NPORT-P false 0000701939 XXXXXXXX S000008267 C000147419 C000022552 SEI DAILY INCOME TRUST 811-03451 0000701939 LTKY0J47NCTZPKTU4C46 2 OLIVER STREET BOSTON 02109 8003455734 SDIT Short Duration Government Fund S000008267 549300NRAJ39MCMGSN10 2026-01-31 2025-04-30 N 640783970.48 35664575.74 605119394.74 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 17128.63000000 USD N ICE BofA 1-3 Year US Treasury Index (USD) ML1-3YR Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC2C5 6620000.00000000 PA USD 6887019.02000000 1.138125645924 Long DBT USGA US N 2 2029-01-25 Floating 5.35500000 N N N N N N Government National Mortgage Association N/A 38379XH52 174001.47000000 PA USD 1019.93000000 0.000168550208 Long DBT USGA US N 2 2029-05-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT4Q4 377079.27000000 PA USD 73785.29000000 0.012193509353 Long DBT USGA US N 2 2046-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36291FLF3 56643.02000000 PA USD 58216.48000000 0.009620660072 Long DBT USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F042657 -15343000.00000000 PA USD -14671748.51000000 -2.42460391082 Short DBT USGA US N 2 2055-05-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A73B6 51542.20000000 PA USD 259.42000000 0.000042870878 Long DBT USGA US N 2 2027-07-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UPE0 3462839.53000000 PA USD 549010.73000000 0.090727670402 Long DBT USGA US N 2 2052-06-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36291GA63 431.39000000 PA USD 442.41000000 0.000073111191 Long DBT USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N United States of America N/A N/A 1076.00000000 NC USD 223967718.75000000 37.01215341911 N/A DIR US N 1 J P MORGAN CHASE BANK N/A Long U.S. Treasury Futures US 2-YEAR NOTE (Globex) Jun 2025 2025-07-03 221862928.79000000 USD 2104789.96000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5PP3 1725619.35000000 PA USD 1719183.83000000 0.284106549045 Long DBT USGA US N 2 2041-01-15 Floating 4.98918960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YBX5 5024842.89000000 PA USD 614019.77000000 0.101470846140 Long DBT USGA US N 2 2042-02-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38379EV82 3073069.78000000 PA USD 3000982.63000000 0.495932316181 Long DBT USGA US N 2 2029-09-16 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36200QW67 6049.16000000 PA USD 6361.35000000 0.001051255348 Long DBT USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38379FK73 525331.68000000 PA USD 78012.91000000 0.012892151644 Long DBT USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31422M2A3 4145760.78000000 PA USD 552419.06000000 0.091290919577 Long DBT USGA US N 2 2052-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2TU6 7933261.03000000 PA USD 7854216.40000000 1.297961438399 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDQ84 4074682.54000000 PA USD 617454.57000000 0.102038469658 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392MH39 156456.52000000 PA USD 166716.17000000 0.027550954646 Long DBT USGA US N 2 2042-02-25 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBPM0 14000000.00000000 PA USD 14627303.60000000 2.417259094180 Long DBT USGA US N 2 2029-01-25 Fixed 5.47700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BB6V9 2296349.20000000 PA USD 407897.06000000 0.067407698967 Long DBT USGA US N 2 2050-10-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GDCU2 1578195.24000000 PA USD 1445623.84000000 0.238898943343 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9ZA2 13485918.06000000 PA USD 360976.22000000 0.059653718445 Long DBT USGA US N 2 2031-01-25 Floating 0.66938760 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYYN5 37640.74000000 PA USD 189.40000000 0.000031299608 Long DBT USGA US N 2 2032-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H84A6 3640986.35000000 PA USD 3633827.44000000 0.600514125243 Long DBT USGA US N 2 2033-06-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 2134016.67000000 PA USD 2083123.64000000 0.344250020426 Long DBT USGA US N 2 2034-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378U4C8 201390.54000000 PA USD 198529.12000000 0.032808255978 Long DBT USGA US N 2 2040-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E2HJ3 6843.31000000 PA USD 6695.99000000 0.001106556831 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARFZ6 36713.70000000 PA USD 432.36000000 0.000071450362 Long DBT USGA US N 2 2031-02-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHC62 140044.32000000 PA USD 133971.05000000 0.022139606028 Long DBT USGA US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36200KA72 3821.04000000 PA USD 3951.42000000 0.000652998405 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABF2 3431615.58000000 PA USD 591072.79000000 0.097678705250 Long DBT USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXL2 20555220.76000000 PA USD 157313.22000000 0.025997054691 Long DBT USGA US N 2 2026-10-25 Floating 0.72680040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371MTL1 2170.75000000 PA USD 2235.11000000 0.000369366776 Long DBT USGA US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A3RV3 1001711.73000000 PA USD 989785.15000000 0.163568571525 Long DBT USGA US N 2 2030-12-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1CJ9 220541.98000000 PA USD 6389.03000000 0.001055829652 Long DBT USGA US N 2 2028-04-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2AV2 124208.17000000 PA USD 3173.93000000 0.000524513018 Long DBT USGA US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LKWZ2 2670000.00000000 PA USD 2713531.97000000 0.448429184981 Long DBT USGA US N 2 2028-06-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9UF4 14646780.03000000 PA USD 379921.36000000 0.062784528690 Long DBT USGA US N 2 2033-01-25 Floating 0.52650360 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PKG3 5454251.53000000 PA USD 5203081.61000000 0.859843801938 Long DBT USGA US N 2 2058-08-26 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38380CEN9 694616.46000000 PA USD 63867.62000000 0.010554548499 Long DBT USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38381Y5P5 2355347.92000000 PA USD 2211061.43000000 0.365392590159 Long DBT USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36241LWN2 225511.00000000 PA USD 228115.26000000 0.037697562164 Long DBT USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQFD9 247890.14000000 PA USD 245726.79000000 0.040607984496 Long DBT USGA US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 3620ACVF8 884.16000000 PA USD 894.00000000 0.000147739439 Long DBT USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRT41 36.84000000 PA USD 36.79000000 0.000006079791 Long DBT USGA US N 2 2025-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38380WH28 2130841.57000000 PA USD 419298.91000000 0.069291930426 Long DBT USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSPC3 11008466.28000000 PA USD 11111297.46000000 1.836215721489 Long DBT USGA US N 2 2051-12-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38379LGE0 412684.98000000 PA USD 401998.71000000 0.066432957445 Long DBT USGA US N 2 2044-04-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWXL3 3339965.70000000 PA USD 3301172.27000000 0.545540648456 Long DBT USGA US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38380CNU3 213966.26000000 PA USD 45066.17000000 0.007447483982 Long DBT USGA US N 2 2047-01-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7DE2 1859773.95000000 PA USD 1729346.52000000 0.285786001082 Long DBT USGA US N 2 2044-06-15 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHF96 1252597.99000000 PA USD 1241354.17000000 0.205142023341 Long DBT USGA US N 2 2041-06-25 Floating 4.66817040 N N N N N N Government National Mortgage Association N/A 3620A4TV4 1325.11000000 PA USD 1318.66000000 0.000217917325 Long DBT USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MDG80 320.97000000 PA USD 320.79000000 0.000053012678 Long DBT USGA US N 2 2026-06-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38376VPU5 1020359.07000000 PA USD 220954.88000000 0.036514261800 Long DBT USGA US N 2 2040-02-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MCQV0 3180.06000000 PA USD 3173.49000000 0.000524440305 Long DBT USGA US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQNK9 2882771.93000000 PA USD 2963646.80000000 0.489762322239 Long DBT USGA US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6WW9 9746615.09000000 PA USD 389702.81000000 0.064400978284 Long DBT USGA US N 2 2029-05-25 Floating 1.57700160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJQK2 214657.74000000 PA USD 11599.46000000 0.001916887824 Long DBT USGA US N 2 2030-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38378YFG9 2843264.20000000 PA USD 2775857.80000000 0.458728942441 Long DBT USGA US N 2 2028-11-16 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36241LXG6 31998.40000000 PA USD 30556.86000000 0.005049724114 Long DBT USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGQ85 612353.76000000 PA USD 589065.21000000 0.097346939318 Long DBT USGA US N 2 2044-05-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2JF8 31804.41000000 PA USD 501.73000000 0.000082914215 Long DBT USGA US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395Q3G3 1546412.50000000 PA USD 328287.49000000 0.054251688650 Long DBT USGA US N 2 2043-08-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRZC8 12137400.41000000 PA USD 754948.73000000 0.124760293020 Long DBT USGA US N 2 2030-01-25 Floating 1.70483040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9QC4 557168.71000000 PA USD 550849.73000000 0.091031577369 Long DBT USGA US N 2 2030-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRY52 474.12000000 PA USD 473.31000000 0.000078217621 Long DBT USGA US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ47 2373794.83000000 PA USD 487050.95000000 0.080488405136 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286X3 31400000.00000000 PA USD 30823515.47000000 5.093790702782 Long SN UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N Government National Mortgage Association N/A 3620C0WR5 6385.91000000 PA USD 6338.64000000 0.001047502369 Long DBT USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3JX7 708835.11000000 PA USD 673682.91000000 0.111330576388 Long DBT USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AMVN4 13987.88000000 PA USD 89.33000000 0.000014762375 Long DBT USGA US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307SLY7 1074317.76000000 PA USD 1036293.17000000 0.171254330799 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PML0 4123239.56000000 PA USD 3828805.62000000 0.632735564796 Long DBT USGA US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JZE8 54707.75000000 PA USD 54130.86000000 0.008945484225 Long DBT USGA US N 2 2034-02-15 Floating 4.85919000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5P34 73810.93000000 PA USD 1363.69000000 0.000225358831 Long DBT USGA US N 2 2027-05-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379V5S9 681851.72000000 PA USD 71927.86000000 0.011886556706 Long DBT USGA US N 2 2046-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38383RNR4 4504232.27000000 PA USD 4406933.65000000 0.728275062459 Long DBT USGA US N 2 2052-03-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38378DV51 517233.95000000 PA USD 508671.04000000 0.084061268639 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPR26 2610488.50000000 PA USD 2617324.64000000 0.432530284560 Long DBT USGA US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBTG8 3710.62000000 PA USD 3639.04000000 0.000601375535 Long DBT USGA US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXBZ0 1178945.07000000 PA USD 957448.29000000 0.158224690585 Long DBT USGA US N 2 2040-10-25 Fixed 1.00000000 N N N N N N United States of America N/A N/A -342.00000000 NC USD -37344796.88000000 -6.17147577893 N/A DIR US N 1 GOLDMAN, SACHS & CO. N/A Short U.S. Treasury Futures US 5-Year Note (consolidated) Jun 2025 2025-07-03 -36637041.27000000 USD -707755.61000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLJ3 152959.52000000 PA USD 146832.23000000 0.024265001465 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKXK4 695386.49000000 PA USD 47235.24000000 0.007805937210 Long DBT USGA US N 2 2044-08-25 Floating 2.19315600 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9YL5 2112246.62000000 PA USD 185134.19000000 0.030594654808 Long DBT USGA US N 2 2039-11-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36209LKM7 561.31000000 PA USD 567.38000000 0.000093763314 Long DBT USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 36213FQU0 13965.08000000 PA USD 14359.40000000 0.002372986244 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE4V4 968704.80000000 PA USD 940117.92000000 0.155360731811 Long DBT USGA US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FT6T9 1598050.29000000 PA USD 244073.42000000 0.040334754119 Long DBT USGA US N 2 2040-05-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060659 -4181000.00000000 PA USD -4241253.14000000 -0.70089525750 Short DBT USGA US N 2 2055-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCR9 46710.29000000 PA USD 627.85000000 0.000103756383 Long DBT USGA US N 2 2027-05-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38378EAS2 63167.35000000 PA USD 832.40000000 0.000137559629 Long DBT USGA US N 2 2040-07-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKXU3 7488000.00000000 PA USD 7429500.00000000 1.227774231760 Long DBT USGA US N 2 2036-04-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938K51 607009.26000000 PA USD 603209.71000000 0.099684411910 Long DBT USGA US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUSZ4 2421218.34000000 PA USD 2436748.03000000 0.402688800124 Long DBT USGA US N 2 2052-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E9JN7 70374.33000000 PA USD 68804.98000000 0.011370480040 Long DBT USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0Q64 43815.04000000 PA USD 533.02000000 0.000088085096 Long DBT USGA US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PVJQ4 1120.58000000 PA USD 1121.07000000 0.000185264265 Long DBT USGA US N 2 2026-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSF22 5321819.89000000 PA USD 5329306.25000000 0.880703262252 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAGY5 2230474.45000000 PA USD 1910810.21000000 0.315774081381 Long DBT USGA US N 2 2042-12-25 Fixed 2.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PLK3 847396.22000000 PA USD 787969.34000000 0.130217168190 Long DBT USGA US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHUJ8 15849741.35000000 PA USD 264040.84000000 0.043634502925 Long DBT USGA US N 2 2034-10-25 Floating 0.33464520 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCJT6 1556264.75000000 PA USD 1423783.11000000 0.235289617615 Long DBT USGA US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUBN8 2440000.00000000 PA USD 2518502.97000000 0.416199347086 Long DBT USGA US N 2 2028-12-01 Fixed 5.06500000 N N N N N N Government National Mortgage Association N/A 38379BJF6 103894.27000000 PA USD 100222.65000000 0.016562458726 Long DBT USGA US N 2 2040-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36296QQM4 8113.87000000 PA USD 8360.89000000 0.001381692616 Long DBT USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140KAYL4 858679.37000000 PA USD 786541.93000000 0.129981279204 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F0MT8 42149.85000000 PA USD 41135.51000000 0.006797916305 Long DBT USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQ3S0 486922.34000000 PA USD 486193.95000000 0.080346780193 Long DBT USGA US N 2 2026-10-25 Floating 4.94813160 N N N N N N Government National Mortgage Association N/A 38379GNX1 1717598.15000000 PA USD 1667359.26000000 0.275542194564 Long DBT USGA US N 2 2029-09-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B06E9 76505.91000000 PA USD 1622.94000000 0.000268201616 Long DBT USGA US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NFP5 1251.09000000 PA USD 1337.36000000 0.000221007624 Long DBT USGA US N 2 2037-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCHW1 1303331.37000000 PA USD 1257689.79000000 0.207841593069 Long DBT USGA US N 2 2032-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRP86 210.41000000 PA USD 210.11000000 0.000034722073 Long DBT USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 36241LXM3 633087.93000000 PA USD 652296.36000000 0.107796306922 Long DBT USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABVF7 204498.82000000 PA USD 198998.01000000 0.032885743165 Long DBT USGA US N 2 2041-11-25 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B24T4 4917502.00000000 PA USD 4621501.82000000 0.763733878003 Long DBT USGA US N 2 2033-05-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9BH1 750618.60000000 PA USD 746363.04000000 0.123341450710 Long DBT USGA US N 2 2039-08-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUV89 2595000.00000000 PA USD 2658698.43000000 0.439367578218 Long DBT USGA US N 2 2029-04-01 Fixed 4.82000000 N N N N N N Government National Mortgage Association N/A 38375GJB8 990360.70000000 PA USD 933784.96000000 0.154314168099 Long DBT USGA US N 2 2042-03-20 Fixed 1.50000000 N N N N N N Government National Mortgage Association N/A 38378U2V8 5047066.28000000 PA USD 4940867.93000000 0.816511249341 Long DBT USGA US N 2 2028-10-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B05Q3 251445.32000000 PA USD 18302.08000000 0.003024540307 Long DBT USGA US N 2 2033-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFB27 32677.64000000 PA USD 531.25000000 0.000087792591 Long DBT USGA US N 2 2026-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325UEE2 1452088.01000000 PA USD 231721.04000000 0.038293441263 Long DBT USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LRBW7 270281.91000000 PA USD 248097.20000000 0.040999710496 Long DBT USGA US N 2 2036-08-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BALN2 3408777.24000000 PA USD 556528.90000000 0.091970097940 Long DBT USGA US N 2 2050-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTN2 2347521.64000000 PA USD 455465.91000000 0.075268767446 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMG69 4972058.43000000 PA USD 4945230.20000000 0.817232143439 Long DBT USGA US N 2 2052-05-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38382CJ51 1567261.74000000 PA USD 331308.63000000 0.054750952106 Long DBT USGA US N 2 2050-02-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BMM5 642246.27000000 PA USD 594888.52000000 0.098309279981 Long DBT USGA US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KBZ4 140629.91000000 PA USD 139763.31000000 0.023096815473 Long DBT USGA US N 2 2036-08-25 Floating 4.86816840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9W61 1445429.20000000 PA USD 1412630.53000000 0.233446579679 Long DBT USGA US N 2 2042-03-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38383RYD3 9492167.98000000 PA USD 8956501.21000000 1.480121326114 Long DBT USGA US N 2 2036-09-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38379BCS5 684501.42000000 PA USD 649406.21000000 0.107318690434 Long DBT USGA US N 2 2039-12-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCVT6 6846248.93000000 PA USD 7011846.68000000 1.158754246013 Long DBT USGA US N 2 2035-03-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YDEK6 672687.95000000 PA USD 663039.74000000 0.109571721839 Long DBT USGA US N 2 2034-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPSG0 662622.63000000 PA USD 657318.03000000 0.108626171250 Long DBT USGA US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANV61 591463.13000000 PA USD 29418.96000000 0.004861678580 Long DBT USGA US N 2 2055-06-25 Floating 2.37530160 N N N N N N Government National Mortgage Association N/A 38380CP80 821938.80000000 PA USD 127100.51000000 0.021004203650 Long DBT USGA US N 2 2040-09-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZS0 564596.04000000 PA USD 537304.53000000 0.088793143083 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408EDD1 16265.62000000 PA USD 17075.46000000 0.002821833203 Long DBT USGA US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128ME4B4 979919.12000000 PA USD 957649.50000000 0.158257941874 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36295VX53 586.77000000 PA USD 609.68000000 0.000100753670 Long DBT USGA US N 2 2038-03-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HB3D4 2365000.00000000 PA USD 2436940.46000000 0.402720600460 Long DBT USGA US N 2 2028-10-25 Floating 5.06900160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PUVV1 2616.01000000 PA USD 2617.40000000 0.000432542738 Long DBT USGA US N 2 2026-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38379GSX6 729160.41000000 PA USD 712215.01000000 0.117698261895 Long DBT USGA US N 2 2029-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WVR4 931946.00000000 PA USD 925033.20000000 0.152867881618 Long DBT USGA US N 2 2037-07-25 Floating 4.83816960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133Q7PB2 3831817.70000000 PA USD 3447700.74000000 0.569755451563 Long DBT USGA US N 2 2038-10-25 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9DQ1 5486467.86000000 PA USD 4743944.66000000 0.783968370744 Long DBT USGA US N 2 2051-02-25 Fixed 1.00000000 N N N N N N Government National Mortgage Association N/A 38378H3E4 1485404.22000000 PA USD 188274.98000000 0.031113691221 Long DBT USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVK2 3999869.81000000 PA USD 632735.09000000 0.104563677102 Long DBT USGA US N 2 2052-09-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36294SM95 80150.03000000 PA USD 83945.06000000 0.013872478841 Long DBT USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y5E3 131793.99000000 PA USD 132926.68000000 0.021967016948 Long DBT USGA US N 2 2031-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8CC2 527188.06000000 PA USD 32403.25000000 0.005354852328 Long DBT USGA US N 2 2042-01-25 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38377EG73 489771.76000000 PA USD 90074.22000000 0.014885363249 Long DBT USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F032658 -4058000.00000000 PA USD -3661889.16000000 -0.60515151089 Short DBT USGA US N 2 2055-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378DQU2 802308.16000000 PA USD 788093.99000000 0.130237767430 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYML7 2572857.99000000 PA USD 525636.17000000 0.086864869076 Long DBT USGA US N 2 2051-04-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BK72 86514.90000000 PA USD 88888.01000000 0.014689334166 Long DBT USGA US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUYH8 1406851.01000000 PA USD 1335980.75000000 0.220779694323 Long DBT USGA US N 2 2040-07-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASZ58 321293.61000000 PA USD 306617.43000000 0.050670567274 Long DBT USGA US N 2 2045-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379QGG4 19849.74000000 PA USD 103.12000000 0.000017041265 Long DBT USGA US N 2 2027-02-16 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38382EAJ6 3362458.88000000 PA USD 2738708.64000000 0.452589796956 Long DBT USGA US N 2 2050-04-16 Fixed 1.50000000 N N N N N N Government National Mortgage Association N/A 38378WY23 2461298.17000000 PA USD 2448631.84000000 0.404652678675 Long DBT USGA US N 2 2039-10-20 Floating 4.83306840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVPH3 1392474.72000000 PA USD 1362865.42000000 0.225222564645 Long DBT USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140LWEP8 1141768.46000000 PA USD 1048043.82000000 0.173196203775 Long DBT USGA US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association N/A 36200FB98 80919.98000000 PA USD 82964.76000000 0.013710477753 Long DBT USGA US N 2 2037-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y3YF2 16359.03000000 PA USD 16061.29000000 0.002654234873 Long DBT USGA US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3620AATA6 1736.04000000 PA USD 1779.53000000 0.000294079154 Long DBT USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETR32 2798034.73000000 PA USD 2768885.45000000 0.457576715284 Long DBT USGA US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379VRH9 347237.71000000 PA USD 11597.29000000 0.001916529217 Long DBT USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELV75 1496959.18000000 PA USD 1483362.08000000 0.245135438211 Long DBT USGA US N 2 2027-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP2P6 73631.09000000 PA USD 3168.71000000 0.000523650378 Long DBT USGA US N 2 2030-08-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F1RA8 4466355.00000000 PA USD 4356091.41000000 0.719873044537 Long DBT USGA US N 2 2040-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUF53 3827614.01000000 PA USD 3620003.84000000 0.598229683508 Long DBT USGA US N 2 2041-10-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FGRW9 618752.85000000 PA USD 545601.11000000 0.090164208045 Long DBT USGA US N 2 2039-09-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M6L96 16660.79000000 PA USD 16413.40000000 0.002712423389 Long DBT USGA US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8GE4 78094.47000000 PA USD 1556.97000000 0.000257299635 Long DBT USGA US N 2 2027-09-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38380CF81 666806.67000000 PA USD 95746.57000000 0.015822756770 Long DBT USGA US N 2 2047-02-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4HR0 2094186.19000000 PA USD 1953345.26000000 0.322803280968 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X64L2 1897047.50000000 PA USD 1896396.59000000 0.313392134921 Long DBT USGA US N 2 2034-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XBJA8 377753.20000000 PA USD 373974.66000000 0.061801797009 Long DBT USGA US N 2 2029-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BURE2 2264328.61000000 PA USD 2279870.74000000 0.376763785761 Long DBT USGA US N 2 2052-04-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GW39 339782.69000000 PA USD 339778.54000000 0.056150661002 Long DBT USGA US N 2 2040-02-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0WS9 87178.73000000 PA USD 2176.29000000 0.000359646380 Long DBT USGA US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKWG3 3527299.81000000 PA USD 519064.04000000 0.085778780933 Long DBT USGA US N 2 2052-01-25 Fixed 3.00000000 N N N N N N N/A N/A PAMGZZVY5 15000000.00000000 PA USD 15000000.00000000 2.478849650232 Long RA US N 2 Repurchase Y 4.37000040 N/A 15000000.01549210 USD 15300000.00000000 USD AMBS N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLEM6 1225432.37000000 PA USD 1258199.92000000 0.207925895440 Long DBT USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A4CZ0 715805.37000000 PA USD 47890.31000000 0.007914191879 Long DBT USGA US N 2 2042-02-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCEH3 4537102.00000000 PA USD 4075911.48000000 0.673571449771 Long DBT USGA US N 2 2047-12-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36206GRG7 11899.90000000 PA USD 12209.64000000 0.002017724122 Long DBT USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHES4 3377171.18000000 PA USD 599076.73000000 0.099001409508 Long DBT USGA US N 2 2050-05-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RK87 1209850.95000000 PA USD 1201255.44000000 0.198515441818 Long DBT USGA US N 2 2040-06-25 Floating 5.00416920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407LDD6 6923.15000000 PA USD 7194.72000000 0.001188975277 Long DBT USGA US N 2 2035-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 36204DX38 11471.35000000 PA USD 10944.92000000 0.001808720740 Long DBT USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EWF3 2946370.94000000 PA USD 3026566.24000000 0.500160177695 Long DBT USGA US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXEH2 384535.27000000 PA USD 373495.15000000 0.061722554796 Long DBT USGA US N 2 2027-12-15 Fixed 1.12500000 N N N N N N Government National Mortgage Association N/A 36291YF51 7799.37000000 PA USD 8141.40000000 0.001345420436 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E3BR3 159312.32000000 PA USD 153865.96000000 0.025427372075 Long DBT USGA US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 3620AJZE2 1655.18000000 PA USD 1705.76000000 0.000281888171 Long DBT USGA US N 2 2040-04-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HB3G7 3190000.00000000 PA USD 3266103.19000000 0.539745250010 Long DBT USGA US N 2 2028-10-25 Fixed 4.86000000 N N N N N N Government National Mortgage Association N/A 38383RJZ1 3993753.00000000 PA USD 3921205.28000000 0.648005222454 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140M7SW2 774946.78000000 PA USD 711321.71000000 0.117550638135 Long DBT USGA US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANHJ9 568312.86000000 PA USD 25924.05000000 0.004284121485 Long DBT USGA US N 2 2055-04-25 Floating 2.02667400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052656 3400000.00000000 PA USD 3392660.15000000 0.560659628412 Long DBT USGA US N 2 2055-05-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38384CW88 1041681.58000000 PA USD 1064138.05000000 0.175855882202 Long DBT USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKFT7 83308.86000000 PA USD 82484.72000000 0.013631147954 Long DBT USGA US N 2 2028-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378D3G8 527927.79000000 PA USD 519187.68000000 0.085799213264 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUVD8 2862480.00000000 PA USD 2891898.97000000 0.477905516686 Long DBT USGA US N 2 2029-04-01 Fixed 4.39000000 N N N N N N Government National Mortgage Association N/A 38383DY69 2814839.30000000 PA USD 2506684.49000000 0.414246264751 Long DBT USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380TE93 821415.11000000 PA USD 143547.71000000 0.023722212715 Long DBT USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N N/A N/A N/A 3000000.00000000 PA USD 3000000.00000000 0.495769930046 Long RA US N 2 Repurchase Y 4.38000120 N/A 3000002.53800000 USD 3060002.59000000 USD UST N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMHP4 1536281.22000000 PA USD 1493406.99000000 0.246795426321 Long DBT USGA US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7U76 4999635.11000000 PA USD 4831579.38000000 0.798450590412 Long DBT USGA US N 2 2046-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396YSV5 390754.99000000 PA USD 391044.77000000 0.064622746089 Long DBT USGA US N 2 2038-03-25 Floating 5.16817080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4FG0 1931717.16000000 PA USD 1700723.00000000 0.281055774246 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFDG3 1661729.66000000 PA USD 1555892.19000000 0.257121520732 Long DBT USGA US N 2 2036-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQA80 2088432.50000000 PA USD 1971326.45000000 0.325774792071 Long DBT USGA US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379QFZ3 9596.44000000 PA USD 0.99000000 0.000000163604 Long DBT USGA US N 2 2026-12-16 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394UVF6 594214.03000000 PA USD 605922.36000000 0.100132695343 Long DBT USGA US N 2 2035-11-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38379M6M1 744001.18000000 PA USD 137440.53000000 0.022712960647 Long DBT USGA US N 2 2045-09-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANZG5 352714.94000000 PA USD 346416.16000000 0.057247571803 Long DBT USGA US N 2 2034-09-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378JAS1 282101.10000000 PA USD 38060.63000000 0.006289771957 Long DBT USGA US N 2 2043-02-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJED1 324049.54000000 PA USD 309996.04000000 0.051228905021 Long DBT USGA US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVR7 492238.81000000 PA USD 407210.66000000 0.067294266807 Long DBT USGA US N 2 2041-09-01 Fixed 1.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHP9 3375000.00000000 PA USD 3435805.72000000 0.567789720485 Long DBT USGA US N 2 2033-07-15 Fixed 1.37500000 N N N N N N Government National Mortgage Association N/A 38378MSZ9 85865.20000000 PA USD 744.43000000 0.000123022003 Long DBT USGA US N 2 2027-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BFP54 894314.71000000 PA USD 872055.93000000 0.144113035804 Long DBT USGA US N 2 2037-10-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGL23 1486964.97000000 PA USD 1455922.14000000 0.240600805833 Long DBT USGA US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5UZ4 259376.52000000 PA USD 256449.42000000 0.042379970337 Long DBT USGA US N 2 2032-09-01 Fixed 3.50000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PQP7 532116.39000000 PA USD 476421.36000000 0.078731794773 Long DBT USGA US N 2 2059-11-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDJ0 3194000.70000000 PA USD 3021685.51000000 0.499353604638 Long DBT USGA US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38378P4B1 117689.42000000 PA USD 22606.03000000 0.003735796637 Long DBT USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9UK1 1054194.93000000 PA USD 1026709.90000000 0.169670631766 Long DBT USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ABXS3 36381.87000000 PA USD 36358.69000000 0.006008515065 Long DBT USGA US N 2 2026-04-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHEU0 8315616.93000000 PA USD 8207384.19000000 1.356324761913 Long DBT USGA US N 2 2043-12-25 Floating 4.86816840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0N32 667573.21000000 PA USD 643179.56000000 0.106289695156 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXD36 1234558.07000000 PA USD 1203560.91000000 0.198896436052 Long DBT USGA US N 2 2045-05-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ77 2402648.85000000 PA USD 2385825.17000000 0.394273459211 Long DBT USGA US N 2 2034-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXQ73 1499217.11000000 PA USD 269690.12000000 0.044568083975 Long DBT USGA US N 2 2047-09-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38379YNX2 1037592.06000000 PA USD 948718.56000000 0.156782044708 Long DBT USGA US N 2 2045-03-16 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AP3U0 37048.00000000 PA USD 36817.56000000 0.006084346381 Long DBT USGA US N 2 2026-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVJ73 3132972.21000000 PA USD 3095038.81000000 0.511475724774 Long DBT USGA US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36296QPS2 67263.17000000 PA USD 69241.13000000 0.011442556725 Long DBT USGA US N 2 2039-01-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 38383T4H3 946337.54000000 PA USD 928900.61000000 0.153506996813 Long DBT USGA US N 2 2048-12-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 36295AHS7 1593.34000000 PA USD 1633.69000000 0.000269978125 Long DBT USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVRU2 1890369.77000000 PA USD 1852913.04000000 0.306206189407 Long DBT USGA US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MC3N3 109.04000000 PA USD 108.91000000 0.000017998101 Long DBT USGA US N 2 2026-05-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 3620ADBH4 7458.33000000 PA USD 7422.78000000 0.001226663707 Long DBT USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FLYR9 2975756.17000000 PA USD 2974812.86000000 0.491607587834 Long DBT USGA US N 2 2026-04-25 Floating 4.92813000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3RT9 1390027.69000000 PA USD 1382372.53000000 0.228446244165 Long DBT USGA US N 2 2053-06-25 Fixed 4.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563P5Y1 1136490.01000000 PA USD 1024936.13000000 0.169377504490 Long DBT USGA US N 2 2061-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP2M3 299118.25000000 PA USD 27346.89000000 0.004519255247 Long DBT USGA US N 2 2035-09-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379F3V9 21048.16000000 PA USD 55.54000000 0.000009178353 Long DBT USGA US N 2 2041-02-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378UDX2 458508.25000000 PA USD 453912.58000000 0.075012069344 Long DBT USGA US N 2 2027-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BF48 1213356.21000000 PA USD 1205748.10000000 0.199257883730 Long DBT USGA US N 2 2032-04-15 Floating 4.85919000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRNE5 106.70000000 PA USD 106.50000000 0.000017599832 Long DBT USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 3352315.73000000 PA USD 2973425.94000000 0.491378390090 Long DBT USGA US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38377GTK5 487080.97000000 PA USD 476203.72000000 0.078695828317 Long DBT USGA US N 2 2039-12-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5FZ3 639005.30000000 PA USD 604383.61000000 0.099878406683 Long DBT USGA US N 2 2048-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGU1 839929.65000000 PA USD 804061.88000000 0.132876567333 Long DBT USGA US N 2 2044-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36295QBA7 25127.63000000 PA USD 26214.37000000 0.004332098793 Long DBT USGA US N 2 2038-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YB31 3557488.86000000 PA USD 574351.03000000 0.094915323321 Long DBT USGA US N 2 2052-03-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38378C3R6 1184204.65000000 PA USD 1166150.27000000 0.192714079260 Long DBT USGA US N 2 2027-02-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AURW1 2660209.34000000 PA USD 2586521.28000000 0.427439824683 Long DBT USGA US N 2 2032-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7YP4 170282.70000000 PA USD 168512.07000000 0.027847739051 Long DBT USGA US N 2 2031-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRRN1 136.55000000 PA USD 136.29000000 0.000022522827 Long DBT USGA US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6XV2 2358117.26000000 PA USD 2239690.25000000 0.370123692856 Long DBT USGA US N 2 2051-09-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379GWF0 1548298.28000000 PA USD 1500014.75000000 0.247887402558 Long DBT USGA US N 2 2029-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMW51 410540.65000000 PA USD 395453.91000000 0.065351385765 Long DBT USGA US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMDB9 415327.56000000 PA USD 398003.21000000 0.065772674526 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392EHN3 24867.83000000 PA USD 24701.96000000 0.004082162993 Long DBT USGA US N 2 2032-04-25 Floating 4.86816840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4GG9 3108494.01000000 PA USD 508539.36000000 0.084039507644 Long DBT USGA US N 2 2051-09-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAJM5 5164777.43000000 PA USD 5032307.09000000 0.831622177993 Long DBT USGA US N 2 2034-05-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F2LL8 16822051.10000000 PA USD 209461.45000000 0.034614896137 Long DBT USGA US N 2 2027-06-25 Floating 0.86813280 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDE5 2027036.32000000 PA USD 1976013.65000000 0.326549383010 Long DBT USGA US N 2 2035-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9W45 2759509.38000000 PA USD 556413.67000000 0.091951055417 Long DBT USGA US N 2 2050-06-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJBT9 4850831.57000000 PA USD 4817068.42000000 0.796052557870 Long DBT USGA US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379GKJ5 1732055.93000000 PA USD 1678766.63000000 0.277427338239 Long DBT USGA US N 2 2029-09-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHJ20 505705.85000000 PA USD 101493.95000000 0.016772549497 Long DBT USGA US N 2 2048-02-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMVZ3 595128.94000000 PA USD 573230.60000000 0.094730164820 Long DBT USGA US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSAJ2 380054.44000000 PA USD 51499.20000000 0.008510584927 Long DBT USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38381BD76 1863989.86000000 PA USD 264841.64000000 0.043766840445 Long DBT USGA US N 2 2044-07-16 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A3M7 485490.95000000 PA USD 481654.40000000 0.079596589398 Long DBT USGA US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31294L7K3 8.60000000 PA USD 8.58000000 0.000001417901 Long DBT USGA US N 2 2025-06-01 Fixed 4.50000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PJF7 3220534.07000000 PA USD 3092829.59000000 0.511110636493 Long DBT USGA US N 2 2058-07-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38379WGB2 1016425.83000000 PA USD 212504.55000000 0.035117788629 Long DBT USGA US N 2 2045-11-16 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 3622A2DP4 66388.67000000 PA USD 69279.58000000 0.011448910843 Long DBT USGA US N 2 2041-06-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HFNZ4 3300000.00000000 PA USD 3344584.65000000 0.552714832654 Long DBT USGA US N 2 2029-07-25 Fixed 4.50800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LUM8 486469.55000000 PA USD 487198.62000000 0.080512808585 Long DBT USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XBH69 2279506.04000000 PA USD 2256362.94000000 0.372878965641 Long DBT USGA US N 2 2029-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385PHB3 12677.93000000 PA USD 12704.60000000 0.002099519551 Long DBT USGA US N 2 2029-08-01 Floating 6.93799920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325UDY9 224267.03000000 PA USD 5264.05000000 0.000869919233 Long DBT USGA US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMV3 2443848.02000000 PA USD 2442486.99000000 0.403637201390 Long DBT USGA US N 2 2033-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38379GUB1 2548352.72000000 PA USD 2460326.76000000 0.406585341898 Long DBT USGA US N 2 2029-09-20 Fixed 2.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PDZ9 3161745.52000000 PA USD 2944501.99000000 0.486598515201 Long DBT USGA US N 2 2057-05-25 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJY8 3775000.00000000 PA USD 3880348.99000000 0.641253449109 Long DBT USGA US N 2 2034-01-15 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFHM9 1715454.68000000 PA USD 1625646.17000000 0.268648829327 Long DBT USGA US N 2 2042-09-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396TLH4 823039.00000000 PA USD 818088.59000000 0.135194574345 Long DBT USGA US N 2 2036-04-15 Floating 4.75918920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5R97 1283860.46000000 PA USD 1279207.24000000 0.211397494629 Long DBT USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38380GZW7 178156.53000000 PA USD 38986.83000000 0.006442832660 Long DBT USGA US N 2 2047-09-16 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABSM6 355423.00000000 PA USD 344132.99000000 0.056870262792 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AX5Z2 381042.61000000 PA USD 369849.18000000 0.061120034032 Long DBT USGA US N 2 2027-12-15 Fixed 1.25000000 N N N N N N Government National Mortgage Association N/A 38380CG23 439216.93000000 PA USD 67150.21000000 0.011097018304 Long DBT USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWL6 719660.20000000 PA USD 738265.64000000 0.122003301566 Long DBT USGA US N 2 2053-03-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38374CG88 1373648.36000000 PA USD 1385532.75000000 0.228968491514 Long DBT USGA US N 2 2033-10-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUTQ2 828785.65000000 PA USD 730810.09000000 0.120771222398 Long DBT USGA US N 2 2042-07-15 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B02D7 1918379.25000000 PA USD 1825503.99000000 0.301676661807 Long DBT USGA US N 2 2057-12-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQGQ3 1460822.89000000 PA USD 1491583.95000000 0.246494156849 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5YH3 455021.62000000 PA USD 7824.87000000 0.001293111750 Long DBT USGA US N 2 2027-04-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BMN3 1169101.51000000 PA USD 1140404.58000000 0.188459432950 Long DBT USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QYH5 2949359.98000000 PA USD 2909583.44000000 0.480827992837 Long DBT USGA US N 2 2031-03-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFBB7 7898503.71000000 PA USD 7779605.16000000 1.285631435320 Long DBT USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAV82 159167.72000000 PA USD 2290.34000000 0.000378493900 Long DBT USGA US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LTT9 1276527.90000000 PA USD 1232102.30000000 0.203613090360 Long DBT USGA US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36296KML3 592.37000000 PA USD 601.99000000 0.000099482846 Long DBT USGA US N 2 2038-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCU57 3496742.80000000 PA USD 580587.98000000 0.095946020743 Long DBT USGA US N 2 2050-12-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACAN1 590968.99000000 PA USD 572535.25000000 0.094615253613 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Government National Mortgage Association N/A 38381TR23 1303540.13000000 PA USD 191340.27000000 0.031620250757 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJP7 47475000.00000000 PA USD 47981276.25000000 7.929224656667 Long SN UST US N 2 2026-12-15 Fixed 4.37500000 N N N N N N Government National Mortgage Association N/A 38380YYX7 1211654.38000000 PA USD 1145953.51000000 0.189376430496 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMML0 579546.76000000 PA USD 566480.99000000 0.093614746928 Long DBT USGA US N 2 2043-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8NA3 1355304.38000000 PA USD 1167666.83000000 0.192964700875 Long DBT USGA US N 2 2050-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BUTP3 352269.40000000 PA USD 343431.49000000 0.056754335257 Long DBT USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JYV0 1253485.28000000 PA USD 1248661.12000000 0.206349545371 Long DBT USGA US N 2 2037-07-15 Floating 4.97918880 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KYA4 102611.99000000 PA USD 102100.86000000 0.016872845406 Long DBT USGA US N 2 2036-08-25 Floating 4.81817160 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVNH8 1053842.31000000 PA USD 1029951.60000000 0.170206344227 Long DBT USGA US N 2 2043-11-25 Fixed 3.25000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PGG8 1618329.44000000 PA USD 1560317.51000000 0.257852834260 Long DBT USGA US N 2 2057-08-25 Floating 3.49999920 N N N N N N Government National Mortgage Association N/A 36200MM83 656.19000000 PA USD 687.43000000 0.000113602374 Long DBT USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N United States of America N/A N/A -413.00000000 NC USD -46346343.75000000 -7.65904119961 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Jun 2025 2025-06-21 -45347692.44000000 USD -998651.31000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXEK4 1714673.12000000 PA USD 1693859.90000000 0.279921601377 Long DBT USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENAA7 636766.84000000 PA USD 630815.74000000 0.104246491763 Long DBT USGA US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACFC0 716267.95000000 PA USD 694654.64000000 0.114796294093 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDPZ6 236.47000000 PA USD 236.58000000 0.000039096416 Long DBT USGA US N 2 2029-04-01 Floating 6.96200040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PR5K1 671.21000000 PA USD 670.06000000 0.000110731866 Long DBT USGA US N 2 2025-07-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y6A0 222329.49000000 PA USD 224244.09000000 0.037057825604 Long DBT USGA US N 2 2031-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARZH2 27672.48000000 PA USD 548.37000000 0.000090621785 Long DBT USGA US N 2 2027-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 38380FKG0 365389.67000000 PA USD 344991.86000000 0.057012196766 Long DBT USGA US N 2 2045-12-20 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38379MVD3 1208051.05000000 PA USD 1138583.89000000 0.188158551832 Long DBT USGA US N 2 2044-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4ZH6 3333647.22000000 PA USD 569883.66000000 0.094177060750 Long DBT USGA US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQTN9 755975.80000000 PA USD 772894.77000000 0.127725995352 Long DBT USGA US N 2 2044-08-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAMQ8 487274.13000000 PA USD 463215.85000000 0.076549496516 Long DBT USGA US N 2 2047-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUS6 1970966.25000000 PA USD 1916305.01000000 0.316682133585 Long DBT USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393L6N8 1250730.06000000 PA USD 1257339.17000000 0.207783650785 Long DBT USGA US N 2 2032-12-15 Floating 5.20918920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGEA6 5115601.65000000 PA USD 5060225.77000000 0.836235925337 Long DBT USGA US N 2 2043-09-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0GP7 7484051.04000000 PA USD 97639.92000000 0.016135645436 Long DBT USGA US N 2 2028-03-25 Floating 0.85830120 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUSU9 3677880.78000000 PA USD 525628.75000000 0.086863642872 Long DBT USGA US N 2 2050-06-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38378GF60 1246492.53000000 PA USD 1220425.75000000 0.201683462901 Long DBT USGA US N 2 2027-12-16 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQFE7 202748.36000000 PA USD 201167.03000000 0.033244188130 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GDKR0 616225.73000000 PA USD 563770.72000000 0.093166856805 Long DBT USGA US N 2 2036-06-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FER8 723005.43000000 PA USD 727009.36000000 0.120143126516 Long DBT USGA US N 2 2039-10-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XBVH0 853406.70000000 PA USD 780770.00000000 0.129027429427 Long DBT USGA US N 2 2036-05-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPAC5 5553226.45000000 PA USD 5614311.39000000 0.927802255026 Long DBT USGA US N 2 2039-07-25 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FPH8 1324292.06000000 PA USD 1333072.12000000 0.220299023893 Long DBT USGA US N 2 2039-10-25 Floating 5.38817040 N N N N N N Government National Mortgage Association 2 N/A 36179UZV7 1083330.04000000 PA USD 1046512.49000000 0.172943141320 Long DBT USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPGF2 1912492.90000000 PA USD 1904897.24000000 0.314796923806 Long DBT USGA US N 2 2039-04-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A9XF6 23882.99000000 PA USD 23756.03000000 0.003925841777 Long DBT USGA US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407MJK2 3824.06000000 PA USD 3961.39000000 0.000654646014 Long DBT USGA US N 2 2035-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYUL8 10110722.78000000 PA USD 244437.85000000 0.040394978598 Long DBT USGA US N 2 2031-03-25 Floating 0.60762960 N N N N N N Government National Mortgage Association N/A 38380BAQ8 94565.36000000 PA USD 1769.21000000 0.000292373705 Long DBT USGA US N 2 2028-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWNB6 1623424.87000000 PA USD 1605727.54000000 0.265357143393 Long DBT USGA US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFDF5 2296559.86000000 PA USD 2150223.85000000 0.355338775899 Long DBT USGA US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B03B0 6331289.15000000 PA USD 6247138.09000000 1.032381071289 Long DBT USGA US N 2 2046-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARFX1 1711544.61000000 PA USD 257943.29000000 0.042626842279 Long DBT USGA US N 2 2046-02-25 Fixed 6.00000000 N N N N N N United States of America N/A N/A -281.00000000 NC USD -32240359.38000000 -5.32793357149 N/A DIR US N 1 MONTGOMERY/BANK OF AMERICA N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Electronic Bond Future Jun 2025 2025-06-21 -31670929.19000000 USD -569430.19000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PRTC3 316.00000000 PA USD 315.44000000 0.000052128555 Long DBT USGA US N 2 2025-06-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9GA0 159191.26000000 PA USD 3932.60000000 0.000649888275 Long DBT USGA US N 2 2027-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 36241LWY8 20685.60000000 PA USD 21256.33000000 0.003512749745 Long DBT USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LGPF7 1095203.82000000 PA USD 1075556.68000000 0.177742886668 Long DBT USGA US N 2 2027-01-01 Fixed 2.96000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PBT5 3068751.06000000 PA USD 2884248.23000000 0.476641181074 Long DBT USGA US N 2 2056-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association 2 N/A 36202E2D0 7662.26000000 PA USD 8102.80000000 0.001339041529 Long DBT USGA US N 2 2039-02-20 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUPR4 3325000.00000000 PA USD 3428396.56000000 0.566565307574 Long DBT USGA US N 2 2029-02-01 Fixed 5.17000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BTAB7 576101.93000000 PA USD 570356.64000000 0.094255223838 Long DBT USGA US N 2 2026-07-25 Fixed 2.95800000 N N N N N N Government National Mortgage Association N/A 36296NYR1 24925.85000000 PA USD 25540.61000000 0.004220755477 Long DBT USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FPU9 1417148.69000000 PA USD 1422894.09000000 0.235142701154 Long DBT USGA US N 2 2039-10-25 Floating 5.31816840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F050650 -7900000.00000000 PA USD -7732648.14000000 -1.27787147581 Short DBT US N 2 2045-05-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QE3Y6 725595.53000000 PA USD 677291.25000000 0.111926878544 Long DBT USGA US N 2 2035-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FL7L2 1518878.85000000 PA USD 1519304.59000000 0.251075176767 Long DBT USGA US N 2 2026-02-25 Floating 4.93813080 N N N N N N Government National Mortgage Association N/A 36295NSA6 19115.64000000 PA USD 19773.72000000 0.003267738593 Long DBT USGA US N 2 2038-10-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association N/A 38383MDR6 2412197.91000000 PA USD 2239313.03000000 0.370061354745 Long DBT USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGL9 45200000.00000000 PA USD 45190465.51000000 7.468024641553 Long SN UST US N 2 2026-02-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6DE1 14983.62000000 PA USD 1044.45000000 0.000172602301 Long DBT USGA US N 2 2042-05-25 Floating 5.53102920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GND7 1847283.86000000 PA USD 1848267.17000000 0.305438428526 Long DBT USGA US N 2 2040-01-25 Floating 5.21817120 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563P3S6 6529928.75000000 PA USD 5916569.93000000 0.977752486770 Long DBT USGA US N 2 2060-11-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 2 N/A 36179SEH6 1475593.33000000 PA USD 1356638.92000000 0.224193594155 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKJM3 6835799.07000000 PA USD 6716001.55000000 1.109863872878 Long DBT USGA US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR42 3669390.46000000 PA USD 598303.29000000 0.098873593409 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38380U4R1 3968628.23000000 PA USD 3663298.64000000 0.605384436830 Long DBT USGA US N 2 2046-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWSA6 34087.07000000 PA USD 33154.25000000 0.005478960067 Long DBT USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 12.00000000 NC USD 1399500.00000000 0.231276672366 N/A DIR US N 1 UBS SECURITIES N/A Long U.S. Treasury Futures US Long Bond (CBT) Jun 2025 2025-06-21 1393485.25000000 USD 6014.75000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396VL55 145648.87000000 PA USD 152224.29000000 0.025156075201 Long DBT USGA US N 2 2037-05-25 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CSS6 2413618.69000000 PA USD 2245084.07000000 0.371015057444 Long DBT USGA US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 3620A9AU5 57940.62000000 PA USD 58562.05000000 0.009677767810 Long DBT USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38379XF47 5078781.69000000 PA USD 4523843.53000000 0.747595196803 Long DBT USGA US N 2 2046-07-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVU1 2951939.25000000 PA USD 598098.61000000 0.098839768680 Long DBT USGA US N 2 2050-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9YK7 1194229.28000000 PA USD 73703.41000000 0.012179978139 Long DBT USGA US N 2 2033-04-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36296DA81 16916.68000000 PA USD 17577.14000000 0.002904739156 Long DBT USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYW0 33420.19000000 PA USD 32701.31000000 0.005404108723 Long DBT USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GKJ7 1194862.94000000 PA USD 1197765.98000000 0.197938785372 Long DBT USGA US N 2 2040-01-25 Floating 5.21817120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACFL0 403006.94000000 PA USD 390467.22000000 0.064527302114 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQBH2 1061812.60000000 PA USD 1026042.58000000 0.169560352703 Long DBT USGA US N 2 2035-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8ZH6 442290.96000000 PA USD 430764.86000000 0.071186754836 Long DBT USGA US N 2 2027-09-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFMX2 3045160.42000000 PA USD 426570.03000000 0.070493531311 Long DBT USGA US N 2 2051-03-25 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 38378DVY8 142247.82000000 PA USD 140804.43000000 0.023268867470 Long DBT USGA US N 2 2040-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396RPG6 41026.56000000 PA USD 40730.89000000 0.006731050162 Long DBT USGA US N 2 2036-05-15 Floating 4.80918960 N N N N N N Government National Mortgage Association N/A 36295UX30 6021.06000000 PA USD 6256.17000000 0.001033873654 Long DBT USGA US N 2 2037-12-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B23J9 64049.05000000 PA USD 63811.88000000 0.010545337094 Long DBT USGA US N 2 2025-08-25 Floating 4.85913960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YRN0 4321429.47000000 PA USD 557169.55000000 0.092075969609 Long DBT USGA US N 2 2052-06-15 Fixed 2.00000000 N N N N N N 2025-04-30 SEI DAILY INCOME TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer XXXX