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Mortgage-Backed Securities FMAC FEPC 04.500 CLQG5602 N/A 3133C6GK9 2053-06-01 4.5 4634805.16 4432676.67 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH8097 N/A 3140GW7K3 2047-09-01 3.5 1566005.94 1428896.90 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBV0872 N/A 3140MD6J2 2052-01-01 2.5 2024847.46 1709113.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 1842138.08 1586099.31 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0112 N/A 3140NGDS6 2053-05-01 5 434814.96 425919.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2075 N/A 3140Q9JV6 2038-07-01 4 996973.54 960123.74 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQE1089 N/A 3133BAF63 2052-04-01 3.5 4911034.71 4425655.88 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN1369 N/A 3131Y7QW0 2048-11-01 4.5 967361.92 930592.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4964 N/A 3133BEQR7 2052-06-01 5 304087.16 300363.20 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1535 N/A 3132DNV42 2052-09-01 4.5 5876104.26 5623478.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 4059189.71 3984811.82 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLCA3794 N/A 3140QBGC6 2049-07-01 4 3427363.68 3195651.04 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0599 N/A 3140Y6UZ1 2055-06-01 6.5 389046.46 407681.27 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD6900 N/A 3132DUUZ8 2054-11-01 5 1906685.21 1883196.12 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3303 N/A 3140QNU59 2052-04-01 3 155552.24 136570.20 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3547 N/A 31427Q5H1 2055-10-01 5.5 3960859.17 4006220.25 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3329 N/A 3140NXVX8 2035-03-01 4.87 1520092.80 1529174.34 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0625 N/A 3131Y6VS5 2043-02-01 3.5 42923.20 39718.50 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0371 200000000.00 200000000.00 .0388 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.650%, 8/3/2026 3.650 0673PA005 G5GSEF7VJP5I7OUK5573 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC 4.00 FMNT 26-28 W3 N/A 3134HCYW3 2028-03-13 4 9622000.00 9728361.59 Agency Debentures and Agency Strips FMAC 6.25 FMNT GB 32 A N/A 3134A4KX1 2032-07-15 6.25 1000000.00 1096164.78 Agency Debentures and Agency Strips FCSB 4.54 FCOR 26-31 GA N/A 3133ET5Z6 2031-12-29 4.54 13164000.00 13044465.03 Agency Debentures and Agency Strips FCSB 5 3/8 FCOR 26-40 BB N/A 3133ET2Q9 2040-12-03 5.375 6657000.00 6538170.70 Agency Debentures and Agency Strips FHLB 5.65 FHOR 27-42 TT N/A 3130B6ZW9 2042-07-21 5.65 14000000.00 13765828.22 Agency Debentures and Agency Strips FCSB 3.80 FCOR 26-29 KJ N/A 3133EWEP1 2029-02-26 3.8 3201000.00 3203116.22 Agency Debentures and Agency Strips FHLB 5.52 FHOR 27-40 AS N/A 3130B4XD8 2040-02-10 5.52 3605000.00 3639471.01 Agency Debentures and Agency Strips Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0370 50000000.00 50000000.00 .0097 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.795%, 9/25/2026 3.795 3130B2UL7 2549001DPIFGXC1TOL40 US3130B2UL79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-25 2026-09-25 N N N .0365 15001677.00 15001677.00 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.725%, 4/9/2027 3.725 3130B5UR7 2549001DPIFGXC1TOL40 US3130B5UR70 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0373 18998817.25 18998817.25 .0037 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.770%, 4/9/2027 3.770 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0372 11003294.94 11003294.94 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 8/28/2026 3.710 3130B7LQ5 2549001DPIFGXC1TOL40 US3130B7LQ54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N .0351 2999979.75 2999979.75 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VM3 2549001DPIFGXC1TOL40 US3130B7VM31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0406 24975065.50 24975065.50 .0048 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.625%, 10/23/2026 3.625 3130B7VN1 2549001DPIFGXC1TOL40 US3130B7VN14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-10-23 2026-10-23 2026-10-23 N N N .0398 24979978.50 24979978.50 .0048 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.830%, 10/14/2027 3.830 3130B83C4 2549001DPIFGXC1TOL40 US3130B83C44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N .0381 12001784.28 12001784.28 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.810%, 12/4/2026 3.810 3130B8KW1 2549001DPIFGXC1TOL40 US3130B8KW15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0399 9993871.70 9993871.70 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.760%, 12/17/2026 3.760 3130B8PA4 2549001DPIFGXC1TOL40 US3130B8PA40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-12-17 2026-12-17 2026-12-17 N N N .0393 26982839.07 26982839.07 .0052 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8UW0 2549001DPIFGXC1TOL40 US3130B8UW05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0385 19970496.40 19970496.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.500%, 1/4/2027 3.500 3130B8VA7 2549001DPIFGXC1TOL40 US3130B8VA75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-01-04 2027-01-04 2027-01-04 N N N .0370 19982646.00 19982646.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/5/2027 3.640 3130B92Z2 2549001DPIFGXC1TOL40 US3130B92Z20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-05 2027-02-05 2027-02-05 N N N .0432 21925024.88 21925024.88 .0042 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.730%, 1/14/2028 3.730 3130B94T4 2549001DPIFGXC1TOL40 US3130B94T42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-14 2028-01-14 N N N .0373 7999609.12 7999609.12 .0016 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.620%, 2/8/2027 3.620 3130B95B2 2549001DPIFGXC1TOL40 US3130B95B25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-08 2027-02-08 2027-02-08 N N N .0392 11981440.32 11981440.32 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.640%, 2/12/2027 3.640 3130B95L0 2549001DPIFGXC1TOL40 US3130B95L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-02-12 2027-02-12 2027-02-12 N N N .0399 19963976.60 19963976.60 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.680%, 3/24/2027 3.680 3130B9NT3 2549001DPIFGXC1TOL40 US3130B9NT32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-03-24 2027-03-24 2027-03-24 N N N .0411 29919461.10 29919461.10 .0058 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.970%, 4/22/2027 3.970 3130BA5L7 2549001DPIFGXC1TOL40 US3130BA5L71 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-04-22 2027-04-22 2027-04-22 N N N .0421 14976224.40 14976224.40 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.930%, 5/7/2027 3.930 3130BAB55 2549001DPIFGXC1TOL40 US3130BAB557 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-07 2027-05-07 2027-05-07 N N N .0422 19955760.00 19955760.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.840%, 5/21/2027 3.840 3130BAFR3 2549001DPIFGXC1TOL40 US3130BAFR30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0417 19947866.20 19947866.20 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.870%, 5/21/2027 3.870 3130BAHP5 2549001DPIFGXC1TOL40 US3130BAHP55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-05-21 2027-05-21 2027-05-21 N N N .0415 19955729.00 19955729.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.790%, 11/5/2026 3.790 3130BAMM6 2549001DPIFGXC1TOL40 US3130BAMM69 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-05 2026-11-05 2026-11-05 N N N .0380 19997920.40 19997920.40 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.875%, 6/11/2027 3.875 3130BAQ83 2549001DPIFGXC1TOL40 US3130BAQ837 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-11 2027-06-11 2027-06-11 N N N .0421 19943471.80 19943471.80 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.990%, 6/17/2027 3.990 3130BAT72 2549001DPIFGXC1TOL40 US3130BAT724 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-06-17 2027-06-17 2027-06-17 N N N .0421 14972044.35 14972044.35 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATK3 2549001DPIFGXC1TOL40 US3130BATK31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0395 19989139.00 19989139.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 3.800%, 11/20/2026 3.800 3130BATM9 2549001DPIFGXC1TOL40 US3130BATM96 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-11-20 2026-11-20 2026-11-20 N N N .0395 19989139.00 19989139.00 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/27/2027 3.700 3130BBDD4 2549001DPIFGXC1TOL40 US3130BBDD45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-27 2027-01-27 N N N .0370 15000079.65 15000079.65 .0029 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 2/9/2027 3.705 3130BBFV2 2549001DPIFGXC1TOL40 US3130BBFV25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-09 2027-02-09 N N N .0369 10000033.50 10000033.50 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3130BBG25 2549001DPIFGXC1TOL40 US3130BBG257 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N .0377 4999970.30 4999970.30 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 10/13/2026 3.685 3130BBGM1 2549001DPIFGXC1TOL40 US3130BBGM17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-13 2026-10-13 N N N .0366 5999950.68 5999950.68 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 1/12/2027 3.700 3130BBGY5 2549001DPIFGXC1TOL40 US3130BBGY54 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-12 2027-01-12 N N N .0369 4999968.70 4999968.70 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 3/9/2027 3.710 3130BBH65 2549001DPIFGXC1TOL40 US3130BBH651 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-09 2027-03-09 N N N .0370 4999995.55 4999995.55 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.775%, 7/13/2028 3.775 3130BBJG1 2549001DPIFGXC1TOL40 US3130BBJG12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-13 2028-07-13 N N N .0377 6000589.08 6000589.08 .0012 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/17/2027 3.700 3130BBKF1 2549001DPIFGXC1TOL40 US3130BBKF10 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-17 2027-02-17 N N N .0369 8000025.20 8000025.20 .0016 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/16/2027 3.705 3130BBKG9 2549001DPIFGXC1TOL40 US3130BBKG92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N .0370 3000005.94 3000005.94 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.695%, 1/22/2027 3.695 3130BBKR5 2549001DPIFGXC1TOL40 US3130BBKR57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-01-22 2027-01-22 N N N .0368 10000520.70 10000520.70 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.685%, 11/17/2026 3.685 3130BBKW4 2549001DPIFGXC1TOL40 US3130BBKW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-17 2026-11-17 N N N .0367 3000087.72 3000087.72 .0006 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.690%, 12/22/2026 3.690 3130BBL37 2549001DPIFGXC1TOL40 US3130BBL372 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-22 2026-12-22 N N N .0368 4999983.75 4999983.75 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 2/24/2027 3.700 3130BBLW3 2549001DPIFGXC1TOL40 US3130BBLW34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-02-24 2027-02-24 N N N .0370 10000014.80 10000014.80 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 4.255%, 8/20/2027 4.255 3130BBN92 2549001DPIFGXC1TOL40 US3130BBN923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2027-08-20 2027-08-20 2027-08-20 N N N .0430 19991312.60 19991312.60 .0039 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.705%, 3/25/2027 3.705 3130BBPR0 2549001DPIFGXC1TOL40 US3130BBPR03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-25 2027-03-25 N N N .0369 10001003.20 10001003.20 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.710%, 4/28/2027 3.710 3130BBPS8 2549001DPIFGXC1TOL40 US3130BBPS85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-28 2027-04-28 N N N .0371 4999980.50 4999980.50 .0010 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.510%, 8/7/2026 3.510 313385A97 2549001DPIFGXC1TOL40 US313385A970 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-07 2026-08-07 2026-08-07 N N N .0365 26981126.19 26981126.19 .0052 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.509%, 8/19/2026 3.509 313385C53 2549001DPIFGXC1TOL40 US313385C539 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-19 2026-08-19 2026-08-19 N N N .0365 32937387.12 32937387.12 .0064 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.530%, 8/21/2026 3.530 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0365 10976932.12 10976932.12 .0021 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.520%, 8/21/2026 3.520 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-21 2026-08-21 2026-08-21 N N N .0365 8981126.28 8981126.28 .0017 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.537%, 8/28/2026 3.537 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-08-28 2026-08-28 2026-08-28 N N N .0366 19944077.80 19944077.80 .0039 N N Y N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/4/2026 3.630 313385R81 2549001DPIFGXC1TOL40 US313385R818 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-04 2026-12-04 2026-12-04 N N N .0388 10854470.00 10854470.00 .0021 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.630%, 12/11/2026 3.630 313385S72 2549001DPIFGXC1TOL40 US313385S725 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2026-12-11 2026-12-11 2026-12-11 N N N .0389 73952625.00 73952625.00 .0143 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 3/11/2027 3.740 3133ER6L0 254900C5LP6DN9OP9V83 US3133ER6L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0373 6999616.19 6999616.19 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ER6X4 254900C5LP6DN9OP9V83 US3133ER6X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0374 4998953.00 4998953.00 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 9/8/2026 3.775 3133ERH38 254900C5LP6DN9OP9V83 US3133ERH382 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-08 2026-09-08 N N N .0360 2000091.38 2000091.38 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 8/26/2026 3.790 3133ERQW4 254900C5LP6DN9OP9V83 US3133ERQW43 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-26 2026-08-26 N N N .0346 8000517.04 8000517.04 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.785%, 9/16/2026 3.785 3133ERXV8 254900C5LP6DN9OP9V83 US3133ERXV86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-16 2026-09-16 N N N .0363 7000542.71 7000542.71 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 8/28/2026 3.780 3133ERYS4 254900C5LP6DN9OP9V83 US3133ERYS49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-08-28 2026-08-28 N N N .0351 3000135.72 3000135.72 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 11/4/2026 3.790 3133ERZJ3 254900C5LP6DN9OP9V83 US3133ERZJ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-04 2026-11-04 N N N .0365 4000689.40 4000689.40 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 12/2/2027 3.755 3133ET2X4 254900C5LP6DN9OP9V83 US3133ET2X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-02 2027-12-02 N N N .0375 9999287.40 9999287.40 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/19/2027 3.695 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-19 2027-04-19 N N N .0375 1999203.40 1999203.40 .0004 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 11/23/2027 3.730 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-23 2027-11-23 N N N .0372 2999879.19 2999879.19 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 1/6/2028 3.735 3133ET6B8 254900C5LP6DN9OP9V83 US3133ET6B88 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-06 2028-01-06 N N N .0373 11999545.56 11999545.56 .0023 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 1/12/2028 3.730 3133ET6N2 254900C5LP6DN9OP9V83 US3133ET6N27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-12 2028-01-12 N N N .0375 8996556.69 8996556.69 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.695%, 4/8/2027 3.695 3133ET6Q5 254900C5LP6DN9OP9V83 US3133ET6Q57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-08 2027-04-08 N N N .0369 5999936.40 5999936.40 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 3/11/2027 3.730 3133ETAA5 254900C5LP6DN9OP9V83 US3133ETAA52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0372 5999691.78 5999691.78 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/1/2027 3.800 3133ETC70 254900C5LP6DN9OP9V83 US3133ETC702 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-01 2027-10-01 N N N .0376 10003711.70 10003711.70 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.730%, 4/9/2027 3.730 3133ETCN5 254900C5LP6DN9OP9V83 US3133ETCN55 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-09 2027-04-09 N N N .0372 13000457.60 13000457.60 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 10/14/2027 3.800 3133ETF85 254900C5LP6DN9OP9V83 US3133ETF853 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-14 2027-10-14 N N N .0377 10003248.70 10003248.70 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 4/22/2027 3.760 3133ETJ81 254900C5LP6DN9OP9V83 US3133ETJ814 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-04-22 2027-04-22 N N N .0375 15000427.65 15000427.65 .0029 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 5/27/2027 3.765 3133ETJA6 254900C5LP6DN9OP9V83 US3133ETJA61 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-05-27 2027-05-27 N N N .0374 6000321.96 6000321.96 .0012 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.755%, 6/4/2027 3.755 3133ETKK2 254900C5LP6DN9OP9V83 US3133ETKK25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-04 2027-06-04 N N N .0375 19998598.20 19998598.20 .0039 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 6/17/2027 3.745 3133ETLK1 254900C5LP6DN9OP9V83 US3133ETLK16 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-17 2027-06-17 N N N .0372 20001931.40 20001931.40 .0039 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/29/2027 3.780 3133ETRA7 254900C5LP6DN9OP9V83 US3133ETRA79 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-07-29 2027-07-29 N N N .0376 15003491.70 15003491.70 .0029 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.710%, 9/4/2026 3.710 3133ETWJ2 254900C5LP6DN9OP9V83 US3133ETWJ24 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-09-04 2026-09-04 N N N .0357 4999914.95 4999914.95 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.760%, 3/11/2027 3.760 3133ETWX1 254900C5LP6DN9OP9V83 US3133ETWX18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-11 2027-03-11 N N N .0373 14000414.96 14000414.96 .0027 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.800%, 9/10/2027 3.800 3133ETXE2 254900C5LP6DN9OP9V83 US3133ETXE28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-10 2027-09-10 N N N .0379 9999919.60 9999919.60 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.765%, 11/26/2027 3.765 3133ETY43 254900C5LP6DN9OP9V83 US3133ETY433 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-26 2027-11-26 N N N .0374 8001389.92 8001389.92 .0016 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 1/26/2028 3.745 3133EWAT7 254900C5LP6DN9OP9V83 US3133EWAT72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-26 2028-01-26 N N N .0376 9997800.40 9997800.40 .0019 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.750%, 1/28/2028 3.750 3133EWBJ8 254900C5LP6DN9OP9V83 US3133EWBJ81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-28 2028-01-28 N N N .0375 4999980.85 4999980.85 .0010 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.740%, 2/2/2028 3.740 3133EWBQ2 254900C5LP6DN9OP9V83 US3133EWBQ25 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-02 2028-02-02 N N N .0375 2999101.32 2999101.32 .0006 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 2/25/2028 3.745 3133EWEH9 254900C5LP6DN9OP9V83 US3133EWEH98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-02-25 2028-02-25 N N N .0372 7001167.18 7001167.18 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.735%, 4/10/2028 3.735 3133EWLF5 254900C5LP6DN9OP9V83 US3133EWLF59 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-10 2028-04-10 N N N .0373 3999942.96 3999942.96 .0008 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 4/20/2028 3.745 3133EWME7 254900C5LP6DN9OP9V83 US3133EWME75 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-04-20 2028-04-20 N N N .0374 24999780.75 24999780.75 .0048 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.745%, 5/8/2028 3.745 3133EWPE4 254900C5LP6DN9OP9V83 US3133EWPE49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N .0373 17000020.74 17000020.74 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 7/7/2028 3.775 3133EWVG2 254900C5LP6DN9OP9V83 US3133EWVG23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-07 2028-07-07 N N N .0377 6999944.91 6999944.91 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 7/24/2028 3.780 3133EWWU0 254900C5LP6DN9OP9V83 US3133EWWU08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-07-24 2028-07-24 N N N .0378 16999971.27 16999971.27 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 8/3/2028 3.780 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-04 2028-08-03 2028-08-03 N N N .0376 7002911.65 7002911.65 .0014 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 10/16/2026 3.790 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-16 2026-10-16 N N N .0373 12000902.64 12000902.64 .0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.780%, 9/2/2027 3.780 3134HBK59 S6XOOCT0IEG5ABCC6L87 US3134HBK597 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-02 2027-09-02 N N N .0372 19759902.65 19759902.65 .0038 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.750%, 3/16/2027 3.750 3134HBN64 S6XOOCT0IEG5ABCC6L87 US3134HBN641 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-03-16 2027-03-16 N N N .0369 28006190.24 28006190.24 .0054 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 9/22/2027 3.790 3134HBQ61 S6XOOCT0IEG5ABCC6L87 US3134HBQ610 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-09-22 2027-09-22 N N N .0373 20013022.60 20013022.60 .0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.790%, 10/6/2027 3.790 3134HBU66 S6XOOCT0IEG5ABCC6L87 US3134HBU661 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-10-06 2027-10-06 N N N .0375 17013546.79 17013546.79 .0033 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.745%, 6/16/2027 3.745 3134HBVX6 S6XOOCT0IEG5ABCC6L87 US3134HBVX64 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-06-16 2027-06-16 N N N .0373 15001443.60 15001443.60 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 10/23/2026 3.790 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-10-23 2026-10-23 N N N .0372 13001859.65 13001859.65 .0025 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.910%, 11/5/2027 3.910 3135G07M9 B1V7KEBTPIMZEU4LTD58 US3135G07M94 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-11-05 2027-11-05 N N N .0372 15031144.50 15031144.50 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 11/20/2026 3.790 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-11-20 2026-11-20 N N N .0364 10002842.10 10002842.10 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.790%, 12/11/2026 3.790 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2026-12-11 2026-12-11 N N N .0369 10002327.10 10002327.10 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 12/22/2027 3.730 3135G1AC5 B1V7KEBTPIMZEU4LTD58 US3135G1AC57 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2027-12-22 2027-12-22 N N N .0375 20991676.44 20991676.44 .0041 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.730%, 1/7/2028 3.730 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-01-07 2028-01-07 N N N .0375 7997672.88 7997672.88 .0015 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.740%, 5/8/2028 3.740 3135G1AJ0 B1V7KEBTPIMZEU4LTD58 US3135G1AJ01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-05-08 2028-05-08 N N N .0373 15000028.05 15000028.05 .0029 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 3.735%, 6/8/2028 3.735 3135G1AK7 B1V7KEBTPIMZEU4LTD58 US3135G1AK73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-08-03 2028-06-08 2028-06-08 N N N .0376 11993247.84 11993247.84 .0023 N N N N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.640%, 8/3/2026 3.640 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 27586.20 27353.37 U.S. Treasuries (including strips) USTR 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 2897379.00 2882389.89 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 1659670.80 1689146.78 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 69.00 69.17 U.S. Treasuries (including strips) USTR 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 28842.00 28660.61 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 1931972.40 1923725.45 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 4951026.00 4940129.60 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 13.80 13.78 U.S. Treasuries (including strips) USTR 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 179.40 177.44 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 13.80 13.45 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 13.80 12.79 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 13.80 11.95 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 13.80 12.04 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 151.80 150.49 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 19.14 18.84 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 3933.00 3097.08 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 13.80 13.67 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 1931972.40 1941096.14 U.S. Treasuries (including strips) USTR 4 1/8 NOTE K 33 N/A 91282CQN4 2033-04-30 4.125 32499.00 32122.09 U.S. Treasuries (including strips) USTR 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 650090.40 612055.56 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-08-03 2026-08-03 2026-08-03 N N N .0369 13800000.00 13800000.00 .0027 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.640%, 8/3/2026 3.640 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 268600.00 267463.29 U.S. Treasuries (including strips) USTR 4 3/8 NOTE C 36 N/A 91282CQQ7 2036-05-15 4.375 3785500.00 3713845.07 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 1000.00 936.25 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 1206206.96 1117692.29 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 100.00 67.64 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 5000000.00 5000000.00 .0010 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.640%, 8/3/2026 3.640 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 52046800.00 48376007.37 U.S. Treasuries (including strips) USTR 1 1/2 TRIB 53 N/A 912810TP3 2053-02-15 1.5 33972169.77 24523029.97 U.S. Treasuries (including strips) USTR 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 2597600.00 1505739.57 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 4694700.00 2850076.50 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 1338541.08 708320.35 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 18870900.00 13646904.72 U.S. Treasuries (including strips) USTR 3 BOND 45 N/A 912810RM2 2045-05-15 3 5251300.00 3844761.21 U.S. Treasuries (including strips) USTR 3 BOND 42 N/A 912810QW1 2042-05-15 3 8499800.00 6545178.97 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 100000000.00 100000000.00 .0194 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.650%, 8/3/2026 3.650 857449004 N/A U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y FIXED INCOME CLEARING CORPORATION BNYM Y FMAC FEPC 05.500 CLRA9271 N/A 3133KRJQ8 2053-06-01 5.5 43957239.28 44295329.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 41557536.84 43059467.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4781 N/A 3140QQJ30 2052-10-01 5 36066209.44 35699295.88 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7518 N/A 3140QTK81 2053-11-01 6.5 41096107.65 43347914.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 53210817.36 42087770.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 41747404.84 42321445.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5037 N/A 31418ES35 2053-06-01 4.5 43156429.69 41220691.19 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6114 N/A 3140W6YL0 2054-10-01 6 42174296.85 43100950.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC2994 N/A 3140Y9KG8 2056-07-01 5 43664299.00 42554599.97 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4154 N/A 31427RTL4 2056-02-01 5.5 41473859.23 41761120.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5599 N/A 31427TGH3 2056-06-01 5 44490819.85 43412080.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5253 N/A 31427SZT8 2056-05-01 5 43381225.72 42511157.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY9384 N/A 31426UNA8 2055-08-01 5.5 44086418.68 44086962.40 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 42667198.14 42826062.33 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2230 N/A 3140Y8PQ3 2056-03-01 5.5 43170212.81 43573436.97 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCC1155 N/A 3140Y7H92 2055-10-01 5 43879657.46 43053213.38 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0737 N/A 3140Y6ZB9 2055-07-01 6.5 40517935.19 42659213.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA6450 N/A 3140W7EY2 2056-08-01 5.5 8585237.00 8619057.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5948 N/A 3140W6TE2 2056-05-01 5 43011309.55 42015153.30 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA3793 N/A 3140W4GB7 2055-08-01 6 41623699.41 43350083.97 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7442 N/A 3140QTHU6 2053-11-01 6 42391876.66 43773555.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 41569763.86 41941452.96 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB6246 N/A 3140QR5G4 2053-05-01 5 42217472.18 41758934.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA5161 N/A 3140QCWX0 2050-02-01 3.5 47428622.79 43532203.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5168 N/A 3140M6W66 2054-11-01 5 44518663.53 43438848.52 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 1000000000.00 1000000000.00 .1938 N Y Y N United States Treasury United States Treasury Bills, 3.540%, 10/1/2026 3.540 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N .0357 61626223.70 61626223.70 .0119 N Y Y N United States Treasury United States Treasury Bills, 3.470%, 11/27/2026 3.470 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0377 28648125.60 28648125.60 .0056 N Y Y N United States Treasury United States Treasury Bills, 3.460%, 11/27/2026 3.460 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N .0377 56308384.80 56308384.80 .0109 N Y Y N United States Treasury United States Treasury Bills, 3.840%, 12/24/2026 3.840 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0386 27574074.36 27574074.36 .0053 N Y Y N United States Treasury United States Treasury Bills, 3.380%, 12/24/2026 3.380 912797TC1 254900HROIFWPRGM1V77 US912797TC16 U.S. Treasury Debt Y 2026-12-24 2026-12-24 2026-12-24 N N N .0386 19695767.40 19695767.40 .0038 N Y Y N United States Treasury United States Treasury Bills, 3.390%, 1/21/2027 3.390 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y 2027-01-21 2027-01-21 2027-01-21 N N N .0388 28473354.20 28473354.20 .0055 N Y Y N United States Treasury United States Treasury Bills, 3.500%, 8/20/2026 3.500 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N .0312 6988061.43 6988061.43 .0014 N Y Y N United States Treasury United States Treasury Bills, 3.656%, 3/18/2027 3.656 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0384 3905151.84 3905151.84 .0008 N Y Y N United States Treasury United States Treasury Bills, 3.595%, 3/18/2027 3.595 912797UD7 254900HROIFWPRGM1V77 US912797UD79 U.S. Treasury Debt Y 2027-03-18 2027-03-18 2027-03-18 N N N .0384 11715455.52 11715455.52 .0023 N Y Y N United States Treasury United States Treasury Bills, 3.640%, 9/10/2026 3.640 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N .0342 39846733.20 39846733.20 .0077 N Y Y N United States Treasury United States Treasury Bills, 3.730%, 10/22/2026 3.730 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N .0364 52565117.51 52565117.51 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 8/4/2026 3.615 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N .0091 31996800.00 31996800.00 .0062 N Y Y N United States Treasury United States Treasury Bills, 3.650%, 5/13/2027 3.650 912797UX3 254900HROIFWPRGM1V77 US912797UX34 U.S. Treasury Debt Y 2027-05-13 2027-05-13 2027-05-13 N N N .0392 26191921.86 26191921.86 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 12/3/2026 3.665 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N .0377 26655929.55 26655929.55 .0052 N Y Y N United States Treasury United States Treasury Bills, 3.615%, 9/15/2026 3.615 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0346 29869835.40 29869835.40 .0058 N Y Y N United States Treasury United States Treasury Bills, 3.590%, 9/22/2026 3.590 912797VD6 254900HROIFWPRGM1V77 US912797VD60 U.S. Treasury Debt Y 2026-09-22 2026-09-22 2026-09-22 N N N .0353 79591472.00 79591472.00 .0154 N Y Y N United States Treasury United States Treasury Bills, 3.630%, 9/29/2026 3.630 912797VE4 254900HROIFWPRGM1V77 US912797VE44 U.S. Treasury Debt Y 2026-09-29 2026-09-29 2026-09-29 N N N .0358 54678226.90 54678226.90 .0106 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 6/10/2027 3.750 912797VF1 254900HROIFWPRGM1V77 US912797VF19 U.S. Treasury Debt Y 2027-06-10 2027-06-10 2027-06-10 N N N .0395 26105719.50 26105719.50 .0051 N Y Y N United States Treasury United States Treasury Bills, 3.635%, 10/6/2026 3.635 912797VK0 254900HROIFWPRGM1V77 US912797VK04 U.S. Treasury Debt Y 2026-10-06 2026-10-06 2026-10-06 N N N .0357 66563378.42 66563378.42 .0129 N Y Y N United States Treasury United States Treasury Bills, 3.665%, 10/13/2026 3.665 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N .0359 109206164.10 109206164.10 .0212 N Y Y N United States Treasury United States Treasury Bills, 3.790%, 11/10/2026 3.790 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N .0369 54438749.20 54438749.20 .0105 N Y Y N United States Treasury United States Treasury Notes, 2.375%, 5/15/2027 2.375 912828X88 254900HROIFWPRGM1V77 US912828X885 U.S. Treasury Debt Y 2027-05-15 2027-05-15 2027-05-15 N N N .0411 14798554.65 14798554.65 .0029 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 1/31/2027 1.500 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0396 15807187.52 15807187.52 .0031 N Y Y N United States Treasury United States Treasury Notes, 1.125%, 10/31/2026 1.125 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N .0383 15395859.38 15395859.38 .0030 N Y Y N United States Treasury United States Treasury Notes, 1.250%, 12/31/2026 1.250 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N .0392 8901474.57 8901474.57 .0017 N Y Y N United States Treasury United States Treasury Notes, 2.625%, 5/31/2027 2.625 91282CET4 254900HROIFWPRGM1V77 US91282CET45 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0412 5927009.76 5927009.76 .0011 N Y Y N United States Treasury United States Treasury Notes, 4.625%, 9/15/2026 4.625 91282CHY0 254900HROIFWPRGM1V77 US91282CHY03 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N .0381 28026250.00 28026250.00 .0054 N Y Y N United States Treasury United States Treasury Notes, 4.375%, 7/15/2027 4.375 91282CKZ3 254900HROIFWPRGM1V77 US91282CKZ31 U.S. Treasury Debt Y 2027-07-15 2027-07-15 2027-07-15 N N N .0416 14027343.68 14027343.68 .0027 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 8/31/2026 3.750 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N .0378 14998828.20 14998828.20 .0029 N Y Y N United States Treasury United States Treasury Notes, 3.500%, 9/30/2026 3.500 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N .0380 12992522.40 12992522.40 .0025 N Y Y N United States Treasury United States Treasury Notes, 4.057%, 10/31/2026 4.057 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-04 2026-10-31 2026-10-31 N N N .0385 25012715.75 25012715.75 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.250%, 11/30/2026 4.250 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N .0390 25026757.75 25026757.75 .0048 N Y Y N United States Treasury United States Treasury Notes, 4.125%, 1/31/2027 4.125 91282CMH1 254900HROIFWPRGM1V77 US91282CMH15 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N .0400 16009843.68 16009843.68 .0031 N Y Y N United States Treasury United States Treasury Notes, 3.950%, 1/31/2027 3.950 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-04 2027-01-31 2027-01-31 N N N .0386 60027743.40 60027743.40 .0116 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 3/31/2027 3.875 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N .0404 15982031.20 15982031.20 .0031 N Y Y N United States Treasury United States Treasury Notes, 4.012%, 4/30/2027 4.012 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-04 2027-04-30 2027-04-30 N N N .0387 72073251.36 72073251.36 .0140 N Y Y N United States Treasury United States Treasury Notes, 3.875%, 5/31/2027 3.875 91282CNE7 254900HROIFWPRGM1V77 US91282CNE74 U.S. Treasury Debt Y 2027-05-31 2027-05-31 2027-05-31 N N N .0411 16966796.96 16966796.96 .0033 N Y Y N United States Treasury United States Treasury Notes, 3.750%, 6/30/2027 3.750 91282CNL1 254900HROIFWPRGM1V77 US91282CNL18 U.S. Treasury Debt Y 2027-06-30 2027-06-30 2027-06-30 N N N .0415 14946328.05 14946328.05 .0029 N Y Y N United States Treasury United States Treasury Notes, 3.902%, 7/31/2028 3.902 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-08-04 2028-07-31 2028-07-31 N N N .0391 25998176.36 25998176.36 .0050 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.680%, 8/6/2026 3.680 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF DS1917 C N/A 3618VNDW8 2056-06-20 6 19993245.07 20571449.71 Agency Mortgage-Backed Securities GNMA GNII SF DS1912 C N/A 3618VNDR9 2056-06-20 6 20169245.65 20925773.89 Agency Mortgage-Backed Securities GNMA GNII SF MB1072 M N/A 3618N6FN2 2056-04-20 6 21096122.39 21614243.16 Agency Mortgage-Backed Securities GNMA GNII SF MB0623 M N/A 3618N5VR7 2055-09-20 5.5 20287167.04 20344566.19 Agency Mortgage-Backed Securities GNMA GNII SF MA9851 M N/A 36179Y5L4 2054-08-20 5.5 18742494.25 18867194.31 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-06 2026-08-06 2026-08-06 Y Bank of Montreal 1.0000 6 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0373 100000000.00 100000000.00 .0194 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 8/10/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SF MB0817 M N/A 3618N54B2 2055-12-20 7 18854043.48 19675916.36 Agency Mortgage-Backed Securities GNMA GNII SF MB0259 M N/A 3618N5JD2 2055-03-20 5.5 31392264.10 31485258.44 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-07 2026-08-07 2026-08-10 Y Bank of Montreal 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 50000000.00 50000000.00 .0097 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.640%, 8/3/2026 3.640 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 534850.00 383414.13 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SA7 2048-02-15 3 4846216.00 3493772.35 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-08-03 2026-08-03 2026-08-03 N N N .0369 3800000.00 3800000.00 .0007 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.710%, 9/28/2026 3.710 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 200.00 203.86 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 2188339.68 2050122.24 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 300.00 282.68 U.S. Treasuries (including strips) USTR 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 25281500.00 23723021.93 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 100.00 87.35 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 100.00 87.27 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 15900.00 14972.51 U.S. Treasuries (including strips) USTR 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 49300.00 50200.14 U.S. Treasuries (including strips) USTR 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 100.00 95.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-07 2026-08-07 2026-09-28 Y BNP Paribas SA 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 25000000.00 25000000.00 .0048 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.650%, 8/3/2026 3.650 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y USTR 1 1/4 TRIN X 31 N/A 91282CQP9 2031-04-15 1.25 28440706.70 27433461.20 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 19.00 18.89 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 2006776.30 1991136.21 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 76.01 77.56 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 440.19 403.83 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 22617725.11 21007667.60 U.S. Treasuries (including strips) USTR 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 19.00 19.98 U.S. Treasuries (including strips) USTR BILL 09/08/26 N/A 912797VB0 2026-09-08 0 19.00 18.93 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 19.00 18.76 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 48036177.45 46464195.36 U.S. Treasuries (including strips) USTR 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 29.65 29.87 U.S. Treasuries (including strips) FNMA FNMS 07.000 CLMA6148 N/A 31418FZN0 2056-08-01 7 5071597.36 5350141.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 185084.86 180381.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5921 N/A 31418FSK4 2045-12-01 5.5 9156882.86 9220095.87 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5795 N/A 31418FNM5 2055-08-01 7 22760034.03 23989606.93 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 16783.84 16823.17 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4019 N/A 31418DPD8 2050-05-01 2.5 63.53 52.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3005 N/A 3140Y9KT0 2056-07-01 5.5 5278562.23 5291739.28 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCC0544 N/A 3140Y6TA8 2055-06-01 7 1392063.52 1492101.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS9838 N/A 3140XR4Y8 2052-04-01 2.5 1554721.35 1318715.17 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLFS8994 N/A 3140XQ7G6 2054-09-01 7.5 1274841.54 1355895.97 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7895 N/A 3140XPXZ7 2054-05-01 6.5 1346160.59 1403973.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS3884 N/A 3140XKJ68 2052-02-01 3 3606241.20 3120585.09 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2459 N/A 3140XHWV5 2052-02-01 3 1597469.86 1417669.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9212 N/A 3140XDGW0 2051-10-01 2 1631035.43 1317375.35 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA3910 N/A 3140W4KY2 2052-03-01 2 9553870.94 7703397.61 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLFA4422 N/A 3140W44G9 2054-12-01 7 1412690.85 1493186.45 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3322 N/A 3140W3VQ9 2055-08-01 6.5 265.28 275.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA3516 N/A 3140W34A4 2055-01-01 6.5 1367163.17 1429391.88 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA1532 N/A 3140W1V26 2052-04-01 2 1665979.54 1330254.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG6860 N/A 3140UATS4 2056-04-01 6.5 197.04 205.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8508 N/A 3140QUN28 2054-05-01 6.5 106.17 110.63 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB4697 N/A 3140QQGF6 2052-09-01 6 1435318.49 1494703.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB5328 N/A 3140QQ4N2 2052-12-01 6.5 1434244.65 1497726.71 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3265 N/A 3140QNTX0 2052-04-01 3 317912.08 274469.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3113 N/A 3140QNN73 2052-03-01 3 133.73 117.70 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1300 N/A 3140QLNS1 2051-08-01 2.5 124.86 105.03 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA9034 N/A 3140QHBC8 2051-02-01 2 1791785.33 1422969.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0387 N/A 3140Q7ND5 2047-09-01 4 40.38 37.93 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBU5903 N/A 3140M7RZ6 2051-12-01 2 1810773.51 1460333.91 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD9522 N/A 3140FHSL2 2046-10-01 3 1514360.13 1340488.87 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4453 N/A 3140BG5P4 2055-06-01 7.5 190.07 205.33 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE3495 N/A 3140BF3D5 2055-07-01 7 1305888.79 1384784.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB5316 N/A 3140AE4A4 2054-06-01 6.5 1321546.04 1378849.16 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA5680 N/A 3133KMJZ9 2051-08-01 2 1776392.06 1405386.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9087 N/A 3133BKCY3 2052-08-01 5 139.09 136.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD0761 N/A 3133AWZ23 2051-11-01 2 1586706.71 1278059.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 5236491.91 5116506.43 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 1421296.22 1311868.25 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 1596392.74 1478711.99 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD7368 N/A 3132DVFH3 2052-04-01 2 1680805.30 1337681.78 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8098 N/A 3132DV7K5 2050-10-01 2 1728414.33 1375570.07 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD6358 N/A 3132DUB30 2049-04-01 3.5 157.17 144.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD5284 N/A 3132DS2R2 2052-03-01 2.5 1607766.06 1360654.56 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2279 N/A 3132DPQ84 2052-09-01 4.5 1517255.15 1451400.20 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD0716 N/A 3132DMYM1 2051-07-01 2 1817490.88 1467145.28 Agency Mortgage-Backed Securities GNMA GNII SF DS1310 C N/A 3618VMN33 2056-06-20 6.5 1692572.99 1810008.22 Agency Mortgage-Backed Securities GNMA GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 31105.31 30475.01 Agency Mortgage-Backed Securities GNMA GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 6683513.81 6338377.15 Agency Mortgage-Backed Securities GNMA GNII SF MA8648 M N/A 36179XTD8 2053-02-20 5.5 405406.20 408671.07 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 765808.82 756046.04 Agency Mortgage-Backed Securities GNMA GNII SF MA8151 M N/A 36179XBU9 2052-07-20 4.5 1128544.24 1079291.18 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSL0314 N/A 31427MK42 2052-01-01 2 1226219.30 978403.65 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLQZ8585 N/A 31427JRF7 2055-11-01 7 1271629.85 1342315.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5636 N/A 3140A6HN9 2053-11-01 7 15976.27 17130.32 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5274 N/A 31418E2G4 2054-02-01 7 1247365.37 1314552.63 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQE5099 N/A 3133BEUY7 2052-07-01 4 155.72 144.41 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 1385548.61 1420893.95 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU4230 N/A 3140M5VY8 2053-10-01 6.5 1293457.50 1365882.93 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60138 G N/A 31335AEK0 2045-08-01 3.5 52.14 48.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBU5356 N/A 3140M65S8 2054-12-01 6.5 572824.98 598111.58 Agency Mortgage-Backed Securities GNMA GNII SF MB0621 M N/A 3618N5VP1 2055-09-20 4.5 4362517.75 4134009.07 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD8297 N/A 3140B9GF0 2055-04-01 6.5 170.99 181.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR3181 N/A 3140L1RB3 2051-02-01 2.5 1738862.30 1445761.99 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQX2420 N/A 31425WVN8 2055-01-01 6.5 1398092.68 1473833.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1528 N/A 3140XGVW6 2052-04-01 3 183593.10 161341.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTCC1744 N/A 3140Y75E4 2045-12-01 5.5 1358733.18 1378966.52 Agency Mortgage-Backed Securities GNMA GNII SF DP3330 C N/A 3618MHVX9 2056-03-20 6.5 98412.81 103652.38 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLMA5962 N/A 31418FTU1 2056-01-01 7 1234244.47 1300922.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTMA5610 N/A 31418FGU5 2045-01-01 6 1439603.02 1475721.22 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9533 N/A 3140QVSX3 2054-11-01 7 1262372.29 1347105.66 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8256 N/A 31427JE61 2055-11-01 5.5 1295502.91 1294998.09 Agency Mortgage-Backed Securities FMAC FMZC 01/02/34 A N/A 3128X0AZ2 2034-01-02 0 380.07 267.18 Agency Debentures and Agency Strips GNMA GNRA 2026-099 MF N/A 38385TC33 2056-06-20 4.6214 751416.09 751477.02 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8714 8705673.00 8544256.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-050 FG N/A 38385NG99 2056-03-20 4.8214 5056894.10 4959079.62 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-028 YF N/A 38385NBZ6 2056-02-20 4.5714 4009347.15 3986477.09 Agency Collateralized Mortgage Obligation FMAC FERM 5206CA 02/25/47 N/A 3137H6RA5 2047-02-25 3 3928.55 3599.45 Agency Collateralized Mortgage Obligation FNMA FNRM CL063CV R26F063 N/A 3136G6J74 2037-07-25 5.5 448199.74 455995.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL063CA R26F063 N/A 3136G6J66 2052-09-25 5.5 19714465.48 19582444.27 Agency Collateralized Mortgage Obligation FNMA FNRM CL063GA R26F063 N/A 3136G6G51 2031-08-25 4.7 13340435.29 13322581.34 Agency Collateralized Mortgage Obligation FNMA FNRA CL106F R25F106 N/A 3136BX6J8 2055-12-25 4.5161 750129.97 752810.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-065 GB N/A 38384NKE4 2054-04-20 5.75 271792.32 274034.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 217593.79 217682.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-001 DF N/A 38383VCJ5 2053-01-20 4.5714 2008658.64 2006983.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-178 FC N/A 38383US76 2052-10-20 4.9214 1597333.17 1600711.14 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-188 PA N/A 38383CRU6 2051-10-20 2 389207.87 318150.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-107 DB N/A 38382UDH1 2051-06-20 1.75 4254.69 3426.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-116 KF N/A 38381PZY2 2055-07-20 4.6714 6890088.25 6945969.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-098 AF N/A 38381NQL5 2055-06-20 5.0214 1574170.17 1598626.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-118 FC N/A 38381NB31 2055-07-20 5.1714 8580668.63 8643240.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-153 FK N/A 38384E6H3 2053-10-20 5.0214 50.12 50.75 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-052 FB N/A 38385NMP6 2056-03-20 4.6214 421.00 408.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-193 EF N/A 38383DRX8 2051-11-20 2.5 226719.28 186496.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-116 FB N/A 38381PYQ0 2055-07-20 4.7714 5814766.38 5884345.44 Agency Collateralized Mortgage Obligation FNMA FNRA CL068FB R22F068 N/A 3136BPCC3 2052-10-25 4.4861 8169.44 8088.21 Agency Collateralized Mortgage Obligation FMAC FTRA 4707FP 08/15/47 N/A 3137F2NN2 2047-08-15 4.0568 38085.82 37827.90 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-077 FA N/A 38382Q2Q2 2051-05-20 3 6719.17 5746.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2022-081 YF N/A 38383RWT0 2052-05-20 4.5 1142543.58 1082956.50 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-044 FB N/A 38385EAS3 2055-03-20 4.6714 998232.11 1002383.13 Agency Collateralized Mortgage Obligation FNMA FNRM RC063AY R26F063 N/A 3136G6K49 2056-08-25 5 5574726.89 5161163.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-051 AC N/A 38384KSX0 2054-03-20 5.5 217.21 218.12 Agency Collateralized Mortgage Obligation Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0370 304058000.00 304058000.00 .0589 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.640%, 8/3/2026 3.640 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 11483550.31 12105069.95 U.S. Treasuries (including strips) USTR 2 1/2 TRIB 29 N/A 912810PZ5 2029-01-15 2.5 108073760.47 108872961.23 U.S. Treasuries (including strips) USTR BILL 12/03/26 N/A 912797VA2 2026-12-03 0 94.86 93.62 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-08-03 2026-08-03 2026-08-03 N N N .0369 118570000.00 118570000.00 .0230 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.650%, 8/3/2026 3.650 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA FNMS 02.500 CLFS2660 N/A 3140XH5W3 2052-02-01 2.5 1515767.97 1247735.23 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2619 N/A 3140XH4D6 2052-08-01 5 256.54 251.93 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM9739 N/A 3140XDZD1 2034-02-01 3 60259.69 58046.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7524 N/A 3140XBLE8 2051-06-01 2.5 98095.43 82940.99 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM5044 N/A 3140X8TA5 2050-12-01 2 110233.85 88100.40 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4904 N/A 3140X8NW3 2050-11-01 2.5 322.43 269.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM5388 N/A 3140X87A9 2050-09-01 4.5 78.11 74.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 63.38 60.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6341 N/A 3140W7BK5 2051-07-01 5 358.10 350.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4690 N/A 3140W5F82 2052-09-01 3.5 333.52 301.56 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 1947.76 1761.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA3343 N/A 3140W3WD7 2052-09-01 3.5 649.25 587.32 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA1807 N/A 3140W2AH4 2052-03-01 2.5 20741080.48 17254159.16 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0987 N/A 3140W1CZ4 2055-03-01 6 574.69 590.59 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFA0052 N/A 3140W0BW4 2052-03-01 2 406808.65 327935.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1885 N/A 3140UHCX6 2056-04-01 5 490904.83 481866.62 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH1566 N/A 3140UGW40 2056-06-01 5.5 348.96 353.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0463 N/A 3140UFQR8 2056-07-01 5 518041.53 508065.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0348 N/A 3140UFL69 2056-07-01 5.5 349.70 352.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0282 N/A 3140UFJ47 2056-05-01 6 513321.12 526026.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH0142 N/A 3140UFEQ3 2056-07-01 5.5 1006114.80 1012897.35 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG8396 N/A 3140UCKJ9 2056-05-01 5.5 4081399.67 4077013.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG6988 N/A 3140UAXS9 2056-07-01 6 396831.90 406571.75 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9362 N/A 3140U1ML6 2056-01-01 5.5 907098.21 908164.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB9646 N/A 3140QVWG5 2054-12-01 5 328.07 322.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9489 N/A 3140QVRK2 2054-11-01 5.5 292.20 293.07 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLCB9855 N/A 3140QV5R1 2055-01-01 7 4512157.00 4794921.85 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB8689 N/A 3140QUUP9 2054-06-01 5.5 304.24 304.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8555 N/A 3140QUQH2 2054-05-01 6.5 236.93 249.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 265.30 266.76 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7136 N/A 3140QS4W8 2053-09-01 6.5 989488.79 1041409.90 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 492.57 501.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4130 N/A 3140QPSU2 2052-07-01 4.5 273.07 261.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4028 N/A 3140QPPN1 2052-07-01 4.5 246.84 236.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4409 N/A 3140QP3T2 2052-08-01 5 274.71 270.67 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 209.98 167.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3775 N/A 31418DFR8 2049-09-01 3.5 238.89 216.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 3766.19 2982.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 40.74 37.70 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAB0130 N/A 31416VEC4 2038-05-01 5 7330.56 7348.21 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL994431 N/A 31416AVY3 2038-12-01 6 177.18 180.72 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDA8831 N/A 3140YWY56 2054-04-01 6 300043.14 306272.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1473 N/A 3140Y7T73 2055-11-01 6.5 7691481.24 8078806.29 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0289 N/A 3140Y6KB5 2055-04-01 6.5 3491869.33 3648876.58 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFS9043 N/A 3140XRBM6 2051-10-01 2.5 3172.49 2618.14 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7652 N/A 3140XPQE2 2054-04-01 6.5 2763540.91 2878423.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS7249 N/A 3140XPBT5 2052-10-01 4.5 273.92 262.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTFS6644 N/A 3140XNL28 2044-01-01 5.5 214.43 214.95 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4781 N/A 3140XLJ33 2051-10-01 4 250.53 234.77 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS4117 N/A 3140XKSF8 2053-03-01 5.5 236.93 240.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3853 N/A 3140XKH78 2052-05-01 3.5 230.14 206.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 37282.43 35775.47 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3816 N/A 3140XKG20 2052-12-01 3.5 271.03 242.70 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS3191 N/A 3140XJRM7 2052-10-01 5.5 11051012.04 11122383.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3159 N/A 3140XJQM8 2052-10-01 4.5 8265.41 7915.93 Agency Mortgage-Backed Securities GNMA GNII SF DS3968 C N/A 3618VQMR2 2056-05-20 5 348.45 344.33 Agency Mortgage-Backed Securities GNMA GNII SF DS2005 C N/A 3618VNGN5 2056-07-20 6 49070.16 51512.14 Agency Mortgage-Backed Securities GNMA GNII SF DS0888 C N/A 3618VL6Z3 2056-07-20 6 1651662.03 1702518.35 Agency Mortgage-Backed Securities GNMA GNPL PN DR7547 N/A 3618VGL46 2061-07-15 4.83 5733157.99 5568541.82 Agency Mortgage-Backed Securities GNMA GNII SF DR6875 C N/A 3618VFT81 2056-05-20 5 697.77 689.52 Agency Mortgage-Backed Securities GNMA GNII SF DR5940 C N/A 3618VES51 2056-07-20 5.5 667180.64 679326.22 Agency Mortgage-Backed Securities GNMA GNII SF DR5909 C N/A 3618VER60 2056-06-20 6 4873753.90 5023821.66 Agency Mortgage-Backed Securities GNMA GNII SF DR3770 C N/A 3618VCFK6 2056-04-20 6 349.33 365.35 Agency Mortgage-Backed Securities GNMA GNPL PN DO7371 N/A 3618V4FL2 2061-05-15 5.42 1117355.59 1132695.39 Agency Mortgage-Backed Securities GNMA GNPL PN DO7387 N/A 3618V4F40 2061-05-15 4.457 959804.73 912732.23 Agency Mortgage-Backed Securities GNMA GNII SF MB1288 M N/A 3618N6NE3 2056-07-20 7 916456.20 958167.17 Agency Mortgage-Backed Securities GNMA GNII SF MB0908 M N/A 3618N6AJ6 2041-09-20 3 40592.08 37836.81 Agency Mortgage-Backed Securities GNMA GNII SF MB0685 M N/A 3618N5XP9 2055-10-20 5 7913660.24 7742041.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0363 M N/A 3618N5MM8 2055-05-20 4 171581.83 156908.38 Agency Mortgage-Backed Securities GNMA GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 10099618.22 10137474.95 Agency Mortgage-Backed Securities GNMA GNII JM MB0245 M N/A 3618N5HX0 2055-03-20 5 315.86 307.45 Agency Mortgage-Backed Securities GNMA GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 10016.76 10045.12 Agency Mortgage-Backed Securities GNMA GNII SF MB0814 M N/A 3618N53Y3 2055-12-20 5.5 14108292.62 14148209.68 Agency Mortgage-Backed Securities GNMA GNII SF DQ8992 C N/A 3618N27D2 2056-03-20 5.5 715.69 737.41 Agency Mortgage-Backed Securities GNMA GNII SF DQ7450 C N/A 3618N1H35 2056-03-20 6 122597.34 127555.30 Agency Mortgage-Backed Securities GNMA GNII SF DQ6272 C N/A 3618MY6H5 2056-06-20 5 587794.33 577182.68 Agency Mortgage-Backed Securities GNMA GNII ET DQ5269 C N/A 3618MX2A6 2066-06-20 6 7310330.53 7499127.12 Agency Mortgage-Backed Securities GNMA GNII ET DQ2013 C N/A 3618MUGW9 2066-01-20 6.5 1768288.95 1843679.36 Agency Mortgage-Backed Securities GNMA GNII SF DQ0678 C N/A 3618MSXF2 2056-02-20 5.5 385046.75 386328.70 Agency Mortgage-Backed Securities GNMA GNII ET DL5107 C N/A 3618LGU88 2065-10-20 6 3518614.87 3621288.05 Agency Mortgage-Backed Securities GNMA GNII SF DJ6121 C N/A 3618KSYS5 2055-05-20 6.5 374788.13 397368.24 Agency Mortgage-Backed Securities GNMA GNII SF CE2003 C N/A 3617VQGL4 2051-10-20 3 1094846.60 943571.65 Agency Mortgage-Backed Securities GNMA GNII SF CE2019 C N/A 3617VQG42 2051-11-20 3 764470.88 654838.11 Agency Mortgage-Backed Securities GNMA GNII SF BL7729 C N/A 3617JLSS1 2049-05-20 5 34825.11 35124.45 Agency Mortgage-Backed Securities GNMA GNPL PN CP3656 N/A 3617FTBZ0 2057-12-15 3.97 672.23 639.64 Agency Mortgage-Backed Securities GNMA GNII SF MA9540 M N/A 36179YS54 2054-03-20 5 320490.09 314039.80 Agency Mortgage-Backed Securities GNMA GNII SF MA9851 M N/A 36179Y5L4 2054-08-20 5.5 12047930.13 12128089.02 Agency Mortgage-Backed Securities GNMA GNII SF MA8877 M N/A 36179X2J4 2053-05-20 4.5 259373.24 247623.63 Agency Mortgage-Backed Securities GNMA GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 8520984.12 6896515.30 Agency Mortgage-Backed Securities GNMA GNII SF MA7474 M N/A 36179WJT6 2051-07-20 3.5 13255157.77 11928272.29 Agency Mortgage-Backed Securities GNMA GNII SF MA7473 M N/A 36179WJS8 2051-07-20 3 15353.79 13459.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7988 M N/A 36179W2V9 2052-04-20 3 506308.30 444116.43 Agency Mortgage-Backed Securities GNMA GNII SF MA7055 M N/A 36179VZU7 2050-12-20 4 347.04 323.21 Agency Mortgage-Backed Securities GNMA GNII SF MA6089 M N/A 36179UXS6 2049-08-20 3 56846.76 50054.71 Agency Mortgage-Backed Securities GNMA GNII JM MA5921 M N/A 36179USJ2 2049-05-20 3.5 36482.64 32063.74 Agency Mortgage-Backed Securities GNMA GNII JM MA5642 M N/A 36179UHT2 2048-12-20 4.5 267098.38 254905.07 Agency Mortgage-Backed Securities GNMA GNII SF MA5652 M N/A 36179UH54 2048-12-20 4.5 378282.34 365084.07 Agency Mortgage-Backed Securities GNMA GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 13020.57 12159.94 Agency Mortgage-Backed Securities GNMA GNII SF MA3033 M N/A 36179RLN7 2045-08-20 3 70912.28 63056.62 Agency Mortgage-Backed Securities GNMA GNII SF MA1574 M N/A 36179NXB9 2029-01-20 3.5 75751.13 75193.80 Agency Mortgage-Backed Securities GNMA GNII SF MA1286 M N/A 36179NNB0 2043-09-20 4 108588.49 102578.37 Agency Mortgage-Backed Securities GNMA GNMI SF 759958 X N/A 36176AB32 2041-11-15 4 5428.38 5082.53 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9538 N/A 3142KBS43 2056-07-01 5.5 548703.61 550073.90 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9273 N/A 3142KBJT8 2056-07-01 5.5 865609.18 864677.21 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB9857 N/A 3142KB5T3 2056-07-01 5.5 554368.82 555752.71 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB8305 N/A 3142KAGP1 2056-07-01 5 2923657.04 2849351.32 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTB2793 N/A 3142K4C79 2056-05-01 4 1061174.74 978841.73 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIRR0070 N/A 3142JCCG3 2041-02-01 6 2155643.60 2217831.77 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ5781 N/A 3142GWM71 2056-01-01 6.5 808325.69 857295.41 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ5655 N/A 3142GWH93 2056-01-01 5 925569.95 908607.65 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6189 N/A 3142GW2X6 2056-03-01 5 1102956.13 1080492.96 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB2787 N/A 3140QNCZ3 2051-12-01 3.5 18447.39 16630.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA6459 N/A 3140QEE99 2040-07-01 2.5 4809021.26 4285344.49 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTCA6126 N/A 3140QDYY4 2040-06-01 2.5 1468802.87 1312242.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA4626 N/A 3140QCD86 2049-11-01 4 216.81 203.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2054 N/A 3140Q9H89 2048-07-01 4.5 144.57 139.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBX9312 N/A 3140NEK20 2053-03-01 6.5 245.44 261.20 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX8729 N/A 3140NDVX2 2053-03-01 6 519.47 536.61 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX5040 N/A 3140N9S64 2053-01-01 6 183.13 187.78 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBX4432 N/A 3140N84S4 2053-09-01 5 510.81 500.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW8758 N/A 3140N1WU3 2052-10-01 5 789906.75 783645.69 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW2505 N/A 3140MTYB3 2056-02-01 5 859429.55 850436.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBR3567 N/A 3140L16D2 2035-12-01 2.5 944146.59 877880.09 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBQ0697 N/A 3140KKX33 2050-09-01 2 13550.77 10790.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO0402 N/A 3140JUNU4 2049-06-01 4 387671.77 361981.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0340 N/A 3140JGLW3 2048-12-01 4.5 52.40 50.54 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBM5338 N/A 3140J94Y4 2029-03-01 2.5 5305.82 5237.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF7699 N/A 3140BYRV8 2055-12-01 6.5 260724.94 272339.63 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7412 N/A 3140BYGW8 2055-12-01 5.5 608053.09 609006.11 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5489 N/A 3140BWC30 2055-12-01 6.5 54017.10 56433.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2335 N/A 3140BSSZ1 2055-10-01 6.5 70997.71 74599.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDC6982 N/A 3140AUXL2 2054-11-01 4.5 528680.51 507435.48 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1042 N/A 3140AAEQ6 2054-04-01 6 92952.51 94897.82 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAU6675 N/A 3138X6MZ5 2028-09-01 2 19176.52 18780.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRA8566 N/A 3133KQQT6 2053-02-01 6.5 12212.36 12683.72 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA1266 N/A 3133KGMP0 2048-09-01 3 1709026.26 1500540.44 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE9085 N/A 3133BKCW7 2052-08-01 5 222.57 218.78 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q57384 G N/A 3132Y1F29 2048-07-01 3.5 7383.34 6736.61 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD4139 N/A 3132E0S45 2053-03-01 3.5 5346.85 4788.19 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD3663 N/A 3132E0B84 2053-08-01 5.5 466.33 468.95 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 8946833.06 8277326.63 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 239.22 198.03 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8155 N/A 3132DWBY8 2051-07-01 2 249.64 197.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4708 N/A 3132DSGR7 2053-12-01 5.5 120239.58 120460.02 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD3019 N/A 3132DQK88 2052-07-01 3 950802.60 820557.86 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1468 N/A 3132DNTZ6 2052-08-01 5 432225.65 425775.40 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1476 N/A 3132DNT94 2052-08-01 4.5 253.65 242.93 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD1389 N/A 3132DNRJ4 2052-07-01 3 272.40 234.95 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CISB8155 N/A 3132D6BY5 2037-05-01 3 1568980.70 1475955.83 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0366 N/A 3132ACMP2 2048-03-01 4.5 88161.28 85301.51 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS8026 N/A 3132A84K2 2033-05-01 3.5 41.15 40.14 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 80.90 78.48 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J37836 G N/A 31307UV54 2027-11-01 3 144550.38 143818.95 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C91794 G N/A 3128P77F4 2034-10-01 3 5730.86 5425.81 Agency Mortgage-Backed Securities GNMA GNII SF 748877 C N/A 3620C46N5 2040-09-20 5.5 50967.47 51696.53 Agency Mortgage-Backed Securities GNMA GNII SF MA6658 M N/A 36179VMF4 2050-05-20 4 66230.72 61724.28 Agency Mortgage-Backed Securities GNMA GNII SF AA6144 C N/A 36178DZH7 2043-03-20 3 14406.94 12662.94 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 2628545.04 2679381.10 Agency Mortgage-Backed Securities GNMA GNII SF 003162 M N/A 36202DQP9 2031-11-20 7 14143.01 14714.24 Agency Mortgage-Backed Securities GNMA GNMI SF 599819 X N/A 36200FK80 2033-01-15 6 16027.54 16293.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4072 N/A 31418DQ21 2040-07-01 2.5 3785120.10 3389360.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBX4573 N/A 3140N9CK0 2053-08-01 3 822.31 708.13 Agency Mortgage-Backed Securities GNMA GNII SF MA3808 M N/A 36179SGR2 2046-07-20 6 5721.55 6012.20 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQF7451 N/A 3133BVH40 2053-02-01 6.5 22602.34 23874.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3743 N/A 31418DER9 2039-08-01 4 14442.46 13893.12 Agency Mortgage-Backed Securities GNMA GNII SF MA6598 M N/A 36179VKK5 2050-04-20 2.5 581798.71 490528.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7256 M N/A 36179WBZ0 2051-03-20 3 6954.13 6108.89 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4252 N/A 3140X7WN5 2050-09-01 2 195.50 155.59 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS5869 N/A 3140XMQX7 2053-04-01 4.5 25539.80 24507.94 Agency Mortgage-Backed Securities GNMA GNII SF MA5398 M N/A 36179T7K5 2048-08-20 4 25998.26 24326.79 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB5584 N/A 3140QRF24 2052-11-01 6 284632.54 291813.25 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CTSC0160 N/A 3132D9E91 2041-07-01 2 21219.54 18315.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 246.10 249.12 Agency Mortgage-Backed Securities GNMA GNII SF MA9306 M N/A 36179YKT0 2053-11-20 6 4518001.05 4676944.33 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2893 N/A 3132DQGA8 2053-05-01 5.5 1094785.08 1103205.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1621 N/A 3140XGYT0 2051-07-01 2 115247.21 91489.19 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 22067.55 19047.17 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 123.80 117.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS6617 N/A 3140XNK78 2049-07-01 6 6222869.56 6495754.84 Agency Mortgage-Backed Securities GNMA GNII SF MA8426 M N/A 36179XLF1 2052-11-20 4 781.96 727.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC7752 N/A 3140AVTJ0 2054-12-01 5 440168.16 436537.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5270 N/A 3140QQ2C8 2052-12-01 5 269.49 268.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 4467.67 4005.50 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 199102.43 202953.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQG5960 N/A 3133C6TR0 2053-07-01 5.5 43401.04 43592.80 Agency Mortgage-Backed Securities GNMA GNII SF MA4068 M N/A 36179SQV2 2046-11-20 3 2055684.37 1828952.66 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBO0611 N/A 3140JUVD3 2049-05-01 4 195395.95 183151.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQY1484 N/A 31426KUJ3 2055-04-01 5.5 253.59 257.25 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 239.00 247.93 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G18713 G N/A 3128MMYK3 2033-11-01 3.5 53.60 52.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7972 N/A 3140QF2E8 2050-09-01 3 279.95 242.34 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD2452 N/A 3132DPWM6 2053-02-01 6.5 201.53 210.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRA9270 N/A 3133KRJP0 2053-06-01 5.5 37261.60 37538.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY6754 N/A 31426RQG9 2055-06-01 6.5 811662.88 848663.88 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0116 N/A 3140XTDW8 2050-11-01 2.5 7844849.83 6507078.05 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9791 N/A 3140QV2Z6 2055-01-01 5.5 605.05 614.34 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTRB5117 N/A 3133KYVJ5 2041-07-01 1.5 46525.43 38684.03 Agency Mortgage-Backed Securities GNMA GNII JM MA9716 M N/A 36179YYM0 2054-06-20 7.5 46981.70 48591.20 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 157.57 163.80 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRQ0137 N/A 3142J6EK5 2056-07-01 5.5 1023295.42 1022193.67 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4599 N/A 3140ULDD0 2056-06-01 6 3719465.80 3814115.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA6051 N/A 31418FWM5 2056-05-01 4 587287.84 541410.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0082 N/A 3133W4CT7 2056-07-01 5.5 684742.10 686452.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL5740 N/A 31427TLW4 2056-03-01 5.5 8210986.29 8332708.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF7985 N/A 3140BY2T0 2056-06-01 4.5 918212.02 875812.66 Agency Mortgage-Backed Securities GNMA GNII SF DQ0848 C N/A 3618MS5H9 2056-03-20 6 348.31 356.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG7002 N/A 3140UAX83 2056-07-01 5 360188.48 353869.58 Agency Mortgage-Backed Securities GNMA GNII SF MB1278 M N/A 3618N6M46 2056-06-20 2 132076.34 106889.87 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG6402 N/A 3140UADG7 2056-04-01 5 347.68 340.99 Agency Mortgage-Backed Securities GNMA GNII SF DO1141 C N/A 3618NWHS2 2056-03-20 6 197809.90 203868.82 Agency Mortgage-Backed Securities GNMA GNPL PN CH0467 N/A 3617WRQU0 2061-05-15 4.97 43530.35 43194.68 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9082 N/A 3142KBCU2 2056-07-01 5 1270650.75 1249464.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA6145 N/A 31418FZK6 2056-08-01 5.5 2129958.26 2127665.00 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA7353 N/A 3142JWE36 2056-03-01 5 346.93 340.02 Agency Mortgage-Backed Securities GNMA GNII SF DS0564 C N/A 3618VLTV7 2056-07-20 6 887910.53 915251.07 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5906 N/A 31427TR40 2056-08-01 6 275177.46 280661.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CISB1734 N/A 3132CX4T6 2041-01-01 3.5 666.61 632.43 Agency Mortgage-Backed Securities GNMA GNII SF DR5281 C N/A 3618VD2N2 2056-06-20 6 410706.61 423607.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDH1086 N/A 3140UGF49 2056-05-01 6.5 1196830.22 1252554.23 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC3068 N/A 3140Y9MS0 2056-07-01 6.5 3364729.03 3552587.46 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA5529 N/A 3140W6EB4 2052-09-01 3.5 1219120.57 1100059.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBW4434 N/A 3140MV4U9 2041-08-01 5 633294.99 639638.49 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB9241 N/A 3142KBHT0 2056-07-01 5 2583783.58 2537990.32 Agency Mortgage-Backed Securities GNMA GNII SF DT1827 C N/A 3618W1A40 2056-07-20 5.5 515619.48 525582.96 Agency Mortgage-Backed Securities GNMA GNII SF DS7534 C N/A 3618VULP8 2056-06-20 5 551766.30 541806.18 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4919 N/A 3140W5PD0 2052-02-01 3.5 3816117.37 3428757.29 Agency Mortgage-Backed Securities GNMA GNII SF DT0584 C N/A 3618VYUH8 2056-06-20 5.5 507866.48 513806.15 Agency Mortgage-Backed Securities GNMA GNII SF DR1971 C N/A 3618VAFL8 2056-04-20 5 387928.38 380925.76 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9689 N/A 3140UDXT1 2056-04-01 5 433799.17 426458.71 Agency Mortgage-Backed Securities GNMA GNII SF MB1047 M N/A 3618N6EV5 2041-07-20 4 185307.83 178560.65 Agency Mortgage-Backed Securities GNMA GNII SF DQ6270 C N/A 3618MY6F9 2056-06-20 5 699945.37 687309.02 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4293 N/A 31427RXX3 2056-02-01 5.5 381683.34 383538.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0539 N/A 3140UFS54 2056-06-01 5 1585084.63 1564539.82 Agency Mortgage-Backed Securities GNMA GNII SF DQ5021 C N/A 3618MXSJ9 2056-04-20 5.5 353427.53 357341.50 Agency Mortgage-Backed Securities GNMA GNII SF DS4753 C N/A 3618VRH62 2056-05-20 4.5 1364513.05 1292854.28 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA6015 N/A 3142JUVH0 2056-02-01 5 2650999.80 2595251.05 Agency Mortgage-Backed Securities GNMA GNII SF DU3759 C N/A 3618WFE86 2056-07-20 6 706714.72 745188.27 Agency Mortgage-Backed Securities GNMA GNII SF DP1307 C N/A 3618MFNY0 2056-02-20 7 905034.35 972254.27 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9956 N/A 3140UEB22 2056-05-01 6.5 348.98 365.06 Agency Mortgage-Backed Securities GNMA GNMI SF 622482 X N/A 36291ARB7 2033-10-15 4.5 6099.67 6058.52 Agency Mortgage-Backed Securities GNMA GNMI SF 620670 X N/A 36290XQX1 2033-09-15 4.5 435.92 436.67 Agency Mortgage-Backed Securities GNMA GNII SP 788634 M N/A 3622AEPT7 2034-02-20 5.5 538945.85 546388.88 Agency Mortgage-Backed Securities GNMA GNII SP 788633 M N/A 3622AEPS9 2034-01-20 6 5216574.85 5344114.89 Agency Mortgage-Backed Securities GNMA GNII SP 788563 C N/A 3622AEML7 2056-04-20 5 10900596.96 10670732.44 Agency Mortgage-Backed Securities GNMA GNII SP 784952 C N/A 3622AAL93 2050-02-20 4 11073379.74 10383844.07 Agency Mortgage-Backed Securities GNMA GNII SP 784905 C N/A 3622AAKS2 2050-01-20 3 63450.59 55062.42 Agency Mortgage-Backed Securities GNMA GNMI SF 565049 X N/A 36213UWJ5 2031-08-15 7 308.69 317.02 Agency Mortgage-Backed Securities GNMA GNMI SF 594858 X N/A 36201VZX3 2032-08-15 7 4263.98 4415.82 Agency Mortgage-Backed Securities GNMA GNII SF DU2954 C N/A 3618WEH78 2056-07-20 6 3605949.81 3716987.82 Agency Mortgage-Backed Securities GNMA GNII ET DT8519 C N/A 3618W8PC1 2066-07-20 6.5 2616686.56 2728250.74 Agency Mortgage-Backed Securities GNMA GNII ET DT8509 C N/A 3618W8N25 2065-09-20 6.5 834559.63 870140.81 Agency Mortgage-Backed Securities GNMA GNII SF DS9027 C N/A 3618VWA43 2056-07-20 6 1144238.22 1179469.32 Agency Mortgage-Backed Securities GNMA GNII SF DS6713 C N/A 3618VTN61 2056-06-20 5.5 2762018.92 2845863.69 Agency Mortgage-Backed Securities GNMA GNII SF DS5020 C N/A 3618VRSH6 2056-07-20 6 388490.06 403377.00 Agency Mortgage-Backed Securities GNMA GNII SF DS4841 C N/A 3618VRLW0 2056-06-20 5.5 391708.37 397058.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ3274 N/A 3142GTT89 2055-02-01 5.5 504330.99 510278.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ2471 N/A 3142GSW95 2054-09-01 6.5 26745004.12 27999068.46 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLRJ1736 N/A 3142GR4W7 2054-05-01 6 484685.80 502936.64 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ0205 N/A 3142GQGP1 2053-11-01 7 2820471.04 3018074.18 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL5905 N/A 31427TR32 2056-07-01 7 8742.61 9241.22 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL4328 N/A 31427RY20 2055-06-01 6 6101112.44 6296299.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL0540 N/A 31427MS69 2055-02-01 5.5 414481.59 414320.08 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL0272 N/A 31427MJS1 2052-01-01 2.5 6582310.24 5569709.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQZ1450 N/A 31426XTG3 2055-08-01 5 690.18 672.91 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY0495 N/A 31426JRR2 2055-04-01 6.5 523.57 549.95 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQX0310 N/A 31425UKY0 2054-11-01 5.5 274.21 274.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA6122 N/A 31418FYU5 2041-06-01 3 103346.52 97219.42 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA6088 N/A 31418FXS1 2041-06-01 5.5 589200.81 598937.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5996 N/A 31418FUW5 2056-03-01 4.5 2120169.96 2012603.14 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5953 N/A 31418FTK3 2041-01-01 6 6566501.57 6755945.14 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 11211.26 11248.10 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 591403.36 547925.35 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5327 N/A 31418E4M9 2054-04-01 5 652136.12 637310.89 Agency Mortgage-Backed Securities REFC 8.625 RFPR 30 A N/A 76116FAB3 2030-01-15 0 59936177.88 51470792.11 Agency Debentures and Agency Strips FNMA FNMS 07.000 CLMA5274 N/A 31418E2G4 2054-02-01 7 93.79 98.84 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS1919 N/A 3140XHDZ7 2048-12-01 3 324856.76 286270.27 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 402160000.00 402160000.00 .0779 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.640%, 8/3/2026 3.640 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 5/8 TRIN X 30 N/A 91282CNB3 2030-04-15 1.625 58680334.89 57850400.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 4309462.96 4342734.88 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 26359259.60 19523462.10 U.S. Treasuries (including strips) USTR 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 91668323.50 65635517.34 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 144419000.00 144419000.00 .0280 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.650%, 8/3/2026 3.650 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNCL CL DM8143 N/A 3618LYBL1 2056-08-15 4.95 49761.40 44703.50 Agency Mortgage-Backed Securities GNMA GNII SF DK9581 C N/A 3618L9UE1 2055-06-20 6.5 2800.18 2920.85 Agency Mortgage-Backed Securities GNMA GNPL PN DK8581 N/A 3618L8RA5 2060-09-15 6 17281.55 17900.02 Agency Mortgage-Backed Securities GNMA GNPL PN DJ0387 N/A 3618KLNC7 2061-01-15 5 9911.40 9806.92 Agency Mortgage-Backed Securities GNMA GNII ET DG9604 C N/A 3618K6U57 2065-08-20 6.5 90103.38 95275.20 Agency Mortgage-Backed Securities GNMA GNII ET DG6421 C N/A 3618K3D20 2065-04-20 6.5 50332.81 52454.77 Agency Mortgage-Backed Securities GNMA GNII ET DF3661 C N/A 3618JMB63 2064-06-20 7 3542.13 3700.42 Agency Mortgage-Backed Securities GNMA GNCL CL DE4027 N/A 3618J9PL4 2064-09-15 5.98 12304.35 12715.82 Agency Mortgage-Backed Securities GNMA GNII ET DD0940 C N/A 3618HTBH6 2064-10-20 6.5 265770.93 276919.14 Agency Mortgage-Backed Securities GNMA GNII ET DD0887 C N/A 3618HS6Y7 2063-12-20 8 4983.31 5251.48 Agency Mortgage-Backed Securities GNMA GNII ET DC7413 C N/A 3618HNGW1 2064-06-20 7 25996.96 27158.73 Agency Mortgage-Backed Securities GNMA GNII ET DB7080 C N/A 3618H92M9 2064-04-20 7 15378.39 16065.63 Agency Mortgage-Backed Securities GNMA GNII ET DB6209 C N/A 3618H83S7 2064-03-20 7.5 21168.08 22169.54 Agency Mortgage-Backed Securities GNMA GNII ET DB5151 C N/A 3618H7WL2 2064-02-20 7 15137.40 15808.35 Agency Mortgage-Backed Securities GNMA GNII ET DB1285 C N/A 3618H3NA5 2064-02-20 7.5 9325.62 9771.91 Agency Mortgage-Backed Securities GNMA GNCL CL DA8506 N/A 3618GYNX8 2067-05-15 5.73 131133.80 135409.02 Agency Mortgage-Backed Securities GNMA GNII SF MA3498 M N/A 36179R3F4 2031-03-20 4 2876.93 2838.30 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3149 N/A 31418CQB3 2047-10-01 4 1778.41 1668.40 Agency Mortgage-Backed Securities GNMA GNII JM MA9530 M N/A 36179YST2 2054-03-20 6.5 23284.50 23606.22 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CTZA2213 N/A 31329KN67 2031-07-01 5 3231.87 3240.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW2284 N/A 3140MTRE5 2052-08-01 4.5 13403.68 12787.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTFM6771 N/A 3140XAQZ8 2041-02-01 2 8639.53 7508.82 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7785 N/A 3132A8UJ6 2031-09-01 3.5 4481.39 4411.56 Agency Mortgage-Backed Securities GNMA GNII ET DB2446 C N/A 3618H4WF2 2063-02-20 7 3651.07 3812.90 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5282 N/A 31418E2Q2 2054-02-01 4.5 3562.94 3386.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3601 N/A 3140QPAB3 2052-05-01 3.5 64288.36 57925.21 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC1053 N/A 3140Y7E38 2055-09-01 6.5 1919330.06 2024268.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0012 N/A 3142J6AN3 2055-06-01 5 106896.97 104332.16 Agency Mortgage-Backed Securities GNMA GNCL CL DE4048 N/A 3618J9P91 2064-10-15 5.78 85205.50 87105.81 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQE6573 N/A 3133BGJS8 2052-07-01 4.5 183024.22 174748.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9000 N/A 3140XDAA4 2051-06-01 2 16168.83 12992.16 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDB4906 N/A 3140AENY1 2055-02-01 6.5 39052.48 41262.96 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA7257 N/A 3140QFB32 2050-10-01 2.5 37098.00 31193.53 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CNMA5718 N/A 31418FK89 2035-05-01 6 4234.09 4357.63 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC8771 N/A 3140AWW96 2055-01-01 5 47914.43 47332.54 Agency Mortgage-Backed Securities GNMA GNII JM MB0249 M N/A 3618N5H36 2055-02-20 7 26540.90 27215.40 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2147 N/A 3138YTL51 2045-07-01 3.5 146.85 134.61 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA2873 N/A 31418CFP4 2037-01-01 3.5 252.65 240.89 Agency Mortgage-Backed Securities GNMA GNII ET CY4199 C N/A 3618G3UY6 2063-11-20 7.5 30302.57 31746.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6473 N/A 3132DUFN2 2052-05-01 4.5 161154.49 156236.06 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1086 N/A 3140BRF46 2055-10-01 5.5 85977.00 86518.17 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFS9885 N/A 3140XR6X8 2053-08-01 5.5 256767.07 257538.23 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB1100 N/A 3132CXGH9 2036-12-01 2 79251.52 72117.75 Agency Mortgage-Backed Securities GNMA GNMI SF BF1113 X N/A 3617G7GW9 2048-01-15 5 7946.21 7787.60 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC8501 N/A 3140AWNT2 2054-12-01 5.5 7170.07 7176.45 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB4842 N/A 3140AELY3 2054-11-01 6 55296.01 56932.11 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFM1056 N/A 3140X4E69 2049-06-01 5.5 3867.42 3959.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBO3007 N/A 3140JXKV9 2034-10-01 3 30896.84 29482.85 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8735 N/A 3142JXV50 2056-03-01 5 394782.34 384787.50 Agency Mortgage-Backed Securities GNMA GNII JM MB1060 M N/A 3618N6FA0 2056-04-20 6 381047.26 385667.84 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4321 N/A 3140BUYT3 2056-02-01 5 59110.18 58017.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDD9506 N/A 3140BAR40 2055-07-01 6 58014.74 59695.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH1590 N/A 3140UGXU1 2056-06-01 5 216310.86 211965.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3776 N/A 3140UKFS7 2056-06-01 5.5 132098.46 132539.31 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH8390 N/A 3140UQKC3 2056-06-01 5.5 74360.70 74409.43 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY9095 N/A 31426UC93 2055-07-01 6.5 64273.48 67263.72 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF1921 N/A 3140BSD38 2055-10-01 6.5 375892.77 392179.32 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL5772 N/A 31427TMW3 2054-11-01 7 439682.70 469755.82 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5400 N/A 3140U9AA6 2056-03-01 5.5 136117.42 136594.83 Agency Mortgage-Backed Securities GNMA GNII SF DQ6235 C N/A 3618MY4U8 2056-06-20 6 65151.13 67157.13 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4500 N/A 3142K6AA9 2056-06-01 5.5 499403.64 499983.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4922 N/A 3142K6PG0 2056-06-01 5.5 50179.48 50227.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6119 N/A 3140W6YR7 2056-03-01 6 598791.98 610464.23 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA6503 N/A 3142JVGM4 2056-02-01 6.5 54157.16 56754.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4679 N/A 3142K6FV8 2056-06-01 5.5 66661.59 67319.43 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA7008 N/A 3142JVYE2 2056-03-01 5.5 129242.41 129709.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIBV5460 N/A 3140MKB68 2041-06-01 5.5 52244.90 53301.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4113 N/A 3140W4SB4 2053-04-01 3.5 351425.30 317301.08 Agency Mortgage-Backed Securities GNMA GNPL PN DN1574 N/A 3618M3XB6 2060-12-15 5.84 24224.70 24952.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIDH1311 N/A 3140UGN57 2041-06-01 5 174298.79 174855.79 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ9853 N/A 31427K5P6 2055-12-01 6.5 24350.59 25688.62 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA0755 N/A 3142JNZV1 2055-12-01 5.5 127803.82 128549.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB4092 N/A 3142K5RN5 2056-05-01 5 124375.57 121586.03 Agency Mortgage-Backed Securities GNMA GNII SF DS9728 C N/A 3618VWYZ8 2056-06-20 5.5 295829.44 301635.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC2819 N/A 3140Y9DZ4 2056-06-01 4.5 805241.49 765010.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4607 N/A 3140U8DM9 2056-03-01 5 80782.97 79363.59 Agency Mortgage-Backed Securities GNMA GNPL PN CV9781 N/A 3618F62N5 2064-09-15 5.98 9905.56 10300.38 Agency Mortgage-Backed Securities GNMA GNII SF DQ2669 C N/A 3618MU6E0 2056-05-20 6.5 289881.60 307283.67 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTB3855 N/A 3142K5H97 2056-04-01 6 798804.29 814648.57 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA5502 N/A 3140W6DG4 2054-08-01 6.5 552178.54 581938.57 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG4245 N/A 3140U7WF5 2056-04-01 5 67762.04 66295.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2379 N/A 3140BSUD7 2055-11-01 5.5 103047.70 104227.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH7756 N/A 3140UPTN2 2056-08-01 5.5 113921.60 115194.94 Agency Mortgage-Backed Securities GNMA GNII ET DA8120 C N/A 3618GYAV6 2064-03-20 7 6692.54 6991.62 Agency Mortgage-Backed Securities GNMA GNII ET CY1125 C N/A 3618G0HA9 2063-09-20 7 10787.18 11268.01 Agency Mortgage-Backed Securities GNMA GNII ET CX0892 C N/A 3618FL7D9 2063-09-20 7 25738.97 26886.29 Agency Mortgage-Backed Securities GNMA GNPL PN CT8122 N/A 3618BEAX1 2066-02-15 5.5 77587.20 78950.12 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB3995 N/A 3142K5NM1 2056-05-01 5.5 109303.38 110040.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB4400 N/A 3142K53J0 2056-06-01 5.5 1908169.71 1906119.06 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTB0898 N/A 3142K17L0 2056-04-01 5 220492.92 214999.04 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTA9922 N/A 3142K0AY0 2056-04-01 6.5 196561.67 204236.36 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9609 N/A 3142JYVB5 2056-04-01 5 483652.06 473556.15 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA9373 N/A 3142JYMX7 2056-03-01 5 98518.15 96688.44 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA6354 N/A 3142JVBY3 2056-02-01 5.5 62179.05 62112.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA5221 N/A 3142JTYT4 2056-01-01 5.5 58840.45 59218.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA4676 N/A 3142JTFS7 2056-01-01 5.5 65078.01 65915.45 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTA3274 N/A 3142JRT80 2056-01-01 5.5 115058.48 115787.87 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTA1952 N/A 3142JQE21 2055-11-01 4.5 49909.53 47608.30 Agency Mortgage-Backed Securities GNMA GNII ET CZ8773 C N/A 3618GLXA5 2064-02-20 7 73653.63 76944.94 Agency Mortgage-Backed Securities GNMA GNII ET CZ0606 C N/A 3618GBU77 2063-11-20 7.5 27427.16 28718.78 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4999 N/A 31427SRV2 2055-12-01 5.5 692158.83 701771.07 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4492 N/A 31427R7E4 2056-03-01 5 2383280.73 2335852.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3357 N/A 31427QWT5 2055-11-01 5.5 2188026.28 2196599.70 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ7744 N/A 31427HTA0 2055-10-01 5.5 79127.81 79522.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8098 N/A 31427H7L0 2055-11-01 5.5 62664.47 62993.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0761 N/A 3140UFZ31 2056-06-01 5 82248.40 80366.37 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0166 N/A 3140UFFG4 2056-07-01 5 176005.20 171835.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG9046 N/A 3140UDBQ1 2056-05-01 5 57674.70 56393.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIDG7888 N/A 3140UBXS7 2041-04-01 5.5 51544.89 52842.04 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG7772 N/A 3140UBT60 2056-05-01 5.5 54081.76 54586.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDG7973 N/A 3140UB2F9 2056-03-01 6 66872.61 70324.71 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG5858 N/A 3140U9QL5 2056-04-01 5.5 496591.17 498186.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG5098 N/A 3140U8UY4 2056-03-01 5 714873.70 696705.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG3222 N/A 3140U6SL9 2056-02-01 6.5 33523.56 35116.18 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDG2839 N/A 3140U6EM2 2056-03-01 5 1055372.30 1037937.20 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2404 N/A 3140QMU69 2051-12-01 2.5 473892.61 391034.06 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4569 N/A 3140NMCF2 2053-09-01 6.5 27932.82 29679.68 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBY2786 N/A 3140NKCY5 2053-06-01 6 77422.06 80145.22 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIBV6012 N/A 3140MKVE9 2040-07-01 4.5 25227.29 24887.43 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBV5988 N/A 3140MKUN0 2055-08-01 6.5 75121.96 78546.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBV1458 N/A 3140METQ9 2055-04-01 5 195.26 190.63 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CKBM7590 N/A 3140JCNG5 2049-11-01 3.5 171508.16 154146.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 PLBM6589 N/A 3140JBKB1 2044-04-01 3 83358.67 74871.76 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4614 N/A 3140J9DU2 2033-03-01 3 18955.31 18368.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTBK6605 N/A 3140HLKT2 2038-08-01 5 19242.91 19229.07 Agency Mortgage-Backed Securities FNMA FNMS 03.000 I4BF0189 N/A 3140FXF72 2057-06-01 3 3923.90 3339.26 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF7615 N/A 3140BYN91 2055-10-01 6.5 59225.62 63207.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF7167 N/A 3140BX6D3 2055-11-01 5.5 221274.53 222853.84 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4742 N/A 3140BVHU7 2055-12-01 5.5 1819885.33 1836042.88 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF4325 N/A 3140BUYX4 2056-03-01 5 56303.44 55473.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDF3078 N/A 3140BTM44 2055-11-01 5 63176.72 61720.79 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF2915 N/A 3140BTGZ2 2055-11-01 6.5 62508.64 65565.10 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1592 N/A 3140BRXW4 2055-11-01 5.5 90176.22 90512.87 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF0214 N/A 3140BQGY1 2055-10-01 5.5 355677.85 356452.64 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDE9661 N/A 3140BNWX2 2055-09-01 7 102313.46 110065.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8602 N/A 3140BMRY8 2055-10-01 5.5 55794.75 56227.68 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE8528 N/A 3140BMPN4 2055-09-01 5.5 38999.10 39300.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIDD9850 N/A 3140BA5L6 2040-11-01 4.5 78861.95 77643.22 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD5178 N/A 3140B5XG7 2055-03-01 6.5 158814.57 166138.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDC2949 N/A 3140AQH39 2054-10-01 5 202327.26 198024.91 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC2573 N/A 3140AP2F0 2054-09-01 6 52406.46 54365.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDC1614 N/A 3140ANYL7 2054-09-01 6 42572.20 43395.58 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC0588 N/A 3140AMUN9 2054-09-01 6.5 70128.65 73927.29 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDB3456 N/A 3140ACZW6 2054-05-01 7 23852.90 25462.10 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1927 N/A 3140ABD93 2054-09-01 6 926625.43 959348.28 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDA6413 N/A 3140A7DT8 2054-02-01 7.5 77169.90 84037.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL725773 N/A 31402DJS0 2034-09-01 5.5 4424.23 4482.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS8242 N/A 3138WJEQ7 2031-11-01 2.5 169.29 162.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAR1400 N/A 3138NXRW9 2043-01-01 3.5 99144.52 92855.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAQ9465 N/A 3138MRQT1 2033-01-01 3 2361.97 2244.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL8867 N/A 3138ETZ90 2041-09-01 5 37.27 37.40 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT257055 N/A 31371NQG3 2027-12-01 6.5 224.09 232.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CIQO5620 N/A 3133WQG56 2041-06-01 6 98835.64 102039.59 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0382 N/A 3133W4M74 2056-07-01 5.5 92301.10 92577.48 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC0208 N/A 3133W4GR7 2056-08-01 5.5 552095.20 553044.44 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3611 N/A 3133KKAL3 2050-09-01 2.5 12612.63 10382.26 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G31177 G N/A 3132J4Q77 2029-01-01 6 392.56 400.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8135 N/A 3132DWBC6 2051-03-01 2.5 623.98 518.22 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8098 N/A 3132DV7K5 2050-10-01 2 5950.40 4735.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8069 N/A 3132DV6E0 2050-06-01 3.5 75071.20 67718.32 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8062 N/A 3132DV5X9 2050-05-01 3 2323.22 2016.42 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4572 N/A 3132DSCH3 2053-08-01 5.5 22053.65 22144.81 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD2911 N/A 3132DQGU4 2053-05-01 5 2233254.93 2196331.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2184 N/A 3132DPM96 2053-01-01 6 2358.70 2412.08 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CISB8315 N/A 3132D6GY0 2039-07-01 5.5 285.42 290.16 Agency Mortgage-Backed Securities FMAC FEPC 03.000 3XZT0981 N/A 3132ADCS5 2028-07-01 3 295.14 292.24 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZS3238 N/A 3132A3S35 2040-12-01 4.5 3898.25 3820.36 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLZS2107 N/A 3132A2KU5 2038-05-01 6 719.31 758.31 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM7668 N/A 3131Y2QV3 2048-08-01 4.5 67394.60 65108.37 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM2277 N/A 3131XVQ65 2046-12-01 3 1777.02 1587.80 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL9881 N/A 3131XR6S8 2045-07-01 3 20349.88 18198.09 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9149 N/A 3140U1EX9 2056-01-01 5.5 49767.79 50361.58 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8275 N/A 3140QUFR2 2054-04-01 6 59546.90 60784.88 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLCB7877 N/A 3140QTXF1 2053-12-01 7.5 163552.83 174414.05 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB7510 N/A 3140QTKY4 2053-11-01 6.5 914308.78 954777.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCB6297 N/A 3140QR7K3 2053-05-01 4 1456.30 1343.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CICB4509 N/A 3140QQAK1 2037-08-01 4.5 9009.05 8955.85 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB3408 N/A 3140QNYE6 2052-04-01 2.5 583190.72 482298.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3170 N/A 3140QNQY1 2052-03-01 3 1609.56 1385.81 Agency Mortgage-Backed Securities GNMA GNMI SF 735418 X N/A 3620APAT2 2040-03-15 5.125 6394.79 6435.67 Agency Mortgage-Backed Securities GNMA GNII SF MA3180 M N/A 36179RQ93 2038-12-20 7 1320.71 1374.05 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQG2828 N/A 3133C3D94 2053-05-01 6.5 45353.51 47853.06 Agency Mortgage-Backed Securities GNMA GNCL CL CI3510 N/A 3617X73T1 2064-06-15 2.65 25000.00 22081.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM1796 N/A 3140X47J9 2034-10-01 3.5 1171.75 1136.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5024 N/A 3140QQSN6 2052-11-01 5 142221.98 139858.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 139.02 126.33 Agency Mortgage-Backed Securities FMAC FEPC 05.550 6IZM9575 N/A 3131Y4T87 2037-08-01 5.55 3487.46 3552.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3361 N/A 3140QNWX6 2052-04-01 3 2660.21 2310.15 Agency Mortgage-Backed Securities GNMA GNII JM MA9159 M N/A 36179YE83 2053-09-20 5.5 411.89 410.04 Agency Mortgage-Backed Securities GNMA GNII RG CH2301 C N/A 3617WTRW1 2042-08-20 4 14230.53 13092.38 Agency Mortgage-Backed Securities GNMA GNII RG CE9079 C N/A 3617VYCQ0 2039-01-20 6 49790.45 51564.98 Agency Mortgage-Backed Securities GNMA GNII ET CY9846 C N/A 3618G95F2 2063-12-20 7.5 29299.94 30695.64 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQJ6130 N/A 3133CWY30 2054-10-01 5.5 62688.65 63131.32 Agency Mortgage-Backed Securities GNMA GNII ET CZ7105 C N/A 3618GJ3N5 2064-01-20 7 41837.90 43692.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CKBY9168 N/A 3140NSFJ8 2053-09-01 6 98553.80 99091.90 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDA7576 N/A 3140A8M25 2054-04-01 6.5 17719.83 18827.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQY8811 N/A 31426TYH4 2055-07-01 6.5 59671.86 62758.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CNMA5688 N/A 31418FKA4 2035-03-01 5.5 14072.54 14305.07 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIMA5591 N/A 31418FF93 2040-01-01 5.5 1840.36 1870.77 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CNMA5403 N/A 31418FAD9 2034-06-01 5 12186.20 12280.72 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5188 N/A 31418EXS4 2053-11-01 4.5 186084.61 177507.41 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA5022 N/A 31418ESL5 2043-05-01 5.5 25554.91 25681.24 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 25923.96 24386.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 19085.83 18150.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4019 N/A 31418DPD8 2050-05-01 2.5 1236.97 1031.14 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3865 N/A 31418DJK9 2034-12-01 3 14982.24 14280.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2228 N/A 3140Y8PN0 2056-03-01 5.5 2281111.39 2305599.88 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCC1666 N/A 3140Y7Z84 2055-12-01 4.5 579734.00 550776.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9648 N/A 3140XRWJ0 2054-07-01 5 7771.72 7660.94 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 22723.79 22283.91 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS8360 N/A 3140XQJE8 2052-09-01 3.5 12810.30 11477.16 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS7130 N/A 3140XN4Q4 2054-01-01 5 11909.17 11687.58 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS4991 N/A 3140XLRM2 2052-03-01 3 39152.70 33734.28 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS4347 N/A 3140XKZM5 2051-12-01 4 28602.51 26440.71 Agency Mortgage-Backed Securities GNMA GNII SF 514018 C N/A 36211JAT4 2030-04-20 6.45 749.91 762.49 Agency Mortgage-Backed Securities GNMA GNMI SF 726139 X N/A 3620ACV84 2040-01-15 4.5 2106.22 2054.95 Agency Mortgage-Backed Securities GNMA GNII JM 005033 M N/A 36202FSW7 2041-04-20 5 40.56 40.24 Agency Mortgage-Backed Securities GNMA GNII FS 004649 M N/A 36202FEW2 2040-03-20 4.5 255.09 243.35 Agency Mortgage-Backed Securities GNMA GNII JM 004311 M N/A 36202EYG8 2038-12-20 6.5 25.45 25.57 Agency Mortgage-Backed Securities GNMA GNMI SF 581931 X N/A 36201FPQ4 2032-05-15 7.5 124.01 128.98 Agency Mortgage-Backed Securities GNMA GNII SF DR3095 C N/A 3618VBNL7 2056-04-20 5 179502.14 176261.70 Agency Mortgage-Backed Securities GNMA GNII JM MB1061 M N/A 3618N6FB8 2056-04-20 6.5 47629.28 49065.47 Agency Mortgage-Backed Securities GNMA GNII JM MB0674 M N/A 3618N5XC8 2055-10-20 6 1028794.68 1045985.84 Agency Mortgage-Backed Securities GNMA GNII SF MB0364 M N/A 3618N5MN6 2055-05-20 4.5 1428083.43 1353288.99 Agency Mortgage-Backed Securities GNMA GNII JM MB0295 M N/A 3618N5KH1 2055-04-20 5.5 20911.99 20842.00 Agency Mortgage-Backed Securities GNMA GNCL CL DQ1931 N/A 3618MUEC5 2068-08-15 5.93 41840.00 42355.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFS3748 N/A 3140XKEW6 2052-12-01 6 838433.81 859050.06 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLFS3102 N/A 3140XJNU3 2052-10-01 4.5 19124.40 18290.36 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFS2967 N/A 3140XJJM6 2052-09-01 5 1041.62 1025.44 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS1192 N/A 3140XGKE8 2052-01-01 2 169259.27 134194.45 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFS0598 N/A 3140XFUY5 2051-12-01 2 3494.58 2848.38 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7913 N/A 3140XBYK0 2036-04-01 2 15795.92 14405.98 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM7659 N/A 3140XBQM5 2036-05-01 1.5 2734.27 2433.31 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4583 N/A 3140X8CV7 2050-10-01 2 10339.80 8352.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 N/A 3140X6S77 2050-03-01 3 943038.52 823352.79 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIFM3187 N/A 3140X6RH6 2033-02-01 3.5 662.92 654.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3079 N/A 3140X6M57 2043-02-01 4 23299.66 22318.73 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5724 N/A 3140W6LE0 2056-05-01 5 2549161.12 2512638.44 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA5110 N/A 3140W5VC5 2055-07-01 6 794757.48 819895.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA4134 N/A 3140W4SY4 2047-12-01 3.5 483635.67 437217.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA2734 N/A 3140W3BC2 2055-09-01 5.5 2848854.73 2869176.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0105 N/A 3140UTDK7 2056-08-01 5.5 78506.20 79002.54 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH8265 N/A 3140UQFF2 2056-07-01 5 128818.60 126190.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDH3778 N/A 3140UKFU2 2056-07-01 5.5 499469.58 500429.23 Agency Mortgage-Backed Securities GNMA GNII RG CN0963 C N/A 3617YYB88 2048-08-20 3 943.13 831.28 Agency Mortgage-Backed Securities GNMA GNII RG CM4724 C N/A 3617YQG98 2048-01-20 3 3025.62 2636.80 Agency Mortgage-Backed Securities GNMA GNII RG CM2637 C N/A 3617YM4W9 2044-08-20 4 15633.62 14366.68 Agency Mortgage-Backed Securities GNMA GNII RG CM0997 C N/A 3617YLDA9 2047-10-20 3 563.86 491.40 Agency Mortgage-Backed Securities GNMA GNII RG CM0740 C N/A 3617YKZD1 2047-10-20 3 954.80 832.11 Agency Mortgage-Backed Securities GNMA GNII SF CL5523 C N/A 3617YDD41 2052-04-20 3 8144.32 7031.56 Agency Mortgage-Backed Securities GNMA GNII RG CL3183 C N/A 3617YARC4 2045-05-20 3 759.38 669.39 Agency Mortgage-Backed Securities GNMA GNPL PN CJ8172 N/A 3617XRCH3 2064-04-15 2.7 4885.31 4162.54 Agency Mortgage-Backed Securities GNMA GNPL PN CJ8161 N/A 3617XRB68 2063-11-15 3.69 39812.98 36315.18 Agency Mortgage-Backed Securities GNMA GNII RG CI4150 C N/A 3617X8TF1 2051-05-20 3 703.08 614.10 Agency Mortgage-Backed Securities GNMA GNII RG CE1824 C N/A 3617VQAZ9 2049-07-20 5 49101.25 48131.78 Agency Mortgage-Backed Securities GNMA GNII RG CN1994 C N/A 3617F0GB1 2049-10-20 3.5 351042.14 309815.98 Agency Mortgage-Backed Securities GNMA GNII JM MA9294 M N/A 36179YKF0 2053-11-20 6.5 42317.37 43693.39 Agency Mortgage-Backed Securities GNMA GNII FS MA8857 M N/A 36179XZW9 2053-03-20 3.5 38023.73 32913.02 Agency Mortgage-Backed Securities GNMA GNII SF MA8202 M N/A 36179XDF0 2052-08-20 5 204647.87 202038.95 Agency Mortgage-Backed Securities GNMA GNII JM MA6702 M N/A 36179VNT3 2050-06-20 4 25305.15 22852.81 Agency Mortgage-Backed Securities GNMA GNII JM MA1004 M N/A 36179NDH8 2043-05-20 3 72.93 63.41 Agency Mortgage-Backed Securities GNMA GNII JM MA0667 M N/A 36179MW48 2042-12-20 2.5 13229.57 11110.36 Agency Mortgage-Backed Securities GNMA GNMI SF 799862 X N/A 36177U5Y6 2042-04-15 3.25 6580.43 6043.92 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB9806 N/A 3142KB3Q1 2056-07-01 4.5 246822.40 234475.36 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLTB6250 N/A 3142K75L9 2056-06-01 4.5 59224.90 56225.40 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0370 50000000.00 50000000.00 .0097 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.640%, 8/3/2026 3.640 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 4121600.00 4072476.02 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 3200.00 3157.07 U.S. Treasuries (including strips) USTR 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 5600.00 5377.29 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 120.00 101.23 U.S. Treasuries (including strips) USTR BILL 11/24/26 N/A 912797VY0 2026-11-24 0 40.00 39.52 U.S. Treasuries (including strips) USTR BILL 12/31/26 N/A 912797VJ3 2026-12-31 0 40.00 39.35 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 N/A 912810SV1 2051-02-15 0.125 51.47 25.69 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 40.00 21.57 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-08-03 2026-08-03 2026-08-03 N N N .0369 4000000.00 4000000.00 .0008 N Y Y N Federated Hermes Money Market Obligations Trust 2026-08-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer