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 2027-01-31 2026-07-31 N 611533939.51 24759080.22 586774859.29 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 225337.95000000 USD N ICE BofA AAA U.S. Treasuries/Agencies 1-3 ML1-3YR Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HC2C5 6620000.00000000 PA USD 6713949.72000000 1.144212232971 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 28856.21000000 PA USD 87.33000000 0.000014883050 Long DBT USGA US N 2 2029-05-20 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AT4Q4 336458.54000000 PA USD 61611.95000000 0.010500100511 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 48919.85000000 PA USD 49445.65000000 0.008426681753 Long DBT USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UPE0 3131357.75000000 PA USD 473925.55000000 0.080767869055 Long DBT USGA US N 2 2052-06-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A5PP3 1420076.21000000 PA USD 1415369.79000000 0.241211730119 Long DBT USGA US N 2 2041-01-15 Floating 4.26987000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YBX5 4402366.50000000 PA USD 477152.74000000 0.081317856831 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 1050382.77000000 PA USD 1035652.52000000 0.176499129709 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 4427.91000000 PA USD 4485.54000000 0.000764439704 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 447512.97000000 PA USD 73344.91000000 0.012499668116 Long DBT USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31422M2A3 3781827.17000000 PA USD 472273.40000000 0.080486304503 Long DBT USGA US N 2 2052-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B2TU6 4386999.80000000 PA USD 4351522.57000000 0.741600036386 Long DBT USGA US N 2 2047-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDQ84 3861763.77000000 PA USD 577554.96000000 0.098428716032 Long DBT USGA US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31392MH39 134354.64000000 PA USD 140867.37000000 0.024007056159 Long DBT USGA US N 2 2042-02-25 Fixed 7.50000000 N N N N N N MORGAN STANLEY & CO, INC N/A N/A 426.00000000 NC USD 87589593.75000000 14.92729150938 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Long N/A N/A 2026-10-03 87856385.19000000 USD -266791.44000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HM3S7 4755776.68000000 PA USD 4717866.01000000 0.804033427012 Long DBT USGA US N 2 2052-10-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HBPM0 14000000.00000000 PA USD 14243395.60000000 2.427403862741 Long DBT USGA US N 2 2029-01-25 Fixed 5.47700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BB6V9 1858132.74000000 PA USD 307430.29000000 0.052393228021 Long DBT USGA US N 2 2050-10-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9ZA2 13317689.73000000 PA USD 284816.11000000 0.048539248996 Long DBT USGA US N 2 2031-01-25 Floating 0.56854080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H84A6 3170613.53000000 PA USD 3113742.24000000 0.530653655435 Long DBT USGA US N 2 2033-06-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BKY1 1681139.44000000 PA USD 1609454.68000000 0.274288281871 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 129066.75000000 PA USD 127006.26000000 0.021644802600 Long DBT USGA US N 2 2040-06-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E2HJ3 4330.38000000 PA USD 4213.74000000 0.000718118701 Long DBT USGA US N 2 2030-10-01 Fixed 3.00000000 N N N N N N United States of America N/A N/A 541.00000000 NC USD 57333320.31000000 9.770923106585 N/A DIR US N 1 CITIGROUP N/A Long U.S. Treasury Futures US 5-Year Note (consolidated) Sep 2026 2026-10-03 57780782.80000000 USD -447462.49000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARFZ6 151.74000000 PA USD 0.43000000 0.000000073281 Long DBT USGA US N 2 2031-02-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XHC62 121237.03000000 PA USD 114165.53000000 0.019456445379 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 3317.96000000 PA USD 3339.12000000 0.000569063235 Long DBT USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HABF2 2873337.63000000 PA USD 467797.47000000 0.079723502565 Long DBT USGA US N 2 2047-10-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FQXL2 13581286.39000000 PA USD 6870.77000000 0.001170938033 Long DBT USGA US N 2 2026-10-25 Floating 0.53550720 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A3RV3 685683.60000000 PA USD 672357.54000000 0.114585267135 Long DBT USGA US N 2 2030-12-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B1CJ9 91570.92000000 PA USD 1484.20000000 0.000252941988 Long DBT USGA US N 2 2028-04-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B2AV2 49844.04000000 PA USD 842.70000000 0.000143615559 Long DBT USGA US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052680 3400000.00000000 PA USD 3364657.82000000 0.573415470470 Long DBT USGA US N 2 2056-08-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9UF4 14640511.57000000 PA USD 324306.36000000 0.055269300459 Long DBT USGA US N 2 2033-01-25 Floating 0.35285040 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PKG3 4639345.16000000 PA USD 4404774.77000000 0.750675442252 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 546393.26000000 PA USD 22641.28000000 0.003858597491 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 1999382.45000000 PA USD 1834723.31000000 0.312679263767 Long DBT USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPMB4 1584704.32000000 PA USD 1592146.57000000 0.271338579830 Long DBT USGA US N 2 2047-07-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association N/A 36241LWN2 192707.35000000 PA USD 192388.82000000 0.032787502217 Long DBT USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQFD9 217948.30000000 PA USD 211744.11000000 0.036086091053 Long DBT USGA US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BS6G5 3403298.15000000 PA USD 3423766.95000000 0.583489032598 Long DBT USGA US N 2 2054-10-25 Floating 4.66607880 N N N N N N Government National Mortgage Association N/A 3620ACVF8 702.39000000 PA USD 701.23000000 0.000119505801 Long DBT USGA US N 2 2039-12-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38380WH28 1829129.05000000 PA USD 329155.06000000 0.056095631022 Long DBT USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BSPC3 7005549.59000000 PA USD 7029334.13000000 1.197961026909 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 128810.40000000 PA USD 127261.98000000 0.021688383199 Long DBT USGA US N 2 2044-04-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWXL3 2222401.80000000 PA USD 2169861.42000000 0.369794544814 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 186589.33000000 