0000035402-26-002567.txt : 20260424 0000035402-26-002567.hdr.sgml : 20260424 20260424165827 ACCESSION NUMBER: 0000035402-26-002567 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20260228 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20260831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY INCOME FUND /MA/ CENTRAL INDEX KEY: 0000751199 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04085 FILM NUMBER: 26895362 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY MORTGAGE SECURITIES FUND DATE OF NAME CHANGE: 19851103 0000751199 S000007070 Fidelity Intermediate Government Income Fund C000019284 Fidelity Intermediate Government Income Fund FSTGX NPORT-P 1 primary_doc.xml NPORT-P false 0000751199 XXXXXXXX S000007070 C000019284 Fidelity Income Fund 811-04085 0000751199 D66RCKM57LC8ELZCAY58 245 Summer Street Boston 02210 1-800-FIDELITY Fidelity Intermediate Government Income Fund S000007070 G2GUNF34BXXVYK2PAF03 2026-08-31 2026-02-28 N 585496408.13 80767153.41 504729254.72 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28667777.36000000 0.00000000 0.00000000 512755.12000000 USD N Bloomberg US Intermediate Government Bond Index 19808149 Fidelity Revere Street Trust 549300BDV45LJNXBZC55 Fidelity Cash Central Fund 31635A105 5641542.08900000 NS USD 5642670.40000000 1.117959846240 Long STIV RF US N 1 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.673% 03/25/2026 3137BPW21 486921.51000000 PA USD 485631.56000000 0.096216249693 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 0.02673000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.525% 05/25/2026 3137BQYS0 1642070.98000000 PA USD 1634943.90000000 0.323924932963 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 0.02525000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026 3137BRQJ7 1623362.88000000 PA USD 1613918.32000000 0.319759218414 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02570000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.653% 08/25/2026 3137BSP72 2500000.00000000 PA USD 2483219.75000000 0.491990453649 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 0.02653000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FHMS K059 A2 CSTR 09/25/2026 3137BSRE5 471508.66000000 PA USD 468978.50000000 0.092916845143 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 0.03120000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.3% 10/25/2026 3137BTAC5 4100000.00000000 PA USD 4079388.48000000 0.808233016384 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 0.03300000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.347% 11/25/2026 3137BTUM1 12807703.47500000 PA USD 12747755.74000000 2.525662148724 Long ABS-MBS USGSE US N 2 2026-11-25 Fixed 0.03347000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.413% 12/25/2026 3137BUX60 2278537.24800000 PA USD 2268416.67000000 0.449432373651 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 0.03413000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027 3137BVZ82 497760.24000000 PA USD 495649.49000000 0.098201062324 Long ABS-MBS USGSE US N 2 2027-01-25 Fixed 0.03430000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.243% 04/25/2027 3137F1G44 2200000.00000000 PA USD 2186439.20000000 0.433190503533 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 0.03243000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.194% 07/25/2027 3137FAWS3 700000.00000000 PA USD 694791.51000000 0.137656278787 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 0.03194000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027 3137FBBX3 3200000.00000000 PA USD 3176017.60000000 0.629251736510 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 0.03244000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.125% 11/15/2028 9128285M8 8510000.00000000 PA USD 8452491.04000000 1.674658435380 Long DBT UST US N 2 2028-11-15 Fixed 0.03125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 12/01/2032#BM5109 3140J9VB4 68709.73000000 PA USD 67562.09000000 0.013385808206 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2019-K735 A2 2.862% 05/25/2026 3137FMU67 798782.21800000 PA USD 795703.71000000 0.157649611659 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 0.02862000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.282% 07/25/2026 3137FNWX4 870289.60000000 PA USD 865174.73000000 0.171413628575 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 0.02282000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.5% 01/31/2027 912828Z78 5049000.00000000 PA USD 4956421.84000000 0.981996148162 Long DBT UST US N 2 2027-01-31 Fixed 0.01500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT K737 A2 2.525% 10/25/2026 3137FQXJ7 8200000.00000000 PA USD 8133318.42000000 1.611422033484 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 0.02525000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 15YR 3% 12/01/2030#ZS8591 3132A9RL3 13193.67000000 PA USD 12999.49000000 0.002575537256 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 0.03000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 1.336% 09/25/2027 3137F64P9 5963447.72000000 PA USD 5782058.13000000 1.145576182860 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 0.01336000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 2% 11/01/2050#SD8106 3132DWAF0 50771.31800000 PA USD 42502.80000000 0.008420910736 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 01/20/2051#MA7135 36179V4U1 540065.36900000 PA USD 457816.76000000 0.090705413985 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 0.02000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 09/20/2050#MA6864 36179VTV2 92935.84600000 PA USD 78956.55000000 0.015643347252 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.125% 08/31/2028 91282CCV1 53595000.00000000 PA USD 50718455.59000000 10.04864590584 Long DBT UST US N 2 2028-08-31 Fixed 0.01125000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 02/01/2035# 3140XC4X3 17067.16200000 PA USD 16823.96000000 0.003333264288 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 09/30/2028 91282CCY5 580000.00000000 PA USD 549572.65000000 0.108884643570 Long DBT UST US N 2 2028-09-30 Fixed 0.01250000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 2.5% 12/01/2051#CB2320 3140QMSJ4 538042.11700000 PA USD 473489.49000000 0.093810589652 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.25% 12/31/2026 91282CDQ1 3278000.00000000 PA USD 3216501.64000000 0.637272678355 Long DBT UST US N 2 2026-12-31 Fixed 0.01250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 1.875% 02/28/2027 91282CEC1 2980000.00000000 PA USD 2932017.35000000 0.580908937332 Long DBT UST US N 2 2027-02-28 Fixed 0.01875000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 3% 05/25/2044 3136BL6D7 505106.71400000 PA USD 491818.22000000 0.097441988036 Long ABS-CBDO USGSE US N 2 2044-05-25 Fixed 0.03000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2% 03/20/2052# 36179WY85 113655.79300000 PA USD 96346.72000000 0.019088792476 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 04/30/2029 91282CEM9 600000.00000000 PA USD 590484.37000000 0.116990319954 Long DBT UST US N 2 2029-04-30 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.875% 05/15/2032 91282CEP2 2646000.00000000 PA USD 2530857.67000000 0.501428765290 Long DBT UST US N 2 2032-05-15 Fixed 0.02875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 07/31/2027 91282CFB2 2880000.00000000 PA USD 2852324.99000000 0.565119806971 Long DBT UST US N 2 2027-07-31 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.625% 07/31/2029 91282CFC0 410000.00000000 PA USD 399605.86000000 0.079172319865 Long DBT UST US N 2 2029-07-31 Fixed 0.02625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 2.75% 08/15/2032 91282CFF3 13693000.00000000 PA USD 12961815.16000000 2.568072890324 Long DBT UST US N 2 2032-08-15 Fixed 0.02750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 10/31/2029 91282CFT3 6300000.00000000 PA USD 6419601.59000000 1.271890133168 Long DBT UST US N 2 2029-10-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 5% 11/01/2052#FS3295 3140XJUV3 118334.36700000 PA USD 120430.92000000 0.023860499242 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 12/31/2027 91282CGC9 1800000.00000000 PA USD 1814643.54000000 0.359528107996 Long DBT UST US N 2 2027-12-31 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 01/31/2028 91282CGH8 1920000.00000000 PA USD 1923675.00000000 0.381130077563 Long DBT UST US N 2 2028-01-31 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 02/15/2033 91282CGM7 730000.00000000 PA USD 719991.01000000 0.142648955507 Long DBT UST US N 2 2033-02-15 Fixed 0.03500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 2% 02/01/2028#FS3865 3140XKJK7 37790.99700000 PA USD 37212.79000000 0.007372822092 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 0.02000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 03/15/2026 91282CGR6 620000.00000000 PA USD 620181.29000000 0.122874052613 Long DBT UST US N 2 2026-03-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.625% 03/31/2030 91282CGS4 4740000.00000000 PA USD 4767773.46000000 0.944619994861 Long DBT UST US N 2 2030-03-31 Fixed 0.03625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.375% 05/15/2033 91282CHC8 290000.00000000 PA USD 283259.76000000 0.056121129764 Long DBT UST US N 2 2033-05-15 Fixed 0.03375000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 3137H5KC0 355688.84500000 PA USD 331687.92000000 0.065716008513 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 2% 10/25/2047 3136BLES5 1064478.38200000 PA USD 974532.94000000 0.193080335820 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2% 11/01/2041#CB2110 3140QMKY9 318814.09400000 PA USD 284332.28000000 0.056333623886 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 3137H5J57 78944.85100000 PA USD 73363.65000000 0.014535248217 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049 3137H5UF2 105634.65700000 PA USD 96153.51000000 0.019050512547 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2.5% 11/25/2047 3137H5F77 104105.54300000 PA USD 96681.38000000 0.019155097331 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048 3136BLMF4 137893.62400000 PA USD 131295.65000000 0.026013084990 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 2022-7 A 3% 05/25/2048 3136BLRV4 194914.98500000 PA USD 185632.47000000 0.036778623046 Long ABS-CBDO USGSE US N 2 2048-05-25 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 06/01/2053#CB6538 3140QSHQ7 282979.37800000 PA USD 295507.10000000 0.058547646532 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 06/01/2053#CB6539 3140QSHR5 229412.05300000 PA USD 239281.54000000 0.047407899930 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.06000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 21-66 DA 2% 01/25/2048 3136BG6S5 101115.18400000 PA USD 88462.99000000 0.017526820403 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 21-66 DM 2% 01/25/2048 3136BG6Y2 107456.53400000 PA USD 94010.87000000 0.018625999805 Long ABS-CBDO USGSE US N 2 2048-01-25 Fixed 0.02000000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 21-85 L 2.5% 08/25/2048 3136BKJA1 88819.50400000 PA USD 81177.62000000 0.016083399018 Long ABS-CBDO USGSE US N 2 2048-08-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 21-96 HA 2.5% 02/25/2050 3136BKWX6 139721.45100000 PA USD 127107.71000000 0.025183345092 Long ABS-CBDO USGSE US N 2 2050-02-25 Fixed 0.02500000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 2022-4 B 2.5% 05/25/2049 3136BLYE4 101428.17700000 PA USD 92487.23000000 0.018324127071 Long ABS-CBDO USGSE US N 2 2049-05-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD N/A FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5159 GC 2% 11/25/2047 3137H3SE3 79682.87400000 PA USD 72435.20000000 0.014351298111 Long ABS-CBDO USGSE US N 2 2047-11-25 Fixed 0.02000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 5175 CB 2.5% 04/25/2050 3137H4N30 504913.91300000 PA USD 454128.21000000 0.089974616242 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 5180 KA 2.5% 10/25/2047 3137H5BG1 99406.09200000 PA USD 92407.39000000 0.018308308689 Long ABS-CBDO USGSE US N 2 2047-10-25 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 5191 CA 2.5% 04/25/2050 3137H5MS3 117698.55500000 PA USD 105768.06000000 0.020955405103 Long ABS-CBDO USGSE US N 2 2050-04-25 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 06/30/2028 91282CHK0 8620000.00000000 PA USD 8739198.39000000 1.731462622440 Long DBT UST US N 2 2028-06-30 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 06/30/2030 91282CHJ3 14430000.00000000 PA USD 14580500.43000000 2.888776565584 Long DBT UST US N 2 2030-06-30 Fixed 0.03750000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 15YR 3.5% 01/01/2034#G18720 3128MMYS6 171041.87900000 PA USD 169800.66000000 0.033641929492 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 0.03500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 15YR 3% 02/01/2033#SB0621 3132CWVN1 11953.01100000 PA USD 11782.69000000 0.002334457511 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 02/01/2031#FS1234 3140XGLQ0 41894.89800000 PA USD 41353.02000000 0.008193109397 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 09/01/2035#FS0112 3140XFDS7 108180.72700000 PA USD 106373.49000000 0.021075356541 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 11/01/2034#FS1799 3140XG7M5 24606.16200000 PA USD 24244.05000000 0.004803377211 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 15YR 3% 07/01/2034#FM8940 3140XC5A2 49267.52800000 PA USD 48580.84000000 0.009625128629 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 0.03000000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 5.5% 09/01/2052#SD1579 3132DNXG3 209895.89600000 PA USD 216688.42000000 0.042931614915 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 07/31/2030 91282CHR5 2560000.00000000 PA USD 2612800.00000000 0.517663673259 Long DBT UST US N 2 2030-07-31 Fixed 0.04000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 5.5% 06/01/2053#CB6642 3140QSLY5 88367.12000000 PA USD 91420.11000000 0.018112702829 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 08/15/2033 91282CHT1 1350000.00000000 PA USD 1359808.59000000 0.269413468168 Long DBT UST US N 2 2033-08-15 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 3% 10/01/2040#FM7397 3140XBGF1 1012858.84600000 PA USD 973175.64000000 0.192811419369 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 0.03000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 3% 09/01/2041#FM9587 3140XDUM6 370434.78900000 PA USD 352332.79000000 0.069806294504 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 0.03000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 08/31/2030 91282CHW4 3770000.00000000 PA USD 3866458.99000000 0.766046143321 Long DBT UST US N 2 2030-08-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 09/30/2030 91282CHZ7 11400000.00000000 PA USD 11935710.97000000 2.364774947832 Long DBT UST US N 2 2030-09-30 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 09/30/2028 91282CJA0 10550000.00000000 PA USD 10871033.23000000 2.153834581280 Long DBT UST US N 2 2028-09-30 Fixed 0.04625000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 6.5% 10/01/2053#RJ0002 3142GQAC6 266872.47000000 PA USD 281942.20000000 0.055860086841 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 6.5% 10/01/2053#RJ0001 3142GQAB8 263938.92000000 PA USD 279255.40000000 0.055327761842 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 0.06500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 2.5% 05/01/2041#SC0237 3132D9HN7 449340.88100000 PA USD 416966.27000000 0.082611868858 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 05/01/2042#RB0806 3133KT3P3 17064.65600000 PA USD 15687.98000000 0.003108197088 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 20YR 2.5% 05/01/2042#RB0710 3133KTYF1 35457.40400000 PA USD 32637.41000000 0.006466320248 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 2.5% 02/01/2042#SC0248 3132D9HZ0 212481.68300000 PA USD 196160.52000000 0.038864503724 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 0.02500000 N N N N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 20YR 2.5% 11/01/2041#SC0210 3132D9GT5 1136805.53900000 PA USD 1047869.15000000 0.207610147460 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 1.5% 06/25/2051 3137H1B70 403240.28000000 PA USD 349868.89000000 0.069318131796 Long ABS-CBDO USGSE US N 2 2051-06-25 Fixed 0.01500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA II 2.5% 09/20/2051#785616 3622ABDV1 333974.49300000 PA USD 293552.52000000 0.058160393370 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 0.02500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.5% 09/25/2051 3137H6XY6 573490.72400000 PA USD 566766.43000000 0.112291178825 Long ABS-CBDO USGSE US N 2 2051-09-25 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.75% 08/25/2044 3137H7FZ1 327166.92300000 PA USD 320412.07000000 0.063481969195 Long ABS-CBDO USGSE US N 2 2044-08-25 Fixed 0.03750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.875% 10/31/2030 91282CJG7 12410000.00000000 PA USD 13133270.31000000 2.602042617340 Long DBT UST US N 2 2030-10-31 Fixed 0.04875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.875% 10/31/2028 91282CJF9 258000.00000000 PA USD 267654.85000000 0.053029391004 Long DBT UST US N 2 2028-10-31 Fixed 0.04875000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.5% 04/25/2052 3137H6RW7 217659.51600000 PA USD 212019.30000000 0.042006540737 Long ABS-CBDO USGSE US N 2 2052-04-25 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 3.5% 01/25/2051 3137H77F4 286497.19500000 PA USD 277009.01000000 0.054882693525 Long ABS-CBDO USGSE US N 2 2051-01-25 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.625% 11/15/2026 91282CJK8 12958000.00000000 PA USD 13047309.00000000 2.585011444846 Long DBT UST US N 2 2026-11-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 11/30/2028 91282CJN2 6350000.00000000 PA USD 6511974.59000000 1.290191628304 Long DBT UST US N 2 2028-11-30 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 11/30/2030 91282CJM4 2016000.00000000 PA USD 2090970.00000000 0.414275570604 Long DBT UST US N 2 2030-11-30 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 12/15/2026 91282CJP7 760000.00000000 PA USD 764755.94000000 0.151518053064 Long DBT UST US N 2 2026-12-15 Fixed 0.04375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 01/15/2027 91282CJT9 4740000.00000000 PA USD 4758330.48000000 0.942749094787 Long DBT UST US N 2 2027-01-15 Fixed 0.04000000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA II 2.5% 08/20/2051#785575 3622ABCL4 376874.60600000 PA USD 331260.30000000 0.065631285863 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 0.02500000 N N N N N N GNMA GUARANTEED PASS THRU CERT 549300M8ZYFG0OCMTT87 GNMA II 2.5% 12/20/2051#785792 3622ABKD3 444808.31500000 PA USD 390971.79000000 0.077461685912 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 0.02500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 01/31/2031 91282CJX0 700000.00000000 PA USD 714710.93000000 0.141602834255 Long DBT UST US N 2 2031-01-31 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 02/15/2027 91282CKA8 20080000.00000000 PA USD 20188400.68000000 3.999847540281 Long DBT UST US N 2 2027-02-15 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 02/28/2031 91282CKC4 4250000.00000000 PA USD 4388125.00000000 0.869401755290 Long DBT UST US N 2 2031-02-28 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLM 30YR 6% 09/01/2053#RA9856 3133KR5R1 38647.64700000 PA USD 40177.45000000 0.007960198388 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 11/01/2053#FS6498 3140XNGG3 152024.77200000 PA USD 157483.72000000 0.031201623152 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 03/01/2054#CB8112 3140QUAN6 38839.26500000 PA USD 40027.70000000 0.007930529016 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6.5% 03/01/2054#CB8113 3140QUAP1 103601.89200000 PA USD 108116.58000000 0.021420708030 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 0.06500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 03/15/2027 91282CKE0 7250000.00000000 PA USD 7304139.67000000 1.447140145274 Long DBT UST US N 2 2027-03-15 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 03/31/2031 91282CKF7 3670000.00000000 PA USD 3768487.90000000 0.746635520877 Long DBT UST US N 2 2031-03-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.375% 05/15/2034 91282CKQ3 670000.00000000 PA USD 695622.27000000 0.137820873962 Long DBT UST US N 2 2034-05-15 Fixed 0.04375000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA 2.55% 09/25/2046 3136AWGE1 1155068.20100000 PA USD 1078485.22000000 0.213675987653 Long ABS-CBDO USGSE US N 2 2046-09-25 Fixed 0.02550000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029 3137HDJW1 2296741.52000000 PA USD 2298069.96000000 0.455307462071 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 0.04229240 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 06/30/2031 91282CKW0 4920000.00000000 PA USD 5082782.82000000 1.007031546610 Long DBT UST US N 2 2031-06-30 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 06/30/2029 91282CKX8 3960000.00000000 PA USD 4063021.78000000 0.804990347201 Long DBT UST US N 2 2029-06-30 Fixed 0.04250000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 07/31/2029 91282CLC3 200000.00000000 PA USD 203720.42000000 0.040362316646 Long DBT UST US N 2 2029-07-31 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 08/15/2034 91282CLF6 4680000.00000000 PA USD 4686806.12000000 0.928578257782 Long DBT UST US N 2 2034-08-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 09/30/2029 91282CLN9 7540000.00000000 PA USD 7556199.24000000 1.497079705473 Long DBT UST US N 2 2029-09-30 Fixed 0.03500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 10/31/2029 91282CLR0 2537000.00000000 PA USD 2596064.53000000 0.514347941143 Long DBT UST US N 2 2029-10-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 10/31/2026 91282CLS8 20000000.00000000 PA USD 20062343.80000000 3.974872391957 Long DBT UST US N 2 2026-10-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 11/15/2034 91282CLW9 2016000.00000000 PA USD 2071203.74000000 0.410359360118 Long DBT UST US N 2 2034-11-15 Fixed 0.04250000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.625% 11/15/2044 912810UF3 3560000.00000000 PA USD 3593514.05000000 0.711968647823 Long DBT UST US N 2 2044-11-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 11/30/2031 91282CLZ2 3110000.00000000 PA USD 3192730.85000000 0.632563066266 Long DBT UST US N 2 2031-11-30 Fixed 0.04125000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 5.5% 12/20/2054#MB0092 3618N5C64 165172.46700000 PA USD 167655.47000000 0.033216911528 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 0.05500000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 01/15/2028 91282CMF5 12080000.00000000 PA USD 12263087.50000000 2.429636757790 Long DBT UST US N 2 2028-01-15 Fixed 0.04250000 N N N N N N FEDERAL HOME LOAN MORTGAGE COR PORATION S6XOOCT0IEG5ABCC6L87 FHLM 30YR 6.5% 01/01/2055#RJ3308 3142GTVA1 309155.85000000 PA USD 326709.84000000 0.064729721319 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6.5% 01/01/2055#CB9828 3140QV4N1 170185.49100000 PA USD 180659.73000000 0.035793393846 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 0.06500000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA GTD MTG PASS THRU CTF SOFR30A+ 09/25/2054 3136BUW22 290176.74000000 PA USD 292240.83000000 0.057900513446 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.04867210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+125 10/25/2054 3137HJQ26 444169.53000000 PA USD 447757.98000000 0.088712507906 Long ABS-CBDO USGSE US N 2 2054-10-25 Variable 0.04917210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055 3137HJZC4 218464.06000000 PA USD 219622.82000000 0.043512995917 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04867210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA GTD MTG PASS THRU CTF SOFR30A+115 02/25/2055 3136BUWD8 287522.33000000 PA USD 289910.86000000 0.057438885756 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04817210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055 3136BUWL0 370607.96000000 PA USD 374541.52000000 0.074206421858 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.05067210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054 3136BUWX4 428811.95000000 PA USD 433226.44000000 0.085833431676 Long ABS-CBDO USGSE US N 2 2054-09-25 Variable 0.05067210 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053 3136BQRD3 671411.31400000 PA USD 679598.97000000 0.134646241256 Long ABS-CBDO USGSE US N 2 2053-11-25 Variable 0.05117210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 3137HJYG6 681665.34000000 PA USD 686556.36000000 0.136024681268 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04817210 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA GTD MTG PASS THRU CTF SOFR30A+120 06/25/2054 3136BUGA2 516143.57100000 PA USD 520349.52000000 0.103094781040 Long ABS-CBDO USGSE US N 2 2054-06-25 Variable 0.04867210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055 3137HJEZ6 435900.61000000 PA USD 439559.17000000 0.087088110286 Long ABS-CBDO USGSE US N 2 2055-02-25 Variable 0.04817210 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.75% 02/15/2045 912810UJ5 3940000.00000000 PA USD 4038500.00000000 0.800131944450 Long DBT UST US N 2 2045-02-15 Fixed 0.04750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 USTN TII 2.375% 02/15/2055 912810UH9 1490000.00000000 PA USD 1508777.85000000 0.298928155221 Long DBT UST US N 2 2055-02-15 Fixed 0.02375000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 03/15/2028 91282CMS7 3500000.00000000 PA USD 3533359.38000000 0.700050442283 Long DBT UST US N 2 2028-03-15 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 03/31/2027 91282CMV0 6410000.00000000 PA USD 6434538.25000000 1.274849474213 Long DBT UST US N 2 2027-03-31 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 03/31/2032 91282CMT5 4000000.00000000 PA USD 4105156.24000000 0.813338280198 Long DBT UST US N 2 2032-03-31 Fixed 0.04125000 N N N N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GSCM SWAP REC 3.9025 04/14/26 N/A 1360000.00000000 NC USD 42598.75000000 0.008439920928 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Put Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GSCM FSWP IRS 04/16/36 SOFRV3.9025% N/A N/A NC USD N/A N/A DIR CORP US 2036-04-16 0.00000000 USD 0.00000000 USD 1360000.00000000 USD 1.00000000 3.90250000 USD 2026-04-14 XXXX -5273.25000000 N N N GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GSCM SWAP PAY 3.9025 04/14/26 N/A 1360000.00000000 NC USD 1288.25000000 0.000255235849 N/A DIR CORP US N 2 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 Call Purchased GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GOLDMAN SACHS BANK USA KD3XUN7C6T14HNAYLU02 GSCM FSWP IRS 04/16/36 3.9025%VSOFR N/A N/A NC USD N/A N/A DIR CORP US 2036-04-16 0.00000000 USD 0.00000000 USD 1360000.00000000 USD 1.00000000 3.90250000 USD 2026-04-14 XXXX -46583.75000000 N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 04/30/2027 91282CMY4 3240000.00000000 PA USD 3249365.61000000 0.643783886036 Long DBT UST US N 2 2027-04-30 Fixed 0.03750000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM SWAP PAY 4.065 05/02/30 N/A 5120000.00000000 NC USD 136486.20000000 0.027041468019 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM FSWP IRS 05/06/35 4.065%VSOFR N/A N/A NC USD N/A N/A DIR CORP US 2035-05-06 0.00000000 USD 0.00000000 USD 5120000.00000000 USD 1.00000000 4.06500000 USD 2030-05-02 XXXX -68825.80000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM SWAP REC 4.065 05/02/30 N/A 5120000.00000000 NC USD 195411.97000000 0.038716196490 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM FSWP IRS 05/06/35 SOFRV4.065% N/A N/A NC USD N/A N/A DIR CORP US 2035-05-06 0.00000000 USD 0.00000000 USD 5120000.00000000 USD 1.00000000 4.06500000 USD 2030-05-02 XXXX -9900.03000000 N N N FED HOME LOAN MTG CORP - GOLD S6XOOCT0IEG5ABCC6L87 FHLG 30YR 6% 12/01/2052#RA8306 3133KQGP5 327808.17800000 PA USD 342627.83000000 0.067883489374 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 0.06000000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 07/01/2053#FS5067 3140XLTZ1 507160.73300000 PA USD 529613.14000000 0.104930145230 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 0.06000000 N N N N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM SWAP PAY 4.01 05/07/30 N/A 2200000.00000000 NC USD 60692.30000000 0.012024724034 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM FSWP IRS 05/09/35 4.01%VSOFR N/A N/A NC USD N/A N/A DIR CORP US 2035-05-09 0.00000000 USD 0.00000000 USD 2200000.00000000 USD 1.00000000 4.01000000 USD 2030-05-07 XXXX -27934.70000000 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM SWAP REC 4.01 05/07/30 N/A 2200000.00000000 NC USD 81075.98000000 0.016063261489 N/A DIR CORP US N 2 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 Put Purchased BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 BOAM FSWP IRS 05/09/35 SOFRV4.01% N/A N/A NC USD N/A N/A DIR CORP US 2035-05-09 0.00000000 USD 0.00000000 USD 2200000.00000000 USD 1.00000000 4.01000000 USD 2030-05-07 XXXX -7551.02000000 N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 5% 05/15/2045 912810UL0 1130000.00000000 PA USD 1194533.60000000 0.236668191674 Long DBT UST US N 2 2045-05-15 Fixed 0.05000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.125% 05/31/2032 91282CNF4 1600000.00000000 PA USD 1641581.12000000 0.325239938967 Long DBT UST US N 2 2032-05-31 Fixed 0.04125000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 05/31/2027 91282CNE7 5200000.00000000 PA USD 5224781.22000000 1.035165124894 Long DBT UST US N 2 2027-05-31 Fixed 0.03875000 N N N N N N FNMA GTD MTG PASS THRU CTF B1V7KEBTPIMZEU4LTD58 FNMA 30YR 6% 06/01/2055#CC0577 3140Y6UB4 378803.51300000 PA USD 396905.17000000 0.078637242895 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 0.06000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 5330 FA SOFR30A+105 08/25/2053 3137HAFW1 1310168.95000000 PA USD 1319104.83000000 0.261348994072 Long ABS-CBDO USGSE US N 2 2053-08-25 Variable 0.04717210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT 5425 FK SOFR30A+120 06/25/2054 3137HCYX4 923254.48400000 PA USD 931770.86000000 0.184608054969 Long ABS-CBDO USGSE US N 2 2054-06-25 Variable 0.04867210 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+105 04/25/2055 3137HKUC6 1181196.41900000 PA USD 1187879.51000000 0.235349843285 Long ABS-CBDO USGSE US N 2 2055-04-25 Variable 0.04717210 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 06/30/2027 91282CNL1 8000000.00000000 PA USD 8030000.00000000 1.590951965812 Long DBT UST US N 2 2027-06-30 Fixed 0.03750000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.75% 08/15/2055 912810UM8 620000.00000000 PA USD 631334.38000000 0.125083769980 Long DBT UST US N 2 2055-08-15 Fixed 0.04750000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4.25% 08/15/2035 91282CNT4 23140000.00000000 PA USD 23714884.38000000 4.698535731430 Long DBT UST US N 2 2035-08-15 Fixed 0.04250000 N N N N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI SWAP REC 4.146 07/30/30 N/A 4330000.00000000 NC USD 172050.60000000 0.034087701156 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI FSWP IRS 08/01/35 SOFRV4.146% N/A N/A NC USD N/A N/A DIR CORP US 2035-08-01 0.00000000 USD 0.00000000 USD 4330000.00000000 USD 1.00000000 4.14600000 USD 2030-07-30 XXXX 8614.75000000 N N N CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI SWAP PAY 4.146 07/30/30 N/A 4330000.00000000 NC USD 114884.25000000 0.022761559573 N/A DIR CORP US N 2 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITIBANK, N.A. E57ODZWZ7FF32TWEFA76 CITI FSWP IRS 08/01/35 4.146%VSOFR N/A N/A NC USD N/A N/A DIR CORP US 2035-08-01 0.00000000 USD 0.00000000 USD 4330000.00000000 USD 1.00000000 4.14600000 USD 2030-07-30 XXXX -48551.60000000 N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 FB 11/25/2054 3137HHF97 462595.32800000 PA USD 465251.55000000 0.092178439361 Long ABS-CBDO USGSE US N 2 2054-11-25 Variable 0.04767210 N N N N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT FUT JUN26 WNM6 N/A 8.00000000 NC USD 12644.11000000 0.002505127230 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UNITED STATES TREASURY BOND UNITED STATES TREASURY BOND 0% 06/30/2040 2026-06-18 959855.89000000 USD 12644.11000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 US 10YR NOTE FUT (CBT)JUN26 TYM6 N/A 454.00000000 NC USD 399946.76000000 0.079239861026 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-18 51256740.74000000 USD 399946.76000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 US LONG BOND(CBT) FUT JUN26 USM6 N/A -19.00000000 NC USD -22599.36000000 -0.00447752132 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short UST NOTES UST NOTES 0% 06/30/2040 2026-06-18 -2227119.39000000 USD -22599.36000000 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 US 2YR NOTE (CBT) FUT JUN26 TUM6 N/A 456.00000000 NC USD 132954.42000000 0.026341730493 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long UST NOTES UST NOTES 0% 06/30/2040 2026-06-30 95277920.58000000 USD 132954.42000000 N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 2.5% 03/01/2056 #TBA 21H022630 -150000.00000000 PA USD -132336.03000000 -0.02621921134 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.02500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 6% 03/01/2056 #TBA 21H060630 12525000.00000000 PA USD 12779074.64000000 2.531867237830 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 6% 03/01/2056 #TBA 21H060630 -12525000.00000000 PA USD -12779074.64000000 -2.53186723783 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 2% 03/01/2056 #TBA 01F020638 -2500000.00000000 PA USD -2070410.25000000 -0.41020214910 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.02000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 2.5% 03/01/2056 #TBA 01F022634 5100000.00000000 PA USD 4416480.66000000 0.875019749439 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 2.5% 03/01/2056 #TBA 01F022634 -5100000.00000000 PA USD -4416480.66000000 -0.87501974943 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.02500000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 3% 03/01/2056 #TBA 01F030637 -6300000.00000000 PA USD -5696824.14000000 -1.12868911138 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.03000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4% 03/01/2056 #TBA 01F040636 -4500000.00000000 PA USD -4373964.90000000 -0.86659627099 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4% 03/01/2056 #TBA 01F040636 2325000.00000000 PA USD 2259881.87000000 0.447741407668 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 0.04000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 4.5% 03/01/2056 #TBA 01F042632 -5200000.00000000 PA USD -5141906.12000000 -1.01874541091 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.04500000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 6% 03/01/2056 #TBA 01F060634 -5700000.00000000 PA USD -5846730.54000000 -1.15838947026 Short ABS-MBS USGA US N 2 2056-03-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 6% 03/01/2056 #TBA 01F060634 5700000.00000000 PA USD 5846730.54000000 1.158389470260 Long ABS-MBS USGA US N 2 2056-03-01 Fixed 0.06000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 10/15/2028 91282CPC9 3520000.00000000 PA USD 3529625.09000000 0.699310582256 Long DBT UST US N 2 2028-10-15 Fixed 0.03500000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 6% 04/01/2056 #TBA 21H060648 -3400000.00000000 PA USD -3466579.82000000 -0.68681967363 Short ABS-MBS USGA US N 2 2056-04-01 Fixed 0.06000000 N N N N N N GNMA II GTD PASS THRU CTF MULTIPLE ISSUER 549300M8ZYFG0OCMTT87 GNII II 6% 04/01/2056 #TBA 21H060648 3400000.00000000 PA USD 3466579.82000000 0.686819673633 Long ABS-MBS USGA US N 2 2056-04-01 Fixed 0.06000000 N N N N N N FNMA/FHLG TBA ISSUER N/A UMBS 30YR 2.5% 04/01/2056 #TBA 01F022642 -5100000.00000000 PA USD -4416679.56000000 -0.87505915670 Short ABS-MBS USGA US N 2 2056-04-01 Fixed 0.02500000 N N N N N N UNITED STATES TREASURY BOND 254900HROIFWPRGM1V77 UNITED STATES TREASURY BOND 4.625% 11/15/2055 912810UP1 1890000.00000000 PA USD 1886751.56000000 0.373814583235 Long DBT UST US N 2 2055-11-15 Fixed 0.04625000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 4% 11/15/2035 91282CPJ4 8210000.00000000 PA USD 8239504.69000000 1.632460296871 Long DBT UST US N 2 2035-11-15 Fixed 0.04000000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.75% 11/30/2032 91282CPM7 2530000.00000000 PA USD 2536819.13000000 0.502609885651 Long DBT UST US N 2 2032-11-30 Fixed 0.03750000 N N N N N N FEDERAL NAT MTG ASN GTD REM PA B1V7KEBTPIMZEU4LTD58 FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053 3136BQY60 354560.81600000 PA USD 357117.34000000 0.070754238368 Long ABS-CBDO USGSE US N 2 2053-09-25 Variable 0.04867210 N N N N N N LONDON CLEARING HOUSE N/A LCH OIS SOFRV3.5% MAC 03/18/28 N/A -35617000.00000000 NC USD -67314.74000000 -0.01333680173 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2028-03-18 0.00000000 USD 0.00000000 USD -35756665.62000000 USD -67314.74000000 N N N LONDON CLEARING HOUSE N/A LCH OIS SOFRV4.0% MAC 03/18/56 N/A 1160000.00000000 NC USD 49460.95000000 0.009799501324 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2056-03-18 0.00000000 USD 0.00000000 USD 1130705.07000000 USD 49460.95000000 N N N LONDON CLEARING HOUSE N/A LCH OIS SOFRV3.5% MAC 03/18/29 N/A -21554000.00000000 NC USD -131334.99000000 -0.02602087926 N/A DIR CORP GB N 2 LONDON CLEARING HOUSE N/A Y 2029-03-18 0.00000000 USD 0.00000000 USD -21628052.86000000 USD -131334.99000000 N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.875% 12/31/2032 91282CPQ8 810000.00000000 PA USD 817973.44000000 0.162061824701 Long DBT UST US N 2 2032-12-31 Fixed 0.03875000 N N N N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 01/15/2029 91282CPT2 9700000.00000000 PA USD 9729554.74000000 1.927677987557 Long DBT UST US N 2 2029-01-15 Fixed 0.03500000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD S6XOOCT0IEG5ABCC6L87 FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030 3137HPUB7 1999809.87000000 PA USD 1999808.47000000 0.396214099202 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 0.04179240 N N N N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPSW SWAP REC 3.964 01/26/27 N/A 5600000.00000000 NC USD 239346.13000000 0.047420696890 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Put Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPSW FSWP IRS 01/28/37 SOFRV3.964% N/A N/A NC USD N/A N/A DIR CORP US 2037-01-28 0.00000000 USD 0.00000000 USD 5600000.00000000 USD 1.00000000 3.96400000 USD 2027-01-26 XXXX 107186.13000000 N N N JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPSW SWAP PAY 3.964 01/26/27 N/A 5600000.00000000 NC USD 73551.86000000 0.014572537516 N/A DIR CORP US N 2 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPMORGAN CHASE BANK NA NEW YORK NY 7H6GLXDRUGQFU57RNE97 JPSW FSWP IRS 01/28/37 3.964%VSOFR N/A N/A NC USD N/A N/A DIR CORP US 2037-01-28 0.00000000 USD 0.00000000 USD 5600000.00000000 USD 1.00000000 3.96400000 USD 2027-01-26 XXXX -58608.14000000 N N N UST NOTES 254900HROIFWPRGM1V77 UST NOTES 3.5% 02/15/2029 91282CQA2 10690000.00000000 PA USD 10723406.25000000 2.124585834825 Long DBT UST US N 2 2029-02-15 Fixed 0.03500000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS VFAC SOFR+12 06/12/2028 3133EWDR8 7430000.00000000 PA USD 7429926.00000000 1.472061690603 Long DBT USGSE US N 2 2028-06-12 Variable 0.03790000 N N N N N N FEDERAL FARM CREDIT BANKS 254900C5LP6DN9OP9V83 FEDERAL FARM CREDIT BANKS VFAC SOFR+16.5 01/19/2029 3133EWEB2 7990000.00000000 PA USD 7989867.85000000 1.583000742533 Long DBT USGSE US N 2 2029-01-19 Variable 0.03835000 N N N N N N 2026-03-30 Laura M. Del Prato Laura M. Del Prato Laura M. Del Prato President and Treasurer