N-MFP3 0000856517 XXXXXXXX 2026-08-31 Federated Hermes Money Market Obligations Trust 0000856517 25490005VWJDWX717014 FEDERATED HERMES GOVERNMENT RESERVES FUND 25490029P8TQCRKZER13 S000009529 4 N N 033-31602 Federated Investment Management Company 801-34612 Ernst & Young LLP Boston MA Federated Administrative Services SS&C GIDS, Inc. 0000275143 084-00896 N N N Government N N 37 103 3702340199.42 3977203596.78 .7109 .7637 2026-08-03 3767579007.09 4042452177.15 .7144 .7666 2026-08-04 3891258089.36 4066141032.11 .7346 .7676 2026-08-05 3736031215.61 4083923931.06 .7029 .7684 2026-08-06 3852351199.36 4150265335.39 .7158 .7711 2026-08-07 3833834341.64 4181755617.86 .7083 .7726 2026-08-10 3767874607.63 4115803024.04 .7046 .7697 2026-08-11 3780871271.15 4128806827.76 .7027 .7674 2026-08-12 3686561953.38 4034504650.19 .6974 .7632 2026-08-13 3705986828.41 4053950945.80 .6970 .7625 2026-08-14 3709257845.51 4057229103.10 .6973 .7627 2026-08-17 3749699442.10 4064677839.88 .7009 .7598 2026-08-18 3762768785.36 4085751106.75 .7016 .7619 2026-08-19 3796718556.62 4099704801.62 .7029 .7590 2026-08-20 3797545096.36 4106537236.36 .7028 .7599 2026-08-21 3771136518.62 4080130623.62 .7014 .7589 2026-08-24 3742653340.80 3993649410.80 .7049 .7521 2026-08-25 3734160452.72 4035158487.72 .6972 .7534 2026-08-26 3696219847.46 3971219847.46 .6984 .7504 2026-08-27 3751417360.61 4031417360.61 .7014 .7537 2026-08-28 3796254935.51 4078254935.51 .7039 .7562 2026-08-31 1141840.03 5378714312.38 5379657631.75 12173400.96 36604906.86 5356367965.88 5356336424.15 Y 1.0000 .0373 2026-08-03 .0373 2026-08-04 .0373 2026-08-05 .0373 2026-08-06 .0372 2026-08-07 .0371 2026-08-10 .0371 2026-08-11 .0371 2026-08-12 .0371 2026-08-13 .0371 2026-08-14 .0371 2026-08-17 .0371 2026-08-18 .0371 2026-08-19 .0371 2026-08-20 .0372 2026-08-21 .0372 2026-08-24 .0372 2026-08-25 .0372 2026-08-26 .0372 2026-08-27 .0373 2026-08-28 .0373 2026-08-31 .9998 2026-08-03 .9998 2026-08-04 .9998 2026-08-05 .9998 2026-08-06 .9999 2026-08-07 .9998 2026-08-10 .9999 2026-08-11 .9999 2026-08-12 .9999 2026-08-13 .9999 2026-08-14 .9999 2026-08-17 .9999 2026-08-18 .9999 2026-08-19 .9999 2026-08-20 .9999 2026-08-21 .9999 2026-08-24 .9999 2026-08-25 .9999 2026-08-26 .9999 2026-08-27 .9998 2026-08-28 .9998 2026-08-31 N N Class P Shares C000026050 500.00 5057876982.20 5057847144.05 .9998 2026-08-03 .9998 2026-08-04 .9998 2026-08-05 .9998 2026-08-06 .9999 2026-08-07 .9998 2026-08-10 .9999 2026-08-11 .9999 2026-08-12 .9999 2026-08-13 .9999 2026-08-14 .9999 2026-08-17 .9999 2026-08-18 .9999 2026-08-19 .9999 2026-08-20 .9999 2026-08-21 .9999 2026-08-24 .9999 2026-08-25 .9999 2026-08-26 .9999 2026-08-27 .9998 2026-08-28 .9998 2026-08-31 17878076.87 15442603.16 2026-08-03 68007850.76 1710353.04 2026-08-04 57591.28 26279586.99 2026-08-05 83190505.92 41593606.39 2026-08-06 77313521.56 49121.28 2026-08-07 19310601.19 13765635.46 2026-08-10 740156.46 15802862.66 2026-08-11 13028982.61 175865.41 2026-08-12 9380425.01 58348100.49 2026-08-13 27309394.92 8980428.81 2026-08-14 9739654.51 7420901.24 2026-08-17 8406223.19 .00 2026-08-18 892807.64 44669144.90 2026-08-19 10147155.43 .00 2026-08-20 14405557.58 3997021.06 2026-08-21 8505.58 27437059.02 2026-08-24 586740.88 13001925.82 2026-08-25 33547429.89 4516790.83 2026-08-26 250733.27 38659357.94 2026-08-27 95523162.78 5606900.37 2026-08-28 28859399.55 971709.84 2026-08-31 518584476.88 328428974.71 .0271 2026-08-03 .0271 2026-08-04 .0271 2026-08-05 .0270 2026-08-06 .0270 2026-08-07 .0269 2026-08-10 .0269 2026-08-11 .0269 2026-08-12 .0268 2026-08-13 .0268 2026-08-14 .0269 2026-08-17 .0269 2026-08-18 .0269 2026-08-19 .0269 2026-08-20 .0269 2026-08-21 .0270 2026-08-24 .0270 2026-08-25 .0270 2026-08-26 .0270 2026-08-27 .0270 2026-08-28 .0271 2026-08-31 Y 555952.00 Depository institution or other banking institution 1.0000 .0000 N Class A Shares C000158659 1500.00 296069560.33 296067906.89 .9998 2026-08-03 .9998 2026-08-04 .9998 2026-08-05 .9998 2026-08-06 .9999 2026-08-07 .9998 2026-08-10 .9999 2026-08-11 .9999 2026-08-12 .9999 2026-08-13 .9999 2026-08-14 .9999 2026-08-17 .9999 2026-08-18 .9999 2026-08-19 .9999 2026-08-20 .9999 2026-08-21 .9999 2026-08-24 .9999 2026-08-25 .9999 2026-08-26 .9999 2026-08-27 .9998 2026-08-28 .9998 2026-08-31 1094077.79 297306.46 2026-08-03 159679.44 1501602.94 2026-08-04 157503.30 42511.08 2026-08-05 1404362.81 1304958.65 2026-08-06 4263047.45 203091.08 2026-08-07 295640.68 1072510.96 2026-08-10 551100.43 374122.44 2026-08-11 318301.52 470658.11 2026-08-12 334421.05 314845.57 2026-08-13 808842.50 176175.84 2026-08-14 438950.68 251030.98 2026-08-17 246876.38 1467540.89 2026-08-18 4398052.66 206117.26 2026-08-19 4214287.45 743369.28 2026-08-20 182973.47 277701.24 2026-08-21 333173.08 625298.00 2026-08-24 401769.12 494627.45 2026-08-25 937982.82 375143.60 2026-08-26 232582.83 1083037.13 2026-08-27 127769.98 4235437.84 2026-08-28 1400840.05 530661.84 2026-08-31 22302235.49 16047748.64 .0286 2026-08-03 .0285 2026-08-04 .0285 2026-08-05 .0285 2026-08-06 .0285 2026-08-07 .0283 2026-08-10 .0284 2026-08-11 .0284 2026-08-12 .0283 2026-08-13 .0283 2026-08-14 .0284 2026-08-17 .0284 2026-08-18 .0284 2026-08-19 .0284 2026-08-20 .0284 2026-08-21 .0285 2026-08-24 .0285 2026-08-25 .0285 2026-08-26 .0285 2026-08-27 .0285 2026-08-28 .0285 2026-08-31 Y 30492.00 Broker-dealer .2099 .0000 Broker-dealer .1918 .0000 Broker-dealer .3412 .0000 N Class C Shares C000158661 1500.00 2421423.35 2421373.21 .9998 2026-08-03 .9998 2026-08-04 .9998 2026-08-05 .9998 2026-08-06 .9999 2026-08-07 .9998 2026-08-10 .9999 2026-08-11 .9999 2026-08-12 .9999 2026-08-13 .9999 2026-08-14 .9999 2026-08-17 .9999 2026-08-18 .9999 2026-08-19 .9999 2026-08-20 .9999 2026-08-21 .9999 2026-08-24 .9999 2026-08-25 .9999 2026-08-26 .9999 2026-08-27 .9998 2026-08-28 .9998 2026-08-31 5311.58 1451.40 2026-08-03 .00 250.00 2026-08-04 .00 20000.00 2026-08-05 .00 31278.06 2026-08-06 250.00 .00 2026-08-07 .00 14852.07 2026-08-10 200.00 100.00 2026-08-11 .00 .00 2026-08-12 .00 23502.27 2026-08-13 .00 .00 2026-08-14 .00 .00 2026-08-17 .00 479.19 2026-08-18 .00 .00 2026-08-19 .00 .00 2026-08-20 .00 .00 2026-08-21 .00 .00 2026-08-24 .00 .00 2026-08-25 .00 10939.76 2026-08-26 .00 .00 2026-08-27 .00 .00 2026-08-28 .00 .00 2026-08-31 5761.58 102852.75 .0247 2026-08-03 .0246 2026-08-04 .0246 2026-08-05 .0245 2026-08-06 .0245 2026-08-07 .0243 2026-08-10 .0244 2026-08-11 .0244 2026-08-12 .0243 2026-08-13 .0243 2026-08-14 .0244 2026-08-17 .0244 2026-08-18 .0244 2026-08-19 .0244 2026-08-20 .0244 2026-08-21 .0245 2026-08-24 .0245 2026-08-25 .0245 2026-08-26 .0245 2026-08-27 .0245 2026-08-28 .0245 2026-08-31 Y 118.00 Broker-dealer .0775 .0000 Broker-dealer .8133 .0000 N Class F Units C000158662 1500.00 .00 .00 .9998 2026-08-03 .9998 2026-08-04 .9998 2026-08-05 .9998 2026-08-06 .9999 2026-08-07 .9998 2026-08-10 .9999 2026-08-11 .9999 2026-08-12 .9999 2026-08-13 .9999 2026-08-14 .9999 2026-08-17 .9999 2026-08-18 .9999 2026-08-19 .9999 2026-08-20 .9999 2026-08-21 .9999 2026-08-24 .9999 2026-08-25 .9999 2026-08-26 .9999 2026-08-27 .9998 2026-08-28 818.22 22.05 2026-08-03 .00 .00 2026-08-04 .00 .00 2026-08-05 .00 4525.00 2026-08-06 .00 .00 2026-08-07 .00 .00 2026-08-10 .00 .00 2026-08-11 .00 .00 2026-08-12 .00 .00 2026-08-13 .00 3269.68 2026-08-14 .00 .00 2026-08-17 .00 .00 2026-08-18 .00 .00 2026-08-19 .00 .00 2026-08-20 .00 .00 2026-08-21 .00 .00 2026-08-24 .00 .00 2026-08-25 .00 .00 2026-08-26 .00 46319.73 2026-08-27 .00 .00 2026-08-28 818.22 54136.46 .0286 2026-08-03 .0285 2026-08-04 .0285 2026-08-05 .0285 2026-08-06 .0285 2026-08-07 .0283 2026-08-10 .0284 2026-08-11 .0284 2026-08-12 .0283 2026-08-13 .0283 2026-08-14 .0284 2026-08-17 .0284 2026-08-18 .0284 2026-08-19 .0284 2026-08-20 .0284 2026-08-21 .0285 2026-08-24 .0285 2026-08-25 .0285 2026-08-26 .0285 2026-08-27 .0285 2026-08-28 Y 72.00 N ABN Amro Bank NV ABN Amro Bank NV, REPO, 3.680%, 9/1/2026 3.680 00699Q009 BFXS5XCH7N0Y05NIXW11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 06.500 CLSL1474 N/A 31427NT82 2055-05-01 6.5 1371518.64 1426542.14 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB1050 N/A 31416WEY4 2040-05-01 4.5 12790.25 12478.66 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0599 N/A 3140Y6UZ1 2055-06-01 6.5 2701734.15 2823467.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5083 N/A 3140QQUH6 2052-11-01 5 583242.57 575144.64 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB4164 N/A 3140QPTW7 2052-07-01 5 1418141.35 1401004.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3303 N/A 3140QNU59 2052-04-01 3 456465.45 399653.76 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBT7946 N/A 3140LWZL4 2052-11-01 5.5 1008861.17 1021811.24 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK5712 N/A 3140HKK23 2048-05-01 4.5 1216548.85 1173312.70 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ8663 N/A 3140HATV2 2048-02-01 4.5 1200937.68 1158760.75 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ2700 N/A 3140H4AA2 2048-04-01 4 891028.90 833809.99 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0327 N/A 3140EULH0 2045-12-01 3.5 2799765.47 2563343.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDE3680 N/A 3140BGCS0 2055-07-01 6 1282998.24 1317374.89 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL682229 N/A 31400A4N5 2033-03-01 5.5 43416.59 44269.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV7671 N/A 3138XKQZ0 2044-01-01 4 1788743.38 1705984.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6484 N/A 3138WGF25 2046-01-01 4 64447.60 60872.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE4964 N/A 3133BEQR7 2052-06-01 5 758755.52 746941.44 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN1369 N/A 3131Y7QW0 2048-11-01 4.5 2374953.44 2269244.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 3VZN0625 N/A 3131Y6VS5 2043-02-01 3.5 106741.74 98736.71 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZL5313 N/A 3131XL3W5 2043-03-01 3 1883605.53 1704794.86 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZL2968 N/A 3131XJJM5 2042-04-01 3.5 107700.70 100508.74 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZM8266 N/A 3131Y3FF8 2048-09-01 4 1056245.93 976924.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0457 N/A 3140Q7QK6 2047-09-01 3.5 1428877.16 1304570.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP6346 N/A 3138MABQ0 2042-09-01 3.5 2694671.51 2512093.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8026 N/A 3133KP4K1 2052-10-01 5 3195625.33 3124521.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTCA2075 N/A 3140Q9JV6 2038-07-01 4 2154268.31 2066456.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY0112 N/A 3140NGDS6 2053-05-01 5 1085532.04 1059395.32 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBW7861 N/A 3140N0WX9 2052-09-01 4.5 319575.27 305315.82 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q60297 G N/A 3132VLKK2 2048-12-01 4 1964317.11 1834050.15 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2151 N/A 3140QML93 2051-11-01 2.5 3989001.05 3345628.37 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ3329 N/A 3140NXVX8 2035-03-01 4.87 1960.00 1960.34 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD1915 N/A 3132DPDU9 2052-11-01 5 3091147.48 3028572.35 Agency Mortgage-Backed Securities USTR 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 100.00 99.40 U.S. Treasuries (including strips) USTR 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 100.00 99.89 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 7474500.00 7484283.02 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 800.00 817.18 U.S. Treasuries (including strips) USTR 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 707500.00 705325.15 U.S. Treasuries (including strips) USTR 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 1000.00 962.70 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 422700.00 413433.54 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 100100.00 86733.39 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 328000.00 318077.61 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 204600.00 204006.75 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 335800.00 333253.61 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 452400.00 450784.50 U.S. Treasuries (including strips) USTR 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 9900.00 9810.31 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0373 50000000.00 50000000.00 .0093 N Y Y N ABN Amro Bank NV ABN Amro Bank NV, REPO, 3.680%, 9/1/2026 3.680 00699Q009 BFXS5XCH7N0Y05NIXW11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FMAC FEPC 05.000 CLTB0352 N/A 3142K1MA7 2056-04-01 5 402165.19 391356.87 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL3547 N/A 31427Q5H1 2055-10-01 5.5 4493097.69 4530001.00 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL1025 N/A 31427ND71 2055-05-01 6 4124268.79 4249118.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCC0599 N/A 3140Y6UZ1 2055-06-01 6.5 413250.07 431870.15 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA5152 N/A 3140W5WN0 2056-04-01 5 2601883.34 2544089.44 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCB5083 N/A 3140QQUH6 2052-11-01 5 192019.00 189352.95 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ4601 N/A 3140Q0DF6 2030-08-01 4.23 1687070.00 1665264.62 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBW6206 N/A 3140MX3Q5 2052-08-01 5 155634.72 151938.96 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7039 N/A 3140H8ZD0 2048-08-01 4 416476.94 390618.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF4066 N/A 3140BUQU9 2055-11-01 5.5 2709.94 2705.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA8536 N/A 3133KQPV2 2053-02-01 5 3340897.71 3271786.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 15180.54 14824.79 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6624 N/A 3132DULD7 2054-10-01 5.5 4523646.48 4542701.58 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD1535 N/A 3132DNV42 2052-09-01 4.5 1445106.25 1375653.00 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 1865470.57 1600555.10 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCB4026 N/A 3140QPPL5 2052-07-01 4.5 1615129.81 1547455.87 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQF3339 N/A 3133BQV86 2052-11-01 5 1222959.74 1194424.02 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD5318 N/A 3140B54C8 2055-04-01 5.5 945263.11 944695.32 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBU5438 N/A 3140M7BG5 2054-12-01 5 96526.89 93902.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ3263 N/A 3140NXTV5 2030-04-01 4.72 1525820.00 1529883.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDF9345 N/A 3140U1L37 2056-01-01 4.5 352232.34 333727.46 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRJ6565 N/A 3142GXJK4 2056-05-01 5 76970.18 74795.37 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA8314 N/A 3142JXGY4 2056-03-01 5 288108.34 279737.84 Agency Mortgage-Backed Securities USTR 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 600.00 597.84 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 4392540.00 4379803.54 U.S. Treasuries (including strips) USTR 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 19410.00 19349.64 U.S. Treasuries (including strips) USTR 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 4107380.00 3910590.47 U.S. Treasuries (including strips) USTR 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 4980920.00 4370460.83 U.S. Treasuries (including strips) USTR 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 60410.00 56949.06 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 4702370.00 2961177.66 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 1245740.00 1079393.14 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 2843490.00 2821927.63 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 8120.00 8091.00 U.S. Treasuries (including strips) USTR 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 79850.00 77434.44 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0373 50000000.00 50000000.00 .0093 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.670%, 9/1/2026 3.670 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 FHLB 5.50 FHLB 36 G677 N/A 3133XGAY0 2036-07-15 5.5 2000000.00 2120695.56 Agency Debentures and Agency Strips USTR TINT 08/15/35 N/A 9128335A4 2035-08-15 0 101.11 65.92 U.S. Treasuries (including strips) USTR TINT 08/15/31 N/A 9128334S6 2031-08-15 0 .01 .01 U.S. Treasuries (including strips) USTR 3 BOND 49 N/A 912810SF6 2049-02-15 3 19411200.00 13645070.97 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 200.00 141.37 U.S. Treasuries (including strips) USTR 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 41092200.00 35239225.35 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0372 50000000.00 50000000.00 .0093 N Y Y N Barclays Bank plc Barclays Bank plc, REPO, 3.660%, 9/1/2026 3.660 0673PA005 G5GSEF7VJP5I7OUK5573 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 AF 29 N/A 91282CLR0 2029-10-31 4.125 248.23 249.43 U.S. Treasuries (including strips) USTR 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 330.97 322.97 U.S. Treasuries (including strips) USTR 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 413.71 404.62 U.S. Treasuries (including strips) USTR 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 330.97 341.51 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 248.23 254.55 U.S. Treasuries (including strips) USTR 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 413.71 408.36 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 579.19 570.72 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 3981793.27 4045318.20 U.S. Treasuries (including strips) USTR 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 330.97 315.66 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 82.74 81.84 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 82.74 76.59 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 496.45 450.59 U.S. Treasuries (including strips) USTR 5 1/8 BOND 56 N/A 912810UW6 2056-08-15 5.125 82.74 81.87 U.S. Treasuries (including strips) USTR 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 5295.49 4115.68 U.S. Treasuries (including strips) USTR 4 BOND 42 N/A 912810TM0 2042-11-15 4 248.23 220.41 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 330.97 205.60 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 165.48 102.39 U.S. Treasuries (including strips) USTR 3 BOND 47 N/A 912810RV2 2047-02-15 3 413.71 297.61 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 5295.49 3774.78 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 9699761.92 7983273.49 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 330.97 281.10 U.S. Treasuries (including strips) USTR 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 330.97 257.25 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 17244591.19 12863907.20 U.S. Treasuries (including strips) USTR 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 248.23 245.74 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 1271330.83 1280150.32 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 31 N/A 91282CRK9 2031-08-31 4.375 1158.39 1152.86 U.S. Treasuries (including strips) USTR 4 5/8 NOTE E 36 N/A 91282CRF0 2036-08-15 4.625 413.71 411.31 U.S. Treasuries (including strips) USTR 4 1/8 NOTE BD 28 N/A 91282CQY0 2028-06-30 4.125 248.23 248.99 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AN 29 N/A 91282CQR5 2029-05-15 3.875 165.48 165.19 U.S. Treasuries (including strips) USTR 4 NOTE G 33 N/A 91282CPY1 2033-01-31 4 248.23 241.31 U.S. Treasuries (including strips) USTR 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 9178487.32 9154931.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 413.71 399.35 U.S. Treasuries (including strips) USTR 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 661.94 649.52 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 330.97 334.80 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 304242.33 300674.70 U.S. Treasuries (including strips) USTR 3 7/8 NOTE W 31 N/A 91282CQG9 2031-03-31 3.875 165.48 164.10 U.S. Treasuries (including strips) USTR 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 165.48 155.32 U.S. Treasuries (including strips) USTR 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 661.94 655.36 U.S. Treasuries (including strips) USTR 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 413.71 410.43 U.S. Treasuries (including strips) USTR 4 5/8 BOND 45 N/A 912810UQ9 2045-11-15 4.625 248.23 233.99 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 165.48 178.63 U.S. Treasuries (including strips) USTR 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 6878838.91 4489377.02 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 799784.17 770939.96 U.S. Treasuries (including strips) USTR 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 413.71 392.85 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 330.97 338.08 U.S. Treasuries (including strips) USTR 3 BOND 48 N/A 912810SD1 2048-08-15 3 82.74 58.48 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 248.23 219.60 U.S. Treasuries (including strips) USTR BILL 09/03/26 N/A 912797RS8 2026-09-03 0 3226.94 3225.97 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 210412.91 202047.45 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 165.48 165.24 U.S. Treasuries (including strips) USTR 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 1089215.69 1089283.57 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0371 41371000.00 41371000.00 .0077 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 2026-09-01 2026-09-25 2026-09-25 N N N .0348 15000684.75 15000684.75 .0028 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 2026-09-01 2027-04-09 2027-04-09 N N N .0371 18998873.11 18998873.11 .0035 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 2026-09-01 2027-04-09 2027-04-09 N N N .0370 11002887.83 11002887.83 .0021 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 .0405 24984919.00 24984919.00 .0047 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 .0402 24985979.25 24985979.25 .0047 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 2026-09-01 2027-10-14 2027-10-14 N N N .0381 12000978.96 12000978.96 .0022 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 9995134.10 9995134.10 .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 .0392 26987286.51 26987286.51 .0050 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 .0384 19976605.00 19976605.00 .0037 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 .0367 19988501.00 19988501.00 .0037 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 21936765.62 21936765.62 .0041 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 2026-09-01 2028-01-14 2028-01-14 N N N .0373 7999582.56 7999582.56 .0015 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 .0391 11984886.24 11984886.24 .0022 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 19969417.00 19969417.00 .0037 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 .0412 29927357.10 29927357.10 .0056 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 .0424 14976201.60 14976201.60 .0028 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 .0424 19958900.60 19958900.60 .0037 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 19953076.80 19953076.80 .0037 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 19960268.80 19960268.80 .0037 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 .0381 19997722.00 19997722.00 .0037 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 .0423 19946182.60 19946182.60 .0037 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 .0419 14975948.55 14975948.55 .0028 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 .0381 19997752.20 19997752.20 .0037 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 .0381 19997752.20 19997752.20 .0037 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 2026-09-01 2027-01-27 2027-01-27 N N N .0368 14999964.45 14999964.45 .0028 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 2026-09-01 2027-02-09 2027-02-09 N N N .0369 9999960.20 9999960.20 .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 2026-09-01 2028-07-07 2028-07-07 N N N .0377 4999954.60 4999954.60 .0009 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 2026-09-01 2026-10-13 2026-10-13 N N N .0358 5999923.26 5999923.26 .0011 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 2026-09-01 2027-01-12 2027-01-12 N N N .0367 4999945.90 4999945.90 .0009 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 2026-09-01 2027-03-09 2027-03-09 N N N .0369 5000027.30 5000027.30 .0009 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 2026-09-01 2028-07-13 2028-07-13 N N N .0376 6000408.66 6000408.66 .0011 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 2026-09-01 2027-02-17 2027-02-17 N N N .0369 8000023.92 8000023.92 .0015 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 2026-09-01 2027-03-16 2027-03-16 N N N .0368 3000016.71 3000016.71 .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 2026-09-01 2027-01-22 2027-01-22 N N N .0366 10000349.30 10000349.30 .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 2026-09-01 2026-11-17 2026-11-17 N N N .0366 3000062.55 3000062.55 .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 2026-09-01 2026-12-22 2026-12-22 N N N .0366 4999997.95 4999997.95 .0009 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 2026-09-01 2027-02-24 2027-02-24 N N N .0370 10000051.00 10000051.00 .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 .0429 19994026.20 19994026.20 .0037 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 2026-09-01 2027-03-25 2027-03-25 N N N .0368 10000879.10 10000879.10 .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 2026-09-01 2027-04-28 2027-04-28 N N N .0370 4999946.50 4999946.50 .0009 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.750%, 3/21/2028 3.750 3130BBV69 2549001DPIFGXC1TOL40 US3130BBV694 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-03-21 2028-03-21 N N N .0374 10002031.00 10002031.00 .0019 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 3.700%, 3/24/2027 3.700 3130BBWX9 2549001DPIFGXC1TOL40 US3130BBWX97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2027-03-24 2027-03-24 N N N .0370 25000000.00 25000000.00 .0047 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Discount Notes, 3.800%, 3/5/2027 3.800 313384CR8 2549001DPIFGXC1TOL40 US313384CR83 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y 2027-03-05 2027-03-05 2027-03-05 N N N .0403 19597000.00 19597000.00 .0037 N N N 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 .0390 10889404.13 10889404.13 .0020 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 .0391 74190375.00 74190375.00 .0139 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 2026-09-01 2027-03-11 2027-03-11 N N N .0371 6999702.08 6999702.08 .0013 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 2026-09-01 2027-03-11 2027-03-11 N N N .0374 4998890.65 4998890.65 .0009 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 2026-09-01 2026-09-08 2026-09-08 N N N .0270 2000076.16 2000076.16 .0004 N N Y 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 2026-09-01 2026-09-16 2026-09-16 N N N .0331 7000169.19 7000169.19 .0013 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 2026-09-01 2026-11-04 2026-11-04 N N N .0368 4000442.28 4000442.28 .0007 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 2026-09-01 2027-12-02 2027-12-02 N N N .0374 9999419.00 9999419.00 .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 2026-09-01 2027-04-19 2027-04-19 N N N .0375 1999143.98 1999143.98 .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 2026-09-01 2027-11-23 2027-11-23 N N N .0371 3000490.20 3000490.20 .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 2026-09-01 2028-01-06 2028-01-06 N N N .0373 11999549.04 11999549.04 .0022 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 2026-09-01 2028-01-12 2028-01-12 N N N .0365 9008312.22 9008312.22 .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 2026-09-01 2027-04-08 2027-04-08 N N N .0368 5999927.04 5999927.04 .0011 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 2026-09-01 2027-03-11 2027-03-11 N N N .0370 5999762.52 5999762.52 .0011 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 2026-09-01 2027-10-01 2027-10-01 N N N .0376 10003260.50 10003260.50 .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 2026-09-01 2027-04-09 2027-04-09 N N N .0370 13000364.65 13000364.65 .0024 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 2026-09-01 2027-10-14 2027-10-14 N N N .0376 10002835.90 10002835.90 .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 2026-09-01 2027-04-22 2027-04-22 N N N .0374 15000152.85 15000152.85 .0028 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 2026-09-01 2027-05-27 2027-05-27 N N N .0376 6000267.78 6000267.78 .0011 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 2026-09-01 2027-06-04 2027-06-04 N N N .0374 19998888.80 19998888.80 .0037 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 2026-09-01 2027-06-17 2027-06-17 N N N .0371 20001831.40 20001831.40 .0037 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 2026-09-01 2027-07-29 2027-07-29 N N N .0375 15002802.00 15002802.00 .0028 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 2026-09-01 2026-09-04 2026-09-04 N N N .0191 4999989.70 4999989.70 .0009 N N Y 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 2026-09-01 2027-03-11 2027-03-11 N N N .0372 14000084.84 14000084.84 .0026 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 2026-09-01 2027-09-10 2027-09-10 N N N .0378 9999985.90 9999985.90 .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 2026-09-01 2027-11-26 2027-11-26 N N N .0375 8001294.48 8001294.48 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.780%, 9/1/2028 3.780 3133EWA67 254900C5LP6DN9OP9V83 US3133EWA676 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-04 2028-09-01 2028-09-01 N N N .0378 5000000.00 5000000.00 .0009 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 2026-09-01 2028-01-26 2028-01-26 N N N .0375 9997837.40 9997837.40 .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 2026-09-01 2028-01-28 2028-01-28 N N N .0374 4999940.35 4999940.35 .0009 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 2026-09-01 2028-02-02 2028-02-02 N N N .0376 2999118.39 2999118.39 .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 2026-09-01 2028-02-25 2028-02-25 N N N .0377 6996905.86 6996905.86 .0013 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 2026-09-01 2028-04-10 2028-04-10 N N N .0373 3999934.36 3999934.36 .0007 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 2026-09-01 2028-04-20 2028-04-20 N N N .0374 24999643.00 24999643.00 .0047 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 2026-09-01 2028-05-08 2028-05-08 N N N .0374 16999905.31 16999905.31 .0032 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 2026-09-01 2028-07-07 2028-07-07 N N N .0375 7001963.92 7001963.92 .0013 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 2026-09-01 2028-07-24 2028-07-24 N N N .0378 16999849.72 16999849.72 .0032 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.790%, 8/3/2028 3.790 3133EWXK1 254900C5LP6DN9OP9V83 US3133EWXK17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-03 2028-08-03 N N N .0377 7002691.99 7002691.99 .0013 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.775%, 8/7/2028 3.775 3133EWXX3 254900C5LP6DN9OP9V83 US3133EWXX38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-07 2028-08-07 N N N .0377 13999846.14 13999846.14 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 3.770%, 8/25/2028 3.770 3133EWZF0 254900C5LP6DN9OP9V83 US3133EWZF04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-08-25 2028-08-25 N N N .0377 21999910.02 21999910.02 .0041 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 2026-09-01 2026-10-16 2026-10-16 N N N .0366 12000465.12 12000465.12 .0022 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 2026-09-01 2027-09-02 2027-09-02 N N N .0371 19759359.53 19759359.53 .0037 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 2026-09-01 2027-03-16 2027-03-16 N N N .0369 28005503.68 28005503.68 .0052 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 2026-09-01 2027-09-22 2027-09-22 N N N .0368 20022794.40 20022794.40 .0037 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 2026-09-01 2027-10-06 2027-10-06 N N N .0375 17012752.38 17012752.38 .0032 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 2026-09-01 2027-06-16 2027-06-16 N N N .0374 15001373.25 15001373.25 .0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 3.870%, 7/7/2028 3.870 3134HBXM8 S6XOOCT0IEG5ABCC6L87 US3134HBXM81 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y 2026-09-01 2028-07-07 2028-07-07 N N N .0381 20017457.80 20017457.80 .0037 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 2026-09-01 2026-10-23 2026-10-23 N N N .0361 13001876.29 13001876.29 .0024 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 2026-09-01 2027-11-05 2027-11-05 N N N .0372 15031128.45 15031128.45 .0028 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 2026-09-01 2026-11-20 2026-11-20 N N N .0368 10002101.90 10002101.90 .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 2026-09-01 2026-12-11 2026-12-11 N N N .0354 10004968.30 10004968.30 .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 2026-09-01 2027-12-22 2027-12-22 N N N .0372 21000335.37 21000335.37 .0039 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 2026-09-01 2028-01-07 2028-01-07 N N N .0374 7998258.48 7998258.48 .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 2026-09-01 2028-05-08 2028-05-08 N N N .0373 15002347.80 15002347.80 .0028 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 2026-09-01 2028-06-08 2028-06-08 N N N .0375 11994546.60 11994546.60 .0022 N N N N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 3.660%, 9/1/2026 3.660 45099F004 WGYX5OQ1IY3N5AOSQ066 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 P 32 N/A 91282CNW7 2032-08-31 3.875 3896500.00 3761174.56 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 1500000.00 1501342.24 U.S. Treasuries (including strips) USTR 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 1365200.00 1381013.19 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 800.00 760.60 U.S. Treasuries (including strips) USTR 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 20069800.00 20346391.46 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 400429.12 380490.20 U.S. Treasuries (including strips) USTR 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 300.00 298.62 U.S. Treasuries (including strips) USTR 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 1265200.00 1149036.49 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 5836300.00 5843232.28 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 10941181.78 9972336.26 U.S. Treasuries (including strips) USTR 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 4421300.00 4414936.42 U.S. Treasuries (including strips) USTR 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 39590000.00 34101233.79 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 100.00 62.97 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 20240290.28 16058420.15 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 100.00 97.23 U.S. Treasuries (including strips) USTR 5 1/8 BOND 56 N/A 912810UW6 2056-08-15 5.125 100.00 98.95 U.S. Treasuries (including strips) USTR 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 69800.00 71656.62 U.S. Treasuries (including strips) USTR 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 3011500.00 3027830.45 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2026-09-01 2026-09-01 2026-09-01 N N N .0371 100000000.00 100000000.00 .0187 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.670%, 9/1/2026 3.670 643996002 CYYGQCGNHMHPSMRL3R97 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 AC 31 N/A 91282CRK9 2031-08-31 4.375 35200.00 34994.26 U.S. Treasuries (including strips) USTR 2 3/8 TRIN D 36 N/A 91282CRE3 2036-07-15 2.375 2000.80 1994.87 U.S. Treasuries (including strips) USTR TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.9106 1900.00 1908.51 U.S. Treasuries (including strips) USTR 2 1/8 TRIN X 29 N/A 91282CKL4 2029-04-15 2.125 108.02 108.68 U.S. Treasuries (including strips) USTR 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 2000.00 2039.17 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 100.00 100.23 U.S. Treasuries (including strips) USTR 1 3/4 TRIN A 34 N/A 91282CJY8 2034-01-15 1.75 39648699.03 38287085.56 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 4600.00 4698.77 U.S. Treasuries (including strips) USTR 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 200.00 200.07 U.S. Treasuries (including strips) USTR 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 100.00 98.79 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 33 N/A 91282CGK1 2033-01-15 1.125 560.81 525.21 U.S. Treasuries (including strips) USTR 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 1000.00 974.78 U.S. Treasuries (including strips) USTR 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 200.00 171.70 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 N/A 91282CDC2 2026-10-15 0.125 124223.27 123810.83 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 30 N/A 912828Z37 2030-01-15 0.125 401391.08 375744.45 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 N/A 912828V49 2027-01-15 0.375 138.31 137.18 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 132.32 128.58 U.S. Treasuries (including strips) USTR 1 3/8 TRIN D 33 N/A 91282CHP9 2033-07-15 1.375 5390.39 5114.57 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 1000.00 924.55 U.S. Treasuries (including strips) USTR 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 4368000.00 4457476.56 U.S. Treasuries (including strips) USTR 1 1/8 TRIN AE 30 N/A 91282CPH8 2030-10-15 1.125 28159407.44 27250359.05 U.S. Treasuries (including strips) USTR 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 19000.00 18713.14 U.S. Treasuries (including strips) USTR 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 1296949.31 1317389.56 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 18592872.10 18187954.31 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 12052537.46 11477237.23 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 490534.59 450146.74 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 100000000.00 100000000.00 .0187 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 3.670%, 9/1/2026 3.670 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 6535100.00 4117095.53 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 1331700.00 982912.66 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 5000000.00 5000000.00 .0009 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 3.670%, 9/1/2026 3.670 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 USTR 4 3/8 NOTE AH 29 N/A 91282CMD0 2029-12-31 4.375 1014614600.00 1020000097.10 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 1000000000.00 1000000000.00 .1867 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 .0364 61809013.96 61809013.96 .0115 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 .0378 28737783.16 28737783.16 .0054 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 .0378 56484608.28 56484608.28 .0105 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 .0388 27661736.76 27661736.76 .0052 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 .0388 19758383.40 19758383.40 .0037 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 .0390 28563163.14 28563163.14 .0053 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 .0391 3916515.48 3916515.48 .0007 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 .0391 11749546.44 11749546.44 .0022 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 .0333 39963550.00 39963550.00 .0075 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 .0373 52720083.68 52720083.68 .0098 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 .0401 26262129.96 26262129.96 .0049 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 .0382 26736937.92 26736937.92 .0050 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 .0343 29957825.10 29957825.10 .0056 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 .0354 79829480.00 79829480.00 .0149 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 .0364 54841380.00 54841380.00 .0102 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 .0405 26174092.41 26174092.41 .0049 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 .0365 66759474.69 66759474.69 .0125 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 .0368 109525380.80 109525380.80 .0204 N Y Y N United States Treasury United States Treasury Bills, 3.855%, 2/4/2027 3.855 912797VV6 254900HROIFWPRGM1V77 US912797VV68 U.S. Treasury Debt Y 2027-02-04 2027-02-04 2027-02-04 N N N .0393 24584650.00 24584650.00 .0046 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 .0375 54601934.75 54601934.75 .0102 N Y Y N United States Treasury United States Treasury Bills, 3.970%, 9/2/2027 3.970 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0418 9596094.80 9596094.80 .0018 N Y Y N United States Treasury United States Treasury Bills, 3.965%, 9/2/2027 3.965 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0418 3118730.81 3118730.81 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.960%, 9/2/2027 3.960 912797WA1 254900HROIFWPRGM1V77 US912797WA13 U.S. Treasury Debt Y 2027-09-02 2027-09-02 2027-09-02 N N N .0418 3118730.81 3118730.81 .0006 N Y Y N United States Treasury United States Treasury Bills, 3.830%, 2/11/2027 3.830 912797WB9 254900HROIFWPRGM1V77 US912797WB95 U.S. Treasury Debt Y 2027-02-11 2027-02-11 2027-02-11 N N N .0395 25546887.08 25546887.08 .0048 N Y Y N United States Treasury United States Treasury Bills, 3.785%, 12/8/2026 3.785 912797WE3 254900HROIFWPRGM1V77 US912797WE35 U.S. Treasury Debt Y 2026-12-08 2026-12-08 2026-12-08 N N N .0381 51468459.12 51468459.12 .0096 N Y Y N United States Treasury United States Treasury Bills, 3.750%, 12/22/2026 3.750 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N .0386 52374246.49 52374246.49 .0098 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 .0413 14817890.55 14817890.55 .0028 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 .0401 15835624.96 15835624.96 .0030 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 .0390 15428675.82 15428675.82 .0029 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 .0391 8921531.25 8921531.25 .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 .0413 5933718.72 5933718.72 .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 .0376 28008994.44 28008994.44 .0052 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 .0419 14021875.00 14021875.00 .0026 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 .0395 12994600.32 12994600.32 .0024 N Y Y N United States Treasury United States Treasury Notes, 3.956%, 10/31/2026 3.956 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-09-01 2026-10-31 2026-10-31 N N N .0378 25005011.75 25005011.75 .0047 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 .0386 25021289.00 25021289.00 .0047 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 .0403 16005000.00 16005000.00 .0030 N Y Y N United States Treasury United States Treasury Notes, 3.849%, 1/31/2027 3.849 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-09-01 2027-01-31 2027-01-31 N N N .0375 60018105.60 60018105.60 .0112 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 .0403 15985500.00 15985500.00 .0030 N Y Y N United States Treasury United States Treasury Notes, 3.911%, 4/30/2027 3.911 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-09-01 2027-04-30 2027-04-30 N N N .0376 72064272.24 72064272.24 .0135 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 .0414 16966796.96 16966796.96 .0032 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 .0417 14948584.05 14948584.05 .0028 N Y Y N United States Treasury United States Treasury Notes, 3.856%, 7/31/2028 3.856 91282CRD5 254900HROIFWPRGM1V77 US91282CRD55 U.S. Treasury Debt Y 2026-09-01 2028-07-31 2028-07-31 N N N .0386 56991552.60 56991552.60 .0106 N Y Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/8/2026 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 MB1343 M N/A 3618N6P50 2056-08-20 5 14781481.00 14415294.45 Agency Mortgage-Backed Securities GNMA GNII SF MA6339 M N/A 36179VBG4 2049-12-20 3.5 17569041.78 15756473.03 Agency Mortgage-Backed Securities GNMA GNII SF DV0199 C N/A 3618WPGG4 2056-08-20 5.5 13962468.00 14088679.40 Agency Mortgage-Backed Securities GNMA GNII SF DU8698 C N/A 3618WLUX0 2056-08-20 5.5 14678020.00 14791530.02 Agency Mortgage-Backed Securities GNMA GNII SF DU1972 C N/A 3618WDFM9 2056-07-20 6 13397684.84 13647926.79 Agency Mortgage-Backed Securities GNMA GNII SF DU1967 C N/A 3618WDFG2 2056-07-20 5.5 13402181.52 13521237.57 Agency Mortgage-Backed Securities GNMA GNII SF DT4204 C N/A 3618W3U51 2056-08-20 6 14208280.00 14544348.45 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 14730222.66 13177608.10 Agency Mortgage-Backed Securities GNMA GNII SF DA2696 C N/A 3618GR7H6 2054-02-20 7.5 16390160.02 17758869.50 Agency Mortgage-Backed Securities GNMA GNII SF DV0198 C N/A 3618WPGF6 2056-08-20 6 17602696.00 18139437.41 Agency Mortgage-Backed Securities GNMA GNII SF DT6206 C N/A 3618W53P2 2056-08-20 5.5 18885589.00 19056302.13 Agency Mortgage-Backed Securities GNMA GNII SP 788641 C N/A 3622AEP26 2051-09-20 3.5 19869501.47 17472160.02 Agency Mortgage-Backed Securities GNMA GNII SF DT3398 C N/A 3618W2X35 2056-07-20 6 17962508.31 18316423.61 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-08 2026-09-08 2026-09-08 Y Bank of Montreal 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 200000000.00 200000000.00 .0373 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/3/2026 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 MB1345 M N/A 3618N6P76 2056-08-20 6 50007930.00 51041593.91 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-03 2026-09-03 2026-09-03 Y Bank of Montreal 1.0000 3 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H N N .0372 50000000.00 50000000.00 .0093 N N Y N Bank of Montreal Bank of Montreal, REPO, 3.670%, 9/1/2026 3.670 933CXH003 NQQ6HPCNCCU6TUTQYE16 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 6390004.00 3876400.77 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 H 2026-09-01 2026-09-01 2026-09-01 N N N .0372 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 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 18500.00 18250.62 U.S. Treasuries (including strips) USTR 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 400.00 391.23 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 1973600.00 1903546.22 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 10574400.00 10393083.52 U.S. Treasuries (including strips) USTR 4 5/8 BOND 46 N/A 912810UT3 2046-02-15 4.625 14611500.00 13593558.72 U.S. Treasuries (including strips) USTR 5 BOND 37 N/A 912810PU6 2037-05-15 5 4000.00 4161.05 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 2200.00 2253.75 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-08 2026-09-08 2026-09-28 Y BNP Paribas SA 1.0000 8 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M N N .0376 25000000.00 25000000.00 .0047 N N Y N BNP Paribas SA BNP Paribas SA, REPO, 3.680%, 9/1/2026 3.680 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 FMAC 07.000 FGPC G05740 G N/A 3128M7V94 2036-01-01 7 5383.90 5672.12 Agency Mortgage-Backed Securities FMAC FMAR 842179 G N/A 31288RM47 2051-01-01 6.012 323449.49 337264.67 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9942 N/A 3140UEBL0 2056-05-01 6.5 260895.13 272124.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2896 N/A 3140U6GE8 2056-02-01 6.5 113979.85 119472.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9950 N/A 3140U2BU6 2056-01-01 5.5 1465324.84 1463754.50 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9438 N/A 3140U1PY5 2056-01-01 5.5 4389.30 4396.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB9983 N/A 3140QWCV2 2055-02-01 5.5 420009.13 421921.57 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8700 N/A 3140QUU20 2054-06-01 6 3943485.22 4049131.18 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCB6524 N/A 3140QSHA2 2053-06-01 5.5 102610.02 104003.91 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB6550 N/A 3140QSH46 2053-06-01 6.5 116857.54 122562.84 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB3095 N/A 3140QNNM0 2052-03-01 2 11433239.70 8980428.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB3113 N/A 3140QNN73 2052-03-01 3 1994.99 1751.09 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1300 N/A 3140QLNS1 2051-08-01 2.5 47901.96 40171.56 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4128 N/A 3140QBSS8 2049-09-01 3 3513914.37 3050246.35 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1219 N/A 3140Q8K95 2048-02-01 4.5 2216173.33 2116979.63 Agency Mortgage-Backed Securities GNMA GNII SF DS7081 C N/A 3618VT2N7 2056-07-20 6 327.79 336.09 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6578 N/A 3140Q2JY5 2033-03-01 4.14 327.44 315.00 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLBY9937 N/A 3140NTBF8 2053-11-01 7.5 142607.05 155070.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBY5849 N/A 3140NNQB4 2053-07-01 5 782193.97 765165.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLBY4719 N/A 3140NMG50 2053-06-01 6.5 118534.54 126167.53 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLBX4359 N/A 3140N8ZZ4 2053-04-01 7 248.36 273.05 Agency Mortgage-Backed Securities GNMA GNII SF 003274 M N/A 36202DT76 2032-08-20 6.5 327001.32 339573.43 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD3177 N/A 3132DQQ66 2053-06-01 6 9222299.14 9424820.83 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 853376.76 855939.74 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDB1267 N/A 3140AAMR5 2054-04-01 6 238.80 242.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9780 M N/A 36179Y2M5 2054-07-20 6 4054.98 4139.45 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 211320.75 215871.97 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCA9225 N/A 3140QHHB4 2051-02-01 2 1989250.22 1575549.17 Agency Mortgage-Backed Securities GNMA GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 439457.40 442603.62 Agency Mortgage-Backed Securities GNMA GNII SF MA2960 M N/A 36179RJD2 2045-07-20 3 100790.49 89683.08 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQI8838 N/A 3133WFZB6 2054-07-01 6 4048797.66 4134328.51 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD6269 N/A 3132DT6E5 2053-05-01 4.5 9752575.10 9313699.47 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 2381617.68 2432941.54 Agency Mortgage-Backed Securities GNMA GNII SF MA6599 M N/A 36179VKL3 2050-04-20 3 15421.81 13494.70 Agency Mortgage-Backed Securities GNMA GNII SF MA7534 M N/A 36179WLP1 2051-08-20 2.5 160910.42 135217.90 Agency Mortgage-Backed Securities FMAC FKAR 03.200 WNWN0160 N/A 3132XEFA4 2038-11-01 3.2 14099.57 11956.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLCB8177 N/A 3140QUCP9 2054-03-01 6.5 8575866.69 8892030.31 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBZ6682 N/A 3140Q2M88 2036-04-01 4.25 335.30 318.82 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBX3761 N/A 3140N8FB9 2052-12-01 6 1293552.11 1326767.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA6325 N/A 3140W7A34 2056-05-01 6.5 35958290.91 37296430.77 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLSD2279 N/A 3132DPQ84 2052-09-01 4.5 2603367.15 2477374.60 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD3304 N/A 3132DQU53 2051-02-01 1.5 7732346.19 5791604.62 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDC8924 N/A 3140AW4J5 2055-01-01 6.5 1352933.22 1402811.36 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCB3905 N/A 3140QPKT3 2052-06-01 3.5 2888956.77 2580750.34 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA0118 N/A 3140W0DY8 2054-05-01 6 1313286.10 1343148.92 Agency Mortgage-Backed Securities GNMA GNII SF MB0815 M N/A 3618N53Z0 2055-12-20 6 13894.19 14181.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA1965 N/A 3140W2FF3 2054-05-01 5.5 1374318.18 1376661.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBZ6628 N/A 3140Q2LJ5 2033-04-01 3.98 335.30 319.44 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 570662.61 570651.95 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA9614 N/A 3133KRVF8 2053-08-01 5 111560.15 108780.48 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6334 N/A 3140QEBC5 2050-07-01 2.5 7225977.48 6041497.65 Agency Mortgage-Backed Securities GNMA GNII SF MB1216 M N/A 3618N6K63 2056-06-20 5 10077698.13 9828039.96 Agency Mortgage-Backed Securities GNMA GNII SF MA9852 M N/A 36179Y5M2 2054-08-20 6 3952.26 4033.95 Agency Mortgage-Backed Securities GNMA GNII SF MB0367 M N/A 3618N5MR7 2055-05-20 6 3804.99 3883.64 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9874 N/A 3140U16L4 2056-01-01 5.5 82983.58 83565.49 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CLDE4451 N/A 3140BG5M1 2055-06-01 7.5 333742.26 364215.60 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE1294 N/A 3140BDNL0 2055-06-01 6.5 1154576.87 1197142.28 Agency Mortgage-Backed Securities GNMA GNII SF MB0938 M N/A 3618N6BG1 2056-02-20 6 4795.78 4894.91 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2226 N/A 3140UVPL7 2056-08-01 7 147343.78 155961.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA6511 N/A 3140W7GV6 2052-09-01 3.5 358249.89 327146.87 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1271 N/A 3140UUMV0 2056-08-01 6.5 154036.36 160461.01 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1619 N/A 3130G0VM3 2056-08-01 5.5 31780.82 31728.96 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0116 N/A 3142J6DW0 2056-05-01 4 1282245.07 1177728.42 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2233 N/A 3140UVPT0 2056-08-01 7 283575.18 300209.22 Agency Mortgage-Backed Securities GNMA GNRA 2022-153 YF N/A 38383YGA4 2052-09-20 4.5888 1916792.62 1874098.26 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-098 FA N/A 38384BXX4 2053-07-20 4.6388 691915.94 694830.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-043 CL N/A 38384KNT4 2054-03-20 5.5 14028381.37 13949799.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-082 FG N/A 38385F3V1 2055-05-20 5.3888 7991023.04 8030743.14 Agency Collateralized Mortgage Obligation FMAC FTRA 4707FP 08/15/47 N/A 3137F2NN2 2047-08-15 4.0966 1611224.40 1600362.12 Agency Collateralized Mortgage Obligation FMAC FERM 5000BA 04/25/45 N/A 3137FVE99 2045-04-25 2 200064.55 184892.19 Agency Collateralized Mortgage Obligation FNMA FNRM CL063CV R26F063 N/A 3136G6J74 2037-07-25 5.5 767921.54 778204.27 Agency Collateralized Mortgage Obligation FNMA FNRM CL063CA R26F063 N/A 3136G6J66 2052-09-25 5.5 3936255.62 3960830.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL065CA R25F065 N/A 3136BWU38 2054-02-25 5 5805437.63 5778126.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-099 MF N/A 38385TC33 2056-06-20 4.6388 1293146.17 1291774.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.8888 3148041.84 3088096.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-064 FA N/A 38385EN91 2055-04-20 4.9888 196187.06 196558.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-061 DY N/A 38384MFB8 2054-04-20 5.75 12713738.95 12670902.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2024-026 LY N/A 38384J6N9 2054-02-20 5.75 7604922.61 7614547.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-069 FA N/A 38384AXK4 2053-05-20 4.5888 1180824.83 1178137.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-021 FB N/A 38383VV96 2053-02-20 4.5188 191.30 190.74 Agency Collateralized Mortgage Obligation GNMA GNRA 2024-066 FC N/A 38383KUG5 2054-04-20 4.7688 106266.42 106681.72 Agency Collateralized Mortgage Obligation GNMA GNRA 2025-131 YF N/A 38381QPA3 2055-08-20 4.7388 1247094.11 1257008.49 Agency Collateralized Mortgage Obligation FNMA FNMS 06.500 CLDF4156 N/A 3140BUTN2 2055-11-01 6.5 173219.12 180902.72 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2235 N/A 3140UVPV5 2056-08-01 7 173808.59 184142.96 Agency Mortgage-Backed Securities GNMA GNII SF DU8381 C N/A 3618WLJ21 2056-07-20 6 652484.90 674330.09 Agency Mortgage-Backed Securities GNMA GNII SF DU3973 C N/A 3618WFMW4 2056-08-20 6 404622.78 425017.79 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5543 N/A 31427TER3 2056-05-01 5 7737202.30 7539328.52 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBU4645 N/A 3140M6ET6 2054-06-01 6 1245888.87 1267573.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ6575 N/A 3140KSJV0 2051-09-01 2.5 15736.35 13003.94 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX SOBM7416 N/A 3140JCG24 2054-02-01 4.762 241.55 239.65 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBD2413 N/A 3140F9VF9 2047-05-01 4.5 1286151.34 1228642.37 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF5507 N/A 3140BWDM7 2055-12-01 5.5 324857.36 324994.23 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF2834 N/A 3140BTEG6 2055-10-01 5.5 1087614.51 1083813.66 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDE9973 N/A 3140BPCK7 2055-10-01 5.5 1465967.97 1468913.59 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE7986 N/A 3140BL2U5 2055-08-01 6.5 3377721.42 3502246.75 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDE6151 N/A 3140BJZR1 2055-08-01 6.5 358023.71 378447.05 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDD7166 N/A 3140B76C2 2055-03-01 7 51991.86 55414.08 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDD3058 N/A 3140B3MG4 2055-03-01 6.5 758267.06 792433.56 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC2996 N/A 3140AQKJ0 2054-09-01 5.5 1355751.58 1351696.98 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDC1600 N/A 3140ANX61 2054-09-01 5.5 622.63 622.90 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDA5636 N/A 3140A6HN9 2053-11-01 7 348539.72 373322.41 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL788359 N/A 31405FZY1 2033-10-01 6.5 40988.83 42499.95 Agency Mortgage-Backed Securities GNMA GNII SF MA8648 M N/A 36179XTD8 2053-02-20 5.5 193634.59 194695.38 Agency Mortgage-Backed Securities GNMA GNII SF MA8570 M N/A 36179XQX7 2053-01-20 5.5 130250.92 131301.17 Agency Mortgage-Backed Securities GNMA GNII SF MA8271 M N/A 36179XFL5 2052-09-20 6 2955.81 3041.32 Agency Mortgage-Backed Securities GNMA GNII SF MA8204 M N/A 36179XDH6 2052-08-20 6 2827.90 2909.39 Agency Mortgage-Backed Securities GNMA GNII SF MA8201 M N/A 36179XDE3 2052-08-20 4.5 151400.22 144777.82 Agency Mortgage-Backed Securities GNMA GNII SF MA7941 M N/A 36179WZE1 2052-03-20 5 81497.96 80260.39 Agency Mortgage-Backed Securities GNMA GNII SF MA7829 M N/A 36179WVW5 2052-01-20 3.5 6474.72 5818.91 Agency Mortgage-Backed Securities GNMA GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 697793.64 563526.05 Agency Mortgage-Backed Securities GNMA GNII SF MA6662 M N/A 36179VMK3 2050-05-20 6 30000.13 31475.11 Agency Mortgage-Backed Securities GNMA GNII SF MA5931 M N/A 36179USU7 2049-05-20 4 3876.54 3598.94 Agency Mortgage-Backed Securities GNMA GNII SF MA5876 M N/A 36179UQ54 2049-04-20 4 3620.83 3354.13 Agency Mortgage-Backed Securities GNMA GNII SF MA5711 M N/A 36179UKY7 2049-01-20 4.5 8897.60 8548.99 Agency Mortgage-Backed Securities GNMA GNII SF MA3873 M N/A 36179SJS7 2046-08-20 3 235148.88 208772.23 Agency Mortgage-Backed Securities GNMA GNII SF MA3036 M N/A 36179RLR8 2045-08-20 4.5 4854.51 4677.60 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 5114911.14 4966305.92 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRQ0102 N/A 3142J6DG5 2056-03-01 5 470321.11 456656.71 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSL6454 N/A 31427UE41 2054-05-01 2.5 8287582.34 6851579.13 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL5523 N/A 31427TD52 2050-09-01 5 1313625.69 1295773.08 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL4215 N/A 31427RVH0 2056-01-01 5 961595.73 935936.19 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 1810400.97 1680528.84 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRA7394 N/A 3133KPGB8 2052-05-01 4 85150.97 78444.68 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5923 N/A 3133KMSL0 2051-09-01 2.5 2943979.54 2432175.56 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5205 N/A 3133KLYA9 2051-05-01 2.5 2021127.93 1674856.84 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQJ1759 N/A 3133CR5U3 2054-07-01 6 43395.37 44686.95 Agency Mortgage-Backed Securities FMAC FEPC 07.500 CLQH8277 N/A 3133CMFS8 2054-01-01 7.5 301.34 327.73 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH3677 N/A 3133CGCN5 2053-10-01 6.5 2173004.17 2253315.51 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQG8165 N/A 3133C9CA9 2053-08-01 5 1655860.26 1620964.11 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2424 N/A 3133AYVR8 2051-12-01 2 1145910.61 912689.92 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD4188 N/A 3132E0UM2 2053-10-01 5.5 2850247.55 2870294.29 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLSD8353 N/A 3132DWH63 2053-07-01 4 2086409.13 1921589.76 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 1682596.31 1327217.95 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8134 N/A 3132DWBB8 2051-03-01 2 2451009.50 1940965.87 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8098 N/A 3132DV7K5 2050-10-01 2 193.52 153.41 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD6979 N/A 3132DUXG7 2054-11-01 5.5 216981.00 217747.23 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD6630 N/A 3132DULK1 2052-01-01 2.5 11287688.23 9313802.66 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSD6378 N/A 3132DUCP0 2054-09-01 6 10390240.27 10644281.65 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD5069 N/A 3132DST28 2054-03-01 5.5 8290259.70 8346412.39 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 235697.53 229830.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD4608 N/A 3132DSDM1 2051-08-01 2.5 948161.46 796164.86 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM9212 N/A 3140XDGW0 2051-10-01 2 1381912.39 1112897.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM9033 N/A 3140XDBB1 2051-10-01 2.5 220.63 183.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8295 N/A 3140XCGD4 2051-07-01 2.5 5044108.28 4230111.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM5090 N/A 3140X8UQ8 2050-11-01 2.5 798192.12 661933.81 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6664 N/A 3140W7MN7 2056-02-01 5 2652553.48 2577968.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFA6616 N/A 3140W7K66 2055-11-01 5 579946.12 570314.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFA6479 N/A 3140W7FV7 2053-07-01 2.5 1965437.05 1625114.42 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA6167 N/A 3140W6Z96 2052-05-01 4 983030.60 912390.35 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFA2500 N/A 3140W2X63 2055-08-01 6.5 9313478.64 9772602.10 Agency Mortgage-Backed Securities GNMA GNII SP 788674 C N/A 3622AEQ33 2056-06-20 5.5 6876486.03 6915546.76 Agency Mortgage-Backed Securities GNMA GNMI SP 783657 X N/A 3622A2B27 2041-10-15 4 997392.45 934147.13 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA1812 N/A 3140W2AN1 2053-11-01 6 7023419.92 7168973.28 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0445 N/A 3140W0P74 2055-01-01 5.5 188922.37 188261.77 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2236 N/A 3140UVPW3 2056-08-01 7 89483.22 94979.31 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2234 N/A 3140UVPU7 2056-08-01 7 152658.16 161761.06 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2229 N/A 3140UVPP8 2056-08-01 7 334676.03 354032.80 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2227 N/A 3140UVPM5 2056-08-01 7 162293.78 171719.04 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLDI2225 N/A 3140UVPK9 2056-08-01 7 71622.27 75861.69 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI1276 N/A 3140UUM24 2056-08-01 6.5 69057.42 71872.73 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI1249 N/A 3140UUL74 2056-08-01 5.5 3775333.16 3773408.99 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG9946 N/A 3140UEBQ9 2056-05-01 6.5 4695.63 4890.57 Agency Mortgage-Backed Securities GNMA GNII SF DV0195 C N/A 3618WPGC3 2056-08-20 6 300568.74 312351.03 Agency Mortgage-Backed Securities GNMA GNII SF DU8382 C N/A 3618WLJ39 2056-07-20 6 772896.28 800312.46 Agency Mortgage-Backed Securities GNMA GNII SF DU7988 C N/A 3618WK2V7 2056-08-20 6 588764.12 605618.08 Agency Mortgage-Backed Securities GNMA GNII SF DT5555 C N/A 3618W5E47 2056-08-20 6 316402.17 327625.59 Agency Mortgage-Backed Securities GNMA GNII SF MB1342 M N/A 3618N6P43 2056-08-20 4.5 6720380.67 6330457.46 Agency Mortgage-Backed Securities GNMA GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 158645.60 158673.10 Agency Mortgage-Backed Securities GNMA GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 6556831.83 6394397.25 Agency Mortgage-Backed Securities GNMA GNII SF MB1144 M N/A 3618N6HW0 2056-05-20 6 6167.27 6294.74 Agency Mortgage-Backed Securities GNMA GNII SF MB0148 M N/A 3618N5EW5 2055-01-20 6 5370.28 5495.07 Agency Mortgage-Backed Securities GNMA GNII SF MA9170 M N/A 36179YFK5 2053-09-20 5 27901.08 27418.27 Agency Mortgage-Backed Securities GNMA GNII SF MA9167 M N/A 36179YFG4 2053-09-20 3.5 6537.75 5940.23 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSD1912 N/A 3132DPDR6 2052-11-01 5.5 6690095.40 6750977.49 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTC1192 N/A 3130G0GA6 2056-08-01 5.5 97822.41 97863.72 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLTC1780 N/A 3130G02N3 2056-08-01 7 94281.55 100908.54 Agency Mortgage-Backed Securities USTR TINT 02/15/30 N/A 912833XX3 2030-02-15 0 2885700.26 2471071.30 U.S. Treasuries (including strips) USTR TINT 02/15/29 N/A 912833XN5 2029-02-15 0 3297794.19 2958510.53 U.S. Treasuries (including strips) USTR TINT 02/15/27 N/A 912833PC8 2027-02-15 0 20987312.71 20606309.04 U.S. Treasuries (including strips) USTR TINT 02/15/33 N/A 9128334V9 2033-02-15 0 12172722.72 9025769.58 U.S. Treasuries (including strips) USTR 4 1/2 NOTE P 33 N/A 91282CRJ2 2033-08-31 4.5 8534567.24 8487883.15 U.S. Treasuries (including strips) USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 8982638.24 8961033.43 U.S. Treasuries (including strips) USTR 4 3/8 NOTE N 33 N/A 91282CRC7 2033-07-31 4.375 3314821.67 3285072.68 U.S. Treasuries (including strips) USTR 2 1/8 TRIN A 35 N/A 91282CML2 2035-01-15 2.125 259989.40 256594.46 U.S. Treasuries (including strips) USTR 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 12816847.68 12621388.52 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 1540573.18 1531237.22 U.S. Treasuries (including strips) USTR 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 37524.80 35985.45 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 31 N/A 91282CCM1 2031-07-15 0.125 885332.71 806936.19 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 7208036.07 3642134.29 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 13358152.44 13025637.31 U.S. Treasuries (including strips) USTR 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 378784.37 271352.51 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 295.45 295.45 U.S. Treasuries (including strips) USTR BILL 11/27/26 N/A 912797SU2 2026-11-27 0 238344.70 236163.84 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0373 425674000.00 425674000.00 .0795 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 3.670%, 9/1/2026 3.670 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 90914300.00 90695635.30 U.S. Treasuries (including strips) USTR 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 29386000.00 29427006.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 4360000.00 4404454.47 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 34 N/A 91282CLE9 2034-07-15 1.875 9339009.96 9106540.53 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2026-09-01 2026-09-01 2026-09-01 N N N .0372 131000000.00 131000000.00 .0245 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.680%, 9/1/2026 3.680 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 05.500 CLDH3900 N/A 3140UKKN2 2056-06-01 5.5 954836.04 959156.99 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLDH0333 N/A 3140UFLP7 2056-07-01 5 593993.38 584382.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH0092 N/A 3140UFC69 2056-06-01 6 170856.25 176538.92 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDG9698 N/A 3140UDX46 2056-05-01 5.5 292822.19 293624.03 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDG2230 N/A 3140U5PQ3 2056-02-01 6.5 34307.69 35917.64 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDG1011 N/A 3140U4DR7 2041-01-01 6 1220383.01 1255226.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB8715 N/A 3140QUVH6 2054-06-01 6 662733.41 674149.65 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB7503 N/A 3140QTKR9 2053-11-01 6 535129.77 550533.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA5368 N/A 3140QC6E1 2050-03-01 4 5193.47 4823.49 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1053 N/A 3140Q8E35 2048-01-01 3.5 3507.05 3153.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBW0005 N/A 3140MRAF4 2052-07-01 3.5 154.75 138.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBV6161 N/A 3140MKZ39 2055-08-01 4 247818.09 227645.78 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIBT7829 N/A 3140LWVX2 2037-05-01 1.5 179012.40 158925.42 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBQ4410 N/A 3140KP3U5 2051-01-01 2.5 3521124.38 2906305.55 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBP4704 N/A 3140KCGN6 2035-05-01 2.5 41.80 38.98 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIDF6542 N/A 3140BXHU3 2040-12-01 6 207150.25 212889.56 Agency Mortgage-Backed Securities FNMA FNMS 02.500 ZLFP0116 N/A 3140XTDW8 2050-11-01 2.5 3660754.80 3018948.83 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLFS7652 N/A 3140XPQE2 2054-04-01 6.5 1302054.46 1354601.04 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS6007 N/A 3140XMU95 2052-08-01 4 321419.64 296555.68 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFS2252 N/A 3140XHQE0 2050-07-01 3 407144.25 358197.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFS1267 N/A 3140XGMR7 2052-04-01 4 216.98 201.69 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8160 N/A 3140XCB64 2051-07-01 2.5 21091.06 17701.38 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM5324 N/A 3140X84J3 2035-11-01 2.5 33029.53 30760.51 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLFA6609 N/A 3140W7KX7 2056-03-01 6 37728.29 38380.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFA2919 N/A 3140W3G52 2052-08-01 4 56771.64 52410.29 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA0748 N/A 3140W0ZN8 2052-04-01 3.5 143.21 128.88 Agency Mortgage-Backed Securities GNMA GNMI SF 602677 X N/A 36200JQ60 2032-12-15 6 11655.30 11770.36 Agency Mortgage-Backed Securities GNMA GNMI SF 615779 X N/A 36290SCQ2 2028-09-15 5 1654.58 1653.17 Agency Mortgage-Backed Securities GNMA GNII SF MA7369 M N/A 36179WFJ2 2051-05-20 3.5 454.53 408.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD8403 N/A 3132DWKQ5 2054-02-01 6.5 132237.46 137112.61 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M N/A 36179U6U1 2049-11-20 3 51902.01 45529.74 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C04014 G N/A 31292LN76 2042-06-01 3.5 68933.49 64395.65 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4278 N/A 31418DXG2 2036-03-01 1.5 282963.51 251554.56 Agency Mortgage-Backed Securities GNMA GNII SF MA7054 M N/A 36179VZT0 2050-12-20 3.5 654.49 586.35 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZT1345 N/A 3132ADP69 2033-11-01 3.5 200.20 194.35 Agency Mortgage-Backed Securities GNMA GNPL PN CS6537 N/A 3618B0HN6 2058-06-15 5.13 13948.54 13997.36 Agency Mortgage-Backed Securities GNMA GNMI JP 783739 X N/A 3622A2EL2 2027-10-15 3 22379.93 22274.64 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQD3227 N/A 3133B0SQ7 2051-12-01 2.5 1591589.14 1338738.68 Agency Mortgage-Backed Securities GNMA GNMI SF 424857 X N/A 36206X5S8 2027-08-15 7.5 91.38 92.93 Agency Mortgage-Backed Securities GNMA GNMI SF 551700 X N/A 36213D3H9 2032-02-15 7 267.97 274.26 Agency Mortgage-Backed Securities GNMA GNMI SF AZ8560 X N/A 36197MQM3 2047-03-15 4.5 1694.30 1622.70 Agency Mortgage-Backed Securities GNMA GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 84636.89 85242.83 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLCB9006 N/A 3140QVAG9 2054-08-01 6 780225.23 804560.46 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G61607 G N/A 31335BYC4 2048-09-01 4.5 408756.79 394654.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFS7827 N/A 3140XPVV8 2049-12-01 3.5 263.59 239.38 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFS2037 N/A 3140XHHP5 2037-05-01 1.5 81802.23 72623.78 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 988.88 781.62 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08881 G N/A 3128MJ6T2 2049-06-01 3.5 45103.15 40801.78 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLQE3633 N/A 3133BDBA2 2052-06-01 5 950522.97 926229.19 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZA5103 N/A 31329NU48 2047-12-01 3.5 45548.93 41294.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 1147523.67 1025090.55 Agency Mortgage-Backed Securities GNMA GNII SF MA9663 M N/A 36179YWY6 2054-04-20 3 3184703.71 2801354.56 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4757 N/A 31418EJB7 2037-08-01 1.5 14341.52 12732.91 Agency Mortgage-Backed Securities GNMA GNII SF MA9015 M N/A 36179YAQ7 2053-07-20 4.5 2422861.87 2301934.41 Agency Mortgage-Backed Securities GNMA GNII SF DT3184 C N/A 3618W2RD0 2056-07-20 5.5 188923.05 194126.81 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM8658 N/A 3140XCTQ1 2051-09-01 2.5 247.10 203.10 Agency Mortgage-Backed Securities GNMA GNII SF DT0367 C N/A 3618VYMQ7 2056-06-20 5.5 1167.58 1162.89 Agency Mortgage-Backed Securities GNMA GNII SF DU6648 C N/A 3618WJL56 2056-08-20 5.5 276687.12 284352.28 Agency Mortgage-Backed Securities GNMA GNII SF DR5920 C N/A 3618VESH5 2056-07-20 5.5 171.27 173.96 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDD1928 N/A 3140B2EA8 2055-02-01 5.5 176571.43 175954.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0092 N/A 3142J6C68 2056-02-01 4 4737379.99 4351232.99 Agency Mortgage-Backed Securities GNMA GNII SF DT3837 C N/A 3618W3HN7 2056-07-20 5.5 401589.66 408154.17 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD1049 N/A 3132DNEW9 2052-06-01 3.5 121.02 108.54 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLFA0608 N/A 3140W0VA0 2055-02-01 5.5 6082122.97 6060855.82 Agency Mortgage-Backed Securities GNMA GNII SF CK9371 C N/A 3617Y5MU0 2052-04-20 3.5 7644.93 6683.76 Agency Mortgage-Backed Securities GNMA GNII SF DP9072 C N/A 3618MQCH5 2056-04-20 6.5 59298.87 62443.29 Agency Mortgage-Backed Securities GNMA GNPL PN DO5690 N/A 3618V2KB2 2061-05-15 5.19 66773.70 66453.32 Agency Mortgage-Backed Securities GNMA GNII SF DK1275 C N/A 3618L0MY5 2056-08-20 6 235298.06 242473.24 Agency Mortgage-Backed Securities GNMA GNII SF DR2076 C N/A 3618VAJV2 2056-08-20 5.5 502041.63 515946.84 Agency Mortgage-Backed Securities GNMA GNII ET DT0009 C N/A 3618VYAJ6 2065-07-20 7 25831.17 26899.87 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5855 N/A 3133KMQG3 2051-09-01 2.5 3111204.80 2563549.79 Agency Mortgage-Backed Securities GNMA GNII SF MA7192 M N/A 36179V7D6 2051-02-20 2 165999.83 134062.57 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSL1240 N/A 31427NLW7 2055-04-01 5 303226.65 296927.32 Agency Mortgage-Backed Securities GNMA GNII SF DR9869 C N/A 3618VJ6E5 2056-07-20 5.5 282766.59 285278.50 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF7699 N/A 3140BYRV8 2055-12-01 6.5 124969.86 130228.55 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLFA2855 N/A 3140W3E54 2047-09-01 3.5 49848.22 46031.43 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF9872 N/A 3140U16J9 2056-01-01 5.5 2044058.01 2036910.62 Agency Mortgage-Backed Securities GNMA GNII SF DQ5934 C N/A 3618MYSX6 2056-03-20 5 166.71 164.26 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTC0710 N/A 3133W4YF3 2056-08-01 5 1308978.84 1274437.07 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL2640 N/A 31427P5A8 2055-06-01 6.5 422.14 446.02 Agency Mortgage-Backed Securities GNMA GNII SF MB1344 M N/A 3618N6P68 2056-08-20 5.5 9030912.71 9032478.07 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ8741 N/A 31427JWB0 2055-11-01 5.5 355834.70 355827.71 Agency Mortgage-Backed Securities GNMA GNII SF DU1141 C N/A 3618WCHS6 2056-08-20 5.5 250663.49 254567.41 Agency Mortgage-Backed Securities GNMA GNII SF DQ4654 C N/A 3618MXE39 2056-03-20 5.5 355.72 360.77 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBO2200 N/A 3140JWNS5 2049-09-01 3.5 16317.42 14722.01 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL0112 N/A 31427MDS7 2054-11-01 6 934.22 967.34 Agency Mortgage-Backed Securities GNMA GNII SF DS6966 C N/A 3618VTW38 2056-06-20 6 283637.15 290346.02 Agency Mortgage-Backed Securities GNMA GNII SP 788806 C N/A 3622AEU79 2056-08-20 5 19475526.89 19049629.58 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLTA5519 N/A 3142JUDZ0 2056-01-01 4 166945.12 153337.31 Agency Mortgage-Backed Securities GNMA GNII SF DO1047 C N/A 3618NWEU0 2056-02-20 5.5 171075.66 175387.34 Agency Mortgage-Backed Securities GNMA GNII SF DS9032 C N/A 3618VWA92 2056-07-20 6 237317.24 243668.33 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDF5489 N/A 3140BWC30 2055-12-01 6.5 84.06 87.59 Agency Mortgage-Backed Securities GNMA GNII SF DU4331 C N/A 3618WFY43 2056-08-20 6 1118016.32 1147935.56 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLTA0070 N/A 3142JNCG9 2055-11-01 5 658551.33 647653.40 Agency Mortgage-Backed Securities GNMA GNII SF DS3142 C N/A 3618VPP34 2056-07-20 6 369857.96 378606.21 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSL4550 N/A 31427SBU1 2052-07-01 3.5 492.70 439.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLDG3137 N/A 3140U6PX6 2056-03-01 4.5 255193.51 241957.38 Agency Mortgage-Backed Securities GNMA GNII ET DT0048 C N/A 3618VYBR7 2064-06-20 7 40519.78 42196.22 Agency Mortgage-Backed Securities GNMA GNII ET DT8549 C N/A 3618W8QA4 2065-06-20 6.5 68747.86 71456.09 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLQZ9054 N/A 31427KBY0 2055-11-01 5.5 117182.28 116772.77 Agency Mortgage-Backed Securities GNMA GNII SP 788506 C N/A 3622AEKT2 2054-08-20 6 15590.10 16131.79 Agency Mortgage-Backed Securities GNMA GNII SF DU2115 C N/A 3618WDK43 2056-07-20 6 248364.61 258105.23 Agency Mortgage-Backed Securities GNMA GNII SF DQ5553 C N/A 3618MYE29 2056-08-20 6 200105.90 205211.60 Agency Mortgage-Backed Securities GNMA GNII SF DS8844 C N/A 3618VVZH9 2056-07-20 6 170.92 175.17 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5731 N/A 31427TLM6 2055-12-01 6 500.58 511.73 Agency Mortgage-Backed Securities FMAC FEPC 05.500 ZLSI2145 N/A 3133USL25 2056-03-01 5.5 189351.47 188689.75 Agency Mortgage-Backed Securities GNMA GNII SF DR9923 C N/A 3618VKAY3 2056-07-20 5.5 107881.43 108974.20 Agency Mortgage-Backed Securities GNMA GNII SF DS6185 C N/A 3618VS2S8 2056-07-20 5.5 336.18 339.16 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0425 N/A 3140UTPK4 2056-08-01 5.5 416506.55 416308.01 Agency Mortgage-Backed Securities GNMA GNII SF DU6085 C N/A 3618WHXN8 2056-08-20 6 1545533.42 1586891.89 Agency Mortgage-Backed Securities GNMA GNII ET DT0093 C N/A 3618VYC62 2066-07-20 6.5 278975.29 289965.15 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDI2657 N/A 3140UV5T2 2056-09-01 6 2412295.75 2467009.02 Agency Mortgage-Backed Securities GNMA GNII SF DS5718 C N/A 3618VSK74 2056-07-20 6 62596.58 65440.97 Agency Mortgage-Backed Securities GNMA GNII SF DU3815 C N/A 3618WFGY7 2056-08-20 5.5 199605.99 202155.42 Agency Mortgage-Backed Securities GNMA GNPL PN DT0324 N/A 3618VYLD7 2061-08-15 4.5 167.76 158.39 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC3052 N/A 3140Y9MA9 2056-07-01 5.5 471420.07 473552.46 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7218 N/A 3142GYAU9 2056-08-01 5.5 19743184.72 19674188.87 Agency Mortgage-Backed Securities GNMA GNII SF DQ5332 C N/A 3618MX4R7 2056-07-20 6 334.01 348.85 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6148 N/A 3142K7ZN2 2056-05-01 5.5 193892.41 193564.60 Agency Mortgage-Backed Securities GNMA GNMI SF 622080 X N/A 36291ACR8 2033-09-15 4.5 3496.10 3439.67 Agency Mortgage-Backed Securities GNMA GNMI SF 620549 X N/A 36290XL65 2033-08-15 4.5 2874.83 2809.51 Agency Mortgage-Backed Securities GNMA GNMI SF 615371 X N/A 36290RT45 2033-07-15 4.5 380.61 374.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CIZK4685 N/A 3131X8F27 2027-11-01 2.5 29582.15 29291.49 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTC1353 N/A 3130G0MB7 2056-08-01 6.5 247508.01 260133.06 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J37836 G N/A 31307UV54 2027-11-01 3 63608.27 63306.01 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C03531 G N/A 31292K4Q7 2040-10-01 4 27.95 26.81 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18681 G N/A 3128MMXK4 2033-03-01 3 340.66 327.90 Agency Mortgage-Backed Securities GNMA GNII SF MA8343 M N/A 36179XHU3 2052-10-20 2.5 3152926.52 2652346.88 Agency Mortgage-Backed Securities GNMA GNII SF MA7256 M N/A 36179WBZ0 2051-03-20 3 70.33 61.66 Agency Mortgage-Backed Securities GNMA GNII SF MA8098 M N/A 36179W7K8 2052-06-20 3 413496.75 361803.87 Agency Mortgage-Backed Securities GNMA GNII SF MA8047 M N/A 36179W5G9 2052-05-20 5 99.37 97.50 Agency Mortgage-Backed Securities GNMA GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 84806.50 75867.61 Agency Mortgage-Backed Securities GNMA GNII JM MA7045 M N/A 36179VZJ2 2050-12-20 3.5 49668.36 43095.03 Agency Mortgage-Backed Securities GNMA GNII EP 788612 C N/A 3622AEN51 2065-11-20 6 7157510.14 7277885.15 Agency Mortgage-Backed Securities GNMA GNII SF MA4836 M N/A 36179TLR4 2047-11-20 3 2507446.65 2220532.06 Agency Mortgage-Backed Securities GNMA GNII SF MA2724 M N/A 36179RAZ2 2030-04-20 3 56696.31 55499.34 Agency Mortgage-Backed Securities GNMA GNMI SF 790802 X N/A 36177J3L1 2042-09-15 3.5 90.10 79.97 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB8577 N/A 3142KAQ70 2056-07-01 6.5 121804.22 126814.60 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB8013 N/A 3142K93X1 2056-07-01 5.5 937075.79 942191.60 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLTB6762 N/A 3142K8QQ3 2056-06-01 6.5 167.43 176.96 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLTB6619 N/A 3142K8K97 2056-07-01 5.5 199949.22 199611.17 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CIRR0119 N/A 3142JCDZ0 2041-09-01 6.5 517565.75 538894.47 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLRQ0143 N/A 3142J6ER0 2056-08-01 4 1697112.49 1558779.72 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ7056 N/A 3142GXZW0 2056-07-01 5.5 29378217.73 29275491.88 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ6171 N/A 3142GW2D0 2055-11-01 5.5 643379.58 641129.89 Agency Mortgage-Backed Securities GNMA GNII ET DT0090 C N/A 3618VYC39 2065-02-20 7 24660.44 25680.72 Agency Mortgage-Backed Securities GNMA GNII ET DT0045 C N/A 3618VYBN6 2066-07-20 6.5 138173.88 143617.06 Agency Mortgage-Backed Securities GNMA GNII ET DT0003 C N/A 3618VYAC1 2063-12-20 7.5 48490.50 50767.12 Agency Mortgage-Backed Securities GNMA GNII SF DS8736 C N/A 3618VVV59 2056-06-20 5.5 240329.78 243706.26 Agency Mortgage-Backed Securities GNMA GNII SF DS8659 C N/A 3618VVTQ6 2056-07-20 6.5 1508.22 1583.63 Agency Mortgage-Backed Securities GNMA GNII SF DS7444 C N/A 3618VUHV0 2056-07-20 6 418531.70 429731.61 Agency Mortgage-Backed Securities GNMA GNII SF DS7364 C N/A 3618VUFD2 2056-07-20 6.5 73685.18 76856.34 Agency Mortgage-Backed Securities GNMA GNII SF DS5904 C N/A 3618VSRZ5 2056-05-20 5 169.32 163.86 Agency Mortgage-Backed Securities GNMA GNII SF DS5742 C N/A 3618VSLX6 2056-07-20 5.5 516351.23 530571.20 Agency Mortgage-Backed Securities GNMA GNII SF DS5543 C N/A 3618VSEQ9 2056-06-20 5.5 61364.63 61919.33 Agency Mortgage-Backed Securities GNMA GNII SF DS6186 C N/A 3618VS2T6 2056-07-20 5.5 54952.09 56465.99 Agency Mortgage-Backed Securities GNMA GNII SP 787294 C N/A 3622AC7F1 2054-03-20 6.5 127212.57 133103.36 Agency Mortgage-Backed Securities GNMA GNII SP 785295 M N/A 3622AAXY5 2049-11-20 5 12750.17 12647.59 Agency Mortgage-Backed Securities GNMA GNMI JP 783855 X N/A 3622A2H88 2028-12-15 3 34755.51 34366.88 Agency Mortgage-Backed Securities GNMA GNII SF 003161 M N/A 36202DQN4 2031-11-20 6.5 10140.50 10530.37 Agency Mortgage-Backed Securities GNMA GNII SF 003096 M N/A 36202DNM9 2031-06-20 7 12128.82 12573.13 Agency Mortgage-Backed Securities GNMA GNMI SF 587123 X N/A 36201MG89 2032-06-15 7 196.52 201.97 Agency Mortgage-Backed Securities GNMA GNMI SF 579437 X N/A 36201CV68 2032-05-15 7 142.46 143.13 Agency Mortgage-Backed Securities GNMA GNMI SF 602097 X N/A 36200H3E2 2033-01-15 6 313.52 316.07 Agency Mortgage-Backed Securities GNMA GNII SF DU8453 C N/A 3618WLMA9 2056-08-20 5.5 558806.85 574284.87 Agency Mortgage-Backed Securities GNMA GNII SF DS3155 C N/A 3618VPQG4 2056-07-20 6 304285.29 311992.53 Agency Mortgage-Backed Securities GNMA GNII SF DS0942 C N/A 3618VMBK8 2056-08-20 5.5 1717471.10 1733265.53 Agency Mortgage-Backed Securities GNMA GNII SF DS0904 C N/A 3618VMAD5 2056-08-20 5.5 343843.15 348209.04 Agency Mortgage-Backed Securities GNMA GNII SF DS0903 C N/A 3618VMAC7 2056-08-20 6 2455935.08 2521663.28 Agency Mortgage-Backed Securities GNMA GNII SF DS0901 C N/A 3618VMAA1 2056-08-20 6 772903.60 793588.04 Agency Mortgage-Backed Securities GNMA GNPL PN DS0683 N/A 3618VLXL4 2061-09-15 5.59 1132050.11 1155640.15 Agency Mortgage-Backed Securities GNMA GNII SF DS0584 C N/A 3618VLUH6 2056-06-20 5.5 52454.68 53173.65 Agency Mortgage-Backed Securities GNMA GNII SF DS0570 C N/A 3618VLT39 2056-07-20 5.5 55867.49 56581.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA5968 N/A 31418FT23 2056-02-01 3.5 3457152.15 3085631.60 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CTMA5786 N/A 31418FNC7 2045-07-01 7 28476.27 30006.59 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 917324.91 914117.33 Agency Mortgage-Backed Securities GNMA GNII SF DU6914 C N/A 3618WJVF3 2056-08-20 6 681610.86 702227.54 Agency Mortgage-Backed Securities GNMA GNII SF DU6906 C N/A 3618WJU72 2056-08-20 5.5 1706885.03 1722314.13 Agency Mortgage-Backed Securities GNMA GNII SF DU6638 C N/A 3618WJLT4 2056-08-20 5.5 1189360.88 1200111.91 Agency Mortgage-Backed Securities GNMA GNII SF DS5722 C N/A 3618VSLB4 2056-07-20 6 128463.44 134060.60 Agency Mortgage-Backed Securities GNMA GNII SF DU6647 C N/A 3618WJL49 2056-08-20 5.5 251063.76 258018.56 Agency Mortgage-Backed Securities GNMA GNII SF DU6448 C N/A 3618WJEV7 2056-08-20 5.5 219634.03 222985.50 Agency Mortgage-Backed Securities GNMA GNII SF DU7092 C N/A 3618WJ2Z1 2056-08-20 6 19231.03 19841.42 Agency Mortgage-Backed Securities GNMA GNII SF DU4347 C N/A 3618WFZL4 2056-08-20 6 693863.74 712433.62 Agency Mortgage-Backed Securities GNMA GNII SF DU3967 C N/A 3618WFMQ7 2056-08-20 5.5 369589.65 368103.65 Agency Mortgage-Backed Securities GNMA GNII SF DU3898 C N/A 3618WFKK2 2056-08-20 6 194421.33 202285.48 Agency Mortgage-Backed Securities GNMA GNII SF DU3877 C N/A 3618WFJW8 2056-08-20 5.5 218523.82 221655.12 Agency Mortgage-Backed Securities GNMA GNII SF DS0018 C N/A 3618VLAT2 2056-08-20 6 357331.39 370006.65 Agency Mortgage-Backed Securities GNMA GNII SF DS0895 C N/A 3618VL7G4 2056-08-20 5.5 620571.21 626180.76 Agency Mortgage-Backed Securities GNMA GNII SF DR9744 C N/A 3618VJZH6 2056-06-20 5.5 126278.09 127144.65 Agency Mortgage-Backed Securities GNMA GNII SF DR9299 C N/A 3618VJKL3 2056-05-20 5.5 56137.83 56645.28 Agency Mortgage-Backed Securities GNMA GNII SF DR9051 C N/A 3618VJBU3 2056-07-20 5.5 69853.83 70735.12 Agency Mortgage-Backed Securities GNMA GNII SF DU3832 C N/A 3618WFHH3 2056-08-20 6 211510.62 220329.98 Agency Mortgage-Backed Securities GNMA GNII SF DU3017 C N/A 3618WEK66 2056-08-20 6 1967427.33 2029873.47 Agency Mortgage-Backed Securities GNMA GNII SF DR8009 C N/A 3618VG3S3 2056-04-20 6.5 668.70 703.75 Agency Mortgage-Backed Securities GNMA GNII SF DR7976 C N/A 3618VG2H8 2056-05-20 5.5 498174.53 502027.08 Agency Mortgage-Backed Securities GNMA GNII SF DR0901 C N/A 3618V9AA0 2056-07-20 5.5 900207.56 908344.84 Agency Mortgage-Backed Securities GNMA GNII SF DR0536 C N/A 3618V8SZ8 2056-05-20 4.5 309027.37 292637.79 Agency Mortgage-Backed Securities GNMA GNII SF DO1339 C N/A 3618NWPY0 2056-06-20 5.5 432361.54 436269.37 Agency Mortgage-Backed Securities GNMA GNII ET DI1822 C N/A 3618NKAX4 2065-03-20 6.5 32106.46 33357.22 Agency Mortgage-Backed Securities GNMA GNII SF MB1341 M N/A 3618N6P35 2056-08-20 4 4449948.36 4047585.51 Agency Mortgage-Backed Securities GNMA GNII SF MB1210 M N/A 3618N6KY2 2056-05-20 2 34563.81 27909.33 Agency Mortgage-Backed Securities GNMA GNII SF MB0235 M N/A 3618N5HM4 2040-03-20 6 4806.98 4934.97 Agency Mortgage-Backed Securities GNMA GNII SF MB0146 M N/A 3618N5EU9 2055-01-20 5 72275.69 70642.60 Agency Mortgage-Backed Securities GNMA GNII SF MB0023 M N/A 3618N5AZ2 2054-11-20 4 38563.11 35099.50 Agency Mortgage-Backed Securities GNMA GNII SF DQ7753 C N/A 3618N1TJ7 2056-03-20 6.5 154262.96 161392.17 Agency Mortgage-Backed Securities GNMA GNII SF DQ5619 C N/A 3618MYG43 2056-08-20 5.5 783324.26 791344.97 Agency Mortgage-Backed Securities GNMA GNII SF DQ5575 C N/A 3618MYFQ5 2056-08-20 6 215132.47 220621.36 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIMA5713 N/A 31418FK30 2040-05-01 6 633002.56 650808.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA5137 N/A 31418EV72 2053-09-01 5 1330877.02 1297687.16 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 3194161.91 2946746.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4623 N/A 31418ED56 2052-06-01 2.5 322574.75 266473.63 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4356 N/A 31418DZW5 2051-06-01 2.5 53621.05 44316.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 245.50 212.91 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLCC2350 N/A 3140Y8TG1 2056-04-01 5.5 11188652.43 11194071.46 Agency Mortgage-Backed Securities GNMA GNII SF DU1131 C N/A 3618WCHG2 2056-08-20 5.5 197866.70 203348.07 Agency Mortgage-Backed Securities GNMA GNII SF DU1130 C N/A 3618WCHF4 2056-08-20 5.5 203664.68 209305.24 Agency Mortgage-Backed Securities GNMA GNII SF DU0335 C N/A 3618WBLQ7 2056-07-20 6 60147.18 62273.38 Agency Mortgage-Backed Securities GNMA GNII SF DU0314 C N/A 3618WBK39 2056-07-20 6 74654.08 77673.91 Agency Mortgage-Backed Securities GNMA GNII ET DT8648 C N/A 3618W8TD5 2066-07-20 6.5 47990.93 49881.51 Agency Mortgage-Backed Securities GNMA GNII ET DT8621 C N/A 3618W8SJ3 2065-09-20 6.5 129305.04 134398.71 Agency Mortgage-Backed Securities GNMA GNII ET DT8618 C N/A 3618W8SF1 2066-08-20 6 1873588.73 1914427.34 Agency Mortgage-Backed Securities GNMA GNII ET DT8605 C N/A 3618W8R21 2064-11-20 7 170630.19 177689.73 Agency Mortgage-Backed Securities GNMA GNII ET DT8566 C N/A 3618W8QT3 2066-08-20 6.5 6106495.90 6347059.27 Agency Mortgage-Backed Securities GNMA GNII SF DT8341 C N/A 3618W8HS5 2056-08-20 6.5 320704.25 341892.11 Agency Mortgage-Backed Securities GNMA GNII SF DT6417 C N/A 3618W6DW4 2056-07-20 5.5 244276.02 247395.99 Agency Mortgage-Backed Securities GNMA GNII SF DT4358 C N/A 3618W3ZX5 2056-08-20 6.5 413155.85 440590.08 Agency Mortgage-Backed Securities GNMA GNII SF DT4362 C N/A 3618W3Z31 2056-07-20 6.5 313806.80 334532.07 Agency Mortgage-Backed Securities GNMA GNII SF DT1922 C N/A 3618W1D39 2056-06-20 5.5 72193.88 73071.06 Agency Mortgage-Backed Securities GNMA GNII SF DT1858 C N/A 3618W1B31 2056-08-20 6 185641.99 193730.23 Agency Mortgage-Backed Securities GNMA GNII SF DT1829 C N/A 3618W1A65 2056-07-20 5.5 474459.16 480888.71 Agency Mortgage-Backed Securities GNMA GNII SF DQ5933 C N/A 3618MYSW8 2056-03-20 5 333.15 328.26 Agency Mortgage-Backed Securities GNMA GNII ET DT0078 C N/A 3618VYCP0 2065-08-20 7 29912.94 31150.54 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLRJ4979 N/A 3142GVQ95 2055-06-01 5.5 6169.79 6148.22 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLRJ2231 N/A 3142GSPR3 2054-08-01 7 1277318.59 1365008.22 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLRJ1793 N/A 3142GR7F1 2054-06-01 6.5 2351439.49 2439375.49 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL5789 N/A 31427TNF9 2055-09-01 6 12192073.00 12402886.14 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CLSL4656 N/A 31427SE61 2056-03-01 5.5 4310692.20 4295619.14 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLSL2053 N/A 31427PH72 2055-08-01 6 104120.66 105914.25 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSL1999 N/A 31427PGH1 2055-07-01 6.5 5744883.42 5983052.88 Agency Mortgage-Backed Securities FMAC FEPC 07.000 CLSL1497 N/A 31427NUX5 2054-10-01 7 3046993.58 3210008.75 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ9146 N/A 31427KEU5 2055-11-01 6 169497.88 172417.65 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ8909 N/A 31427J3T3 2055-11-01 6.5 216784.46 227720.29 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQZ6848 N/A 31427GTE4 2055-10-01 6.5 255361.68 269593.16 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ6301 N/A 31427GAB0 2055-10-01 6 670956.39 682514.28 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQZ1805 N/A 31426YAF3 2055-09-01 6 294268.17 299337.23 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY8689 N/A 31426TUP0 2055-07-01 6 181545.32 185475.78 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLQY5321 N/A 31426P4F9 2055-06-01 6 492.43 507.97 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTMA6043 N/A 31418FWD5 2046-03-01 5.5 41253.21 41316.13 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA6029 N/A 31418FVX2 2056-04-01 5 1013284.54 983845.24 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDF1673 N/A 3140BR2F5 2055-10-01 5.5 291714.58 290695.14 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAL9460 N/A 3138ERQN3 2031-11-01 2.5 21.55 20.65 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CLTC0450 N/A 3133W4QB1 2056-08-01 6 835476.46 853856.11 Agency Mortgage-Backed Securities FMAC FEPC 05.500 CTRB5385 N/A 3133KY6W4 2046-01-01 5.5 82674.01 83356.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA6261 N/A 3133KM5W1 2051-10-01 2.5 229890.08 193337.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5285 N/A 3133KL2S5 2051-05-01 2.5 242878.99 201385.38 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLQH7841 N/A 3133CLWA0 2054-01-01 6.5 504199.50 522787.66 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQE0521 N/A 3133B9SJ4 2052-04-01 2.5 255303.45 209997.89 Agency Mortgage-Backed Securities FMAC FEPC 06.500 CLSD4476 N/A 3132E06M9 2053-12-01 6.5 2784.47 2914.26 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLSD8529 N/A 3132DWPN7 2055-03-01 3.5 2442.80 2180.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8271 N/A 3132DWFL2 2052-10-01 2.5 27511.39 22690.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8024 N/A 3132DV4H5 2049-11-01 3 55.93 48.52 Agency Mortgage-Backed Securities GNMA GNII SF DQ2480 C N/A 3618MUXH3 2056-04-20 6 91257.38 94665.11 Agency Mortgage-Backed Securities GNMA GNII ET DQ1118 C N/A 3618MTG36 2066-01-20 6.5 165834.56 172367.56 Agency Mortgage-Backed Securities GNMA GNII ET DP9909 C N/A 3618MRAJ1 2066-01-20 6.5 786087.36 817054.22 Agency Mortgage-Backed Securities GNMA GNII SF DP6068 C N/A 3618MLW50 2056-01-20 6.5 323.69 350.03 Agency Mortgage-Backed Securities GNMA GNII SF DP2733 C N/A 3618MHBA1 2056-06-20 5.5 24099.81 24767.19 Agency Mortgage-Backed Securities GNMA GNPL PN DM9067 N/A 3618M0CC3 2061-04-15 5.05 59355.95 57927.62 Agency Mortgage-Backed Securities GNMA GNPL PN DK0174 N/A 3618KYFP9 2061-04-15 4.99 76238.37 74164.64 Agency Mortgage-Backed Securities GNMA GNII SF DH0835 C N/A 3618K84U7 2055-04-20 6.5 325464.19 344225.14 Agency Mortgage-Backed Securities GNMA GNCL CL DD8090 N/A 3618J17B3 2067-05-15 5.8 167.76 174.11 Agency Mortgage-Backed Securities GNMA GNII ET CX7083 C N/A 3618FT2Q8 2064-02-20 7 238310.04 248071.30 Agency Mortgage-Backed Securities GNMA GNPL PN CS2725 N/A 3618AVA22 2058-05-15 5.44 1310.52 1334.72 Agency Mortgage-Backed Securities GNMA GNII SF CE2003 C N/A 3617VQGL4 2051-10-20 3 519645.90 446708.40 Agency Mortgage-Backed Securities GNMA GNII SF MA9539 M N/A 36179YS47 2054-03-20 4.5 745112.56 704202.90 Agency Mortgage-Backed Securities FMAC FEPC 06.000 CISB8336 N/A 3132D6HM5 2039-10-01 6 6544.92 6723.99 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT1821 N/A 3132AEAW6 2048-11-01 5 9269.70 9159.69 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7612 N/A 3132A8N54 2032-01-01 3.5 45570.78 44683.92 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZS4746 N/A 3132A5HX6 2047-12-01 3 1192.22 1042.60 Agency Mortgage-Backed Securities GNMA GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 99246.87 99801.99 Agency Mortgage-Backed Securities GNMA GNII SF MA9170 M N/A 36179YFK5 2053-09-20 5 762010.48 748824.40 Agency Mortgage-Backed Securities GNMA GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 593090.49 595310.63 Agency Mortgage-Backed Securities GNMA GNII SF MA8489 M N/A 36179XNE2 2052-12-20 4.5 17639.04 16744.38 Agency Mortgage-Backed Securities GNMA GNII SF MA8428 M N/A 36179XLH7 2052-11-20 5 295978.03 291846.67 Agency Mortgage-Backed Securities GNMA GNII SF MA8425 M N/A 36179XLE4 2052-11-20 3.5 240519.16 214871.32 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CLDI3283 N/A 3140UWUH8 2056-08-01 6.5 187392.69 197065.65 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLDI0737 N/A 3140UTZB3 2056-08-01 5.5 705240.28 704047.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLDH4599 N/A 3140ULDD0 2056-06-01 6 1734439.46 1774727.02 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0373 243246000.00 243246000.00 .0454 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 3.670%, 9/1/2026 3.670 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y USTR 4 1/4 NOTE BM 26 N/A 91282CME8 2026-12-31 4.25 95.87 96.65 U.S. Treasuries (including strips) USTR 1 5/8 TRIN AE 29 N/A 91282CLV1 2029-10-15 1.625 6890007.65 6848253.83 U.S. Treasuries (including strips) USTR 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 126587715.20 120230526.93 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 470130.13 290888.84 U.S. Treasuries (including strips) USTR 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 1533.87 1439.28 U.S. Treasuries (including strips) USTR 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 11206813.33 10541687.74 U.S. Treasuries (including strips) USTR 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 383.47 375.68 U.S. Treasuries (including strips) USTR 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 3914331.87 3853384.02 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 5068470.67 4924335.40 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 143800000.00 143800000.00 .0268 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.670%, 9/1/2026 3.670 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 GNII SF CY0798 C N/A 3618FY3F0 2054-01-20 7 16317.40 17052.01 Agency Mortgage-Backed Securities GNMA GNII SF CX6845 C N/A 3618FTTA4 2053-10-20 5.5 75169.45 75920.34 Agency Mortgage-Backed Securities GNMA GNII SF CX2724 C N/A 3618FPAZ7 2053-11-20 7 6789.65 7134.75 Agency Mortgage-Backed Securities GNMA GNII SF CV9968 C N/A 3618F7CD4 2053-06-20 5.5 31834.60 32115.68 Agency Mortgage-Backed Securities GNMA GNII SF CV8685 C N/A 3618F5UJ5 2053-07-20 6.5 37358.54 39544.00 Agency Mortgage-Backed Securities GNMA GNCL CL CU4616 N/A 3618BNDV2 2066-01-15 5.96 18919.40 19252.24 Agency Mortgage-Backed Securities GNMA GNII SF CR9210 C N/A 3618AQGT8 2053-01-20 5.5 2045.53 2069.17 Agency Mortgage-Backed Securities GNMA GNMI SF AL8626 X N/A 36184FSP4 2045-08-15 3 892.50 787.65 Agency Mortgage-Backed Securities GNMA GNII SF DT6422 C N/A 3618W6D38 2056-07-20 5 62568.60 61407.12 Agency Mortgage-Backed Securities GNMA GNII SF DT5485 C N/A 3618W5CW7 2056-08-20 5.5 61068.47 61772.55 Agency Mortgage-Backed Securities GNMA GNII SF DT5445 C N/A 3618W5BN8 2056-08-20 5.5 193018.40 194763.35 Agency Mortgage-Backed Securities GNMA GNII SF DT5440 C N/A 3618W5BH1 2056-08-20 6 141813.33 145608.83 Agency Mortgage-Backed Securities GNMA GNII SF DT5460 C N/A 3618W5B57 2056-08-20 5.5 56851.53 57478.68 Agency Mortgage-Backed Securities GNMA GNII SF DT5458 C N/A 3618W5B32 2056-08-20 5.5 34807.13 35243.14 Agency Mortgage-Backed Securities GNMA GNII SF DT5431 C N/A 3618W5A82 2056-07-20 6 69912.50 72027.08 Agency Mortgage-Backed Securities GNMA GNII SF DT5140 C N/A 3618W4V90 2056-07-20 6 37054.42 38420.80 Agency Mortgage-Backed Securities GNMA GNII SF DT4881 C N/A 3618W4M66 2056-07-20 5.5 36228.83 36941.90 Agency Mortgage-Backed Securities GNMA GNII SF DT4183 C N/A 3618W3UG7 2056-08-20 5.5 183424.27 185082.48 Agency Mortgage-Backed Securities GNMA GNII SF DT3857 C N/A 3618W3JA3 2056-07-20 5.5 38467.80 39246.13 Agency Mortgage-Backed Securities GNMA GNII SF DT3843 C N/A 3618W3HU1 2056-08-20 5.5 45790.87 46945.18 Agency Mortgage-Backed Securities GNMA GNII SF DT3780 C N/A 3618W3FV1 2056-06-20 5.5 45929.09 46965.32 Agency Mortgage-Backed Securities GNMA GNII SF DT2951 C N/A 3618W2H41 2056-06-20 5 53189.18 52458.24 Agency Mortgage-Backed Securities GNMA GNII SF DT2323 C N/A 3618W1SL3 2056-07-20 5 33684.62 33122.17 Agency Mortgage-Backed Securities GNMA GNII SF DT2696 C N/A 3618W17H5 2056-07-20 5 42983.63 42078.89 Agency Mortgage-Backed Securities GNMA GNII SF DT1520 C N/A 3618W0VM9 2056-07-20 6.5 138071.51 144974.48 Agency Mortgage-Backed Securities GNMA GNII SF DT1107 C N/A 3618W0GQ7 2056-07-20 6.5 180457.13 189263.56 Agency Mortgage-Backed Securities GNMA GNII SF DT0540 C N/A 3618VYS57 2056-08-20 5.5 44606.20 45841.67 Agency Mortgage-Backed Securities GNMA GNII SF DT0261 C N/A 3618VYJE8 2056-06-20 6 132625.16 137065.85 Agency Mortgage-Backed Securities GNMA GNII SF DT0799 C N/A 3618VY3G0 2056-08-20 5 58269.87 57043.27 Agency Mortgage-Backed Securities GNMA GNII SF DS9112 C N/A 3618VWDR9 2056-07-20 6 9221.71 9540.22 Agency Mortgage-Backed Securities GNMA GNII SF DS7834 C N/A 3618VUV36 2056-05-20 5.5 21157.92 21480.80 Agency Mortgage-Backed Securities GNMA GNII SF DS7470 C N/A 3618VUJP1 2056-08-20 6 43906.40 45504.81 Agency Mortgage-Backed Securities GNMA GNII SF DS7218 C N/A 3618VUAT2 2056-06-20 6 43358.60 45051.76 Agency Mortgage-Backed Securities GNMA GNII SF DS6508 C N/A 3618VTGR3 2056-06-20 6 48339.03 50233.87 Agency Mortgage-Backed Securities GNMA GNII SF DS6518 C N/A 3618VTG36 2056-07-20 6 62192.88 64902.37 Agency Mortgage-Backed Securities GNMA GNII SF DS5720 C N/A 3618VSK90 2056-07-20 5 63989.91 63040.73 Agency Mortgage-Backed Securities GNMA GNII SF DS6276 C N/A 3618VS6M7 2056-05-20 5.5 52823.28 54089.05 Agency Mortgage-Backed Securities GNMA GNII SF DS5046 C N/A 3618VRTB8 2056-08-20 6 36665.60 37646.81 Agency Mortgage-Backed Securities GNMA GNII SF DS4915 C N/A 3618VRN81 2056-06-20 6.5 139769.41 146228.39 Agency Mortgage-Backed Securities GNMA GNII SF DS4543 C N/A 3618VRBL5 2056-07-20 5 246232.99 240743.14 Agency Mortgage-Backed Securities GNMA GNII SF DS3282 C N/A 3618VPUF1 2056-06-20 6.5 159954.30 167345.74 Agency Mortgage-Backed Securities GNMA GNII SF DS3223 C N/A 3618VPSL1 2056-05-20 5.5 35524.49 36508.64 Agency Mortgage-Backed Securities GNMA GNMI SF 716784 X N/A 3620A2J56 2039-04-15 5 2153.18 2155.62 Agency Mortgage-Backed Securities GNMA GNII SF 005054 M N/A 36202FTK2 2041-05-20 4 887.11 841.39 Agency Mortgage-Backed Securities GNMA GNII SF 003912 M N/A 36202EKZ1 2036-10-20 7 44.37 46.00 Agency Mortgage-Backed Securities GNMA GNII SF 003880 M N/A 36202EJZ3 2036-07-20 6.5 20.07 21.32 Agency Mortgage-Backed Securities GNMA GNII SF 003200 M N/A 36202DRV5 2032-02-20 6 44395.35 45678.38 Agency Mortgage-Backed Securities GNMA GNMI SF 587280 X N/A 36201MM58 2032-09-15 6.5 21.78 22.31 Agency Mortgage-Backed Securities GNMA GNMI SF 605524 X N/A 36200NVR9 2034-10-15 6 138.87 140.03 Agency Mortgage-Backed Securities GNMA GNHF RF AX6707 H N/A 36196JNY8 2066-12-20 4.278 2234.88 2228.42 Agency Mortgage-Backed Securities GNMA GNII SF DU9810 C N/A 3618WM3T7 2056-08-20 5.5 55202.27 55028.40 Agency Mortgage-Backed Securities GNMA GNII SF DU8686 C N/A 3618WLUK8 2056-08-20 6.5 180139.20 188474.54 Agency Mortgage-Backed Securities GNMA GNII SF DU4312 C N/A 3618WFYH4 2056-08-20 5 60158.80 58967.34 Agency Mortgage-Backed Securities GNMA GNII SF DU3405 C N/A 3618WEYA2 2056-08-20 5.5 166321.07 167617.76 Agency Mortgage-Backed Securities GNMA GNII SF DU2829 C N/A 3618WEEA4 2056-08-20 6 40131.07 41205.05 Agency Mortgage-Backed Securities GNMA GNII SF DU1898 C N/A 3618WDDB5 2056-08-20 5.5 45255.13 45664.21 Agency Mortgage-Backed Securities GNMA GNII SF DU1390 C N/A 3618WCRK2 2056-07-20 5 259617.91 254152.87 Agency Mortgage-Backed Securities GNMA GNII SF DU0333 C N/A 3618WBLN4 2056-07-20 5 41602.82 40727.15 Agency Mortgage-Backed Securities GNMA GNII SF DT8418 C N/A 3618W8K77 2056-07-20 5.5 58204.79 59102.22 Agency Mortgage-Backed Securities GNMA GNII SF DT8335 C N/A 3618W8HL0 2056-07-20 6 39451.13 41164.50 Agency Mortgage-Backed Securities GNMA GNII SF DT7873 C N/A 3618W7XA8 2056-08-20 5.5 47074.20 47477.88 Agency Mortgage-Backed Securities GNMA GNII SF DT7741 C N/A 3618W7S63 2056-08-20 5.5 38290.47 38839.14 Agency Mortgage-Backed Securities GNMA GNII SF DT7480 C N/A 3618W7JZ9 2056-07-20 5 39001.62 38180.58 Agency Mortgage-Backed Securities GNMA GNMI SF 697852 X N/A 36296QH51 2039-02-15 5 740.45 741.28 Agency Mortgage-Backed Securities GNMA GNII SP 785295 M N/A 3622AAXY5 2049-11-20 5 2533.48 2513.09 Agency Mortgage-Backed Securities GNMA GNII SP 784098 M N/A 3622A2RT1 2045-12-20 3 16036.26 14246.29 Agency Mortgage-Backed Securities GNMA GNMI SF 538531 X N/A 36212NHG5 2030-10-15 8.5 234.89 238.48 Agency Mortgage-Backed Securities GNMA GNMI SF 537699 X N/A 36212MKL2 2030-11-15 7.5 179.25 182.57 Agency Mortgage-Backed Securities GNMA GNMI SF 511960 X N/A 36211FWV3 2030-02-15 8 37.21 38.15 Agency Mortgage-Backed Securities GNMA GNMI SF 495842 X N/A 36210LZF3 2029-01-15 6 123.47 125.49 Agency Mortgage-Backed Securities GNMA GNII SF MA5136 M N/A 36179TV51 2048-04-20 3.5 64221.77 57931.04 Agency Mortgage-Backed Securities GNMA GNII SF 003864 M N/A 36202EJH3 2036-06-20 5.5 21.51 22.01 Agency Mortgage-Backed Securities GNMA GNII SF 004346 M N/A 36202EZK8 2039-01-20 7 152.61 158.20 Agency Mortgage-Backed Securities GNMA GNMI SP 782562 X N/A 36241KZ35 2039-02-15 5 21601.25 21682.07 Agency Mortgage-Backed Securities GNMA GNMI SF 725058 X N/A 3620ABQK5 2039-12-15 4.5 5157.30 5012.60 Agency Mortgage-Backed Securities GNMA GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 124764.27 125454.63 Agency Mortgage-Backed Securities GNMA GNII SF CY3507 C N/A 3618G23Q5 2054-01-20 7 46943.14 49143.57 Agency Mortgage-Backed Securities GNMA GNII SF MA4691 M N/A 36179TF83 2032-09-20 3.5 2713.85 2638.41 Agency Mortgage-Backed Securities GNMA GNMI SF AB6663 X N/A 36178TML7 2042-12-15 4 11708.58 10900.84 Agency Mortgage-Backed Securities GNMA GNII SF MA1374 M N/A 36179NQ35 2043-10-20 3 4953.35 4435.88 Agency Mortgage-Backed Securities GNMA GNII SF CX8991 C N/A 3618FV7C9 2053-11-20 7 62426.58 65376.51 Agency Mortgage-Backed Securities GNMA GNII SF MA9170 M N/A 36179YFK5 2053-09-20 5 104058.70 102258.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6764 M N/A 36179VQR4 2050-07-20 2 77020.88 62344.91 Agency Mortgage-Backed Securities GNMA GNII SF CZ2453 C N/A 3618GDWN6 2054-03-20 6 32878.29 34159.22 Agency Mortgage-Backed Securities GNMA GNMI SF CQ7241 X N/A 3618AABJ0 2052-09-15 6 59492.44 61545.05 Agency Mortgage-Backed Securities GNMA GNII SF BA6203 C N/A 3617AJ3L7 2047-07-20 3.5 3915.63 3498.67 Agency Mortgage-Backed Securities GNMA GNII SF CX4524 C N/A 3618FRAZ3 2053-12-20 7 6761.96 7087.30 Agency Mortgage-Backed Securities GNMA GNII SF CY9103 C N/A 3618G9DG1 2054-03-20 5 38128.27 37815.38 Agency Mortgage-Backed Securities GNMA GNII SF MA9357 M N/A 36179YME1 2053-12-20 3 483935.71 426205.57 Agency Mortgage-Backed Securities GNMA GNII SF MA4004 M N/A 36179SNV5 2046-10-20 3.5 584994.53 530936.75 Agency Mortgage-Backed Securities GNMA GNII SF CS4301 C N/A 3618AWX66 2053-06-20 7.5 6678.78 7291.51 Agency Mortgage-Backed Securities GNMA GNII SF DK7465 C N/A 3618L7JJ7 2055-07-20 6.5 328124.72 343406.69 Agency Mortgage-Backed Securities GNMA GNII SF DS9650 C N/A 3618VWWK3 2056-07-20 5 201716.54 197470.55 Agency Mortgage-Backed Securities GNMA GNII SF DT5095 C N/A 3618W4UU4 2056-07-20 5 35883.97 35226.82 Agency Mortgage-Backed Securities GNMA GNII SF DC1677 C N/A 3618HF2J2 2054-05-20 7 22900.01 24151.04 Agency Mortgage-Backed Securities GNMA GNII SF DJ8833 C N/A 3618KVY66 2055-06-20 6.5 34250.33 35816.83 Agency Mortgage-Backed Securities GNMA GNII SF DO5702 C N/A 3618V2KP1 2055-12-20 6.5 45967.42 48638.94 Agency Mortgage-Backed Securities GNMA GNII SF DU8409 C N/A 3618WLKW3 2056-08-20 5 75245.67 73848.93 Agency Mortgage-Backed Securities GNMA GNII SF DR9669 C N/A 3618VJW63 2056-06-20 5.5 84720.55 85301.93 Agency Mortgage-Backed Securities GNMA GNII SF DO3775 C N/A 3618V0FQ9 2055-12-20 6.5 33115.78 34916.80 Agency Mortgage-Backed Securities GNMA GNII SF DT8026 C N/A 3618W74K8 2056-08-20 5.5 55433.93 55934.96 Agency Mortgage-Backed Securities GNMA GNMI SF BI6735 X N/A 3617HGPU2 2049-02-15 5 82837.64 82377.61 Agency Mortgage-Backed Securities GNMA GNII SF DS3233 C N/A 3618VPSW7 2056-05-20 5 121513.66 118956.24 Agency Mortgage-Backed Securities GNMA GNII SF CE9917 C N/A 3617W0AS1 2051-07-20 3.5 19088.18 16989.30 Agency Mortgage-Backed Securities GNMA GNII SF CY2942 C N/A 3618G2HT4 2053-10-20 7.5 151792.58 164041.78 Agency Mortgage-Backed Securities GNMA GNII SF DI9689 C N/A 3618NTXS1 2055-05-20 6.5 8022.97 8396.68 Agency Mortgage-Backed Securities GNMA GNII ET DS9154 C N/A 3618VWE31 2066-06-20 6 117991.93 120563.80 Agency Mortgage-Backed Securities GNMA GNII SF DT5401 C N/A 3618W5AA7 2056-07-20 5.5 34594.36 34987.85 Agency Mortgage-Backed Securities GNMA GNII SF DS3705 C N/A 3618VQDJ0 2056-04-20 5 44741.30 44022.29 Agency Mortgage-Backed Securities GNMA GNII SF MB1283 M N/A 3618N6M95 2056-07-20 4.5 233873.09 220303.77 Agency Mortgage-Backed Securities GNMA GNII SF DR0379 C N/A 3618V8M43 2056-05-20 6 249315.38 259146.88 Agency Mortgage-Backed Securities GNMA GNII SP 785565 C N/A 3622ABCA8 2051-06-20 2.5 10718.23 9010.61 Agency Mortgage-Backed Securities GNMA GNII SF DN5766 C N/A 3618M8MP6 2055-11-20 6 676726.27 707825.22 Agency Mortgage-Backed Securities GNMA GNII SF DR9879 C N/A 3618VJ6Q8 2056-07-20 6 90619.39 92959.73 Agency Mortgage-Backed Securities GNMA GNII SF DK2490 C N/A 3618L1XT2 2055-05-20 6.5 1910.47 1998.11 Agency Mortgage-Backed Securities GNMA GNII SF DU1995 C N/A 3618WDGC0 2056-07-20 5 39750.53 38785.18 Agency Mortgage-Backed Securities GNMA GNMI SF AQ1948 X N/A 36189REV5 2046-12-15 3 3767.94 3313.11 Agency Mortgage-Backed Securities GNMA GNII ET DM9704 C N/A 3618M0X97 2065-11-20 6.5 497909.24 517995.73 Agency Mortgage-Backed Securities GNMA GNII SF DH6479 C N/A 3618KFFU9 2055-04-20 7 7849.27 8212.96 Agency Mortgage-Backed Securities GNMA GNII SF DP1979 C N/A 3618MGFU5 2056-01-20 6 37243.71 38286.69 Agency Mortgage-Backed Securities GNMA GNII SF DH8012 C N/A 3618KG3V8 2055-01-20 7 34147.68 35808.94 Agency Mortgage-Backed Securities GNMA GNII SF DO6799 C N/A 3618V3RU1 2056-05-20 6.5 68960.67 72147.59 Agency Mortgage-Backed Securities GNMA GNII SF MB0940 M N/A 3618N6BJ5 2056-02-20 7 210912.38 220142.61 Agency Mortgage-Backed Securities GNMA GNII ET DT2335 C N/A 3618W1SY5 2066-07-20 4.5 3293.36 3089.89 Agency Mortgage-Backed Securities GNMA GNII SF DS9583 C N/A 3618VWUG4 2056-07-20 6 40868.93 41899.15 Agency Mortgage-Backed Securities GNMA GNII SF DT0368 C N/A 3618VYMR5 2056-08-20 6 91780.80 95378.70 Agency Mortgage-Backed Securities GNMA GNII SF DR3028 C N/A 3618VBLH8 2056-04-20 5 77774.92 76137.89 Agency Mortgage-Backed Securities GNMA GNII SF DQ1136 C N/A 3618MTHM3 2056-01-20 5.5 69292.61 71524.89 Agency Mortgage-Backed Securities GNMA GNII SF DQ0991 C N/A 3618MTC48 2056-03-20 5 97685.18 95644.41 Agency Mortgage-Backed Securities GNMA GNII SF DN6268 C N/A 3618M86D1 2056-01-20 6.5 37173.41 38863.07 Agency Mortgage-Backed Securities GNMA GNII SF DI2253 C N/A 3618NKQE9 2056-06-20 5.5 47469.26 48370.57 Agency Mortgage-Backed Securities GNMA GNII SF DP2721 C N/A 3618MHAW4 2056-06-20 5.5 87552.97 88153.79 Agency Mortgage-Backed Securities GNMA GNII SF DT1682 C N/A 3618W02P4 2056-08-20 6.5 174048.80 184146.71 Agency Mortgage-Backed Securities GNMA GNII ET DP1009 C N/A 3618MFDN5 2065-12-20 5.5 13748.28 13742.36 Agency Mortgage-Backed Securities GNMA GNII SF DN6715 C N/A 3618M9N81 2056-04-20 5 727518.85 713447.66 Agency Mortgage-Backed Securities GNMA GNII SF DS3227 C N/A 3618VPSQ0 2056-05-20 6.5 37708.63 39451.51 Agency Mortgage-Backed Securities GNMA GNII SF DS6360 C N/A 3618VTB56 2056-07-20 5.5 67952.49 69602.61 Agency Mortgage-Backed Securities GNMA GNII SF DQ0969 C N/A 3618MTCE6 2056-03-20 5 44566.99 43635.89 Agency Mortgage-Backed Securities GNMA GNII SF DU7032 C N/A 3618WJY52 2056-08-20 5.5 189236.27 191758.85 Agency Mortgage-Backed Securities GNMA GNII SF DT2673 C N/A 3618W16J2 2056-08-20 6 51121.20 53284.60 Agency Mortgage-Backed Securities GNMA GNII SF DT4309 C N/A 3618W3YE8 2056-08-20 6 39143.80 40191.29 Agency Mortgage-Backed Securities GNMA GNII SF DS7468 C N/A 3618VUJM8 2056-08-20 6 39756.20 41245.47 Agency Mortgage-Backed Securities GNMA GNII SF DP6853 C N/A 3618MMTJ2 2056-04-20 5.5 61481.30 62801.76 Agency Mortgage-Backed Securities GNMA GNII SF DR3010 C N/A 3618VBKX4 2056-03-20 6.5 47448.52 49545.30 Agency Mortgage-Backed Securities GNMA GNII SF DP8064 C N/A 3618MN5Z0 2056-03-20 6 79694.86 84305.68 Agency Mortgage-Backed Securities GNMA GNII SF DT8049 C N/A 3618W75J0 2056-08-20 6.5 43530.27 45541.83 Agency Mortgage-Backed Securities GNMA GNII SF DS6319 C N/A 3618VTAU2 2056-05-20 5.5 243327.04 248250.12 Agency Mortgage-Backed Securities GNMA GNII SF DN7756 C N/A 3618MATM1 2055-10-20 6.5 24887.51 26084.86 Agency Mortgage-Backed Securities GNMA GNII SF DS7145 C N/A 3618VT5E4 2056-05-20 6.5 31434.41 33990.43 Agency Mortgage-Backed Securities GNMA GNII SF DT5464 C N/A 3618W5B99 2056-08-20 5.5 157671.20 159096.44 Agency Mortgage-Backed Securities GNMA GNII SF DT0544 C N/A 3618VYS99 2056-08-20 5.5 48245.40 48681.51 Agency Mortgage-Backed Securities GNMA GNII SF DR0144 C N/A 3618V8ER1 2056-04-20 5 56103.40 55166.62 Agency Mortgage-Backed Securities GNMA GNII SF CJ2935 C N/A 3617XKHL4 2052-01-20 5 26797.25 26511.15 Agency Mortgage-Backed Securities GNMA GNMI SF BF1113 X N/A 3617G7GW9 2048-01-15 5 5284.16 5163.05 Agency Mortgage-Backed Securities GNMA GNII SF CP5490 C N/A 3617FVC35 2056-08-20 5.5 167030.40 168665.02 Agency Mortgage-Backed Securities GNMA GNMI SF BD4540 X N/A 3617BLBH1 2048-04-15 5 2439.05 2392.43 Agency Mortgage-Backed Securities GNMA GNII SF BC1919 C N/A 3617B5DY7 2047-09-20 3.5 3636.55 3233.23 Agency Mortgage-Backed Securities GNMA GNMI SF BA9739 X N/A 3617ANZC3 2047-07-15 4.5 84.02 80.54 Agency Mortgage-Backed Securities GNMA GNII SF AO7525 C N/A 3617A8LE7 2045-08-20 3.5 38300.17 33918.69 Agency Mortgage-Backed Securities GNMA GNII SF MA9363 M N/A 36179YML5 2053-12-20 6 813191.88 834649.57 Agency Mortgage-Backed Securities GNMA GNII SF DI7051 C N/A 3618NQZQ9 2055-04-20 6.5 3978.35 4154.74 Agency Mortgage-Backed Securities GNMA GNII SF DI5736 C N/A 3618NPLR4 2055-03-20 5.5 34695.35 35002.45 Agency Mortgage-Backed Securities GNMA GNII ET DI2684 C N/A 3618NK6V3 2062-09-20 5 4963.53 4857.20 Agency Mortgage-Backed Securities GNMA GNII SF MB1192 M N/A 3618N6KE6 2041-06-20 4.5 169839.51 166704.10 Agency Mortgage-Backed Securities GNMA GNII SF MB1071 M N/A 3618N6FM4 2056-04-20 5.5 1680825.89 1681117.23 Agency Mortgage-Backed Securities GNMA GNII SF MB0484 M N/A 3618N5RE1 2055-07-20 5 28771.59 28095.36 Agency Mortgage-Backed Securities GNMA GNII SF MB0303 M N/A 3618N5KR9 2055-04-20 3 4895.97 4292.73 Agency Mortgage-Backed Securities GNMA GNII SF DQ9699 C N/A 3618N3X41 2056-04-20 7 62536.64 66934.24 Agency Mortgage-Backed Securities GNMA GNII SF DQ9789 C N/A 3618N32W3 2056-05-20 6 62480.89 65319.59 Agency Mortgage-Backed Securities GNMA GNII SF DQ8471 C N/A 3618N2MU7 2056-05-20 5.5 20449.03 20761.07 Agency Mortgage-Backed Securities GNMA GNII SF DQ5584 C N/A 3618MYFZ5 2056-08-20 5.5 504800.53 508484.23 Agency Mortgage-Backed Securities GNMA GNII SF DQ5417 C N/A 3618MYAS6 2056-07-20 6 507515.33 522676.33 Agency Mortgage-Backed Securities GNMA GNII SF DQ4491 C N/A 3618MW7C9 2056-02-20 4.5 74528.77 70576.14 Agency Mortgage-Backed Securities GNMA GNII SF DQ0947 C N/A 3618MTBQ0 2056-02-20 6 64522.81 65776.10 Agency Mortgage-Backed Securities GNMA GNII SF DP7787 C N/A 3618MNUL3 2056-01-20 5.5 135554.26 138787.41 Agency Mortgage-Backed Securities GNMA GNII SF DP7332 C N/A 3618MNED9 2056-03-20 5 361871.79 354310.72 Agency Mortgage-Backed Securities GNMA GNII SF DP6496 C N/A 3618MMGD9 2056-01-20 6.5 39563.09 41492.05 Agency Mortgage-Backed Securities GNMA GNII SF DP5521 C N/A 3618MLD28 2056-08-20 5.5 64899.20 66454.47 Agency Mortgage-Backed Securities GNMA GNII SF DP6286 C N/A 3618ML6X8 2056-06-20 6 37799.52 39399.16 Agency Mortgage-Backed Securities GNMA GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 1337631.13 1348358.04 Agency Mortgage-Backed Securities GNMA GNII SF MA7710 M N/A 36179WR75 2051-11-20 5 725.92 716.94 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 1566856.90 1371013.89 Agency Mortgage-Backed Securities GNMA GNII SF MA8047 M N/A 36179W5G9 2052-05-20 5 9763.86 9580.65 Agency Mortgage-Backed Securities GNMA GNII SF MA6544 M N/A 36179VHV5 2050-03-20 4.5 5175.32 4963.65 Agency Mortgage-Backed Securities GNMA GNII SF MA6477 M N/A 36179VFS4 2050-02-20 4.5 7233.98 6942.57 Agency Mortgage-Backed Securities GNMA GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 55318.26 48427.76 Agency Mortgage-Backed Securities GNMA GNII SF MA6222 M N/A 36179U4F6 2049-10-20 5 17863.77 17769.69 Agency Mortgage-Backed Securities GNMA GNII SF MA5332 M N/A 36179T4R3 2048-07-20 5 105071.73 104121.53 Agency Mortgage-Backed Securities GNMA GNII SF MA4005 M N/A 36179SNW3 2046-10-20 4 16475.21 15416.73 Agency Mortgage-Backed Securities GNMA GNII SF MA1228 M N/A 36179NLH9 2043-08-20 5.5 9989.01 10220.69 Agency Mortgage-Backed Securities GNMA GNII SF MA0937 M N/A 36179NBE7 2043-04-20 5 3165.62 3169.94 Agency Mortgage-Backed Securities GNMA GNMI SF AB9170 X N/A 36178WFK0 2042-11-15 3 34360.93 31004.87 Agency Mortgage-Backed Securities GNMA GNMI SF 796091 X N/A 36177QXV0 2042-01-15 3 6698.06 6050.11 Agency Mortgage-Backed Securities GNMA GNII SF DP5246 C N/A 3618MKZK6 2056-06-20 6 138649.96 146282.50 Agency Mortgage-Backed Securities GNMA GNII SF DP4958 C N/A 3618MKQK6 2056-04-20 5 59800.47 58551.28 Agency Mortgage-Backed Securities GNMA GNII SF DP5280 C N/A 3618MK2M8 2056-06-20 5.5 96959.46 97709.19 Agency Mortgage-Backed Securities GNMA GNII SF DP4169 C N/A 3618MJT26 2055-12-20 6.5 57533.30 60169.00 Agency Mortgage-Backed Securities GNMA GNII SF DP0232 C N/A 3618MEHH7 2056-04-20 5 62075.14 60922.82 Agency Mortgage-Backed Securities GNMA GNII SF DN7539 C N/A 3618MALU1 2055-11-20 6.5 64576.60 67114.83 Agency Mortgage-Backed Securities GNMA GNII SF DN6568 C N/A 3618M9JM5 2056-03-20 5.5 475395.20 479878.34 Agency Mortgage-Backed Securities GNMA GNII SF DN6056 C N/A 3618M8WR1 2055-11-20 6.5 86383.23 91087.46 Agency Mortgage-Backed Securities GNMA GNII SF DS3244 C N/A 3618VPS98 2056-05-20 5.5 110573.46 112700.60 Agency Mortgage-Backed Securities GNMA GNII SF DS2648 C N/A 3618VN5H0 2056-06-20 5.5 133065.47 133688.93 Agency Mortgage-Backed Securities GNMA GNII SF DS1385 C N/A 3618VMRE5 2056-06-20 6 44451.31 46456.50 Agency Mortgage-Backed Securities GNMA GNII SF DS1328 C N/A 3618VMPM9 2056-06-20 5.5 35190.96 36059.21 Agency Mortgage-Backed Securities GNMA GNII SF DS0870 C N/A 3618VL6F7 2056-07-20 5.5 235921.96 238017.97 Agency Mortgage-Backed Securities GNMA GNII SF DR5243 C N/A 3618VDZG1 2056-04-20 5 95563.73 94384.92 Agency Mortgage-Backed Securities GNMA GNII SF DR2951 C N/A 3618VBH42 2056-05-20 6 26632.43 27345.06 Agency Mortgage-Backed Securities GNMA GNII SF DN1984 C N/A 3618M4FZ1 2055-12-20 6.5 109530.74 114535.50 Agency Mortgage-Backed Securities GNMA GNII SF DM8495 C N/A 3618LYNL8 2055-09-20 6.5 67543.78 70632.34 Agency Mortgage-Backed Securities GNMA GNII SF DM8288 C N/A 3618LYF52 2055-09-20 7 31252.46 32468.19 Agency Mortgage-Backed Securities GNMA GNII SF DM7364 C N/A 3618LXFD7 2055-11-20 6.5 16687.53 17069.41 Agency Mortgage-Backed Securities GNMA GNII SF DM2302 C N/A 3618LRRX3 2055-09-20 7 44021.97 46164.23 Agency Mortgage-Backed Securities GNMA GNII SF DM2700 C N/A 3618LR7M9 2055-09-20 6 37894.71 40540.14 Agency Mortgage-Backed Securities GNMA GNII SF DM1644 C N/A 3618LQZH1 2055-08-20 6.5 84826.22 91650.21 Agency Mortgage-Backed Securities GNMA GNII SF DM0995 C N/A 3618LQC86 2055-07-20 7 24327.97 25299.91 Agency Mortgage-Backed Securities GNMA GNII SF DL2444 C N/A 3618LDWD2 2055-07-20 5.5 39510.30 39962.47 Agency Mortgage-Backed Securities GNMA GNII SF DL0976 C N/A 3618LCCM6 2056-03-20 5 36648.33 35882.80 Agency Mortgage-Backed Securities GNMA GNII SF DR2273 C N/A 3618VAQ28 2056-03-20 6.5 36109.44 37850.74 Agency Mortgage-Backed Securities GNMA GNII SF DO9084 C N/A 3618V6CV8 2056-02-20 5 35032.48 34565.34 Agency Mortgage-Backed Securities GNMA GNII SF DO9838 C N/A 3618V64X3 2055-12-20 6.5 95426.85 99651.65 Agency Mortgage-Backed Securities GNMA GNII SF DO7649 C N/A 3618V4QA4 2056-01-20 6.5 55789.41 58410.66 Agency Mortgage-Backed Securities GNMA GNII SF DO5552 C N/A 3618V2EZ6 2055-12-20 6.5 234705.23 245429.77 Agency Mortgage-Backed Securities GNMA GNII SF DO4837 C N/A 3618V1LS6 2055-12-20 5 685946.35 674955.89 Agency Mortgage-Backed Securities GNMA GNII SF DO4585 C N/A 3618V1CW7 2055-11-20 5 96222.74 94519.95 Agency Mortgage-Backed Securities GNMA GNII SF DO3651 C N/A 3618V0BU4 2055-11-20 6.5 75208.24 78923.58 Agency Mortgage-Backed Securities GNMA GNII SF DO3472 C N/A 3618NY2D7 2055-10-20 6.5 67600.05 70728.22 Agency Mortgage-Backed Securities GNMA GNII SF DO1947 C N/A 3618NXEU8 2055-11-20 5 35591.83 35155.96 Agency Mortgage-Backed Securities GNMA GNII SF DK7259 C N/A 3618L7B48 2055-06-20 6.5 4926.20 5158.67 Agency Mortgage-Backed Securities GNMA GNII SF DK0022 C N/A 3618KYAX7 2055-05-20 7 46225.41 48021.00 Agency Mortgage-Backed Securities GNMA GNII SF DK0019 C N/A 3618KYAU3 2055-05-20 6.5 1990.39 2081.62 Agency Mortgage-Backed Securities GNMA GNII SF DH5690 C N/A 3618KEKB8 2055-02-20 7 55788.04 58503.20 Agency Mortgage-Backed Securities GNMA GNII SF DH4159 C N/A 3618KCTQ0 2055-03-20 6 54955.40 57339.04 Agency Mortgage-Backed Securities GNMA GNII SF DG1748 C N/A 3618JW5H4 2055-03-20 7 25521.95 26745.94 Agency Mortgage-Backed Securities GNMA GNII SF DF1455 C N/A 3618JJTL8 2054-12-20 6.5 21195.33 22503.01 Agency Mortgage-Backed Securities GNMA GNII SF DE1196 C N/A 3618J6KH4 2054-07-20 6 13361.67 13919.26 Agency Mortgage-Backed Securities GNMA GNII SF DE0936 C N/A 3618J6BD3 2054-08-20 6.5 38203.98 39683.04 Agency Mortgage-Backed Securities GNMA GNII SF DB6133 C N/A 3618H8Y61 2054-06-20 6 20305.13 21248.59 Agency Mortgage-Backed Securities GNMA GNII ET DA4217 C N/A 3618GTVJ1 2064-01-20 7 3648.95 3798.41 Agency Mortgage-Backed Securities GNMA GNII SF DA2170 C N/A 3618GRMT3 2054-02-20 6 41448.30 42519.82 Agency Mortgage-Backed Securities GNMA GNII SF DA2111 C N/A 3618GRKY4 2054-03-20 6 44853.80 46294.28 Agency Mortgage-Backed Securities GNMA GNII SF DA1995 C N/A 3618GRGC7 2054-02-20 8 55272.84 60706.36 Agency Mortgage-Backed Securities GNMA GNII BD CZ1231 C N/A 3618GCLL4 2054-02-20 6 29640.17 30208.61 Agency Mortgage-Backed Securities GNMA GNII SF CZ0741 C N/A 3618GBZE7 2054-01-20 7 19041.79 20047.89 Agency Mortgage-Backed Securities GNMA GNII SF CY7937 C N/A 3618G7ZA4 2053-12-20 7 48031.57 50258.19 Agency Mortgage-Backed Securities GNMA GNII SF CY7362 C N/A 3618G7FB4 2054-01-20 6 2722.81 2831.05 Agency Mortgage-Backed Securities GNMA GNII SF CY3247 C N/A 3618G2TC8 2053-11-20 7 36202.54 38290.03 Agency Mortgage-Backed Securities USTR 4 1/4 NOTE AR 29 N/A 91282CRG8 2029-08-15 4.25 26176426.67 26113467.81 U.S. Treasuries (including strips) USTR 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 445856.67 455456.77 U.S. Treasuries (including strips) USTR 4 1/4 TPRN C 35 N/A 912821SB2 2035-05-15 0 57166.67 38103.58 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0372 50000000.00 50000000.00 .0093 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 3.660%, 9/1/2026 3.660 99CBF2906 MBNUM2BPBDO7JBLYG310 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 AP 29 N/A 91282CQV6 2029-06-15 4.125 1842.95 1845.69 U.S. Treasuries (including strips) USTR 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 5928116.20 5915690.00 U.S. Treasuries (including strips) USTR 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 2378.00 2428.28 U.S. Treasuries (including strips) USTR 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 150289.60 131314.82 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 3804.80 3295.25 U.S. Treasuries (including strips) USTR 4 1/8 NOTE AP 29 N/A 91282CQV6 2029-06-15 4.125 1902.40 1905.23 U.S. Treasuries (including strips) USTR 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 297.25 286.70 U.S. Treasuries (including strips) USTR 1 7/8 TRIN D 35 N/A 91282CNS6 2035-07-15 1.875 2969.17 2867.78 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 3567.00 3468.35 U.S. Treasuries (including strips) USTR 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 832.30 827.71 U.S. Treasuries (including strips) USTR 2 NOTE F 26 N/A 912828U24 2026-11-15 2 594.50 595.59 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2026-09-01 2026-09-01 2026-09-01 N N N .0371 5945000.00 5945000.00 .0011 N Y Y N Federated Hermes Money Market Obligations Trust 2026-09-08 Stephen Van Meter Stephen Van Meter Chief Compliance Officer