PA USD 35840.69000000 0.006108082074 Long DBT USGA US N 2 2047-01-16 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F7DE2 1112743.05000000 PA USD 1026611.17000000 0.174958274668 Long DBT USGA US N 2 2044-06-15 Fixed 1.00000000 N N N N N N Government National Mortgage Association N/A 38384USJ9 3595881.87000000 PA USD 3391840.39000000 0.578048008754 Long DBT USGA US N 2 2044-04-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHF96 872602.02000000 PA USD 866356.37000000 0.147647152273 Long DBT USGA US N 2 2041-06-25 Floating 3.93055920 N N N N N N Government National Mortgage Association N/A 3620A4TV4 1245.46000000 PA USD 1232.15000000 0.000209986842 Long DBT USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38376VPU5 880679.84000000 PA USD 166902.92000000 0.028444115721 Long DBT USGA US N 2 2040-02-16 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XQNK9 1961267.07000000 PA USD 2008377.76000000 0.342273996270 Long DBT USGA US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B6WW9 9524270.02000000 PA USD 228320.56000000 0.038911101316 Long DBT USGA US N 2 2029-05-25 Floating 1.45194840 N N N N N N United States of America N/A N/A -215.00000000 NC USD -23586171.88000000 -4.01962890989 N/A DIR US N 1 CITIGROUP N/A Short U.S. Treasury Futures CBT Chicago Board of Trade Ultra 10-Year U.S. Treasury Note Composite Bond Future Sep 2026 2026-09-24 -23849740.15000000 USD 263568.27000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJQK2 123307.93000000 PA USD 5264.15000000 0.000897132846 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 975353.82000000 PA USD 960029.94000000 0.163611293974 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 27735.77000000 PA USD 25787.82000000 0.004394840643 Long DBT USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BGQ85 474278.72000000 PA USD 451523.06000000 0.076949966899 Long DBT USGA US N 2 2044-05-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052482 18650000.00000000 PA USD 18840695.69000000 3.210890069966 Long DBT USGA US N 2 2041-08-15 Fixed 5.50000000 N N N N N N FREDDIE MAC SEASONED LOANS STRUCTURED TRANSACTION TRUST N/A 35564CNP8 9804854.85000000 PA USD 9680012.57000000 1.649697906572 Long ABS-MBS US Y 2 2033-10-25 Fixed 3.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395Q3G3 1295954.67000000 PA USD 239349.65000000 0.040790713202 Long DBT USGA US N 2 2043-08-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FRZC8 11921228.09000000 PA USD 556965.74000000 0.094919837000 Long DBT USGA US N 2 2030-01-25 Floating 1.58057640 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9QC4 348895.95000000 PA USD 342886.83000000 0.058435842056 Long DBT USGA US N 2 2030-01-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FVQ47 1959639.84000000 PA USD 385698.86000000 0.065732001617 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association N/A 3620C0WR5 4001.66000000 PA USD 3950.66000000 0.000673283788 Long DBT USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B3JX7 618268.02000000 PA USD 582994.04000000 0.099355660994 Long DBT USGA US N 2 2042-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31307SLY7 774922.89000000 PA USD 741675.60000000 0.126398666926 Long DBT USGA US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BVC30 1655461.33000000 PA USD 1638936.52000000 0.279312668914 Long DBT USGA US N 2 2051-12-25 Fixed 5.00000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PML0 3506504.14000000 PA USD 3244648.93000000 0.552963181470 Long DBT USGA US N 2 2059-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H95B1 2929899.21000000 PA USD 2900947.41000000 0.494388497405 Long DBT USGA US N 2 2045-09-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396JZE8 41573.50000000 PA USD 41353.04000000 0.007047513939 Long DBT USGA US N 2 2034-02-15 Floating 4.13987040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5P34 9092.53000000 PA USD 41.87000000 0.000007135615 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 553682.18000000 PA USD 62041.08000000 0.010573234183 Long DBT USGA US N 2 2046-02-20 Fixed 6.00000000 N N N N N N Government National Mortgage Association N/A 38378DV51 66290.50000000 PA USD 65993.17000000 0.011246761676 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPR26 2241329.00000000 PA USD 2232790.59000000 0.380519130063 Long DBT USGA US N 2 2053-02-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YBTG8 2233.19000000 PA USD 2182.93000000 0.000372021732 Long DBT USGA US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FXBZ0 1036966.50000000 PA USD 853256.89000000 0.145414698072 Long DBT USGA US N 2 2040-10-25 Fixed 1.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQLJ3 130870.02000000 PA USD 123496.98000000 0.021046740166 Long DBT USGA US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AKXK4 558503.61000000 PA USD 32241.18000000 0.005494642364 Long DBT USGA US N 2 2044-08-25 Floating 2.02921560 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9YL5 1446791.55000000 PA USD 118176.39000000 0.020139988639 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 345.34000000 PA USD 349.62000000 0.000059583329 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 9538.02000000 PA USD 9633.88000000 0.001641835850 Long DBT USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132KE4V4 588337.83000000 PA USD 570242.77000000 0.097182549826 Long DBT USGA US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FT6T9 1336482.24000000 PA USD 192792.37000000 0.032856276465 Long DBT USGA US N 2 2040-05-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31395QCR9 3056.47000000 PA USD 13.89000000 0.000002367177 Long DBT USGA US N 2 2027-05-25 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HKXU3 6824399.44000000 PA USD 6767911.16000000 1.153408509728 Long DBT USGA US N 2 2036-04-25 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312938K51 490357.83000000 PA USD 477073.35000000 0.081304326940 Long DBT USGA US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BUSZ4 1438251.90000000 PA USD 1440326.58000000 0.245464944040 Long DBT USGA US N 2 2052-03-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140E9JN7 46802.66000000 PA USD 45448.42000000 0.007745461360 Long DBT USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0Q64 328.59000000 PA USD 2.66000000 0.000000453325 Long DBT USGA US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5VN2 5652734.84000000 PA USD 5046256.31000000 0.859998725253 Long DBT USGA US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSF22 4499205.42000000 PA USD 4491362.86000000 0.765432054371 Long DBT USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAGY5 1999822.10000000 PA USD 1686211.60000000 0.287369435364 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 787889.38000000 PA USD 734508.30000000 0.125177193325 Long DBT USGA US N 2 2058-10-25 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNM9 46800000.00000000 PA USD 46447171.99000000 7.915671786995 Long SN UST US N 2 2028-07-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHUJ8 15848749.85000000 PA USD 232642.21000000 0.039647610376 Long DBT USGA US N 2 2034-10-25 Floating 0.15429960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140NUBN8 2440000.00000000 PA USD 2461247.89000000 0.419453535036 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 63587.14000000 PA USD 61923.91000000 0.010553265706 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 7587.96000000 PA USD 7749.36000000 0.001320670079 Long DBT USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F0MT8 33740.27000000 PA USD 32552.72000000 0.005547735981 Long DBT USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379GNX1 735039.32000000 PA USD 716816.45000000 0.122162093118 Long DBT USGA US N 2 2029-09-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B06E9 26292.26000000 PA USD 316.91000000 0.000054008789 Long DBT USGA US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371NFP5 975.64000000 PA USD 1024.94000000 0.000174673468 Long DBT USGA US N 2 2037-06-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XCHW1 898500.47000000 PA USD 861038.42000000 0.146740850663 Long DBT USGA US N 2 2032-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association N/A 36241LXM3 552231.87000000 PA USD 567076.98000000 0.096643026029 Long DBT USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABVF7 67032.05000000 PA USD 66322.29000000 0.011302851332 Long DBT USGA US N 2 2041-11-25 Fixed 1.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CXYW6 1007562.77000000 PA USD 1004055.33000000 0.171114238127 Long DBT USGA US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B24T4 3711335.20000000 PA USD 3464807.53000000 0.590483296130 Long DBT USGA US N 2 2033-05-15 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H9BH1 30630.10000000 PA USD 30534.58000000 0.005203798274 Long DBT USGA US N 2 2039-08-25 Fixed 4.50000000 N N N N N N Government National Mortgage Association N/A 38375GJB8 657349.20000000 PA USD 622971.87000000 0.106168807360 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 2203169.62000000 PA USD 2169279.80000000 0.369695423322 Long DBT USGA US N 2 2028-10-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B05Q3 184882.20000000 PA USD 11314.05000000 0.001928175657 Long DBT USGA US N 2 2033-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFB27 1660.46000000 PA USD 2.58000000 0.000000439691 Long DBT USGA US N 2 2026-09-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325UEE2 1218910.95000000 PA USD 178562.70000000 0.030431211762 Long DBT USGA US N 2 2043-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BALN2 3002311.75000000 PA USD 460000.10000000 0.078394650472 Long DBT USGA US N 2 2050-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKYQ9 991571.37000000 PA USD 872734.62000000 0.148734153514 Long DBT USGA US N 2 2048-09-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BBTN2 1991420.30000000 PA USD 370344.23000000 0.063115217725 Long DBT USGA US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMG69 4091307.95000000 PA USD 3947141.71000000 0.672684190112 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 1329128.74000000 PA USD 272861.62000000 0.046501927558 Long DBT USGA US N 2 2050-02-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BMM5 571771.70000000 PA USD 521708.63000000 0.088911210448 Long DBT USGA US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KBZ4 107712.97000000 PA USD 107125.91000000 0.018256731402 Long DBT USGA US N 2 2036-08-25 Floating 4.13056080 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9W61 839013.20000000 PA USD 823071.11000000 0.140270343381 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 7643814.19000000 PA USD 7109125.57000000 1.211559332757 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 534450.55000000 PA USD 504961.33000000 0.086057083394 Long DBT USGA US N 2 2039-12-16 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HCVT6 6168512.50000000 PA USD 6223838.51000000 1.060685953302 Long DBT USGA US N 2 2035-03-25 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131YDEK6 490055.57000000 PA USD 474803.08000000 0.080917420452 Long DBT USGA US N 2 2034-05-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EPSG0 564044.31000000 PA USD 548018.17000000 0.093394964239 Long DBT USGA US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANV61 444681.50000000 PA USD 21575.99000000 0.003677047449 Long DBT USGA US N 2 2055-06-25 Floating 2.20119480 N N N N N N Government National Mortgage Association N/A 38380CP80 642682.57000000 PA USD 97920.53000000 0.016687921857 Long DBT USGA US N 2 2040-09-20 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DPZS0 475736.60000000 PA USD 446687.42000000 0.076125862062 Long DBT USGA US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31408EDD1 14912.96000000 PA USD 15585.06000000 0.002656054490 Long DBT USGA US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128ME4B4 664994.31000000 PA USD 643474.36000000 0.109662905595 Long DBT USGA US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HLJ78 7882492.18000000 PA USD 143898.84000000 0.024523688723 Long DBT USGA US N 2 2035-02-25 Floating 0.20881080 N N N N N N Government National Mortgage Association N/A 36295VX53 548.20000000 PA USD 577.44000000 0.000098409124 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 2383197.97000000 0.406152024455 Long DBT USGA US N 2 2028-10-25 Floating 5.06900160 N N N N N N Government National Mortgage Association N/A 38379GSX6 213077.14000000 PA USD 208764.54000000 0.035578303448 Long DBT USGA US N 2 2029-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396WVR4 618280.49000000 PA USD 614979.12000000 0.104806657998 Long DBT USGA US N 2 2037-07-25 Floating 4.10055840 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133Q7PB2 2950770.86000000 PA USD 2613767.66000000 0.445446429515 Long DBT USGA US N 2 2038-10-25 Fixed 1.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNV9 47275000.00000000 PA USD 46997997.81000000 8.009545239696 Long SN UST US N 2 2027-08-31 Fixed 3.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F9DQ1 4444893.40000000 PA USD 3825845.10000000 0.652012443857 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 1253721.48000000 PA USD 168113.27000000 0.028650387339 Long DBT USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31423YVK2 3638835.87000000 PA USD 565480.55000000 0.096370957454 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 71216.17000000 PA USD 75019.29000000 0.012785021173 Long DBT USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y5E3 93562.10000000 PA USD 92866.81000000 0.015826651147 Long DBT USGA US N 2 2031-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8CC2 259744.72000000 PA USD 9226.24000000 0.001572364571 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 416747.80000000 PA USD 68841.78000000 0.011732230669 Long DBT USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38378DQU2 143421.38000000 PA USD 142552.86000000 0.024294302617 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYML7 2243152.32000000 PA USD 437730.31000000 0.074599363464 Long DBT USGA US N 2 2051-04-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416BK72 72175.26000000 PA USD 73278.72000000 0.012488387810 Long DBT USGA US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AUYH8 1043289.81000000 PA USD 981240.15000000 0.167226004056 Long DBT USGA US N 2 2040-07-25 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASZ58 261110.29000000 PA USD 246699.25000000 0.042043254937 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 1866.81000000 PA USD 3.07000000 0.000000523198 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 2880159.64000000 PA USD 2283209.40000000 0.389111660776 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 2061877.56000000 PA USD 2055203.67000000 0.350254213768 Long DBT USGA US N 2 2039-10-20 Floating 4.18408920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVPH3 983035.84000000 PA USD 959179.33000000 0.163466330367 Long DBT USGA US N 2 2044-09-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 36200FB98 59930.03000000 PA USD 60460.08000000 0.010303795236 Long DBT USGA US N 2 2037-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138Y3YF2 10009.06000000 PA USD 9805.33000000 0.001671054893 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 1574.62000000 PA USD 1597.10000000 0.000272182758 Long DBT USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETR32 1623457.19000000 PA USD 1604020.88000000 0.273362236742 Long DBT USGA US N 2 2030-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W3SH3 2920264.42000000 PA USD 2972379.34000000 0.506562149509 Long DBT USGA US N 2 2040-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 2 N/A 21H050680 -275000.00000000 PA USD -266054.84000000 -0.04534189490 Short DBT USGA US N 2 2056-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association N/A 38379VRH9 127933.96000000 PA USD 2588.69000000 0.000441172616 Long DBT USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ELV75 390035.86000000 PA USD 387630.92000000 0.066061269303 Long DBT USGA US N 2 2027-10-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP2P6 32384.75000000 PA USD 799.05000000 0.000136176590 Long DBT USGA US N 2 2030-08-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F1RA8 3480472.55000000 PA USD 3416318.74000000 0.582219685440 Long DBT USGA US N 2 2040-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUF53 2578050.05000000 PA USD 2453165.70000000 0.418076143031 Long DBT USGA US N 2 2041-10-15 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136FGRW9 521813.02000000 PA USD 460030.82000000 0.078399885870 Long DBT USGA US N 2 2039-09-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138M6L96 6656.11000000 PA USD 6589.24000000 0.001122958813 Long DBT USGA US N 2 2027-09-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPC9 33575000.00000000 PA USD 33011044.75000000 5.625845113736 Long SN UST US N 2 2028-10-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8GE4 18254.81000000 PA USD 158.57000000 0.000027023993 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 511229.80000000 PA USD 67076.11000000 0.011431319685 Long DBT USGA US N 2 2047-02-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B4HR0 2094165.88000000 PA USD 1976180.57000000 0.336786850818 Long DBT USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X64L2 1371976.74000000 PA USD 1348497.22000000 0.229815098355 Long DBT USGA US N 2 2034-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XBJA8 158063.43000000 PA USD 156565.02000000 0.026682298588 Long DBT USGA US N 2 2029-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BURE2 1360004.24000000 PA USD 1372909.73000000 0.233975554382 Long DBT USGA US N 2 2052-04-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GW39 246981.24000000 PA USD 245372.21000000 0.041817096645 Long DBT USGA US N 2 2040-02-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B0WS9 36413.28000000 PA USD 564.88000000 0.000096268609 Long DBT USGA US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BKWG3 3107427.33000000 PA USD 479893.99000000 0.081785029198 Long DBT USGA US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BU2V1 3616211.53000000 PA USD 3590661.19000000 0.611931669046 Long DBT USGA US N 2 2051-09-25 Fixed 4.75000000 N N N N N N N/A N/A PAMGZZVY5 34300000.00000000 PA USD 34300000.00000000 5.845512884022 Long RA US N 2 Repurchase Y 3.65000040 N/A 34093969.21710779 USD 34775848.59000000 USD AMBS 206030.93639000 USD 210151.56000000 USD UST N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLEM6 955586.56000000 PA USD 977411.92000000 0.166573585170 Long DBT USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A4CZ0 413491.47000000 PA USD 21704.91000000 0.003699018398 Long DBT USGA US N 2 2042-02-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FCEH3 3937608.90000000 PA USD 3465069.45000000 0.590527933352 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 9947.63000000 PA USD 10170.97000000 0.001733368401 Long DBT USGA US N 2 2039-02-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMW8 23775000.00000000 PA USD 23574398.44000000 4.017622443559 Long SN UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BHES4 2933496.71000000 PA USD 510527.29000000 0.087005651642 Long DBT USGA US N 2 2050-05-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398RK87 1017404.87000000 PA USD 1013428.95000000 0.172711719657 Long DBT USGA US N 2 2040-06-25 Floating 4.29224040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407LDD6 6314.94000000 PA USD 6542.58000000 0.001115006871 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 9592.92000000 PA USD 8917.19000000 0.001519695307 Long DBT USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EWF3 1910916.93000000 PA USD 1956826.50000000 0.333488469899 Long DBT USGA US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXEH2 112343.68000000 PA USD 110722.45000000 0.018869664957 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 5093.28000000 PA USD 5303.87000000 0.000903902053 Long DBT USGA US N 2 2036-05-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138E3BR3 125514.46000000 PA USD 118987.94000000 0.020278295519 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 1161.00000000 PA USD 1177.21000000 0.000200623796 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 3201132.78000000 0.545547023584 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 3082256.92000000 PA USD 3010706.64000000 0.513094007409 Long DBT USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N United States of America N/A N/A -780.00000000 NC USD -84240000.00000000 -14.3564433046 N/A DIR US N 1 MORGAN STANLEY & CO, INC N/A Short U.S. Treasury Futures US 10 Year Treasury Note Future (consolidated) Sep 2026 2026-09-24 -84969186.53000000 USD 729186.53000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANHJ9 430121.57000000 PA USD 20347.98000000 0.003467766159 Long DBT USGA US N 2 2055-04-25 Floating 1.97668080 N N N N N N Government National Mortgage Association N/A 38384CW88 694752.04000000 PA USD 696402.28000000 0.118683046653 Long DBT USGA US N 2 2052-11-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EKFT7 33712.22000000 PA USD 33477.55000000 0.005705348392 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 78648.92000000 PA USD 78235.16000000 0.013333079759 Long DBT USGA US N 2 2027-03-20 Fixed 2.25000000 N N N N N N Government National Mortgage Association N/A 38383DY69 2420107.00000000 PA USD 2123466.26000000 0.361887737073 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 695974.19000000 PA USD 118345.54000000 0.020168815709 Long DBT USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BMHP4 1112705.64000000 PA USD 1072694.97000000 0.182812019468 Long DBT USGA US N 2 2044-03-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H7U76 4065816.41000000 PA USD 3866227.11000000 0.658894471838 Long DBT USGA US N 2 2046-01-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396YSV5 289942.35000000 PA USD 290695.21000000 0.049541183538 Long DBT USGA US N 2 2038-03-25 Floating 4.43055960 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4FG0 1637604.99000000 PA USD 1423090.69000000 0.242527549957 Long DBT USGA US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFDG3 1371550.17000000 PA USD 1276225.07000000 0.217498253341 Long DBT USGA US N 2 2036-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132LQA80 1634847.31000000 PA USD 1529247.55000000 0.260619132839 Long DBT USGA US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394UVF6 449769.81000000 PA USD 451389.93000000 0.076927278470 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 607587.52000000 PA USD 117973.32000000 0.020105380817 Long DBT USGA US N 2 2045-09-20 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ANZG5 170757.18000000 PA USD 168623.11000000 0.028737275861 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 242631.41000000 PA USD 30272.95000000 0.005159210474 Long DBT USGA US N 2 2043-02-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJED1 288072.68000000 PA USD 271111.05000000 0.046203589964 Long DBT USGA US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYVR7 436180.35000000 PA USD 360494.73000000 0.061436635243 Long DBT USGA US N 2 2041-09-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association N/A 38378MSZ9 13357.03000000 PA USD 25.63000000 0.000004367944 Long DBT USGA US N 2 2027-03-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BFP54 491402.14000000 PA USD 479276.25000000 0.081679752022 Long DBT USGA US N 2 2037-10-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGL23 968701.89000000 PA USD 942376.25000000 0.160602697112 Long DBT USGA US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140X5UZ4 147942.19000000 PA USD 145886.81000000 0.024862484765 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 452052.67000000 PA USD 405294.33000000 0.069071522677 Long DBT USGA US N 2 2059-11-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDJ0 2641496.03000000 PA USD 2469634.43000000 0.420882795317 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 100871.83000000 PA USD 18447.56000000 0.003143890660 Long DBT USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A9UK1 792941.55000000 PA USD 761407.26000000 0.129761397910 Long DBT USGA US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AHEU0 6693943.02000000 PA USD 6640216.09000000 1.131646317982 Long DBT USGA US N 2 2043-12-25 Floating 4.13056080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132E0N32 579046.04000000 PA USD 547302.35000000 0.093272971964 Long DBT USGA US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXD36 876894.21000000 PA USD 848940.75000000 0.144679128043 Long DBT USGA US N 2 2045-05-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGQ77 399987.07000000 PA USD 397457.56000000 0.067735955913 Long DBT USGA US N 2 2034-11-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AXQ73 1266565.52000000 PA USD 216222.75000000 0.036849354838 Long DBT USGA US N 2 2047-09-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDZ84 2498450.35000000 PA USD 413025.82000000 0.070389147295 Long DBT USGA US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38379YNX2 848237.82000000 PA USD 773482.79000000 0.131819347361 Long DBT USGA US N 2 2045-03-16 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HRP94 2572616.49000000 PA USD 2534399.50000000 0.431920260364 Long DBT USGA US N 2 2038-12-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AP3U0 852.34000000 PA USD 849.95000000 0.000144851127 Long DBT USGA US N 2 2026-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EVJ73 2003575.88000000 PA USD 1958918.26000000 0.333844954156 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 59147.99000000 PA USD 60563.05000000 0.010321343704 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 1097524.88000000 PA USD 1066464.16000000 0.181750145411 Long DBT USGA US N 2 2048-12-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HPUG6 110413602.30000000 PA USD 944566.28000000 0.160975928849 Long DBT USGA US N 2 2035-12-25 Floating 0.04610520 N N N N N N Government National Mortgage Association N/A 36295AHS7 1482.65000000 PA USD 1503.83000000 0.000256287394 Long DBT USGA US N 2 2038-01-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BVRU2 1288228.25000000 PA USD 1263263.55000000 0.215289310712 Long DBT USGA US N 2 2044-07-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 3620ADBH4 6739.53000000 PA USD 6699.84000000 0.001141807610 Long DBT USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BLGV6 1517214.71000000 PA USD 1282846.91000000 0.218626767948 Long DBT USGA US N 2 2050-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B3RT9 536463.43000000 PA USD 534796.37000000 0.091141663882 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 888185.01000000 PA USD 792239.98000000 0.135016006131 Long DBT USGA US N 2 2061-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AP2M3 234490.47000000 PA USD 18997.57000000 0.003237625078 Long DBT USGA US N 2 2035-09-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association N/A 38378UDX2 140166.71000000 PA USD 139790.42000000 0.023823518984 Long DBT USGA US N 2 2027-08-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397BF48 919675.43000000 PA USD 915994.15000000 0.156106577420 Long DBT USGA US N 2 2032-04-15 Floating 4.13987040 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137B75T2 465152.76000000 PA USD 451376.70000000 0.076925023772 Long DBT USGA US N 2 2043-03-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJZB9 2993024.71000000 PA USD 2617586.28000000 0.446097210634 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 246078.83000000 PA USD 242516.03000000 0.041330337549 Long DBT USGA US N 2 2039-12-16 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5FZ3 527894.72000000 PA USD 491585.22000000 0.083777485046 Long DBT USGA US N 2 2048-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGU1 691696.89000000 PA USD 655758.95000000 0.111756483703 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 22139.96000000 PA USD 23535.15000000 0.004010933602 Long DBT USGA US N 2 2038-04-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YB31 3167923.70000000 PA USD 462205.01000000 0.078770418105 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 206154.15000000 PA USD 205046.55000000 0.034944672007 Long DBT USGA US N 2 2027-02-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AURW1 1936602.44000000 PA USD 1858609.46000000 0.316750015883 Long DBT USGA US N 2 2032-10-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J7YP4 80937.96000000 PA USD 79662.06000000 0.013576256504 Long DBT USGA US N 2 2031-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H6XV2 1787500.93000000 PA USD 1689351.58000000 0.287904560540 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 802540.88000000 PA USD 782616.60000000 0.133375959724 Long DBT USGA US N 2 2029-10-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMW51 353453.09000000 PA USD 333839.67000000 0.056893996856 Long DBT USGA US N 2 2051-08-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMDB9 366294.55000000 PA USD 345193.04000000 0.058828873550 Long DBT USGA US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31392EHN3 17495.28000000 PA USD 17465.43000000 0.002976513005 Long DBT USGA US N 2 2032-04-25 Floating 4.13056080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4GG9 2776509.44000000 PA USD 433741.31000000 0.073919545654 Long DBT USGA US N 2 2051-09-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAJM5 5300571.36000000 PA USD 5106417.79000000 0.870251632147 Long DBT USGA US N 2 2034-05-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137F2LL8 16070447.10000000 PA USD 62027.10000000 0.010570851667 Long DBT USGA US N 2 2027-06-25 Floating 0.71577720 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XLDE5 1357370.72000000 PA USD 1309898.10000000 0.223236916043 Long DBT USGA US N 2 2035-06-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9W45 2375911.90000000 PA USD 453039.59000000 0.077208418668 Long DBT USGA US N 2 2050-06-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XJBT9 133605.01000000 PA USD 132459.37000000 0.022574138598 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 866586.41000000 PA USD 843689.81000000 0.143784246486 Long DBT USGA US N 2 2029-09-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FHJ20 428503.96000000 PA USD 82753.71000000 0.014103145131 Long DBT USGA US N 2 2048-02-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MMVZ3 433253.94000000 PA USD 413913.65000000 0.070540454050 Long DBT USGA US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSAJ2 279597.13000000 PA USD 33498.76000000 0.005708963066 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 1519155.63000000 PA USD 218892.70000000 0.037304376036 Long DBT USGA US N 2 2044-07-16 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419A3M7 409249.65000000 PA USD 397630.43000000 0.067765416957 Long DBT USGA US N 2 2040-10-01 Fixed 4.50000000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563PJF7 2697313.17000000 PA USD 2577808.44000000 0.439318147188 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 860153.80000000 PA USD 149216.64000000 0.025429964770 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 52633.07000000 PA USD 55265.68000000 0.009418549401 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 3285583.29000000 0.559939342659 Long DBT USGA US N 2 2029-07-25 Fixed 4.50800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398LUM8 383540.16000000 PA USD 378937.83000000 0.064579765816 Long DBT USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XBH69 1087680.27000000 PA USD 1076549.23000000 0.183468874467 Long DBT USGA US N 2 2029-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385PHB3 1368.56000000 PA USD 1365.95000000 0.000232789455 Long DBT USGA US N 2 2029-08-01 Floating 6.12799920 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325UDY9 53332.44000000 PA USD 559.85000000 0.000095411381 Long DBT USGA US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWMV3 1852100.88000000 PA USD 1823408.93000000 0.310751031870 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 1386156.22000000 PA USD 1340526.59000000 0.228456718752 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 2643969.66000000 PA USD 2474843.12000000 0.421770476498 Long DBT USGA US N 2 2057-05-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AFHM9 1301912.87000000 PA USD 1227578.98000000 0.209207835094 Long DBT USGA US N 2 2042-09-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396TLH4 674791.60000000 PA USD 669893.29000000 0.114165301971 Long DBT USGA US N 2 2036-04-15 Floating 4.03986960 N N N N N N Government National Mortgage Association N/A 38380GZW7 150677.29000000 PA USD 28446.89000000 0.004848007638 Long DBT USGA US N 2 2047-09-16 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ABSM6 116778.57000000 PA USD 114449.58000000 0.019504854065 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AX5Z2 123572.71000000 PA USD 121409.85000000 0.020691044968 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 344611.82000000 PA USD 49356.92000000 0.008411560110 Long DBT USGA US N 2 2047-02-20 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQWL6 567465.54000000 PA USD 583063.12000000 0.099367433823 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 1060881.38000000 PA USD 1058659.36000000 0.180420027074 Long DBT USGA US N 2 2033-10-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYAQ5 5805471.80000000 PA USD 5643128.75000000 0.961719586423 Long DBT USGA US N 2 2054-09-25 Fixed 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AUTQ2 671978.74000000 PA USD 592113.53000000 0.100909832898 Long DBT USGA US N 2 2042-07-15 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B02D7 1635683.16000000 PA USD 1544512.96000000 0.263220711580 Long DBT USGA US N 2 2057-12-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KQGQ3 1181211.26000000 PA USD 1208021.34000000 0.205874761141 Long DBT USGA US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A5YH3 39968.51000000 PA USD 135.09000000 0.000023022458 Long DBT USGA US N 2 2027-04-25 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BMN3 934090.85000000 PA USD 893530.62000000 0.152278272637 Long DBT USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31397QYH5 1978692.86000000 PA USD 1934906.76000000 0.329752839503 Long DBT USGA US N 2 2031-03-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AFBB7 6447728.27000000 PA USD 6192209.96000000 1.055295717252 Long DBT USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BAV82 489.94000000 PA USD 0.06000000 0.000000010225 Long DBT USGA US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410LTT9 915484.91000000 PA USD 877364.74000000 0.149523232992 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 483.08000000 PA USD 485.57000000 0.000082752352 Long DBT USGA US N 2 2038-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCU57 3069758.80000000 PA USD 475006.19000000 0.080952035091 Long DBT USGA US N 2 2050-12-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACAN1 197185.10000000 PA USD 193546.98000000 0.032984879453 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 1109278.12000000 PA USD 156708.83000000 0.026706807137 Long DBT USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31424UPH3 4799994.42000000 PA USD 865847.52000000 0.147560432471 Long DBT USGA US N 2 2052-07-25 Fixed 3.00000000 N N N N N N Government National Mortgage Association N/A 38380YYX7 1012247.21000000 PA USD 944847.84000000 0.161023913182 Long DBT USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AMML0 357973.32000000 PA USD 349290.61000000 0.059527194198 Long DBT USGA US N 2 2043-06-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8NA3 1169946.97000000 PA USD 995154.67000000 0.169597359914 Long DBT USGA US N 2 2050-02-25 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BUTP3 277552.39000000 PA USD 264135.37000000 0.045014772841 Long DBT USGA US N 2 2045-09-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31397JYV0 1033752.30000000 PA USD 1030177.69000000 0.175566092120 Long DBT USGA US N 2 2037-07-15 Floating 4.25986920 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396KYA4 74689.52000000 PA USD 74311.43000000 0.012664385466 Long DBT USGA US N 2 2036-08-25 Floating 4.08056040 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AVNH8 513306.60000000 PA USD 505273.04000000 0.086110205984 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 1337411.31000000 PA USD 1285388.02000000 0.219059831833 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 492.58000000 PA USD 496.09000000 0.000084545203 Long DBT USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JCW91 4534639.52000000 PA USD 4521445.22000000 0.770558783904 Long DBT USGA US N 2 2055-11-01 Floating 5.05100160 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BXEK4 1091835.79000000 PA USD 1080061.76000000 0.184067490776 Long DBT USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENAA7 539916.52000000 PA USD 524501.05000000 0.089387103366 Long DBT USGA US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACFC0 224140.99000000 PA USD 220346.26000000 0.037552096261 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDPZ6 23.72000000 PA USD 23.62000000 0.000004025394 Long DBT USGA US N 2 2029-04-01 Floating 6.40500120 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417Y6A0 153929.85000000 PA USD 152137.99000000 0.025927830340 Long DBT USGA US N 2 2031-10-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ARZH2 3105.66000000 PA USD 27.93000000 0.000004759917 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 281143.81000000 PA USD 266555.51000000 0.045427220641 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 920950.16000000 PA USD 873628.52000000 0.148886494737 Long DBT USGA US N 2 2044-12-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H4ZH6 2945845.18000000 PA USD 436823.18000000 0.074444767543 Long DBT USGA US N 2 2052-01-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BQTN9 455387.33000000 PA USD 459329.57000000 0.078280376660 Long DBT USGA US N 2 2044-08-25 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FAMQ8 401408.81000000 PA USD 374358.07000000 0.063799268846 Long DBT USGA US N 2 2047-08-15 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHVJ7 5808131.68000000 PA USD 5805339.13000000 0.989363984855 Long DBT USGA US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XGUS6 1416954.96000000 PA USD 1363247.49000000 0.232328885332 Long DBT USGA US N 2 2033-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31393L6N8 864849.98000000 PA USD 869795.88000000 0.148233324285 Long DBT USGA US N 2 2032-12-15 Floating 4.48986960 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AGEA6 4382703.05000000 PA USD 4240381.34000000 0.722659001636 Long DBT USGA US N 2 2043-09-25 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137H0GP7 5595624.68000000 PA USD 44047.64000000 0.007506736067 Long DBT USGA US N 2 2028-03-25 Floating 0.60121440 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FUSU9 3408173.65000000 PA USD 514041.20000000 0.087604503134 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 309785.53000000 PA USD 306814.84000000 0.052288341114 Long DBT USGA US N 2 2027-12-16 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EQFE7 170639.48000000 PA USD 165792.81000000 0.028254927315 Long DBT USGA US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FER8 588434.51000000 PA USD 577705.82000000 0.098454426063 Long DBT USGA US N 2 2039-10-25 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPAC5 3778167.38000000 PA USD 3766755.43000000 0.641942198164 Long DBT USGA US N 2 2039-07-25 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FPH8 1195551.45000000 PA USD 1208046.28000000 0.205879011493 Long DBT USGA US N 2 2039-10-25 Floating 4.65055920 N N N N N N Government National Mortgage Association 2 N/A 36179UZV7 929933.65000000 PA USD 885035.44000000 0.150830497589 Long DBT USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31407MJK2 3469.85000000 PA USD 3587.74000000 0.000611433830 Long DBT USGA US N 2 2035-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FYUL8 10016106.47000000 PA USD 189843.28000000 0.032353683358 Long DBT USGA US N 2 2031-03-25 Floating 0.50449320 N N N N N N Government National Mortgage Association N/A 38380BAQ8 24567.83000000 PA USD 87.39000000 0.000014893276 Long DBT USGA US N 2 2028-09-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWNB6 1050020.36000000 PA USD 1029799.83000000 0.175501696041 Long DBT USGA US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XFDF5 1824378.69000000 PA USD 1696391.59000000 0.289104340982 Long DBT USGA US N 2 2036-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B03B0 3850616.53000000 PA USD 3790818.38000000 0.646043081086 Long DBT USGA US N 2 2046-03-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ARFX1 1298438.25000000 PA USD 176169.38000000 0.030023334710 Long DBT USGA US N 2 2046-02-25 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BYZW5 3059968.76000000 PA USD 3006646.97000000 0.512402145797 Long DBT USGA US N 2 2047-07-25 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9GA0 51870.37000000 PA USD 743.13000000 0.000126646530 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 17204.37000000 PA USD 17615.37000000 0.003002066247 Long DBT USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LGPF7 1057296.06000000 PA USD 1049809.04000000 0.178911727961 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 2683918.06000000 PA USD 2529627.13000000 0.431106938197 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 6305.45000000 PA USD 6763.98000000 0.001152738549 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 3364576.68000000 0.573401642338 Long DBT USGA US N 2 2029-02-01 Fixed 5.17000000 N N N N N N Government National Mortgage Association N/A 36296NYR1 19067.80000000 PA USD 19630.77000000 0.003345536995 Long DBT USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398FPU9 1122325.67000000 PA USD 1131080.03000000 0.192762183330 Long DBT USGA US N 2 2039-10-25 Floating 4.58056080 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HHXY2 4707230.39000000 PA USD 4727015.82000000 0.805592766145 Long DBT USGA US N 2 2055-01-25 Floating 4.71607920 N N N N N N Government National Mortgage Association N/A 36295NSA6 17991.98000000 PA USD 18789.81000000 0.003202217972 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 2012973.45000000 PA USD 1851279.14000000 0.315500759906 Long DBT USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A6DE1 9045.03000000 PA USD 924.82000000 0.000157610706 Long DBT USGA US N 2 2042-05-25 Floating 5.50923480 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GND7 1543436.00000000 PA USD 1550416.81000000 0.264226864095 Long DBT USGA US N 2 2040-01-25 Floating 4.48056000 N N N N N N FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST N/A 35563P3S6 5308636.04000000 PA USD 4753423.32000000 0.810093214585 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 1299380.23000000 PA USD 1172103.96000000 0.199753609317 Long DBT USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNU1 11775000.00000000 PA USD 11624592.74000000 1.981099318751 Long SN UST US N 2 2028-08-15 Fixed 3.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XKJM3 1924004.46000000 PA USD 1907059.70000000 0.325007056762 Long DBT USGA US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDR42 3408024.29000000 PA USD 562730.24000000 0.095902241053 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 3712967.47000000 PA USD 3400177.81000000 0.579468897851 Long DBT USGA US N 2 2046-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138YWSA6 23282.28000000 PA USD 22425.76000000 0.003821867901 Long DBT USGA US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31396VL55 116944.81000000 PA USD 119497.47000000 0.020365131209 Long DBT USGA US N 2 2037-05-25 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31374CSS6 2096478.29000000 PA USD 1929034.67000000 0.328752099627 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 54217.25000000 PA USD 54081.70000000 0.009216771840 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 4244365.38000000 PA USD 3704246.54000000 0.631289238342 Long DBT USGA US N 2 2046-07-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCVU1 2582405.11000000 PA USD 518275.28000000 0.088326088242 Long DBT USGA US N 2 2050-11-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B9YK7 820788.00000000 PA USD 44508.79000000 0.007585326687 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 15785.68000000 PA USD 16627.46000000 0.002833703546 Long DBT USGA US N 2 2038-07-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BYW0 23552.95000000 PA USD 22881.87000000 0.003899599588 Long DBT USGA US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398GKJ7 968872.00000000 PA USD 973087.66000000 0.165836631306 Long DBT USGA US N 2 2040-01-25 Floating 4.48056000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ACFL0 141645.17000000 PA USD 139069.85000000 0.023700717199 Long DBT USGA US N 2 2028-02-25 Fixed 1.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AQBH2 822974.70000000 PA USD 785683.17000000 0.133898574139 Long DBT USGA US N 2 2035-08-25 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A8ZH6 135560.91000000 PA USD 133733.70000000 0.022791313888 Long DBT USGA US N 2 2027-09-25 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137FFMX2 2805641.58000000 PA USD 411266.65000000 0.070089344062 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 58352.82000000 PA USD 58143.81000000 0.009909049285 Long DBT USGA US N 2 2040-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31396RPG6 30770.79000000 PA USD 30567.02000000 0.005209326799 Long DBT USGA US N 2 2036-05-15 Floating 4.08987000 N N N N N N United States of America N/A N/A 2.00000000 NC USD 216625.00000000 0.036917907536 N/A DIR US N 1 RBC CAPITAL N/A Long U.S. Treasury Futures US Long Bond (CBT) Sep 2026 2026-09-24 221268.61000000 USD -4643.61000000 N N N Government National Mortgage Association N/A 36295UX30 5631.47000000 PA USD 5911.72000000 0.001007493744 Long DBT USGA US N 2 2037-12-15 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140W27D7 3172106.23000000 PA USD 3210396.28000000 0.547125738121 Long DBT USGA US N 2 2040-08-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31325YRN0 3924061.60000000 PA USD 495653.09000000 0.084470744128 Long DBT USGA US N 2 2052-06-15 Fixed 2.00000000 N N N N N N 2026-07-31 SEI DAILY INCOME TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer