW4 2056-04-01 4.500000 0.00 17730742.00 16040142.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GYBM6 2056-08-01 5.500000 0.00 49426749.00 47682615.74 Agency Mortgage-Backed Securities TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 3286000.00 3413412.84 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 95000000.00 95000000.00 0.0005 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 0.0397 328407962.52 328407962.52 0.0016 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.200000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0425 978156131.76 978156131.76 0.0047 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 0.0393 2198289679.02 2198289679.02 0.0106 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 0.0394 3396335548.01 3396335548.01 0.0164 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 0.0394 3033831150.53 3033831150.53 0.0147 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 0.0398 2230918784.96 2230918784.96 0.0108 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 0.0388 3756500416.12 3756500416.12 0.0182 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 0.0408 167861482.86 167861482.86 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 0.0407 326146399.87 326146399.87 0.0016 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 0.0394 1072704478.55 1072704478.55 0.0052 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 0.0418 2270297146.98 2270297146.98 0.0110 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 0.0420 2154823963.00 2154823963.00 0.0104 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 0.0400 1572881803.16 1572881803.16 0.0076 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 0.0406 3999838802.68 3999838802.68 0.0194 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 0.0409 4444983369.31 4444983369.31 0.0215 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.220000% 912797WV5 254900HROIFWPRGM1V77 US912797WV59 U.S. Treasury Debt Y 2027-04-22 2027-04-22 2027-04-22 N N N 0.0426 1918328845.30 1918328845.30 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.210000% 912797WW3 254900HROIFWPRGM1V77 US912797WW33 U.S. Treasury Debt Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0426 2011712589.24 2011712589.24 0.0097 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.140000% 912797WZ6 254900HROIFWPRGM1V77 US912797WZ63 U.S. Treasury Debt Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0415 967734502.36 967734502.36 0.0047 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 0.0410 285443435.93 285443435.93 0.0014 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 0.0411 1243799443.45 1243799443.45 0.0060 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 0.0415 560569079.53 560569079.53 0.0027 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 0.0417 133230538.29 133230538.29 0.0006 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.611000% 91282CAL5 254900HROIFWPRGM1V77 US91282CAL54 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0441 995590413.29 995590413.29 0.0048 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 0.0113 485483000.00 485483000.00 0.0024 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 0.0412 944041862.70 944041862.70 0.0046 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 0.0416 2121827296.82 2121827296.82 0.0103 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 0.0421 2147710604.03 2147710604.03 0.0104 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.610300% 91282CFM8 254900HROIFWPRGM1V77 US91282CFM82 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0438 316664358.85 316664358.85 0.0015 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 0.0427 337680776.80 337680776.80 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 0.0418 1394398611.36 1394398611.36 0.0067 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.507200% 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y 2027-09-15 2027-09-15 2027-09-15 N N N 0.0441 97539230.26 97539230.26 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.513000% 91282CLQ2 254900HROIFWPRGM1V77 US91282CLQ23 U.S. Treasury Debt Y 2027-10-15 2027-10-15 2027-10-15 N N N 0.0443 1029678444.00 1029678444.00 0.0050 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 0.0413 955653000.00 955653000.00 0.0046 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.297000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0430 1634560000.00 1634560000.00 0.0079 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.712300% 91282CLX7 254900HROIFWPRGM1V77 US91282CLX73 U.S. Treasury Debt Y 2027-11-15 2027-11-15 2027-11-15 N N N 0.0447 259537596.77 259537596.77 0.0013 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 0.0420 3802075744.00 3802075744.00 0.0184 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury 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2054-04-01 6.000000 0.00 29114114.00 21922427.35 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWBH5 2051-04-01 2.000000 0.00 40052000.00 20525423.10 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DWDQ3 2052-05-01 2.000000 0.00 39039000.00 23344896.53 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0BW1 2053-08-01 5.000000 0.00 31663499.00 21087794.37 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KH5C6 2050-06-01 2.500000 0.00 54748835.00 19558632.77 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133KSDB5 2053-10-01 6.000000 0.00 31918224.00 21328634.90 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427A4U8 2055-09-01 6.000000 0.00 25019833.00 22183920.96 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427J4B1 2055-11-01 6.000000 0.00 24434163.00 21030296.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427N2S7 2055-06-01 5.500000 0.00 27422381.00 23435313.78 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427SJJ8 2052-04-01 3.000000 0.00 11805685.00 9362251.68 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427TEF9 2056-05-01 4.500000 0.00 24420000.00 22156963.34 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GQC59 2053-10-01 6.000000 0.00 33008663.00 21268681.04 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GUDZ3 2055-03-01 5.500000 0.00 26371775.00 22659955.87 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GWNJ4 2056-01-01 5.500000 0.00 25319947.00 23330929.09 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GXYU5 2056-07-01 5.000000 0.00 26477810.00 24570995.69 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GYA47 2056-08-01 6.000000 0.00 21969834.00 21704459.66 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142JQP78 2056-01-01 6.000000 0.00 20684517.00 20176824.96 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 375000000.00 375000000.00 0.0018 N Y Y N Barclays Bank PLC NY Tri Party Repo Barclays Bank PLC NY Tri Party Repo 3.930000% 926SGH006 G5GSEF7VJP5I7OUK5573 0000851376 926SGH006_3.93_1102 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 912810RW0 2047-02-15 0.875000 0.00 15866700.00 14706013.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 1000.00 702.91 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 1700.00 1503.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 686748100.00 462621437.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125000 0.00 1200.00 1294.52 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 11860900.00 13957694.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1663100.00 1750101.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 27205000.00 25945222.65 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625000 0.00 196888000.00 222277237.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 6911200.00 6811305.63 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRR4 2031-10-15 2.250000 0.00 1625000.00 1627556.78 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 735000000.00 735000000.00 0.0036 N Y Y N BNP Paribas Tri Party Repo BNP Paribas Tri Party Repo 3.939900% 927NEF002 R0MUWSFPU8MPRO8K5P83 0001197610 927NEF002_3.94_1102 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 3130G8B55 2056-10-01 6.000000 0.00 1000.00 1005.19 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DNZX4 2052-04-01 2.500000 0.00 155663.00 97495.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.500000 0.00 662600.00 453062.79 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CGCN5 2053-10-01 6.500000 0.00 1000.00 800.14 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3133CVN83 2054-08-01 5.500000 0.00 1146178.00 1002877.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A66A7 2042-07-25 NA 0.00 9372384.00 877474.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6FF6 2027-05-25 2.097700 0.00 12760305.00 4.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKTK9 2054-08-25 4.110000 0.00 6829.00 372.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALWT4 2040-02-25 2.532100 0.00 15726288.00 75047.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP3N0 2045-09-25 3.500000 0.00 566010.00 699224.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWB89 2047-06-25 1.806500 0.00 100004.00 563.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXDX0 2047-07-25 2.064600 0.00 167905859.00 831783.23 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136B5NX9 2029-06-25 0.564500 0.00 18494901.00 191439.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BAZS6 2050-07-25 4.500000 0.00 16631000.00 858077.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBK68 2050-09-25 4.000000 0.00 62199671.00 3966760.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVL1 2050-11-25 2.500000 0.00 85516200.00 7160565.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR42 2051-02-25 2.500000 0.00 1075000.00 129040.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLBK5 2052-02-25 2.175100 0.00 161710390.00 3820896.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP3E9 2061-03-25 1.935800 0.00 124329588.00 3220087.10 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQKM0 2048-05-25 5.000000 0.00 46913724.00 3994257.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQKN8 2061-09-25 5.500000 0.00 43269488.00 5358885.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQYA1 2053-12-25 NA 0.00 7948724.00 3128507.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSK38 2054-09-25 2.012100 0.00 67491938.00 2703100.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSSR7 2054-08-25 3.212100 0.00 66511375.00 3930800.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTD26 2054-12-25 5.737900 0.00 7000000.00 4320781.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTMX8 2054-11-25 1.512100 0.00 55846154.00 1688107.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTQK2 2053-10-25 5.187900 0.00 1799.00 1037.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU3V0 2055-02-25 5.687900 0.00 2000.00 1184.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUJ27 2055-02-25 1.862100 0.00 58536280.00 2509084.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BV5P9 2055-06-25 5.737900 0.00 1000.00 607.31 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVYF9 2055-05-25 0.187100 0.00 200000000.00 1155784.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWN77 2055-08-25 1.212100 0.00 99700003.00 1790324.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6A5 2056-04-25 0.050000 0.00 99699839.00 123401.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BY6B3 2056-04-25 1.012100 0.00 200000000.00 3637272.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYP71 2056-03-25 1.762100 0.00 145451304.00 5861459.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYU75 2051-01-25 5.500000 0.00 13781277.00 1796697.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5DE7 2055-01-25 1.112100 0.00 45665539.00 1353880.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5SR2 2056-05-25 NA 0.00 163089731.00 669938.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5Y20 2048-05-25 5.500000 0.00 17987446.00 2945910.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G5ZX1 2032-08-25 4.500000 0.00 1000.00 931.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6LD8 2056-06-25 0.662100 0.00 31927967.00 795325.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7LB0 2056-09-25 NA 0.00 198996346.00 1238767.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G7LD6 2030-05-25 4.550000 0.00 826288.00 805985.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G8DC5 2056-10-25 0.050000 0.00 150000000.00 256546.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G8DG6 2056-10-25 2.012100 0.00 57982933.00 2784762.92 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G8NG5 2054-08-25 NA 0.00 31044563.00 26914891.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137APFG0 2042-04-15 3.500000 0.00 1000.00 1380.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTJL6 2040-07-15 1.957700 0.00 42126259.00 160248.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8K77 2033-09-25 3.000000 0.00 7260832.00 116392.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9C66 2051-02-25 3.000000 0.00 16693373.00 1413099.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FE6G0 2048-02-15 2.187100 0.00 600000.00 13663.12 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FMU26 2029-06-25 0.864700 0.00 17999968.00 346539.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE27 2056-07-25 1.562100 0.00 52925826.00 4298480.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBE76 2056-07-25 2.312100 0.00 19019870.00 1259383.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GC3Z4 2056-06-25 4.937900 0.00 3149599.00 2880688.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCXP3 2056-10-25 5.500000 0.00 9933820.00 8907523.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCXT5 2054-02-25 5.500000 0.00 11065322.00 10830037.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCXU2 2037-08-25 5.500000 0.00 9785824.00 9738313.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCY49 2056-10-25 2.062100 0.00 49050790.00 2422287.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4NP1 2051-12-25 2.500000 0.00 100000.00 6737.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53Z8 2051-11-25 4.000000 0.00 41029039.00 4250910.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5XH5 2052-02-25 NA 0.00 1690367.00 21.23 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137HAAJ5 2033-05-25 0.254400 0.00 10300000.00 179564.56 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137HAMP8 2031-06-25 5.430000 0.00 1000.00 1009.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAT22 2041-05-25 2.500000 0.00 3447009.00 3013900.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 3137HPJE4 2056-01-25 1.642100 0.00 10757024.00 517525.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPRH8 2056-01-25 1.762100 0.00 69020225.00 2943555.91 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HQHV6 2056-03-25 1.192100 0.00 55955862.00 1953376.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HR5F2 2056-04-25 NA 0.00 275127880.00 1476954.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HRJJ9 2056-04-25 1.762100 0.00 36186960.00 1999412.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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1.012500 0.00 66276991.00 414329.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381YVM3 2049-09-20 1.984700 0.00 62300250.00 1645960.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381YWG5 2049-09-20 1.984700 0.00 29150000.00 735173.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382AFJ9 2049-10-20 0.434700 0.00 20000000.00 66684.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382CHK0 2048-02-20 1.090600 0.00 12383239.00 37052.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382K2N2 2050-08-20 3.000000 0.00 27694635.00 1588191.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382LR94 2050-12-20 2.500000 0.00 77623840.00 8094380.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAG2 2051-01-20 2.000000 0.00 22400000.00 1597215.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382NAN7 2051-01-20 2.500000 0.00 49900000.00 3840621.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382PY97 2051-03-20 2.234700 0.00 19948136.00 617209.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382Q3F5 2050-08-20 3.000000 0.00 6666667.00 495222.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382QKL3 2051-04-20 3.500000 0.00 31116000.00 1720359.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382TH98 2051-06-20 2.234700 0.00 57493066.00 2097697.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382VEJ4 2051-06-20 3.500000 0.00 105113759.00 4952381.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382XAJ4 2051-08-20 2.234700 0.00 16143616.00 994705.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383AJY1 2051-07-20 2.234700 0.00 9108640.00 566755.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LEZ9 2043-12-16 1.952900 0.00 20927811.00 626754.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383LYX2 2052-12-20 1.225500 0.00 25000000.00 492772.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383MCH9 2052-02-20 3.000000 0.00 1850.00 1023.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383PLV1 2052-03-20 3.500000 0.00 144915.00 82657.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383RA23 2051-11-20 2.500000 0.00 3107246.00 286433.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383T3H4 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GC56 2055-06-20 2.625500 0.00 67200000.00 2716672.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385GWS4 2055-05-20 2.025500 0.00 35642695.00 1388488.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385H5K9 2055-08-20 6.000000 0.00 4452544.00 1063568.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385H5P8 2055-05-20 6.000000 0.00 3613340.00 750640.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385J4S9 2055-12-20 5.500000 0.00 454545.00 65951.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385K4S6 2055-11-20 1.575500 0.00 136084286.00 5437768.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385K6A3 2051-09-20 5.500000 0.00 10363636.00 1230772.12 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385T6C0 2056-07-20 1.675500 0.00 127256521.00 7078250.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TPB1 2056-06-20 1.725500 0.00 180364000.00 7632948.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TT76 2056-07-20 1.675500 0.00 50000000.00 2764612.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TV57 2056-07-20 0.945500 0.00 100000000.00 2445793.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385TV81 2056-07-20 1.625500 0.00 100000000.00 5279138.29 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385WNF7 2056-08-20 0.825500 0.00 70000000.00 1958233.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385WNM2 2056-08-20 1.575500 0.00 126000000.00 4957832.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385XQ62 2056-09-20 1.425500 0.00 50000000.00 2189610.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385XR38 2056-09-20 8.225300 0.00 10000001.00 9395459.68 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 395000000.00 395000000.00 0.0019 N Y Y N MUFG Securities EMEA Repo MUFG Securities EMEA Repo 3.939900% 931NXA006 K5HU16E3LMSVCCJJJ255 931NXA006_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N TREASURY BILL 254900HROIFWPRGM1V77 912797SU2 2026-11-27 NA 0.00 900.00 897.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 18224900.00 17460246.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 172042800.00 149872420.43 U.S. Treasuries (including 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4.250000 0.00 137999900.00 134267813.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRB9 2028-07-31 4.250000 0.00 149899900.00 150614521.30 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1255000000.00 1255000000.00 0.0061 N Y Y N Prudential Legacy Insurance Company of New Jersey Repo Prudential Legacy Insurance Company of New Jersey Repo 3.959900% 932HJC000 54930052BY4D7ZQAQT90 0001755924 932HJC000_3.96_1102 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 912810RB6 2043-05-15 2.875000 0.00 50000000.00 37484375.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 20000000.00 11123233.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 50000000.00 46904551.63 U.S. Treasuries (including strips) US TREASURY 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Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 4.060000% 932KXR004 ZBUT11V806EZRVTWT807 0001168163 932KXR004_4.06_0212 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 302880AE9 2030-07-25 NA 0.00 44593200.00 31847660.76 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 302880AG4 2030-06-25 0.100000 0.00 549980000.00 1560626.98 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 302880AJ8 2030-07-25 0.100000 0.00 44593200.00 146201.30 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30296KAH8 2038-01-25 NA 0.00 427589632.00 221153.58 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 302972AQ7 2051-01-25 0.100000 0.00 262379520.00 569509.18 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30297RAC3 2051-11-25 0.100000 0.00 275055104.00 521657.41 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30298LAF8 2039-06-25 NA 0.00 15000000.00 186221.24 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30298PAQ5 2051-09-25 0.100000 0.00 202808320.00 499223.83 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30298RAJ7 2029-08-25 0.100000 0.00 489726000.00 982642.62 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30298RAL2 2029-08-25 0.100000 0.00 54414000.00 141289.00 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30298RAQ1 2029-08-25 NA 0.00 40810000.00 34319087.88 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30305EAC2 2049-10-25 0.100000 0.00 226045952.00 189551.96 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30311MAQ5 2052-08-25 0.100000 0.00 234310912.00 575129.02 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30312WAC3 2051-12-25 0.100000 0.00 256553472.00 733885.57 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30313PAQ6 2029-10-25 0.100000 0.00 255243008.00 664794.71 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30315DAQ1 2051-12-25 0.100000 0.00 237713664.00 643860.77 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30315KAC6 2053-05-25 0.100000 0.00 121286400.00 400797.70 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30318NAG8 2041-01-25 0.597000 0.00 8022000.00 116552.13 Agency Mortgage-Backed Securities FREMF MORTGAGE TRUST S6XOOCT0IEG5ABCC6L87 30321BAS3 2054-04-25 0.100000 0.00 120000000.00 456066.60 Agency Mortgage-Backed Securities FRESB MULTIFAMILY MORTGAGE PAS 549300P6Y1UBYR0WQ049 30322KAJ2 2041-06-25 0.250200 0.00 208000000.00 2535353.82 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31282YFC8 2036-05-01 3.787100 0.00 163946496.00 59312.53 Agency Mortgage-Backed Securities FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325UPC4 2042-02-15 3.500000 0.00 47477440.00 454554.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31339LNL0 2031-12-15 6.000000 0.00 12492000.00 639029.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359X2M0 2031-05-04 0.610000 0.00 32500000.00 407661.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A0M38 2041-09-25 NA 0.00 100000.00 68184.48 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A13G8 2041-11-25 3.500000 0.00 881710.00 1328646.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3L66 2041-11-25 2.547700 0.00 28673024.00 132309.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A3W23 2042-02-25 1.947700 0.00 54729152.00 221542.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A53C8 2042-05-25 2.547700 0.00 32571392.00 162280.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5MX1 2042-04-25 2.497700 0.00 74642304.00 558352.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5XB7 2042-04-25 2.497700 0.00 38333312.00 273634.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7G30 2042-01-25 4.500000 0.00 1869332.00 204341.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7P22 2042-08-25 1.997700 0.00 55000000.00 312545.44 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7P89 2042-03-25 2.647700 0.00 8333328.00 75897.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7PS5 2042-08-25 1.497700 0.00 119725312.00 424589.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7PT3 2042-08-25 NA 0.00 59862656.00 3130290.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A7YL0 2042-08-25 1.997700 0.00 52222912.00 178939.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9EK0 2042-10-25 2.597700 0.00 16443136.00 157931.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AABV6 2042-09-25 2.147700 0.00 3511552.00 25183.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABCP6 2033-01-25 4.000000 0.00 21488000.00 55063.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABRQ8 2043-02-25 2.147700 0.00 16516512.00 265921.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABSB0 2043-02-25 2.147700 0.00 37500000.00 591738.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABUG6 2043-02-25 2.097700 0.00 25798144.00 310809.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACF30 2033-03-25 3.000000 0.00 15450420.00 96062.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACSQ5 2033-03-25 0.797700 0.00 28571424.00 32552.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACY70 2043-03-25 NA 0.00 4000000.00 473909.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AEBQ9 2043-05-25 4.000000 0.00 62488576.00 6829.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AENL7 2032-09-25 2.747700 0.00 37575296.00 73137.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AENX1 2033-06-25 3.000000 0.00 35666624.00 223303.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFRV8 2043-07-25 2.197700 0.00 23750000.00 212060.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGMY5 2043-10-25 2.597700 0.00 33433856.00 179211.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGQC9 2043-10-25 NA 0.00 4640000.00 89209.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHNE6 2043-12-25 NA 0.00 2675000.00 248585.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AJGJ9 2043-09-25 5.000000 0.00 6256250.00 16481.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKWA7 2054-08-25 6.000000 0.00 51114496.00 1727594.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ALVX6 2044-11-25 4.500000 0.00 16495551.00 362785.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMKT5 2045-01-25 2.247700 0.00 251583000.00 1367184.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMMK2 2045-02-25 2.097700 0.00 64500000.00 962441.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AN3A3 2045-06-25 6.500000 0.00 19649728.00 119714.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANYZ4 2035-06-25 3.500000 0.00 14000000.00 115313.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP5F5 2043-09-25 NA 0.00 388000.00 86569.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APQZ8 2042-03-25 1.897700 0.00 41307072.00 308460.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APUJ9 2045-08-25 6.000000 0.00 97250000.00 1872727.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQAB6 2045-10-25 1.627700 0.00 27702848.00 487883.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AR6F0 2046-06-25 1.997700 0.00 49314688.00 704166.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARQF8 2046-03-25 4.000000 0.00 2027388.00 2872469.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATT46 2046-10-25 1.997700 0.00 23365792.00 298198.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ATZ64 2046-10-25 1.997700 0.00 32607360.00 491860.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUAK7 2046-11-25 2.097700 0.00 67082240.00 146628.61 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUF22 2047-01-25 3.500000 0.00 1991826.00 2381608.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUKK6 2046-11-25 2.097700 0.00 147449856.00 1542593.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUW98 2047-01-25 1.997700 0.00 39259968.00 559312.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV2Z1 2047-04-25 3.500000 0.00 4753512.00 4488539.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVAF6 2046-07-25 4.000000 0.00 9366750.00 19375.67 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVUB3 2047-03-25 2.097700 0.00 76362880.00 693659.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVWQ8 2047-03-25 5.500000 0.00 65493632.00 1203873.64 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136AW7K7 2027-05-25 0.084200 0.00 484966400.00 19038.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWBY2 2047-04-25 6.000000 0.00 18688928.00 443828.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWFD4 2039-05-25 2.097700 0.00 244333312.00 2190233.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXUK9 2047-08-25 NA 0.00 100000000.00 144831.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYCL5 2047-09-25 4.500000 0.00 68383488.00 1788439.73 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYQL0 2047-11-25 6.500000 0.00 22956736.00 884058.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYXT5 2047-11-25 2.187700 0.00 46035904.00 493177.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B05G7 2043-06-25 NA 0.00 2493216.00 610436.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0KV7 2048-01-25 2.247700 0.00 55174464.00 654786.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0P26 2048-02-25 2.197700 0.00 47510144.00 750007.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0X35 2047-12-25 2.197700 0.00 93654400.00 980795.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B0ZE9 2048-02-25 2.147700 0.00 43627776.00 779640.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1FN9 2048-03-25 6.000000 0.00 30796256.00 1058903.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1T79 2048-06-25 4.000000 0.00 5400000.00 2938361.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B1VU5 2041-01-25 0.309300 0.00 12312576.00 10942.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B23D2 2040-01-25 0.350300 0.00 35132544.00 37589.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2TG7 2048-08-25 2.197700 0.00 34494080.00 277693.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B35E6 2049-03-25 2.047700 0.00 17306336.00 87724.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4FR4 2049-04-25 2.047700 0.00 17752256.00 281970.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4PM4 2049-05-25 2.047700 0.00 18620928.00 264035.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B4YR3 2046-10-25 2.047700 0.00 78461952.00 1424074.57 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5ZT5 2049-08-25 2.097700 0.00 44514480.00 907802.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65F6 2040-05-25 2.097700 0.00 54965920.00 810619.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65L3 2041-08-25 0.322800 0.00 132816128.00 185807.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B65N9 2044-04-25 0.482400 0.00 108516096.00 254033.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6R88 2048-05-25 3.500000 0.00 7393224.00 81983.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B7LP4 2049-12-25 2.097700 0.00 54672000.00 954048.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8GA1 2050-01-25 1.997700 0.00 100824704.00 3297641.41 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9BW6 2060-03-25 4.000000 0.00 15293872.00 934280.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBRA2 2037-03-25 NA 0.00 4538904.00 1040400.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTV4 2050-09-25 4.000000 0.00 72732416.00 4198955.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBUR1 2050-09-25 NA 0.00 37978112.00 14291.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVE7 2050-11-25 2.500000 0.00 45000000.00 3355028.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BD2G2 2051-02-25 2.000000 0.00 20469696.00 1411822.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDJ33 2051-02-25 2.500000 0.00 10000000.00 795657.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BFS46 2051-04-25 NA 0.00 5378000.00 18094.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BFUL5 2050-05-25 3.500000 0.00 82178560.00 6000558.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGP47 2051-07-25 3.000000 0.00 19999968.00 1821745.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BGV99 2051-09-25 2.500000 0.00 74461200.00 3780442.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BJVX0 2051-11-25 3.000000 0.00 44997376.00 4076983.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKB68 2049-09-25 2.500000 0.00 51114900.00 3427987.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKRU8 2050-04-25 3.000000 0.00 42725360.00 4074206.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKU42 2052-01-25 3.500000 0.00 33691776.00 3621016.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKWN8 2052-01-25 2.500000 0.00 26646720.00 16705634.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLFH8 2052-02-25 NA 0.00 99790000.00 215799.26 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BLP95 2030-05-25 0.440100 0.00 67000000.00 86248.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMHC5 2052-04-25 3.500000 0.00 7000000.00 6108520.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMN20 2052-06-25 NA 0.00 30000000.00 51786.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNN51 2052-08-25 4.500000 0.00 5748128.00 5561533.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BNTL0 2046-11-25 0.374900 0.00 26071488.00 96290.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2K6 2053-05-25 1.612100 0.00 48859712.00 887132.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPCM1 2052-11-25 5.500000 0.00 15955984.00 19013078.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPMQ1 2052-12-25 6.000000 0.00 4415368.00 5579370.05 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPUY5 2050-10-25 2.000000 0.00 63825000.00 6070703.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPZE4 2053-02-25 5.000000 0.00 2900368.00 2917934.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQCG2 2050-11-25 NA 0.00 1903582.00 948590.58 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BQDF3 2028-07-25 NA 0.00 724992000.00 387116.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQJV2 2053-05-25 2.612100 0.00 26315840.00 842674.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQY52 2053-09-25 0.050000 0.00 46776320.00 24322.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRW37 2054-05-25 5.500000 0.00 19067200.00 21183958.06 Agency Mortgage-Backed Securities Federal National Mortgage Association 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S6XOOCT0IEG5ABCC6L87 3137GBP90 2056-08-25 3.562100 0.00 31299904.00 25144392.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBPZ2 2056-07-25 1.562100 0.00 42790464.00 1566627.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBQ40 2055-06-25 1.619100 0.00 129886208.00 4678018.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCB36 2055-05-25 2.212100 0.00 50000000.00 2640129.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCD3 2054-09-25 1.612100 0.00 100000000.00 4109349.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCCE1 2055-05-25 2.312100 0.00 47596800.00 2631135.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCLK7 2055-09-25 2.212100 0.00 59054784.00 3190994.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCMF7 2056-09-25 1.462100 0.00 106679168.00 3595479.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCMG5 2056-09-25 2.162100 0.00 110000000.00 5789030.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCMH3 2056-09-25 1.512100 0.00 353757696.00 12099090.05 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GF6K7 2056-11-25 2.595900 0.00 298610688.00 17289420.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GF6P6 2056-11-25 4.954100 0.00 19699200.00 19795569.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GF6T8 2056-09-25 4.750300 0.00 123606400.00 124241955.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0FF0 2051-05-25 NA 0.00 12500000.00 57232.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0PA0 2044-11-25 2.500000 0.00 20400000.00 954913.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0WV6 2049-06-25 3.500000 0.00 41935616.00 3338800.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H0YG7 2043-08-15 NA 0.00 270270464.00 20015.27 Agency Mortgage-Backed Securities FREDDIE MAC MULTICLASS CERTIFI S6XOOCT0IEG5ABCC6L87 3137H13U8 2029-11-25 1.132000 0.00 35000.00 14799.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H15R3 2050-05-25 3.500000 0.00 75076096.00 6318470.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1S49 2051-08-25 3.500000 0.00 47427840.00 4414603.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H24F8 2051-08-25 2.500000 0.00 29210368.00 2009782.94 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H2NW0 2028-05-25 0.892000 0.00 160520448.00 1555563.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H32U5 2051-10-25 2.000000 0.00 3000000.00 1576163.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3KS0 2051-10-25 3.000000 0.00 52600000.00 4200907.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3SK9 2051-05-25 2.000000 0.00 2255144.00 1221538.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3UL4 2051-08-25 2.500000 0.00 1776000.00 1253375.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3UT7 2051-09-25 2.500000 0.00 1904000.00 1306427.22 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H4C81 2034-10-25 2.734700 0.00 3900000.00 442365.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H4J92 2051-12-25 3.000000 0.00 62936832.00 5249590.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5DD6 2051-12-25 3.000000 0.00 29457312.00 1628374.27 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H5DS3 2049-01-25 2.876200 0.00 2623000.00 320517.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H5L70 2052-02-25 3.000000 0.00 20000000.00 12782045.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H6VZ5 2052-04-25 NA 0.00 34996224.00 21312.24 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H74D2 2050-04-25 3.139300 0.00 1316000.00 184106.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7GC1 2052-04-25 4.000000 0.00 67000000.00 23974058.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7SH7 2052-06-25 4.000000 0.00 3000000.00 2686982.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7WB5 2052-06-25 4.000000 0.00 3924464.00 3595551.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H8Z46 2052-08-25 0.050000 0.00 49999872.00 29229.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9GM5 2052-11-25 5.500000 0.00 9000000.00 10766572.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9H85 2052-11-25 1.162100 0.00 75000000.00 1579930.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HABJ4 2053-07-25 1.812100 0.00 47000000.00 1232592.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HADG8 2053-08-25 6.000000 0.00 4000000.00 4763727.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAEU6 2053-07-25 0.050000 0.00 132077824.00 179766.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAFL5 2050-10-25 NA 0.00 34853696.00 17129775.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAPE0 2048-09-15 NA 0.00 2740488.00 1351688.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAYB6 2053-11-25 1.712100 0.00 50000000.00 801703.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAYK6 2053-11-25 0.050000 0.00 100000000.00 174959.65 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HAZ74 2053-11-25 0.050000 0.00 64847744.00 93282.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBDQ4 2054-01-25 2.562100 0.00 15000000.00 216306.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBF58 2054-01-15 2.037100 0.00 114609024.00 4586871.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBKV5 2054-02-25 1.912100 0.00 100000000.00 2953416.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBQ56 2054-03-25 0.050000 0.00 75000000.00 81760.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBQL1 2054-03-25 5.500000 0.00 9000000.00 10138444.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC3C4 2051-06-25 4.000000 0.00 16086752.00 2518853.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC4G4 2054-04-25 0.050000 0.00 260231996.00 284642.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC5T5 2054-04-25 2.112100 0.00 50000000.00 607329.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HC5Z1 2054-01-25 0.050000 0.00 189464576.00 44640.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCMV1 2054-04-25 6.500000 0.00 19064896.00 3097559.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQ54 2054-05-25 2.012100 0.00 55322112.00 1821277.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HCQA3 2054-05-25 3.262100 0.00 38559232.00 1418658.87 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HD6M7 2054-06-25 1.912100 0.00 50000000.00 985014.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDES5 2054-06-25 2.062100 0.00 70000000.00 1426855.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG61 2054-06-25 0.050000 0.00 24993792.00 12439.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDG87 2054-06-25 0.050000 0.00 24993792.00 9523.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDGA2 2054-06-25 2.652100 0.00 50000000.00 1278659.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDKY5 2054-07-25 2.012100 0.00 50000000.00 944379.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLD0 2054-07-25 2.662100 0.00 50000000.00 1265757.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLG3 2054-07-25 2.612100 0.00 75000000.00 1893617.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDLK4 2054-07-25 2.012100 0.00 55000000.00 1120981.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDM31 2054-07-25 1.412100 0.00 27000000.00 314487.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDM49 2054-07-25 1.862100 0.00 30000000.00 519138.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYJ3 2054-07-25 3.212100 0.00 51872384.00 1512310.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYL8 2054-07-25 6.500000 0.00 60444992.00 5242375.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYN4 2054-06-25 1.262100 0.00 168074752.00 4562413.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDYQ7 2054-07-25 2.612100 0.00 58676000.00 1525366.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZ86 2054-08-25 2.562100 0.00 50000000.00 1159321.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZB9 2054-07-25 2.012100 0.00 50000000.00 950674.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZD5 2054-05-25 1.212100 0.00 75854080.00 1772360.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZK9 2054-08-25 1.262100 0.00 40000000.00 597142.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HDZR4 2054-08-25 1.962100 0.00 186150000.00 6902253.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFBE4 2054-08-25 1.262100 0.00 20000000.00 381334.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFC86 2054-07-25 1.262100 0.00 140664576.00 3826656.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJM8 2054-07-25 1.262100 0.00 2000000.00 20919.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFJU0 2054-07-25 0.150000 0.00 23000000.00 32674.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HFY33 2052-04-25 6.500000 0.00 19558912.00 879383.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHBJ9 2054-11-25 1.312100 0.00 82000000.00 1506254.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHC33 2054-11-25 1.412100 0.00 50000000.00 986174.79 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHC41 2054-11-25 2.162100 0.00 73699584.00 2988478.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHSX0 2054-11-25 1.962100 0.00 44721344.00 2720786.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHT27 2054-12-25 1.312100 0.00 80955904.00 1600038.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HHTJ0 2054-12-25 0.100000 0.00 55000000.00 171935.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJA49 2055-02-25 5.000000 0.00 7449440.00 7242937.76 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJA98 2055-02-25 1.912100 0.00 104634880.00 5968609.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJBV8 2050-06-25 6.000000 0.00 12722048.00 701997.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJC96 2054-10-25 0.050000 0.00 158957568.00 152633.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJCA3 2054-10-25 0.100000 0.00 20070624.00 31259.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HJTV9 2054-08-25 2.012100 0.00 44736640.00 1425029.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKDS0 2055-02-25 1.962100 0.00 50000000.00 2910909.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFB5 2054-02-25 6.500000 0.00 11141000.00 1211006.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFF6 2055-03-25 2.112100 0.00 45821120.00 1559025.63 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFK5 2055-02-25 1.982100 0.00 130638848.00 7697122.93 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFM1 2054-11-25 0.312100 0.00 41250000.00 257194.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFP4 2054-11-25 0.412100 0.00 2259000000.00 18300344.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFR0 2054-11-25 0.010000 0.00 599998464.00 89034.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKFS8 2054-06-25 0.010000 0.00 1094238208.00 214743.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKW75 2055-04-25 1.412100 0.00 40000000.00 791570.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HKX74 2053-11-25 6.500000 0.00 9821760.00 1404422.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLC75 2055-05-25 1.012100 0.00 113686912.00 2452060.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLP97 2055-06-25 3.112100 0.00 66669184.00 3521627.17 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLPE6 2055-06-25 1.162100 0.00 160028928.00 4975562.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ54 2055-07-25 1.212100 0.00 150202112.00 5717134.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HLZ70 2055-07-25 2.012100 0.00 161878528.00 6725796.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMKV1 2055-08-25 1.912100 0.00 68503936.00 3777805.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLH1 2055-06-25 0.412100 0.00 285000000.00 1938827.77 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMLJ7 2055-08-25 2.062100 0.00 53720576.00 3468040.68 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMNW6 2055-08-25 0.412100 0.00 150000000.00 1108318.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HMSP6 2055-09-25 1.962100 0.00 50000000.00 2107026.47 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137HMZJ2 2055-09-25 3.212100 0.00 65400960.00 5351336.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2G2 2055-09-25 1.362100 0.00 20000000.00 616671.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2H0 2055-09-25 1.312100 0.00 131918848.00 3043494.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HN2U1 2053-04-25 6.000000 0.00 24633216.00 4748275.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNDV7 2055-10-25 1.362100 0.00 234724096.00 10739690.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNHE1 2055-10-25 0.812100 0.00 96072064.00 1848486.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNMW5 2055-09-25 3.212100 0.00 46595456.00 3727784.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNU8 2055-11-25 1.462100 0.00 292332160.00 14199983.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNV6 2055-03-25 0.912100 0.00 28636512.00 578022.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNW4 2055-11-25 2.062100 0.00 141004800.00 7429185.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HNNX2 2055-10-25 1.462100 0.00 73228160.00 3111658.57 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPAJ2 2055-11-25 0.912100 0.00 180000000.00 5363374.75 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPN25 2056-01-25 1.612100 0.00 80000000.00 3824331.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HPV67 2056-02-25 1.162100 0.00 107483520.00 2866619.25 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379K5Z7 2057-12-16 0.716700 0.00 200046000.00 1686939.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KBF4 2056-07-16 0.650800 0.00 110895104.00 359078.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KDX3 2049-09-16 1.395600 0.00 41422848.00 38383.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KFV5 2056-10-16 0.608300 0.00 205095424.00 669245.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KJ74 2057-07-16 0.664700 0.00 128725000.00 1270081.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KJC3 2056-12-16 0.412100 0.00 86996608.00 101200.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KPC6 2057-07-16 0.311700 0.00 104944000.00 196230.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KTL2 2057-07-16 0.302400 0.00 135005000.00 329830.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KWW4 2056-10-16 0.275000 0.00 100000000.00 440528.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379KX60 2057-07-16 0.715800 0.00 185404480.00 1567470.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LR73 2045-05-20 4.500000 0.00 17715744.00 408391.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379LTN6 2043-08-20 5.500000 0.00 5471470.00 5490.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379MNX8 2045-08-20 2.534700 0.00 27887040.00 86119.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379MQJ6 2045-08-20 3.500000 0.00 54000000.00 585663.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NJK9 2045-06-20 1.870300 0.00 16748032.00 50514.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379NLF7 2043-09-20 6.000000 0.00 35697088.00 526482.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379QRK3 2045-09-20 1.870300 0.00 17018360.00 40731.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379R2W2 2059-10-16 0.794700 0.00 139356672.00 1555166.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379R3J0 2058-12-16 0.641200 0.00 61467328.00 655923.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379R6W8 2059-10-16 0.644800 0.00 88723072.00 992116.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RB77 2059-05-16 0.687500 0.00 117551616.00 1162570.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RBA0 2057-08-16 0.659200 0.00 114995000.00 513688.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RMS9 2059-05-16 0.585500 0.00 114434080.00 1010603.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RPT4 2051-04-16 0.526200 0.00 210316288.00 471906.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RQJ5 2059-05-16 0.628500 0.00 119626240.00 943523.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RUE1 2059-05-16 0.633900 0.00 162972416.00 1246656.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379RYE7 2059-07-16 0.704400 0.00 120451200.00 982177.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379TBN8 2045-12-20 1.870300 0.00 17141696.00 52290.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379THG7 2045-12-20 1.614700 0.00 44885440.00 215188.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379TJ75 2046-01-20 1.574700 0.00 30193344.00 169912.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379TQE2 2046-01-20 1.870300 0.00 17474880.00 67288.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UAT3 2057-01-16 0.587800 0.00 21924000.00 98133.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UDK9 2057-12-16 0.621700 0.00 65773696.00 353340.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UE85 2058-05-16 0.756600 0.00 85872384.00 576981.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UFB7 2057-12-16 0.781900 0.00 104310144.00 800354.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UJ98 2058-05-16 0.873200 0.00 151204000.00 1506581.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UNY8 2058-03-16 0.730400 0.00 104532320.00 656415.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UQ25 2058-05-16 0.727000 0.00 116062720.00 1502406.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UWM4 2058-03-16 0.982600 0.00 104827008.00 1237670.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379UXP6 2058-05-16 0.866400 0.00 123138048.00 956284.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379VPB4 2046-02-20 1.870300 0.00 17548832.00 82059.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379WFS6 2046-04-20 1.934700 0.00 36853056.00 225105.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379XDZ0 2046-06-20 2.000000 0.00 1277620.00 853229.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38379YN46 2046-08-20 1.750000 0.00 1225144.00 727489.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380AK71 2046-10-16 3.000000 0.00 11224848.00 10959403.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380BAZ8 2046-09-20 2.034700 0.00 20257568.00 331393.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380BC37 2046-11-20 3.000000 0.00 1469526.00 748127.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380BR72 2046-11-20 2.034700 0.00 23156720.00 489281.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380BUW3 2046-11-16 5.000000 0.00 26428840.00 498026.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380BUY9 2046-11-16 5.500000 0.00 20049824.00 474108.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380GMB7 2047-08-20 2.134700 0.00 1000000.00 18425.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380J2B3 2060-01-16 0.487500 0.00 58010112.00 917280.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380J8R2 2060-01-16 0.342300 0.00 86608768.00 684263.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JBD9 2059-07-16 0.535200 0.00 118446336.00 1353063.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JCQ9 2058-12-16 0.613800 0.00 72822912.00 1319616.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JDW5 2059-12-16 0.553300 0.00 85335552.00 1135000.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JHW1 2059-10-16 0.543200 0.00 89989504.00 1253212.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JJ90 2060-01-16 0.424600 0.00 100152704.00 1266953.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JJP4 2059-07-16 0.557200 0.00 105112704.00 1456248.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JLG1 2059-10-16 0.566800 0.00 134004992.00 1720740.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JTN8 2060-01-16 0.242300 0.00 195172352.00 1323526.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380JXW3 2060-01-16 0.263500 0.00 161174528.00 893077.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380KGT6 2044-04-20 3.381700 0.00 17346912.00 98903.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380KNA9 2041-05-16 NA 0.00 9932752.00 1425235.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380M7J4 2061-03-16 0.723700 0.00 100809728.00 1308407.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380M8J3 2061-04-16 0.726400 0.00 110000000.00 1538632.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MA68 2060-12-16 0.771300 0.00 50049280.00 507122.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MDA6 2060-04-16 0.661200 0.00 90340096.00 938901.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MK75 2060-12-16 0.642900 0.00 100017664.00 826874.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MMF5 2060-05-16 0.687000 0.00 25344320.00 203894.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MPH8 2060-07-16 0.676200 0.00 80019328.00 937221.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MS44 2060-11-16 0.657800 0.00 137614336.00 1077071.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MU58 2061-03-16 0.716300 0.00 90056832.00 810338.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MVY4 2060-07-16 0.660100 0.00 92958464.00 852419.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380MXM8 2061-04-16 0.707600 0.00 85128960.00 795121.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380N3D9 2061-12-16 0.734600 0.00 145655552.00 2619406.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380N8S1 2062-01-16 0.884500 0.00 17000000.00 447925.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NHL6 2061-06-16 0.769100 0.00 100514048.00 1654053.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NKY4 2061-07-16 0.697900 0.00 38018720.00 676780.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NLV9 2061-06-16 0.732600 0.00 133131008.00 3367880.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NRV3 2061-07-16 1.004600 0.00 75398528.00 1431371.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NTH2 2061-11-16 0.670400 0.00 91023616.00 1570361.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380NZP7 2061-09-16 0.581200 0.00 80012800.00 1344053.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P3C6 2062-10-16 0.695800 0.00 285230080.00 10527402.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P7K4 2062-12-16 0.585200 0.00 113438000.00 3455544.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380P8N7 2060-09-16 1.271200 0.00 121710336.00 8832880.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PAR5 2062-02-16 0.789000 0.00 44516000.00 1219958.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PAS3 2030-03-16 0.500000 0.00 244516000.00 1169850.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PDL5 2062-07-16 1.048000 0.00 65512064.00 2117097.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PHR8 2062-07-16 1.201300 0.00 63829952.00 2562764.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PPL2 2062-07-16 0.871600 0.00 245000000.00 10461155.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PPR9 2060-05-16 1.871100 0.00 57656896.00 4934402.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PR89 2062-10-16 0.745800 0.00 297500000.00 10710763.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380PUH5 2062-09-16 0.802100 0.00 312500000.00 11873219.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380R3P3 2063-08-16 0.875500 0.00 662500000.00 33601520.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RNM8 2063-06-16 0.882300 0.00 450000000.00 21243888.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RTT7 2063-06-16 0.915000 0.00 475000000.00 22026824.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RV49 2062-10-16 0.864800 0.00 8200000.00 443092.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380RYP9 2062-09-16 0.874700 0.00 450000000.00 20994861.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380T7E0 2045-11-20 3.000000 0.00 47883200.00 96957.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380TR65 2039-08-16 5.500000 0.00 8003232.00 13245.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380ULB7 2047-12-20 2.134700 0.00 23428544.00 482797.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380UM67 2048-01-20 1.634700 0.00 15961824.00 212824.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38380UQ89 2048-01-20 2.134700 0.00 24520704.00 449840.13 Agency Mortgage-Backed Securities GOVERNMENT 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3618VNWL1 2056-05-20 6.500000 0.00 7946318.00 8412436.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVJM6 2056-09-20 5.500000 0.00 8038118.00 7942516.48 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618VVR47 2053-06-20 6.500000 0.00 8038382.00 8006322.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W5LW7 2053-07-20 6.500000 0.00 7749585.00 7873695.63 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W8HG1 2056-08-20 6.000000 0.00 1904102.00 1959642.47 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618W9LL3 2056-09-20 6.500000 0.00 4066030.00 4212337.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618WEA67 2056-09-20 7.000000 0.00 8077800.00 8649999.91 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618WHQW6 2056-10-20 6.000000 0.00 8103807.00 8142408.13 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 70000000.00 70000000.00 0.0003 N Y Y N BMO Capital Markets Corp. Tri Party Repo BMO Capital Markets Corp. Tri Party Repo 3.939900% 934EFN005 RUC0QBLBRPRCU4W1NE59 0000009622 934EFN005_3.94_1102 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 3622AEWU6 2056-09-20 5.500000 0.00 29112378.00 28557522.06 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3622AEX76 2056-10-20 6.000000 0.00 31817566.00 32642478.81 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 60000000.00 60000000.00 0.0003 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - BNYM Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.939900% 934QAM005 549300H47WTHXPU08X20 0000093748 934QAM005_3.94_1102 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 FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132DTDZ0 2054-05-01 6.000000 0.00 25682816.00 18340144.86 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132E0CM2 2053-08-01 6.000000 0.00 24099651.00 18396856.02 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3132XJTB6 2041-11-01 4.300000 0.00 168071350.00 156790550.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140A9Q29 2054-06-01 6.000000 0.00 19978453.00 18362910.27 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QEJ29 2050-08-01 2.000000 0.00 351776768.00 158734009.40 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QG2Z9 2051-02-01 2.000000 0.00 326338112.00 162841452.24 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y72H0 2055-12-01 5.000000 0.00 188948160.00 172904456.13 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y72M9 2055-12-01 5.000000 0.00 174658816.00 158706046.28 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9ET7 2056-06-01 5.500000 0.00 166481760.00 161821456.34 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9XT6 2056-09-01 6.000000 0.00 175832181.00 175221930.71 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418EKU3 2052-11-01 5.000000 0.00 149506051.00 100933151.85 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418FCM7 2039-09-01 5.000000 0.00 1799921.00 900456.07 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 3142GYQZ1 2056-10-01 6.000000 0.00 150111755.00 150424482.70 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5.000000 0.00 121000000.00 111777071.84 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.500000 0.00 548117417.00 445251476.41 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N5MP1 2055-05-20 5.000000 0.00 23584543.00 19831026.34 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5.000000 0.00 104000000.00 96773786.81 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6HT7 2056-05-20 4.500000 0.00 158615884.00 144348314.38 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6P76 2056-07-20 6.000000 0.00 205885483.00 205214339.56 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6UD7 2056-08-20 6.000000 0.00 250000000.00 250647833.25 Agency Mortgage-Backed Securities GINNIE MAE II POOL 549300M8ZYFG0OCMTT87 3618N6UE5 2056-09-20 6.500000 0.00 449362459.00 458941119.06 Agency Mortgage-Backed Securities US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 247253500.00 175693021.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 151774000.00 156144108.79 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 3450000000.00 3450000000.00 0.0167 N Y Y N Prudential Insurance Company of America Repo Prudential Insurance Company of America Repo 3.959900% 934QUK007 X574KRZ6V5A7UBU45C31 0000729057 934QUK007_3.96_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N STRIP PRINC 254900HROIFWPRGM1V77 912803DT7 2041-08-15 NA 0.00 15000000.00 7008885.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FB4 2048-02-15 NA 0.00 250000000.00 79525750.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803FR9 2050-08-15 NA 0.00 50000000.00 13984650.00 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803GH0 2052-05-15 NA 0.00 113000000.00 28864155.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 20000000.00 14411413.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 60000000.00 49733152.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 25000000.00 25537618.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 50000000.00 50415166.44 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 45000000.00 26866665.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 50000000.00 25547050.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834KV9 2041-11-15 NA 0.00 14000000.00 6312068.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LK2 2042-05-15 NA 0.00 25000000.00 10930625.00 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834QV3 2046-11-15 NA 0.00 33000000.00 11049324.00 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0396 341983750.00 341983750.00 0.0017 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered 3.899900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.90_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - STANDARD CHARTERED Y TREASURY BILL 254900HROIFWPRGM1V77 912797VW4 2026-11-10 NA 0.00 40962000.00 40926608.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 1139200.00 1180679.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 311400.00 255184.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 53400.00 42295.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 67.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 30400000.00 16010685.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 17307100.00 10374401.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 23000000.00 21996358.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 5243800.00 4957428.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 12500000.00 12773679.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 28569400.00 28667955.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 13425000.00 13264103.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 21819100.00 21870385.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 21000000.00 21104213.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 130816300.00 125669224.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375000 0.00 508000.00 496084.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQR5 2029-05-15 3.875000 0.00 35609100.00 35567445.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 3369900.00 3316138.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRM5 2033-09-30 5.000000 0.00 9048000.00 9166265.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5.000000 0.00 9276000.00 9411716.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRP8 2028-09-30 4.750000 0.00 347000.00 349129.48 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0390 370000000.00 370000000.00 0.0018 N Y Y N Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered Fixed Income Clearing Corp. Tri Party Repo - Standard Chartered 3.939900% 934QYA005 549300H47WTHXPU08X20 0000093748 934QYA005_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - STANDARD CHARTERED Y TREASURY BILL 254900HROIFWPRGM1V77 912797TM9 2027-01-21 NA 0.00 5000000.00 4955695.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797UE5 2027-04-15 NA 0.00 100.00 98.12 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VA2 2026-12-03 NA 0.00 35000000.00 34882750.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VG9 2026-12-10 NA 0.00 7000000.00 6971146.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 513200.00 510670.95 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VH7 2026-12-17 NA 0.00 46529900.00 46300600.65 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VJ3 2026-12-31 NA 0.00 1018800.00 1012127.88 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VR5 2027-08-05 NA 0.00 353300.00 342141.02 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VS3 2027-01-07 NA 0.00 20000000.00 19853620.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VS3 2027-01-07 NA 0.00 100.00 99.27 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VT1 2027-01-14 NA 0.00 42850000.00 42503986.25 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VU8 2027-01-28 NA 0.00 908300.00 899542.18 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VV6 2027-02-04 NA 0.00 10000000.00 9895230.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VW4 2026-11-10 NA 0.00 34042000.00 34012587.71 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VX2 2026-11-17 NA 0.00 220700.00 220342.91 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WF0 2026-12-15 NA 0.00 50101000.00 49865525.30 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WH6 2026-12-29 NA 0.00 25000000.00 24841625.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WK9 2027-03-11 NA 0.00 3341500.00 3292917.93 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WK9 2027-03-11 NA 0.00 47658500.00 46965593.07 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WM5 2027-04-01 NA 0.00 100000000.00 98285500.00 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WQ6 2027-01-19 NA 0.00 268300.00 265980.55 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WS2 2027-02-02 NA 0.00 27800.00 27515.13 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WS2 2027-02-02 NA 0.00 16734200.00 16562724.65 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WV5 2027-04-22 NA 0.00 200.00 196.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125000 0.00 4750000.00 4964761.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 26523300.00 27489050.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 72194400.00 74823098.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 418600.00 433728.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 79200.00 79114.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 5000800.00 4995423.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 34600.00 33958.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 5500000.00 4789307.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 16480400.00 15588302.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QC5 2039-08-15 4.500000 0.00 2696000.00 2576789.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 17219800.00 16587964.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 200.00 192.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 300.00 278.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 300.00 238.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 7067200.00 5623069.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 595000.00 460672.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 200.00 147.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 44700.00 32863.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 2297300.00 1695226.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 13338200.00 9842542.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 76.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125000 0.00 100.00 76.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 100.00 74.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 9999900.00 7454055.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 343500.00 281490.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 220180200.00 185091527.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 92507900.00 77765523.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 40419100.00 32013770.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RG5 2044-05-15 3.375000 0.00 79643700.00 63081442.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 16054500.00 12065435.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 2893900.00 2174852.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3.000000 0.00 12800000.00 9489032.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 200.00 134.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 6289700.00 4223326.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 73.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 4719900.00 3474373.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 16731600.00 11889115.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RP5 2045-11-15 3.000000 0.00 4120000.00 3012192.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RQ3 2046-02-15 2.500000 0.00 7822900.00 5159328.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 100.00 62.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 10400000.00 7403444.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 5535900.00 3737614.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 4700000.00 3195470.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 3543800.00 2490981.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 8295100.00 5830730.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 15740000.00 11413913.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 748500.00 523166.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3.000000 0.00 100.00 69.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 31211800.00 21351524.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 2430000.00 1662326.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 23146600.00 14162233.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 100.00 61.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 21540000.00 11915786.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 7059400.00 3205945.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 1100.00 510.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 2050-08-15 1.375000 0.00 72000000.00 33391848.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 2566000.00 1551684.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 2702700.00 1348599.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 24170000.00 15167525.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 50400000.00 26544031.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 2051-05-15 2.375000 0.00 50000100.00 29971579.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 15180000.00 10767291.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 6260100.00 3377915.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 27693300.00 14943150.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 93030800.00 48837242.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 20500000.00 10761634.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2.000000 0.00 94586400.00 63589721.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 540000.00 308317.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 2042-02-15 2.375000 0.00 36300.00 25524.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 2052-05-15 2.875000 0.00 9963600.00 6620911.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 218700.00 175390.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 15240000.00 12222006.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 11500000.00 7746867.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 14717000.00 12142067.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 2052-11-15 4.000000 0.00 72085000.00 59472782.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 2524000.00 2220705.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 6916000.00 5262532.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 1334100.00 1015145.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 13250000.00 10194363.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 8000000.00 6883889.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 1540000.00 1280741.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 15000000.00 13583044.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 27451000.00 25637828.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 538300.00 457056.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 2054-02-15 4.250000 0.00 11350000.00 9636980.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 10673100.00 9777365.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 1615500.00 1479681.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625000 0.00 11284000.00 10613246.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 8190400.00 6957762.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 3073900.00 2670868.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 3755200.00 3368660.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 14500000.00 13604742.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 4951700.00 4645972.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625000 0.00 13662200.00 12356102.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.750000 0.00 1618500.00 1521862.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 16818100.00 15725861.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 16371700.00 16075651.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 12054000.00 11124875.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UM8 2055-08-15 4.750000 0.00 15154400.00 13986295.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UN6 2045-08-15 4.875000 0.00 16536700.00 15768519.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625000 0.00 1871000.00 1714565.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 16000000.00 14937154.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 865600.00 799776.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UR7 2056-02-15 4.750000 0.00 6450800.00 5960253.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 10000000.00 9212086.30 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UU0 2056-05-15 5.000000 0.00 24795000.00 24159630.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 54438800.00 53325204.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UW6 2056-08-15 5.125000 0.00 2500000.00 2451970.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 3898700.00 3834520.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 600.00 590.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 384600.00 375493.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 2350400.00 2294748.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 700.00 673.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 807700.00 776633.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 22551600.00 21567524.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 300000.00 286909.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 25000000.00 23117549.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 45999900.00 42592279.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 800.00 801.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YX2 2026-12-31 1.750000 0.00 273200.00 273743.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z78 2027-01-31 1.500000 0.00 500100.00 498660.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 7639800.00 6923414.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 200.00 181.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 13475700.00 13095271.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 2275400.00 2211163.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.500000 0.00 4600000.00 4459307.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 9960700.00 8598739.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 300.00 258.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625000 0.00 100000000.00 95845401.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 18864000.00 18040364.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 770000.00 738222.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 26400.00 25208.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.250000 0.00 300.00 286.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCH2 2028-06-30 1.250000 0.00 52249300.00 49693683.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 27000.00 25445.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 15786500.00 14877415.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 30625000.00 26136279.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 9938400.00 8481723.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 203070000.00 191125146.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125000 0.00 13000000.00 12235322.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 26250000.00 24668627.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 164400.00 155421.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375000 0.00 28255000.00 26711955.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 150658000.00 128840487.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 25106000.00 21470278.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 22562000.00 19601736.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 229900.00 216594.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEC1 2027-02-28 1.875000 0.00 1066900.00 1062206.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 16552200.00 15723934.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 25000000.00 24877485.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.500000 0.00 18800000.00 18707869.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 200000000.00 184056200.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 12892900.00 12909965.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 1320000.00 1287322.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.250000 0.00 800.00 780.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.250000 0.00 72100.00 72362.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1084800.00 1079232.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 11350000.00 10824417.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 22829700.00 22708555.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 17500000.00 16868014.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 18760000.00 18082511.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 48623900.00 48658263.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 46016400.00 46048920.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125000 0.00 621200.00 610338.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 20433700.00 20279627.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 7540500.00 7483643.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875000 0.00 15000100.00 15142914.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 8985400.00 8881676.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875000 0.00 9701900.00 9756341.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGJ4 2030-01-31 3.500000 0.00 8100.00 7875.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.500000 0.00 977000.00 914034.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4.000000 0.00 10714400.00 10709908.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 1909900.00 1850186.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625000 0.00 1212600.00 1174687.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625000 0.00 16110000.00 15953662.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 11080000.00 11102624.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 3614400.00 3621780.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 164005800.00 153200377.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 5019800.00 4689073.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 11301000.00 11307358.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 20186700.00 19857349.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 1200000.00 1204543.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 805100.00 806949.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 105072800.00 103487913.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHT1 2033-08-15 3.875000 0.00 6065000.00 5774848.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 10000000.00 9855460.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 11631800.00 11630413.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 68000.00 67991.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJF9 2028-10-31 4.875000 0.00 4000000.00 4115174.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 17215000.00 17211926.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 6458500.00 6457347.02 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 40000000.00 40845405.22 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 145600.00 146232.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375000 0.00 1754400.00 1762021.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 9888200.00 10015929.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 15000000.00 15250040.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375000 0.00 50000000.00 50833468.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 10950000.00 10885899.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.750000 0.00 5000000.00 4970730.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 1144600.00 1157516.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 101100.00 102240.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJW2 2029-01-31 4.000000 0.00 65311600.00 65033784.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 845000.00 807336.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 40276900.00 40606486.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 7000000.00 6913509.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 95225000.00 95026093.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125000 0.00 37717000.00 36909657.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 10699100.00 10604356.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKG5 2029-03-31 4.125000 0.00 75000000.00 74335854.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 4729800.00 4743480.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 270200.00 270981.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625000 0.00 124545100.00 127271930.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 7000000.00 7149698.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 83842900.00 85036363.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 113474900.00 115090161.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 2533000.00 2568027.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKV2 2027-06-15 4.625000 0.00 19000000.00 19362903.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 98700000.00 99040482.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 1837800.00 1844139.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 8847700.00 8779336.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 6478300.00 6428244.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 92219000.00 90688294.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 100.00 94.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1777800.00 1675951.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 44841800.00 44964916.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 100088400.00 96351546.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 11478600.00 10943693.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLM1 2031-09-30 3.625000 0.00 115545900.00 110161419.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.500000 0.00 10000000.00 9706726.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875000 0.00 1209800.00 1205702.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125000 0.00 7500000.00 7533509.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 10262700.00 10181336.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLU3 2031-10-31 4.125000 0.00 1327000.00 1316479.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 100.00 97.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1034700.00 1050440.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 1665300.00 1690633.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 10707400.00 10897619.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 39863700.00 40571889.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 200000000.00 200111629.51 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 23960000.00 24189001.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 284831900.00 285501391.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 78264400.00 78448358.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 100000000.00 100490007.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 24899900.00 25253545.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 26252200.00 26487796.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 2502800.00 2525260.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 183291100.00 182688165.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 4999900.00 4959283.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 32065900.00 31747730.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 13058200.00 13144828.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 187069700.00 188310723.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 1140000.00 1112573.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 18630100.00 18181897.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875000 0.00 7666000.00 7636087.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 5447000.00 5295092.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 156000000.00 151649429.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 50000000.00 49039885.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 25000000.00 24519942.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMV0 2027-03-31 3.875000 0.00 63900000.00 64012315.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 23000000.00 22776608.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 439200.00 446355.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMY4 2027-04-30 3.750000 0.00 18000000.00 18293257.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 62613900.00 62142586.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 17156700.00 16691962.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 21144800.00 21249732.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 150000000.00 147688522.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 202200100.00 199084226.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 100000000.00 99302602.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 78500.00 76465.11 U.S. 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Tri Party Repo - BoA Fixed Income Clearing Corp. Tri Party Repo - BoA 3.950000% 942NHH006 549300H47WTHXPU08X20 0000093748 942NHH006_3.95_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y FIXED INCOME CLEARING CORPORATION - BOA Y TREASURY BILL 254900HROIFWPRGM1V77 912797VS3 2027-01-07 NA 0.00 100000.00 99268.10 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WB9 2027-02-11 NA 0.00 200.00 197.74 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WJ2 2027-09-30 NA 0.00 9536000.00 9169731.78 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WL7 2027-03-25 NA 0.00 730400.00 718483.52 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WT0 2027-10-28 NA 0.00 200000000.00 191607800.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.250000 0.00 1800.00 1940.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 100000.00 103614.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 1349100.00 1298533.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QA9 2039-02-15 3.500000 0.00 1407600.00 1225714.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QD3 2039-11-15 4.375000 0.00 2812900.00 2677843.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 3014000.00 2903409.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 2735300.00 2591592.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 7400000.00 6876850.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 116913600.00 100385590.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 51941900.00 40699169.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 100.00 77.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 300.00 221.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.750000 0.00 100.00 73.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 200.00 150.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 1818700.00 1338766.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 2428900.00 1725924.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RT7 2046-08-15 2.250000 0.00 52740300.00 32865789.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RV2 2047-02-15 3.000000 0.00 44987600.00 32025307.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 23350000.00 16745747.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RX8 2047-05-15 3.000000 0.00 120012900.00 86068769.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.750000 0.00 200.00 135.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 200.00 145.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 518000.00 375629.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SD1 2048-08-15 3.000000 0.00 42741800.00 29874494.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 2048-11-15 3.375000 0.00 108802400.00 82128361.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 99327000.00 67948110.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 2049-08-15 2.250000 0.00 1000.00 591.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 410900.00 227307.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125000 0.00 533775000.00 322778743.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125000 0.00 342840300.00 210887880.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810ST6 2040-11-15 1.375000 0.00 100.00 62.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 2051-08-15 2.000000 0.00 121044200.00 65314776.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 300.00 157.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 100.00 57.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 150000100.00 101046165.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 72243000.00 63561982.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TQ1 2043-02-15 3.875000 0.00 315000.00 268809.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 2053-08-15 4.125000 0.00 5560200.00 4624140.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 1333768700.00 1245671653.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.750000 0.00 1255000.00 1203505.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 232648300.00 213123402.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 214200.00 196191.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 2044-08-15 4.125000 0.00 1300000.00 1129551.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.500000 0.00 50000.00 44853.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625000 0.00 700.00 656.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 70232000.00 65566637.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 38850900.00 36270117.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UT3 2046-02-15 4.625000 0.00 25061900.00 23087238.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.250000 0.00 49540000.00 48938125.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 97858100.00 95541064.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 600.00 576.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286T2 2029-05-15 2.375000 0.00 1000.00 956.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 535980800.00 496275948.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 300.00 301.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125000 0.00 44700.00 44346.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.500000 0.00 3480700.00 3425925.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 100000000.00 87071726.09 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 758900.00 744187.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375000 0.00 74918800.00 72803790.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625000 0.00 1000.00 860.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 8000.00 7715.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 38597300.00 37138037.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.750000 0.00 6359400.00 6082432.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBL4 2031-02-15 1.125000 0.00 419300.00 362296.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.250000 0.00 5100.00 4877.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625000 0.00 32000.00 28192.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCR0 2028-07-31 1.000000 0.00 7686200.00 7243581.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 1300.00 1109.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.250000 0.00 967483100.00 825678639.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 1211200.00 1138233.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 3195200.00 2732487.67 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.500000 0.00 500.00 472.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDQ1 2026-12-31 1.250000 0.00 3759000.00 3756801.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 150001000.00 141319802.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375000 0.00 9104000.00 8648439.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 200.00 184.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625000 0.00 100.00 100.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 99800.00 99287.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125000 0.00 400.00 385.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875000 0.00 250000000.00 248114974.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 184966000.00 182830838.95 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.500000 0.00 2200.00 2191.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 23013000.00 22664970.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHA2 2028-04-30 3.500000 0.00 700.00 701.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 17000.00 15879.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHC8 2033-05-15 3.375000 0.00 158900.00 148430.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 275000.00 275154.73 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125000 0.00 50000100.00 50114970.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 98.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHX2 2028-08-31 4.375000 0.00 4971200.00 4986339.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625000 0.00 14687300.00 14685549.47 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875000 0.00 100.00 102.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625000 0.00 852200.00 870211.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJT9 2027-01-15 4.000000 0.00 9000.00 9101.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125000 0.00 200.00 201.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 182000.00 181619.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 127000.00 126734.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKE0 2027-03-15 4.250000 0.00 100.00 100.55 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625000 0.00 200.00 203.54 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.500000 0.00 100.00 102.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 159571000.00 160121467.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 1300.00 1289.96 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 194163200.00 190940364.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625000 0.00 159600700.00 156073729.98 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 1809900.00 1842053.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMA6 2029-11-30 4.125000 0.00 175000000.00 175097675.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.250000 0.00 412400.00 418257.18 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 200.00 201.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMF5 2028-01-15 4.250000 0.00 200.00 201.79 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMJ7 2027-01-31 4.189900 0.00 200.00 202.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMK4 2032-01-31 4.375000 0.00 4958400.00 4918121.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 200.00 201.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMU2 2030-03-31 4.000000 0.00 300.00 294.24 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 4.251900 0.00 700000.00 707975.40 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.750000 0.00 298350000.00 299830581.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 900.00 912.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125000 0.00 90066800.00 88678883.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 114634000.00 113834544.99 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 2032-06-30 4.000000 0.00 99938000.00 97347394.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875000 0.00 598700000.00 587040437.89 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CNQ0 2027-07-31 4.250900 0.00 113900.00 115233.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625000 0.00 1000.00 990.74 U.S. Treasuries (including strips) US TREASURY FRN 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 4.281900 0.00 1200.00 1215.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875000 0.00 906000.00 872365.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 600.00 594.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQB0 2028-02-29 3.375000 0.00 99400.00 98476.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 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Tri Party Repo - JPM Fixed Income Clearing Corp. 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Tri Party Repo - Northern Trust Fixed Income Clearing Corp. 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Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSQM0 2054-07-25 3.212100 0.00 88367744.00 2363891.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSRM9 2054-08-25 1.262100 0.00 106711936.00 1958576.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSS55 2054-09-25 1.362100 0.00 66098048.00 1561162.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BTG80 2054-12-25 2.062100 0.00 100000000.00 1865676.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU7L8 2053-11-25 12.837900 0.00 5472128.00 1225522.25 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BUBD1 2055-01-25 1.412100 0.00 50000000.00 1059334.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUJH4 2055-01-25 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S6XOOCT0IEG5ABCC6L87 3137ANVS1 2042-01-15 5.000000 0.00 17607104.00 64325.05 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BFMW8 2040-06-15 1.921300 0.00 37493696.00 74757.52 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BGKZ1 2043-12-15 1.723800 0.00 8462688.00 79478.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BKKD1 2043-11-15 5.000000 0.00 23125248.00 117776.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BSCR2 2043-05-15 3.500000 0.00 8978432.00 4706.83 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F4TP7 2043-04-15 2.232100 0.00 56325200.00 390727.68 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137F64R5 2027-09-25 1.154500 0.00 16343648.00 64898.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F6TN7 2050-11-25 3.500000 0.00 1080000.00 125878.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8A29 2050-12-25 3.000000 0.00 19000000.00 2078792.59 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F8NU3 2050-11-25 3.000000 0.00 1500000.00 80515.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FK4P8 2046-04-15 3.500000 0.00 13248880.00 39925.92 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FL6W9 2029-01-25 0.315200 0.00 50000000.00 294095.33 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137FLMX9 2029-02-25 0.704100 0.00 64100000.00 941616.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FVYR7 2050-09-25 3.000000 0.00 1079308.00 85007.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GBQD0 2056-08-25 3.362100 0.00 104394752.00 12360908.04 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED P S6XOOCT0IEG5ABCC6L87 3137H14D5 2028-05-25 0.897100 0.00 8000000.00 93697.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H3UK6 2050-04-25 3.000000 0.00 20592000.00 2486392.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53S4 2052-01-25 3.000000 0.00 24780440.00 2691320.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H7NN9 2052-06-25 0.512100 0.00 306000000.00 3359722.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H95X3 2052-10-25 1.312100 0.00 104650624.00 2720016.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H9QH5 2051-02-25 2.000000 0.00 7523616.00 767266.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137HBFC3 2054-01-25 2.712100 0.00 50000000.00 1196739.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 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Tri Party Repo - WF Fixed Income Clearing Corp. 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Tri Party Repo - Barclays Fixed Income Clearing Corp. 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2056-08-20 4.874500 0.00 6344743.00 6198495.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385YFJ4 2056-09-20 5.500000 0.00 2653203.00 2612403.75 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 500000000.00 500000000.00 0.0024 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.930000% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.93_1102 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 912810SL3 2050-02-15 2.000000 0.00 316605200.00 175143918.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375000 0.00 9792900.00 8867826.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 72295600.00 70988284.95 U.S. Treasuries (including strips) Y 2026-11-02 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Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y64T4 2055-08-01 5.000000 0.00 8024.00 6989.97 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y74J4 2055-12-01 6.000000 0.00 43936.00 40513.30 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y7LV8 2055-10-01 6.000000 0.00 34370816.00 31507964.64 Agency Mortgage-Backed Securities FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140Y9EN0 2056-06-01 5.500000 0.00 37425088.00 36661748.13 Agency Mortgage-Backed Securities FREDDIE MAC POOL S6XOOCT0IEG5ABCC6L87 31427RQQ6 2056-02-01 5.000000 0.00 17440562.00 15757390.78 Agency Mortgage-Backed Securities Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 425000000.00 425000000.00 0.0021 N Y Y N BofA Securities Inc. Tri Party Repo BofA Securities Inc. Tri Party Repo 3.939900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.94_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y STRIPS 254900HROIFWPRGM1V77 912834AE8 2038-05-15 NA 0.00 9221522.68 5100000.00 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 5000000.00 5000000.00 0.0000 N Y Y N BofA Securities Inc. Tri Party Repo BofA Securities Inc. Tri Party Repo 3.950000% 99VDNE005 549300HN4UKV1E2R3U73 0000065100 99VDNE005_3.95_1102 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 BANK 2549001DPIFGXC1TOL40 3130AEJQ4 2033-07-11 3.930000 0.00 6365000.00 6013436.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AJD71 2035-03-30 2.220000 0.00 160000.00 127884.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130ARGX3 2042-04-07 4.000000 0.00 250000.00 205817.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AWGS3 2030-06-14 4.125000 0.00 20000000.00 19900686.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130AXQZ4 2033-12-09 4.875000 0.00 25000000.00 25196193.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B8DY5 2030-11-12 4.000000 0.00 15000000.00 14803255.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EGB61 2040-10-01 2.875000 0.00 3000.00 2256.60 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EJXQ7 2038-08-23 4.040000 0.00 390000.00 341983.16 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EM6A5 2030-09-23 1.570000 0.00 10150000.00 8997250.40 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EM6H0 2033-09-27 1.900000 0.00 15901000.00 13049675.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMA44 2036-05-19 2.490000 0.00 1000.00 797.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EML59 2041-06-21 2.700000 0.00 2000.00 1427.53 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMM74 2034-06-28 2.290000 0.00 3000.00 2474.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMV74 2029-04-26 1.400000 0.00 3729000.00 3439579.47 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMVE9 2041-04-01 2.740000 0.00 3000.00 2141.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENMR8 2034-02-01 2.480000 0.00 20000000.00 16909382.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPL8 2030-02-25 2.870000 0.00 50000000.00 47195147.22 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENQQ6 2032-03-08 3.000000 0.00 31279000.00 28447353.84 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENSP6 2032-03-23 3.300000 0.00 49440000.00 45762488.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENTB6 2032-03-29 3.540000 0.00 45000000.00 41903565.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENWW6 2032-05-17 4.370000 0.00 2000.00 1963.54 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENYK0 2032-06-08 4.450000 0.00 1000.00 981.84 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPFQ3 2033-04-13 4.800000 0.00 5002000.00 4865398.71 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ET3J4 2032-12-08 4.750000 0.00 1000.00 990.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETE94 2039-10-14 5.450000 0.00 32329000.00 31106033.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETP35 2035-10-29 4.780000 0.00 2000.00 1886.05 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETPN1 2028-07-10 4.280000 0.00 1000.00 1004.49 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETQA8 2032-07-15 5.110000 0.00 3000.00 2998.39 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETQZ3 2033-07-28 5.280000 0.00 2000.00 1994.50 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ETYP6 2035-09-17 4.970000 0.00 9540000.00 9168983.57 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWBW9 2032-02-02 4.270000 0.00 1000.00 970.15 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWDS6 2036-02-19 4.670000 0.00 17500000.00 16353439.86 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWTG5 2031-06-16 4.730000 0.00 2000.00 2002.09 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWZJ2 2036-08-25 4.750000 0.00 8850000.00 8638594.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133TAG22 2027-07-15 7.000000 0.00 3684.00 3.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HBX48 2030-10-09 4.000000 0.00 2000.00 1941.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HCRN1 2031-01-28 4.150000 0.00 4000.00 3912.02 Agency Mortgage-Backed Securities FNMA PRIN STRIPS B1V7KEBTPIMZEU4LTD58 31358DJP0 2037-07-15 NA 0.00 1000.00 560.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 2029-05-15 6.250000 0.00 1000.00 1066.95 Agency Mortgage-Backed Securities FANNIEMAE-ACES B1V7KEBTPIMZEU4LTD58 3136BKF64 2031-10-25 1.669100 0.00 8524.00 5064.05 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136BSSB2 2054-08-25 1.862100 0.00 373208.00 4950.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BWKS4 2055-06-25 5.387900 0.00 4800.00 2894.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BX3N2 2055-03-25 5.000000 0.00 4860.00 3781.37 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G6G51 2031-08-25 4.700000 0.00 1258.00 1182.76 Agency Mortgage-Backed Securities FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 3136G7JU1 2056-09-25 5.037900 0.00 2000.00 1941.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137GCS95 2056-10-25 5.500000 0.00 1367.00 1270.11 Agency Mortgage-Backed Securities FREDDIE MAC REMICS S6XOOCT0IEG5ABCC6L87 3137GCTU7 2056-10-25 NA 0.00 250000.00 348.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398AFD9 2037-07-15 5.625000 0.00 3000.00 3156.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31398CXA1 2036-06-15 NA 0.00 1102208.00 1.98 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618WCS39 2061-10-15 6.020000 0.00 2477.00 2585.53 Agency Mortgage-Backed Securities GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3618WCSY1 2061-10-15 6.020000 0.00 2371.00 2474.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373M5W6 2051-03-16 1.450000 0.00 1519296.00 2.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373M5Y2 2051-03-16 1.450100 0.00 1888069.00 2.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38373MVE7 2045-11-16 0.141500 0.00 407383.00 0.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BC75 2059-09-20 1.884300 0.00 136326.00 1.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375BL75 2062-02-20 4.429700 0.00 296037.00 564.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38375UHF0 2064-05-20 4.451600 0.00 46539.00 2796.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376KDQ1 2039-10-16 NA 0.00 1433863.00 2.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376R3E4 2067-05-20 4.331600 0.00 30272.00 2850.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RCN4 2063-05-20 4.131600 0.00 7938.00 1.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RCR5 2064-08-20 2.217900 0.00 165989.00 2.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RFZ4 2063-04-20 4.051600 0.00 45619.00 15.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RMB9 2065-10-20 4.551600 0.00 842135.00 63.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38376RRJ7 2066-02-20 4.621600 0.00 2559.00 2.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38377YTM2 2040-05-20 2.500000 0.00 1747.00 2.92 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38381P3Z4 2055-08-20 5.000000 0.00 1321.00 1186.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38381PVK6 2055-07-20 5.204500 0.00 1000.00 810.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382UVM0 2051-06-20 3.000000 0.00 9000.00 5057.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38382YY56 2073-02-20 4.714500 0.00 3013.00 2870.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383DSA7 2051-11-20 3.000000 0.00 4700.00 2531.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383FAB9 2051-12-20 2.500000 0.00 5100.00 2857.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38383MC55 2052-03-20 3.500000 0.00 1000.00 567.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384EDZ5 2053-08-20 4.974500 0.00 30903.00 10049.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384EED3 2053-08-20 5.024500 0.00 8800.00 2865.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384EHZ1 2053-09-20 1.725500 0.00 636488.00 5044.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38384PQW3 2054-06-20 0.125000 0.00 8110.00 3816.63 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384RGK6 2040-08-16 4.500000 0.00 4858.00 4661.38 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38384W3A1 2054-09-20 5.044500 0.00 4116.00 2937.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385CT32 2055-02-20 5.144500 0.00 10501.00 7801.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 38385EPZ1 2055-03-20 5.074500 0.00 1200.00 712.19 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385KBD1 2055-12-20 4.500000 0.00 29764.00 3833.55 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385MZT6 2049-08-20 4.439100 0.00 3403.00 2964.51 Agency Mortgage-Backed Securities GINNIE MAE 549300M8ZYFG0OCMTT87 38385QUS4 2076-09-20 4.566100 0.00 2930.00 2909.66 Agency Mortgage-Backed Securities RFC PRINCIPAL STRIP 254900HROIFWPRGM1V77 76116FAB3 2030-01-15 NA 0.00 1000.00 853.35 Agency Mortgage-Backed Securities RFC PRINCIPAL STRIP 254900HROIFWPRGM1V77 76116FAC1 2030-04-15 NA 0.00 1000.00 842.89 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CP5 2038-01-15 6.150000 0.00 1000000.00 1102174.50 Agency Mortgage-Backed Securities STRIP PRINC 254900HROIFWPRGM1V77 912803DD2 2038-05-15 NA 0.00 300.00 170.90 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FT0 2036-02-15 4.500000 0.00 4875200.00 4818567.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 200.00 206.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625000 0.00 16698100.00 16085407.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 100.00 85.86 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 500.00 367.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 100.00 75.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RK6 2045-02-15 2.500000 0.00 100.00 67.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 100.00 45.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4.000000 0.00 100.00 87.98 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821KS3 2033-02-15 NA 0.00 29900.00 22116.55 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821MX0 2031-08-15 NA 0.00 500.00 398.70 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821SR7 2035-08-15 NA 0.00 22624900.00 14717090.20 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 1200.00 1359.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375000 0.00 55326400.00 47314317.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875000 0.00 1600.00 1472.45 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 1000.00 1052.31 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 4082400.00 4268942.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 4000.00 3999.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 2973300.00 3062125.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875000 0.00 1084000.00 1021898.42 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 22941100.00 22400015.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 1700.00 1653.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 9110000.00 9061224.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4.000000 0.00 2300.00 2185.57 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 28151000.00 26691918.74 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 9400.00 9250.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRF0 2036-08-15 4.625000 0.00 10993500.00 10818116.63 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334T4 2032-02-15 NA 0.00 20634219.32 15956689.41 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334V9 2033-02-15 NA 0.00 36916101.12 27142932.51 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335A4 2035-08-15 NA 0.00 591462.40 380437.49 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 5657395.20 3354411.05 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337R5 2032-05-15 NA 0.00 35552296.96 27163448.07 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 16649216.00 11780002.94 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AD0 2037-11-15 NA 0.00 1966.08 1118.23 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834AE8 2038-05-15 NA 0.00 327.68 181.22 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834HV3 2040-05-15 NA 0.00 655.36 321.76 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834JH2 2040-11-15 NA 0.00 14640742.40 6960472.47 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 585000000.00 585000000.00 0.0028 N Y Y N Morgan Stanley & Co LLC Tri Party Repo Morgan Stanley & Co LLC Tri Party Repo 4.090000% 99VDNM007 4PQUHN3JPFGFNF3BB653 0000068136 99VDNM007_4.09_0114 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FARMER MAC 549300MS654K78GYF580 3132X0CS8 2030-10-28 3.250000 0.00 193000.00 182246.15 Agency Mortgage-Backed Securities RFC PRINCIPAL STRIP 254900HROIFWPRGM1V77 76116FAC1 2030-04-15 NA 0.00 302313000.00 254817813.82 Agency Mortgage-Backed Securities Y 2026-11-02 2027-01-14 2027-01-14 N N N 0.0404 250000000.00 250000000.00 0.0012 N N N Y UBS Securities LLC Tri Party Repo UBS Securities LLC Tri Party Repo 3.950000% 99VDQX000 T6FIZBDPKLYJKFCRVK44 0001070766 99VDQX000_3.95_1102 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 BANK 2549001DPIFGXC1TOL40 3130ALDT8 2036-03-04 2.200000 0.00 20000.00 15478.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 3130B7QU1 2040-09-18 5.375000 0.00 10000.00 9508.30 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331J3M3 2028-11-24 4.300000 0.00 4000.00 4041.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331K7A2 2030-01-18 3.500000 0.00 3000.00 2910.08 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 31331KY38 2031-12-01 3.530000 0.00 1000.00 953.96 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EKNK8 2039-06-03 3.490000 0.00 24000.00 19777.77 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EL4D3 2027-08-19 0.900000 0.00 3000.00 2919.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELL77 2040-06-18 2.090000 0.00 3000.00 2006.18 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELM92 2035-06-22 1.790000 0.00 2000.00 1509.98 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELS88 2030-07-08 1.040000 0.00 2000.00 1756.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ELZZ0 2040-05-21 2.125000 0.00 2000.00 1356.88 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMEL2 2035-10-26 1.730000 0.00 3000.00 2242.07 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMG48 2029-06-14 1.590000 0.00 4000.00 3714.13 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EMPS5 2029-02-08 1.000000 0.00 2000.00 1845.37 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENKN9 2031-01-13 2.100000 0.00 1000.00 901.34 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133ENPM6 2035-02-23 3.250000 0.00 1000.00 873.24 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EPHU2 2029-05-03 3.875000 0.00 4000.00 3992.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWK58 2028-01-25 4.625000 0.00 7585000.00 7623566.14 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWM72 2028-04-05 4.750000 0.00 4045000.00 4059580.65 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWMB3 2041-04-22 5.370000 0.00 2000.00 1871.19 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWS84 2027-10-27 4.500000 0.00 10000000.00 9994520.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 254900C5LP6DN9OP9V83 3133EWZY9 2028-03-01 4.125000 0.00 1254000.00 1254433.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3D29 2027-08-15 NA 0.00 3000.00 2896.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3U46 2029-09-15 6.750000 0.00 3000.00 3186.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4KX1 2032-07-15 6.250000 0.00 2000.00 2170.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4NM2 2028-07-15 NA 0.00 4000.00 3676.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GV3W6 2027-12-30 1.110000 0.00 4000.00 3856.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GXVQ4 2027-06-22 3.375000 0.00 10000.00 10051.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 2030-11-15 6.625000 0.00 1000.00 1097.09 Agency Mortgage-Backed Securities FANNIEMAE B1V7KEBTPIMZEU4LTD58 31364DPJ9 2027-03-23 NA 0.00 3000.00 2945.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31364F6C0 2028-09-01 6.080000 0.00 3000.00 3101.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4X65 2027-08-27 0.700000 0.00 1000.00 970.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136GCRV9 2031-03-18 4.250000 0.00 3000.00 2922.38 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591CS9 2036-04-01 5.880000 0.00 1000.00 1046.71 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EB4 2048-01-15 4.875000 0.00 20000.00 18288.70 Agency Mortgage-Backed Securities TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 880591EU2 2027-02-01 2.875000 0.00 2000.00 2007.79 Agency Mortgage-Backed Securities TENN VAL AUTH CPN STRIP 549300HE1ISW43LNKM54 88059ESH8 2026-11-01 NA 0.00 1000.00 999.88 Agency Mortgage-Backed Securities TREASURY BILL 254900HROIFWPRGM1V77 912797UD7 2027-03-18 NA 0.00 165000.00 162455.37 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VG9 2026-12-10 NA 0.00 326000.00 324656.23 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797VP9 2026-11-03 NA 0.00 60000.00 59993.64 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WA1 2027-09-02 NA 0.00 10000.00 9653.48 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WD5 2027-03-04 NA 0.00 106000.00 104537.09 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WE3 2026-12-08 NA 0.00 200000.00 199222.60 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797WH6 2026-12-29 NA 0.00 9100.00 9042.35 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 NA 0.00 62100.00 62021.44 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BK8 2027-02-15 NA 0.00 81900.00 81022.03 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803BV4 2028-11-15 NA 0.00 2000.00 1822.48 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803EV1 2046-11-15 NA 0.00 100.00 33.84 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HH9 2055-02-15 NA 0.00 5700.00 1273.23 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912803HL0 2055-05-15 NA 0.00 1000.00 220.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810EY0 2026-11-15 6.500000 0.00 300.00 309.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FF0 2028-11-15 5.250000 0.00 300.00 310.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 4000.00 4099.85 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 2029-04-15 3.875000 0.00 350000.00 740567.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FP8 2031-02-15 5.375000 0.00 1800.00 1865.05 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375000 0.00 395300.00 662342.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PT9 2037-02-15 4.750000 0.00 1200.00 1198.71 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PU6 2037-05-15 5.000000 0.00 7900.00 8150.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.750000 0.00 30644800.00 48930558.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PW2 2038-02-15 4.375000 0.00 100.00 96.25 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810PX0 2038-05-15 4.500000 0.00 490300.00 481212.52 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2029-01-15 2.500000 0.00 200.00 315.78 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QB7 2039-05-15 4.250000 0.00 200.00 189.17 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125000 0.00 117600.00 168615.10 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QH4 2040-05-15 4.375000 0.00 600.00 568.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875000 0.00 498000.00 440006.76 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QL5 2040-11-15 4.250000 0.00 900.00 836.37 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QP6 2041-02-15 2.125000 0.00 4360000.00 6101608.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375000 0.00 351000.00 329045.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QS0 2041-08-15 3.750000 0.00 400.00 343.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QT8 2041-11-15 3.125000 0.00 499800.00 397669.52 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.750000 0.00 570100.00 617008.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QW1 2042-05-15 3.000000 0.00 300.00 232.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810QX9 2042-08-15 2.750000 0.00 300.00 220.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RC4 2043-08-15 3.625000 0.00 400.00 327.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 1000.00 840.64 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RE0 2044-02-15 3.625000 0.00 700.00 570.10 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375000 0.00 397700.00 445081.16 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RH3 2044-08-15 3.125000 0.00 5800.00 4358.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3.000000 0.00 100.00 73.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RN0 2045-08-15 2.875000 0.00 500.00 355.29 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1.000000 0.00 53000.00 52415.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RS9 2046-05-15 2.500000 0.00 600.00 397.83 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875000 0.00 6001400.00 5562383.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 500.00 337.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3.000000 0.00 8000.00 5623.30 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1.000000 0.00 250500.00 229658.66 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SC3 2048-05-15 3.125000 0.00 500.00 362.58 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1.000000 0.00 20800.00 18400.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375000 0.00 300.00 183.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.250000 0.00 2000.00 1375.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 2050-05-15 1.250000 0.00 200.00 90.83 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 42500.00 22383.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SW9 2041-02-15 1.875000 0.00 499800.00 334626.24 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.250000 0.00 199900.00 141790.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.750000 0.00 1600.00 1034.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875000 0.00 600.00 314.97 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 2052-02-15 2.250000 0.00 322000.00 183848.71 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125000 0.00 255000.00 147293.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.250000 0.00 100.00 80.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3.000000 0.00 400.00 269.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375000 0.00 400.00 321.61 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 2053-05-15 3.625000 0.00 100.00 76.94 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TS7 2043-05-15 3.875000 0.00 100.00 86.05 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.750000 0.00 100.00 93.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125000 0.00 267000.00 239530.79 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UC0 2054-08-15 4.250000 0.00 200.00 169.90 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375000 0.00 1892300.00 1739525.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5.000000 0.00 1400.00 1374.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UQ9 2045-11-15 4.625000 0.00 600.00 560.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375000 0.00 502700.00 450225.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UV8 2046-05-15 5.000000 0.00 14400.00 14105.43 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128206P7 2027-02-15 NA 0.00 80000.00 79071.68 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 9128207D3 2027-05-15 NA 0.00 200000.00 195466.20 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AH8 2028-08-15 NA 0.00 300000.00 276410.10 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821AW5 2028-11-15 NA 0.00 200.00 182.12 U.S. Treasuries (including strips) STRIP PRINC 254900HROIFWPRGM1V77 912821HJ7 2032-02-15 NA 0.00 900.00 699.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.500000 0.00 1625000.00 2163747.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128283W8 2028-02-15 2.750000 0.00 4500.00 4425.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875000 0.00 4400.00 4347.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875000 0.00 2900.00 2831.34 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875000 0.00 1366100.00 1762602.72 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625000 0.00 3100.00 2980.77 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.250000 0.00 1400000.00 1745037.55 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.750000 0.00 425400.00 556842.46 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YB0 2029-08-15 1.625000 0.00 4000.00 3698.81 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YQ7 2026-10-31 1.625000 0.00 400.00 403.23 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YS3 2029-11-15 1.750000 0.00 2800.00 2592.58 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625000 0.00 4200.00 4220.46 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125000 0.00 234800.00 285644.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828Z94 2030-02-15 1.500000 0.00 5000.00 4531.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625000 0.00 1400.00 1219.00 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375000 0.00 200.00 192.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625000 0.00 33800.00 32522.11 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125000 0.00 12900.00 15172.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125000 0.00 2604700.00 2951506.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CCY5 2028-09-30 1.250000 0.00 500.00 469.88 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDP3 2028-12-31 1.375000 0.00 460300.00 431688.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875000 0.00 300.00 282.64 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125000 0.00 72000.00 84728.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CEN7 2027-04-30 2.750000 0.00 499800.00 502964.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.750000 0.00 200.00 193.00 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625000 0.00 10753200.00 11315730.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.750000 0.00 1000.00 994.87 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 400.00 381.48 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125000 0.00 700.00 696.29 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875000 0.00 250100.00 247212.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125000 0.00 17626300.00 18431723.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4.000000 0.00 100.00 98.49 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGW5 2028-04-15 1.250000 0.00 349800.00 384764.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625000 0.00 500.00 500.28 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHF1 2030-05-31 3.750000 0.00 2500.00 2459.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHK0 2028-06-30 4.000000 0.00 358000.00 359355.34 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375000 0.00 11799500.00 12257019.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4.000000 0.00 100.00 98.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CHW4 2030-08-31 4.125000 0.00 2800.00 2759.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625000 0.00 600.00 602.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.500000 0.00 6000.00 5998.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375000 0.00 700.00 709.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.750000 0.00 499600.00 487098.04 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4.000000 0.00 50200.00 49252.14 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.750000 0.00 1100800.00 1148852.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4.000000 0.00 38000.00 36306.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKC4 2031-02-28 4.250000 0.00 400.00 395.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKD2 2029-02-28 4.250000 0.00 300.00 299.37 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.500000 0.00 80000.00 80231.39 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125000 0.00 900000.00 971145.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.500000 0.00 337300.00 342101.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.250000 0.00 600.00 602.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4.000000 0.00 500.00 496.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125000 0.00 300.00 295.02 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875000 0.00 210000.00 216273.65 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.750000 0.00 100.00 100.27 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLJ8 2031-08-31 3.750000 0.00 200.00 192.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625000 0.00 32300.00 33884.92 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.250000 0.00 800.00 781.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 100.00 101.52 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.250000 0.00 13700.00 13943.38 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLZ2 2031-11-30 4.125000 0.00 2300.00 2272.43 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMC2 2031-12-31 4.500000 0.00 1000.00 1002.35 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375000 0.00 1600.00 1607.84 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMG3 2030-01-31 4.250000 0.00 300.00 299.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625000 0.00 1000.00 990.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMP3 2027-02-28 4.125000 0.00 7900.00 7952.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125000 0.00 3000.00 2916.34 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.750000 0.00 400.00 396.11 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMZ1 2030-04-30 3.875000 0.00 1700.00 1687.20 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4.000000 0.00 500.00 491.06 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 5100.00 4961.85 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNE7 2027-05-31 3.875000 0.00 600.00 608.21 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNK3 2030-06-30 3.875000 0.00 1000.00 984.53 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875000 0.00 1225000.00 1218441.31 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 2032-09-30 3.875000 0.00 499700.00 477459.19 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPB1 2027-09-30 3.500000 0.00 400.00 397.89 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPE5 2027-10-31 3.500000 0.00 500.00 503.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CPH8 2030-10-15 1.125000 0.00 72100.00 71647.59 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPP0 2028-12-15 3.500000 0.00 500.00 495.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625000 0.00 1100.00 1067.17 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPS4 2027-12-31 3.375000 0.00 400.00 399.32 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPT2 2029-01-15 3.500000 0.00 400.00 394.49 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4.000000 0.00 500.00 482.80 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CPZ8 2036-02-15 4.125000 0.00 1700.00 1611.44 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQC8 2033-02-28 3.750000 0.00 300.00 284.45 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.250000 0.00 200.00 194.36 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQW4 2033-06-30 4.250000 0.00 69000.00 67676.14 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 73800.00 72625.96 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CRE3 2036-07-15 2.375000 0.00 100.00 99.03 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334W7 2033-08-15 NA 0.00 7994.16 5725.76 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 NA 0.00 88024.14 59790.57 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128335B2 2036-02-15 NA 0.00 4999.99 3136.02 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337F1 2037-02-15 NA 0.00 31999.97 18973.58 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337U8 2033-11-15 NA 0.00 39000.00 27594.10 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 9128337V6 2034-05-15 NA 0.00 2042.70 1407.28 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PB0 2026-11-15 NA 0.00 311078.50 310641.75 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PC8 2027-02-15 NA 0.00 7063.50 6981.51 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833PD6 2027-05-15 NA 0.00 38.00 37.14 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912833XU9 2030-05-15 NA 0.00 450000.00 380150.55 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834EV6 2039-11-15 NA 0.00 24999.96 12656.20 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834F29 2052-11-15 NA 0.00 1851.82 445.02 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 912834LR7 2042-08-15 NA 0.00 40000.00 17012.44 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834LX4 2042-11-15 NA 0.00 152.08 63.59 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834MT2 2043-08-15 NA 0.00 40000.00 15967.64 U.S. Treasuries (including strips) STRIPS 254900HROIFWPRGM1V77 912834UH9 2049-02-15 NA 0.00 400000.00 116522.80 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 150000000.00 150000000.00 0.0007 N Y Y N STATE STREET MASTER FUNDS 2026-11-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer