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N/A 1373962.50 1393452.01 Agency Collateralized Mortgage Obligation FNRA RC033FA R26F033 B1V7KEBTPIMZEU4LTD58 3136G5WN6 2055-07-25 4.6903 N/A 16039285.71 14292391.18 Agency Collateralized Mortgage Obligation GNRA 2026-053 ZN 549300M8ZYFG0OCMTT87 38385NKX1 2056-03-20 6 N/A 5357.14 4349.96 Agency Collateralized Mortgage Obligation GNRM 2019-45 A 549300M8ZYFG0OCMTT87 38381TYW9 2048-07-20 3 N/A 107.14 15.39 Agency Collateralized Mortgage Obligation FERA 5421EF 04/25/54 S6XOOCT0IEG5ABCC6L87 3137HCZP0 2054-04-25 5.0403 N/A 6946240.07 4254099.17 Agency Debentures and Agency Strips FNRM RC060BA R25F060 B1V7KEBTPIMZEU4LTD58 3136BW3P9 2052-02-25 5 N/A 103551.00 71470.15 Agency Collateralized Mortgage Obligation GNRA 2026-083 NC 549300M8ZYFG0OCMTT87 38385SYQ0 2056-05-20 5.9478 N/A 531899.79 413861.21 Agency Collateralized Mortgage Obligation GNRA 2016-8O FA 549300M8ZYFG0OCMTT87 38376RUB0 2065-08-20 4.6712 N/A 428571.43 25394.99 Agency Collateralized Mortgage Obligation FNRM CL059Z R98F059 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Collateralized Mortgage Obligation GNRA 2026-103 PU 549300M8ZYFG0OCMTT87 38385TAQ4 2056-06-20 4.5978 N/A 233485.93 76650.24 Agency Collateralized Mortgage Obligation GNRM 2025-033 KL 549300M8ZYFG0OCMTT87 38385CC71 2049-09-20 3 N/A 180843.64 123917.08 Agency Collateralized Mortgage Obligation GNRA 2021-17O BC 549300M8ZYFG0OCMTT87 38382YHC0 2071-10-20 2.9628 N/A 26785.71 22738.22 Agency Collateralized Mortgage Obligation GNRA 2019-6O FD 549300M8ZYFG0OCMTT87 38381TC37 2069-01-20 4.4912 N/A 105535.71 39659.36 Agency Collateralized Mortgage Obligation GNRA 2018-38 WF 549300M8ZYFG0OCMTT87 38380V2S9 2043-10-20 4.0978 N/A 342857.14 39804.33 Agency Collateralized Mortgage Obligation GNRA 2023-150 FG 549300M8ZYFG0OCMTT87 38384C7Q6 2053-08-20 4.5478 N/A 182142.86 59640.91 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137HQMF5 2036-01-25 4.3 N/A 64548.11 58905.30 Agency Collateralized Mortgage Obligation GNRM 2026-161 LH 549300M8ZYFG0OCMTT87 38385YUS7 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Collateralized Mortgage Obligation GNRM 2026-151 AM 549300M8ZYFG0OCMTT87 38384T6U1 2056-10-16 4.75 N/A 78964.29 75895.95 Agency Collateralized Mortgage Obligation GNRA 2026-053 ZJ 549300M8ZYFG0OCMTT87 38385NKW3 2056-03-20 6 N/A 5357.14 4351.86 Agency Collateralized Mortgage Obligation GNRM 2026-145 LY 549300M8ZYFG0OCMTT87 38385WN75 2056-08-20 5 N/A 480571.50 414333.74 Agency Collateralized Mortgage Obligation GNRA 2026-023 ZM 549300M8ZYFG0OCMTT87 38381SSG3 2067-11-16 4.5 N/A 2033427.75 1635487.42 Agency Collateralized Mortgage Obligation FNRA CL065FG R26F065 B1V7KEBTPIMZEU4LTD58 3136G6W38 2056-08-25 4.4903 N/A 13141001.25 12896742.26 Agency Collateralized Mortgage Obligation GNRM 2026-045 QM 549300M8ZYFG0OCMTT87 38385N4Y7 2054-01-20 4.5 N/A 544714.29 459591.24 Agency Collateralized Mortgage Obligation GNRA 2018-66 FM 549300M8ZYFG0OCMTT87 38381BBJ2 2048-12-20 4.5 N/A 3214285.71 478667.62 Agency Collateralized Mortgage Obligation GNRM 2025-157 MY 549300M8ZYFG0OCMTT87 38381UUZ3 2055-09-20 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Mortgage Obligation GNRA 2017-9O FG 549300M8ZYFG0OCMTT87 38375UZF0 2067-03-20 4.2412 N/A 519642.86 30650.71 Agency Collateralized Mortgage Obligation GNRA 2011-H20 FA 549300M8ZYFG0OCMTT87 38375BNA6 2061-09-20 4.3213 N/A 862500.00 18278.49 Agency Collateralized Mortgage Obligation GNRA 2026-090 GZ 549300M8ZYFG0OCMTT87 38385SRH8 2056-05-20 6 N/A 8035.71 6686.87 Agency Collateralized Mortgage Obligation FNRA RC039PF R26F039 B1V7KEBTPIMZEU4LTD58 3136G55G1 2056-06-25 4.7903 N/A 21428571.43 20515788.66 Agency Collateralized Mortgage Obligation GNRA 2026-065 ZQ 549300M8ZYFG0OCMTT87 38385RPH2 2056-04-20 4.75 N/A 8130.96 4879.84 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137H9UD9 2033-01-25 4.35 N/A 21428.57 20225.40 Agency Collateralized Mortgage Obligation FNRM CL023A R21F023 B1V7KEBTPIMZEU4LTD58 3136BFRD7 2050-12-25 5.5 N/A 666153.86 426717.78 Agency Collateralized Mortgage Obligation GNRM 2023-084 MW 549300M8ZYFG0OCMTT87 38384AF65 2053-06-20 6 N/A 910714.29 895947.36 Agency Collateralized Mortgage Obligation GNRA 2026-129 ZJ 549300M8ZYFG0OCMTT87 38385XLX8 2056-07-20 6.5 N/A 5357.14 4903.24 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137FBBX3 2027-08-25 3.244 N/A 581571.43 575120.77 Agency Collateralized Mortgage Obligation GNRA 2025-090 NZ 549300M8ZYFG0OCMTT87 38385GZB8 2045-12-20 2.625 N/A 130053.43 97790.96 Agency Collateralized Mortgage Obligation GNRM 2024-044 LM 549300M8ZYFG0OCMTT87 38384KQ95 2054-03-20 6 N/A 107142.86 103648.64 Agency Collateralized Mortgage Obligation GNRA 2017-3O HA 549300M8ZYFG0OCMTT87 38376RR40 2067-01-20 3 N/A 642857.14 39536.98 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 3137H6LZ6 2032-01-25 2.25 N/A 712500.00 612594.32 Agency Collateralized Mortgage Obligation FERM 5715LA 10/25/56 S6XOOCT0IEG5ABCC6L87 3137GF2V7 2056-10-25 5.5 N/A 7728093.64 7318609.44 Agency Debentures and Agency Strips GNRM 2013-169 ZK 549300M8ZYFG0OCMTT87 38378YJZ3 2043-11-20 2.5 N/A 2095873.29 2425629.67 Agency Collateralized Mortgage Obligation GNRA 2011-H19 FA 549300M8ZYFG0OCMTT87 38375BMT6 2061-08-20 4.2412 N/A 546428.57 13615.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q- S6XOOCT0IEG5ABCC6L87 3137H2NU4 2051-05-25 1.4719 N/A 380058.00 309790.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES -K S6XOOCT0IEG5ABCC6L87 3137FGR31 2028-06-25 3.854 N/A 75000.00 73790.60 Agency Collateralized Mortgage Obligation GNRA 2021-082 FA 549300M8ZYFG0OCMTT87 38381DCD0 2061-04-16 3.9985 N/A 32142.86 25223.68 Agency Collateralized Mortgage Obligation GNRA 2015-044 Z 549300M8ZYFG0OCMTT87 38379LFY7 2045-03-20 3 N/A 23679.64 28666.47 Agency Collateralized Mortgage Obligation GNRA 2022-035 AP 549300M8ZYFG0OCMTT87 38381EP51 2063-10-16 2.001 N/A 42112.50 27730.91 Agency Collateralized Mortgage Obligation GNRA 2026-145 FM 549300M8ZYFG0OCMTT87 38385WP24 2056-08-20 4.4478 N/A 1105584.11 1084408.07 Agency 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36290XL65 2033-08-15 4.5 N/A 60505.41 767.71 Agency Mortgage-Backed Securities GNMI SF 552167 X 549300M8ZYFG0OCMTT87 36213EMQ6 2031-11-15 7 N/A 3294.12 32.94 Agency Mortgage-Backed Securities GNII SF DT8622 C 549300M8ZYFG0OCMTT87 3618W8SK0 2056-07-20 6 N/A 67080.85 66984.05 Agency Mortgage-Backed Securities GNPL PN DJ0410 549300M8ZYFG0OCMTT87 3618KLN37 2061-04-15 4.94 N/A 384.28 365.08 Agency Mortgage-Backed Securities GNII SF DQ5329 C 549300M8ZYFG0OCMTT87 3618MX4N6 2056-07-20 5.5 N/A 51.39 50.42 Agency Mortgage-Backed Securities GNPL PN DS0683 549300M8ZYFG0OCMTT87 3618VLXL4 2061-09-15 5.59 N/A 33797.65 33836.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 91282CRN3 2031-09-30 5 N/A 45083708.24 44959277.20 U.S. Treasuries (including strips) FEDERAL FARM CREDIT F 254900C5LP6DN9OP9V83 3133ER6W6 2027-03-10 3.965 N/A 270588.24 271215.25 Agency Debentures and Agency Strips GNII SF DN6214 C 549300M8ZYFG0OCMTT87 3618M83X0 2056-01-20 5.5 N/A 142.16 136.47 Agency 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549300M8ZYFG0OCMTT87 3618MFN20 2056-02-20 7 N/A 81504.66 85632.29 Agency Mortgage-Backed Securities GNII SF DU6085 C 549300M8ZYFG0OCMTT87 3618WHXN8 2056-08-20 6 N/A 295258.35 294759.29 Agency Mortgage-Backed Securities GNII SF DP8691 C 549300M8ZYFG0OCMTT87 3618MPUQ7 2056-03-20 6.5 N/A 4431.34 4501.54 Agency Mortgage-Backed Securities GNII SF DU2152 C 549300M8ZYFG0OCMTT87 3618WDL91 2056-09-20 5 N/A 48341.93 45365.26 Agency Mortgage-Backed Securities GNPL PN DR2921 549300M8ZYFG0OCMTT87 3618VBG68 2061-04-15 5.25 N/A 582.40 564.73 Agency Mortgage-Backed Securities GNII SF MA7055 M 549300M8ZYFG0OCMTT87 36179VZU7 2050-12-20 4 N/A 199.91 53.77 Agency Mortgage-Backed Securities GNII SF DQ8268 C 549300M8ZYFG0OCMTT87 3618N2FH4 2056-04-20 5 N/A 124.99 116.67 Agency Mortgage-Backed Securities GNII SF DQ8388 C 549300M8ZYFG0OCMTT87 3618N2J98 2056-04-20 6.5 N/A 94.12 95.58 Agency Mortgage-Backed Securities GNHA PD 785540 H 549300M8ZYFG0OCMTT87 3622ABBH4 2071-05-20 5.895 N/A 351298.64 62491.47 Agency 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549300M8ZYFG0OCMTT87 36179YU77 2054-02-20 6 N/A 47.06 21.01 Agency Mortgage-Backed Securities GNII ET DU7379 C 549300M8ZYFG0OCMTT87 3618WKFU5 2066-09-20 6.5 N/A 978302.12 987755.56 Agency Mortgage-Backed Securities GNII SF MA7193 M 549300M8ZYFG0OCMTT87 36179V7E4 2051-02-20 2.5 N/A 41331627.67 15988459.41 Agency Mortgage-Backed Securities GNPL PN DS2201 549300M8ZYFG0OCMTT87 3618VNNS6 2061-07-15 5.2 N/A 13129.41 12645.74 Agency Mortgage-Backed Securities GNMI SF 600176 X 549300M8ZYFG0OCMTT87 36200FXD5 2033-04-15 7 N/A 29476.80 221.43 Agency Mortgage-Backed Securities GNII SF MA7420 M 549300M8ZYFG0OCMTT87 36179WG51 2051-06-20 3.5 N/A 1892954.35 774593.26 Agency Mortgage-Backed Securities GNII ET DU7382 C 549300M8ZYFG0OCMTT87 3618WKFX9 2066-09-20 6.5 N/A 57492.61 58048.17 Agency Mortgage-Backed Securities GNII SF MB0486 M 549300M8ZYFG0OCMTT87 3618N5RG6 2055-06-20 6 N/A 2834864.94 1682028.55 Agency Mortgage-Backed Securities 4.67 FCOR 27-36 CI 254900C5LP6DN9OP9V83 3133EWDS6 2036-02-19 4.67 N/A 823529.41 755516.27 Agency Debentures and Agency Strips GNII SF DL1040 C 549300M8ZYFG0OCMTT87 3618LCEM4 2056-02-20 5 N/A 150.07 103.24 Agency Mortgage-Backed Securities GNII SF MA4781 M 549300M8ZYFG0OCMTT87 36179TJ22 2047-10-20 5 N/A 42164.71 3224.80 Agency Mortgage-Backed Securities GNII SF MA6820 M 549300M8ZYFG0OCMTT87 36179VSH4 2050-08-20 3 N/A 425364.71 106001.78 Agency Mortgage-Backed Securities GNMI SF 613853 X 549300M8ZYFG0OCMTT87 36290N5N8 2033-08-15 4.5 N/A 70310.78 674.74 Agency Mortgage-Backed Securities GNMI SF 552576 X 549300M8ZYFG0OCMTT87 36213E2H8 2032-05-15 7 N/A 16349.32 23.84 Agency Mortgage-Backed Securities GNII SF DS3298 C 549300M8ZYFG0OCMTT87 3618VPUX2 2056-06-20 6 N/A 67292.52 67057.46 Agency Mortgage-Backed Securities GNAR AR 080378 M 549300M8ZYFG0OCMTT87 36225CM45 2030-02-20 5 N/A 384349.36 181.07 Agency Mortgage-Backed Securities GNII SF MA6864 M 549300M8ZYFG0OCMTT87 36179VTV2 2050-09-20 2 N/A 15650.87 6169.52 Agency Mortgage-Backed Securities GNII SF MA8346 M 549300M8ZYFG0OCMTT87 36179XHX7 2052-10-20 4 N/A 9159.11 5873.23 Agency Mortgage-Backed Securities GNII SF DU1131 C 549300M8ZYFG0OCMTT87 3618WCHG2 2056-08-20 5.5 N/A 54624.85 53963.36 Agency Mortgage-Backed Securities GNII SF DS6095 C 549300M8ZYFG0OCMTT87 3618VSXY1 2056-07-20 5.5 N/A 14829.22 14341.29 Agency Mortgage-Backed Securities GNMI SF AG5657 X 549300M8ZYFG0OCMTT87 36182AJA0 2043-09-15 3.5 N/A 47.06 4.77 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912803DP5 2040-11-15 0 N/A 3430.59 1593.32 U.S. Treasuries (including strips) GNMI SF BE1030 X 549300M8ZYFG0OCMTT87 3617BUEB1 2047-11-15 4 N/A 47.11 19.85 Agency Mortgage-Backed Securities GNII SF MA5076 M 549300M8ZYFG0OCMTT87 36179TT96 2048-03-20 3 N/A 14114.35 1615.07 Agency Mortgage-Backed Securities GNII SP 785436 C 549300M8ZYFG0OCMTT87 3622AA4V3 2051-04-20 2.5 N/A 112941.18 49746.92 Agency Mortgage-Backed Securities GNII SF DP7284 C 549300M8ZYFG0OCMTT87 3618MNCV1 2056-02-20 6.5 N/A 1125.88 1143.14 Agency Mortgage-Backed Securities GNPL PN DS7495 549300M8ZYFG0OCMTT87 3618VUKG9 2061-07-15 4.9 N/A 38241.41 36333.44 Agency Mortgage-Backed Securities GNII SF DR9042 C 549300M8ZYFG0OCMTT87 3618VJBK5 2056-06-20 5.5 N/A 114407.34 110666.87 Agency Mortgage-Backed Securities GNII SF DS6061 C 549300M8ZYFG0OCMTT87 3618VSWW6 2056-06-20 6.5 N/A 14973.60 15359.14 Agency Mortgage-Backed Securities GNII SF MA6476 M 549300M8ZYFG0OCMTT87 36179VFR6 2050-02-20 4 N/A 47.06 5.64 Agency Mortgage-Backed Securities GNII SP 788778 C 549300M8ZYFG0OCMTT87 3622AEUB0 2056-05-20 5 N/A 47.06 43.22 Agency Mortgage-Backed Securities GNPL PN DJ0435 549300M8ZYFG0OCMTT87 3618KLPU5 2061-09-15 4.97 N/A 18447.06 17507.91 Agency Mortgage-Backed Securities GNII SF DP3315 C 549300M8ZYFG0OCMTT87 3618MHVG6 2056-02-20 6.5 N/A 141.27 143.50 Agency Mortgage-Backed Securities GNII SF DU6619 C 549300M8ZYFG0OCMTT87 3618WJK81 2056-08-20 6 N/A 1359829.84 1357565.51 Agency Mortgage-Backed Securities GNII SF DN6578 C 549300M8ZYFG0OCMTT87 3618M9JX1 2056-03-20 5 N/A 36652.89 34015.76 Agency Mortgage-Backed Securities GNII SF MA2373 M 549300M8ZYFG0OCMTT87 36179QT68 2044-11-20 4.5 N/A 29324.33 1391.61 Agency Mortgage-Backed Securities GNII SF MA7651 M 549300M8ZYFG0OCMTT87 36179WQC5 2051-10-20 3.5 N/A 442.87 235.01 Agency Mortgage-Backed Securities GNII SF DT1188 C 549300M8ZYFG0OCMTT87 3618W0J92 2056-07-20 6 N/A 114009.98 113714.45 Agency Mortgage-Backed Securities GNII SP 788216 C 549300M8ZYFG0OCMTT87 3622AEAR7 2055-08-20 6.5 N/A 3451388.24 1500301.41 Agency Mortgage-Backed Securities GNII SF DT5861 C 549300M8ZYFG0OCMTT87 3618W5QN2 2056-09-20 5.5 N/A 54080.56 52727.23 Agency Mortgage-Backed Securities GNMI SF AL8626 X 549300M8ZYFG0OCMTT87 36184FSP4 2045-08-15 3 N/A 16382.78 1819.37 Agency Mortgage-Backed Securities GNII SP 788886 C 549300M8ZYFG0OCMTT87 3622AEXP6 2056-08-20 6 N/A 11785360.56 11935863.55 Agency Mortgage-Backed Securities UNITED STATES TREASUR 254900HROIFWPRGM1V77 912810SY5 2041-05-15 2.25 N/A 33486908.24 22856639.91 U.S. Treasuries (including strips) GNMI SF 585423 X 549300M8ZYFG0OCMTT87 36201KLC8 2032-06-15 7 N/A 70805.27 87.15 Agency Mortgage-Backed Securities GNII SF DT1086 C 549300M8ZYFG0OCMTT87 3618W0F39 2056-07-20 5.5 N/A 12381.98 12083.17 Agency Mortgage-Backed Securities GNII SF DS6810 C 549300M8ZYFG0OCMTT87 3618VTR75 2056-06-20 5.5 N/A 17339.39 16786.33 Agency Mortgage-Backed Securities GNII SF MB0553 M 549300M8ZYFG0OCMTT87 3618N5TK5 2055-07-20 4 N/A 1132055.34 954301.13 Agency Mortgage-Backed Securities GNII ET DU7411 C 549300M8ZYFG0OCMTT87 3618WKGU4 2066-09-20 6.5 N/A 408561.69 412509.67 Agency Mortgage-Backed Securities GNII SF DT5849 C 549300M8ZYFG0OCMTT87 3618W5QA0 2056-07-20 5.5 N/A 44745.74 43435.43 Agency Mortgage-Backed Securities GNCL CL DK1400 549300M8ZYFG0OCMTT87 3618L0RV6 2067-11-15 6.21 N/A 109275.67 111371.09 Agency Mortgage-Backed Securities GNII SF MA7475 M 549300M8ZYFG0OCMTT87 36179WJU3 2051-07-20 4 N/A 641220.71 251320.94 Agency Mortgage-Backed Securities GNII SF MA9852 M 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6 N/A 26831643.11 12614078.88 Agency Mortgage-Backed Securities GNII SP 788692 C 549300M8ZYFG0OCMTT87 3622AERM0 2056-06-20 5.5 N/A 2031453.36 1954202.34 Agency Mortgage-Backed Securities GNII SF CV9009 C 549300M8ZYFG0OCMTT87 3618F6AJ5 2053-08-20 6 N/A 26211.76 14107.19 Agency Mortgage-Backed Securities GNII SF MA5652 M 549300M8ZYFG0OCMTT87 36179UH54 2048-12-20 4.5 N/A 806555.11 46561.84 Agency Mortgage-Backed Securities GNII SF MA9421 M 549300M8ZYFG0OCMTT87 36179YPE8 2053-12-20 4.5 N/A 844675.01 677183.34 Agency Mortgage-Backed Securities GNII SF 003336 M 549300M8ZYFG0OCMTT87 36202DV57 2033-01-20 7 N/A 123732.89 351.93 Agency Mortgage-Backed Securities GNPL PN CS2714 549300M8ZYFG0OCMTT87 3618AVAP1 2058-04-15 4.67 N/A 191.29 175.76 Agency Mortgage-Backed Securities GNII SF DS4478 C 549300M8ZYFG0OCMTT87 3618VQ6P4 2056-06-20 5.5 N/A 47.29 46.44 Agency Mortgage-Backed Securities GNII SF 003029 M 549300M8ZYFG0OCMTT87 36202DLJ8 2031-01-20 8.5 N/A 24672.38 16.51 Agency Mortgage-Backed Securities GNII SF DQ4656 C 549300M8ZYFG0OCMTT87 3618MXE54 2056-03-20 5.5 N/A 94.12 81.09 Agency Mortgage-Backed Securities GNII SF MA2195 M 549300M8ZYFG0OCMTT87 36179QNL1 2029-09-20 3.5 N/A 469573.27 10927.46 Agency Mortgage-Backed Securities GNII SF MA8152 M 549300M8ZYFG0OCMTT87 36179XBV7 2052-07-20 5 N/A 67058.82 41472.42 Agency Mortgage-Backed Securities GNPL PN CG6828 549300M8ZYFG0OCMTT87 3617WLSR8 2056-09-15 4.35 N/A 141.55 126.67 Agency Mortgage-Backed Securities GNPL PN DS5574 549300M8ZYFG0OCMTT87 3618VSFP0 2061-09-15 5.3 N/A 61458.82 60226.11 Agency Mortgage-Backed Securities GNII SF MA6657 M 549300M8ZYFG0OCMTT87 36179VME7 2050-05-20 3.5 N/A 9882.31 1808.76 Agency Mortgage-Backed Securities GNMI SF 620651 X 549300M8ZYFG0OCMTT87 36290XQC7 2033-09-15 4.5 N/A 28259.67 1000.02 Agency Mortgage-Backed Securities GNII SF MA9665 M 549300M8ZYFG0OCMTT87 36179YW26 2054-04-20 4 N/A 106.40 83.21 Agency Mortgage-Backed Securities GNII ET DT8626 C 549300M8ZYFG0OCMTT87 3618W8SP9 2066-08-20 6.5 N/A 78551.53 79265.90 Agency Mortgage-Backed Securities GNMI SF 580168 X 549300M8ZYFG0OCMTT87 36201DQV7 2032-12-15 6 N/A 35748.19 316.63 Agency Mortgage-Backed Securities GNII ET DT0128 C 549300M8ZYFG0OCMTT87 3618VYD95 2065-08-20 7 N/A 16399.86 16841.37 Agency Mortgage-Backed Securities GNII SF MA8487 M 549300M8ZYFG0OCMTT87 36179XNC6 2052-11-20 3.5 N/A 79058.82 50540.11 Agency Mortgage-Backed Securities GNPL PN CU1269 549300M8ZYFG0OCMTT87 3618BJMS8 2058-04-15 5.08 N/A 16970.82 15973.71 Agency Mortgage-Backed Securities GNII SF DU3773 C 549300M8ZYFG0OCMTT87 3618WFFN2 2056-07-20 5.5 N/A 96337.88 93027.65 Agency Mortgage-Backed Securities FEPC 02.000 CLQD3248 S6XOOCT0IEG5ABCC6L87 3133B0TD5 2051-12-01 2 N/A 47.06 24.51 Agency Mortgage-Backed Securities GNII ET DV3384 C 549300M8ZYFG0OCMTT87 3618WSXM6 2066-09-20 6.5 N/A 56473.60 57019.31 Agency Mortgage-Backed Securities GNII SF MA5763 M 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(REPO) CITIGROUP GLOBAL MARKETS INC. 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801234.64 Agency Mortgage-Backed Securities GNMI SF 461167 X 549300M8ZYFG0OCMTT87 36208UJL2 2027-12-15 6.5 N/A 3119824.00 4545.35 Agency Mortgage-Backed Securities GNII SF DO6304 C 549300M8ZYFG0OCMTT87 3618V3AD7 2055-11-20 7 N/A 1079678.00 906011.10 Agency Mortgage-Backed Securities GNII SF DM5856 C 549300M8ZYFG0OCMTT87 3618LVQH0 2055-09-20 7 N/A 3338028.00 1076580.78 Agency Mortgage-Backed Securities GNMI SF 423094 X 549300M8ZYFG0OCMTT87 36206V7F8 2027-08-15 8.5 N/A 2353568.00 3470.39 Agency Mortgage-Backed Securities GNII SF MA2825 M 549300M8ZYFG0OCMTT87 36179RD63 2045-05-20 3 N/A 9933968.00 791175.59 Agency Mortgage-Backed Securities GNII SF MA8203 M 549300M8ZYFG0OCMTT87 36179XDG8 2052-08-20 5.5 N/A 900000.00 477151.50 Agency Mortgage-Backed Securities GNII SF DU5731 C 549300M8ZYFG0OCMTT87 3618WHLL5 2056-09-20 6.5 N/A 1629458.00 1703657.18 Agency Mortgage-Backed Securities GNII SF DD2766 C 549300M8ZYFG0OCMTT87 3618HVCB3 2054-08-20 7 N/A 1109244.00 627433.81 Agency Mortgage-Backed Securities GNII SF MA7477 M 549300M8ZYFG0OCMTT87 36179WJW9 2051-07-20 5 N/A 333000.00 100752.71 Agency Mortgage-Backed Securities FNRA CL061FD R26F061 B1V7KEBTPIMZEU4LTD58 3136G65Y0 2056-08-25 4.7403 N/A 21900000.00 21039304.97 Agency Collateralized Mortgage Obligation GNII SF MA4588 M 549300M8ZYFG0OCMTT87 36179TCZ6 2047-07-20 4.5 N/A 7870744.00 608111.84 Agency Mortgage-Backed Securities GNII SF AE8491 C 549300M8ZYFG0OCMTT87 36181CNG9 2044-07-20 4 N/A 1000000.00 97769.85 Agency Mortgage-Backed Securities GNMI SF 720689 X 549300M8ZYFG0OCMTT87 3620A6UN5 2039-08-15 4.5 N/A 97085.00 2861.86 Agency Mortgage-Backed Securities GNII ET DL6510 C 549300M8ZYFG0OCMTT87 3618LJGT2 2065-05-20 5 N/A 256832.00 236838.76 Agency Mortgage-Backed Securities GNII SF DT8418 C 549300M8ZYFG0OCMTT87 3618W8K77 2056-07-20 5.5 N/A 1751146.00 1703950.93 Agency Mortgage-Backed Securities GNII SF DT8229 C 549300M8ZYFG0OCMTT87 3618W8EA7 2056-08-20 6.5 N/A 2302888.00 2397346.51 Agency Mortgage-Backed Securities GNII SF DJ0742 C 549300M8ZYFG0OCMTT87 3618KLZF7 2055-04-20 7 N/A 4157816.00 1230255.28 Agency Mortgage-Backed Securities GNII SF MA3735 M 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3 N/A 8991632.00 879893.45 Agency Mortgage-Backed Securities GNII SF DC1259 C 549300M8ZYFG0OCMTT87 3618HFMG6 2054-06-20 7 N/A 1191492.00 726027.70 Agency Mortgage-Backed Securities GNII SF CX4523 C 549300M8ZYFG0OCMTT87 3618FRAY6 2053-12-20 7 N/A 1664328.00 991722.44 Agency Mortgage-Backed Securities GNII SF DF2725 C 549300M8ZYFG0OCMTT87 3618JLA25 2055-01-20 7 N/A 1038852.00 629190.87 Agency Mortgage-Backed Securities GNII SF DF1499 C 549300M8ZYFG0OCMTT87 3618JJUY8 2054-09-20 6.5 N/A 1575242.00 415640.98 Agency Mortgage-Backed Securities GNII SF DM2793 C 549300M8ZYFG0OCMTT87 3618LSC66 2055-10-20 6.5 N/A 1957394.00 1724348.36 Agency Mortgage-Backed Securities GNMI SF 567384 X 549300M8ZYFG0OCMTT87 36213XJ54 2031-12-15 6 N/A 1839978.00 3136.14 Agency Mortgage-Backed Securities GNMI SP 784459 X 549300M8ZYFG0OCMTT87 3622A25U2 2046-12-15 3 N/A 300000.00 49357.04 Agency Mortgage-Backed Securities GNMI SF 599609 X 549300M8ZYFG0OCMTT87 36200FDN5 2035-10-15 6 N/A 92698.00 1091.74 Agency Mortgage-Backed Securities GNMI SP 787123 X 549300M8ZYFG0OCMTT87 3622ACYU8 2050-05-15 3 N/A 1074330.00 676246.68 Agency Mortgage-Backed Securities GNII SF DR5204 C 549300M8ZYFG0OCMTT87 3618VDX99 2056-04-20 5 N/A 1950566.00 1830622.52 Agency Mortgage-Backed Securities GNII SF DT8228 C 549300M8ZYFG0OCMTT87 3618W8D91 2056-08-20 6.5 N/A 2194440.00 2284088.54 Agency Mortgage-Backed Securities GNII SF 004658 M 549300M8ZYFG0OCMTT87 36202FE77 2040-03-20 5 N/A 3660000.00 95911.57 Agency Mortgage-Backed Securities GNMI SF CL5103 X 549300M8ZYFG0OCMTT87 3617YCU44 2052-03-15 4.5 N/A 2412400.00 1252187.19 Agency Mortgage-Backed Securities GNII SF CL1819 C 549300M8ZYFG0OCMTT87 3617Y9AU5 2052-02-20 3.5 N/A 410000.00 249400.01 Agency Mortgage-Backed Securities GNII SF MA6541 M 549300M8ZYFG0OCMTT87 36179VHS2 2050-02-20 3 N/A 11306224.00 1519985.90 Agency Mortgage-Backed Securities GNRA 2024-173 F 549300M8ZYFG0OCMTT87 38384VRL3 2054-10-20 4.6478 N/A 25000000.00 15460147.27 Agency Collateralized Mortgage Obligation GNII SF DT5293 C 549300M8ZYFG0OCMTT87 3618W43A8 2056-09-20 6.5 N/A 1142904.00 1192164.43 Agency Mortgage-Backed Securities GNHA RM DT8492 H 549300M8ZYFG0OCMTT87 3618W8NH2 2076-07-20 5.603 N/A 24445920.00 26591095.47 Agency Mortgage-Backed Securities GNII SF CL4915 C 549300M8ZYFG0OCMTT87 3617YCN83 2052-03-20 3.5 N/A 1168292.00 727000.12 Agency Mortgage-Backed Securities GNII SF 004802 M 549300M8ZYFG0OCMTT87 36202FKP0 2040-09-20 5 N/A 13556784.00 455897.03 Agency Mortgage-Backed Securities GNII SF DQ5628 C 549300M8ZYFG0OCMTT87 3618MYHD2 2056-08-20 6.5 N/A 436400.00 457733.20 Agency Mortgage-Backed Securities GNII SP 787142 C 549300M8ZYFG0OCMTT87 3622ACZF0 2052-03-20 3 N/A 1780806.00 1105584.36 Agency Mortgage-Backed Securities GNII SF DL8244 C 549300M8ZYFG0OCMTT87 3618LLER3 2055-09-20 7 N/A 3894084.00 4199371.78 Agency Mortgage-Backed Securities GNMI SF AG5670 X 549300M8ZYFG0OCMTT87 36182AJP7 2043-09-15 4.375 N/A 317639.00 90005.24 Agency Mortgage-Backed Securities GNMI SF 710692 X 549300M8ZYFG0OCMTT87 36297FRM6 2039-07-15 5 N/A 476242.00 6469.94 Agency Mortgage-Backed Securities GNII SP 784101 M 549300M8ZYFG0OCMTT87 3622A2RW4 2044-08-20 3.5 N/A 178381.00 15099.57 Agency Mortgage-Backed Securities GNII SF 004224 M 549300M8ZYFG0OCMTT87 36202EVR7 2038-08-20 7 N/A 675000.00 3850.88 Agency Mortgage-Backed Securities GNMI SF 596225 X 549300M8ZYFG0OCMTT87 36200BLE5 2032-09-15 5.75 N/A 2198560.00 31453.43 Agency Mortgage-Backed Securities GNMI SF 529854 X 549300M8ZYFG0OCMTT87 36212CTK7 2031-04-15 6 N/A 582401.00 24918.65 Agency Mortgage-Backed Securities GNII SF MA7201 M 549300M8ZYFG0OCMTT87 36179WAA6 2037-10-20 6.5 N/A 2317056.00 689150.54 Agency Mortgage-Backed Securities FGRA 4479HZ 03/15/42 S6XOOCT0IEG5ABCC6L87 3137BJVD2 2042-03-15 3.75 N/A 2435040.00 3279189.00 Agency Collateralized Mortgage Obligation GNMI SP 784247 X 549300M8ZYFG0OCMTT87 3622A2WG3 2029-03-15 6.5 N/A 326500.00 6293.90 Agency Mortgage-Backed Securities GNII SF MA8155 M 549300M8ZYFG0OCMTT87 36179XBY1 2052-06-20 6.5 N/A 126000.00 68754.29 Agency Mortgage-Backed Securities GNMI SF 573430 X 549300M8ZYFG0OCMTT87 36200VA78 2031-12-15 6 N/A 802883.00 5119.53 Agency Mortgage-Backed Securities GNII SF 004838 M 549300M8ZYFG0OCMTT87 36202FLT1 2040-10-20 6.5 N/A 1251392.00 24173.98 Agency Mortgage-Backed Securities GNII SP 787004 C 549300M8ZYFG0OCMTT87 3622ACU57 2053-10-20 6.5 N/A 7918000.00 4298340.03 Agency Mortgage-Backed Securities GNII SF DP8766 C 549300M8ZYFG0OCMTT87 3618MPW36 2056-01-20 6.5 N/A 1176596.00 1056570.89 Agency Mortgage-Backed Securities GNMI SF BD5718 X 549300M8ZYFG0OCMTT87 3617BMK71 2047-12-15 3 N/A 1986104.00 541750.65 Agency Mortgage-Backed Securities GNII SF MA6157 M 549300M8ZYFG0OCMTT87 36179UZW5 2049-09-20 5 N/A 6900000.00 732991.67 Agency Mortgage-Backed Securities GNMI SF 479683 X 549300M8ZYFG0OCMTT87 36209R2Q5 2041-10-15 4 N/A 385400.00 16544.10 Agency Mortgage-Backed Securities GNAR AR 080507 M 549300M8ZYFG0OCMTT87 36225CR57 2031-04-20 5.25 N/A 1892352.00 613.04 Agency Mortgage-Backed Securities Y Standard & Poor's Long Rating A+ Fitch Short Rating F1 Standard & Poor's Short Rating A-1 Fitch Long Rating A+ Moody's Long Rating A1 Moody's Short Rating P-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 150000000.00 150000000.00 0.0539 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0.00000000 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y Moody's Long Rating Aa1 Standard & Poor's Long Rating AA+ Moody's Short Rating P-1 Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Fitch Short Rating F1+ 2027-04-15 2027-04-15 2027-04-15 N N N 0.0364 4886469.70 4886469.70 0.0018 N Y Y N JPMORGAN TRUST IV 2026-10-07 /s/Timothy J. Clemens Timothy J. Clemens Treasurer