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Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140J5ED7 2043-09-01 3 N/A 1000.00 259.55 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WJC63 2046-10-01 3.5 N/A 1024.00 238.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133BN5N9 2052-10-01 5 N/A 1000.00 834.71 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 31402RJV2 2035-07-01 5 N/A 1013.00 9.13 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140NMGY7 2053-06-01 5 N/A 1000.00 913.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 686554.00 484273.14 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179X2J4 2053-05-20 4.5 N/A 1000.00 800.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133B1VG3 2052-01-01 2 N/A 1024.00 683.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31329KSZ8 2034-02-01 3 N/A 2332068.00 144279.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140NPUY4 2053-08-01 6 N/A 1000.00 908.48 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140FXZE5 2063-06-01 2.5 N/A 17875568.00 11156470.67 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179TSH9 2048-02-20 4 N/A 1040.00 98.66 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140Y7QS0 2055-10-01 6 N/A 1024.00 1052.00 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140Q0KV3 2030-10-01 3.91 N/A 4346711.00 4296412.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618JBFE6 2060-01-15 6.2 N/A 1000.00 1068.90 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140BNWH7 2055-09-01 6.5 N/A 1000.00 1047.51 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132E0W24 2053-11-01 6 N/A 2064.00 1578.43 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618MLYE9 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Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140AQHC9 2039-09-01 5 N/A 1000.00 930.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38381U4S8 2051-05-20 2.97706 N/A 28489649.00 4256078.30 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140Q7KZ9 2047-09-01 3.5 N/A 1024.00 199.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140HMYL2 2048-11-01 4 N/A 1050.00 293.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618MXDH9 2056-03-20 6.5 N/A 1001.00 1074.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179YAS3 2053-07-20 5.5 N/A 2000.00 1425.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133BSPQ9 2052-12-01 6 N/A 1024.00 549.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132ADTL2 2042-07-01 3.5 N/A 1000.00 226.40 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132AAM35 2043-07-01 3.5 N/A 1000.00 147.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38381MXB1 2066-03-16 0.75182 N/A 80440894.00 5617806.81 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3142GW4D8 2056-03-01 5 N/A 9524203.00 9464262.65 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 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2042-08-01 3.5 N/A 596000.00 125444.20 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140HFN88 2035-03-01 2.5 N/A 1000.00 290.34 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 200.00 202.06 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132D6CX6 2037-09-01 4.5 N/A 1000.00 515.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132AAW34 2046-04-01 3.5 N/A 1000.00 170.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133KPXK9 2052-09-01 5 N/A 2024.00 1488.32 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140QRW74 2053-04-01 5.5 N/A 45838080.00 32115555.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133CX7J3 2054-10-01 5.5 N/A 1000.00 929.47 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140H5XR7 2038-01-01 4 N/A 1000.00 167.75 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618N1HQ4 2056-03-20 5.5 N/A 1000.00 1020.03 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140B6DU6 2055-05-01 6 N/A 1000.00 856.04 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140H2YS1 2047-11-01 3.5 N/A 1000.00 144.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities 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Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133CWTV4 2054-10-01 5 N/A 1000.00 819.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DSG89 2041-08-01 5.5 N/A 1000.00 751.60 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140N9P75 2053-01-01 6.5 N/A 1000.00 672.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618MMBR3 2056-01-20 6.5 N/A 1000.00 1053.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133D1SS9 2054-12-01 5 N/A 1000.00 886.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140FXKA9 2052-03-01 4 N/A 2000.00 613.54 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140B6VE2 2055-04-01 6.5 N/A 1000.00 777.36 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618G4YX2 2054-02-20 5.5 N/A 7000.00 4668.39 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132A8XT1 2032-09-01 2.5 N/A 1000.00 154.84 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140M6WN9 2054-11-01 5.5 N/A 1008.00 945.26 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132VNNF6 2049-03-01 4 N/A 4096.00 669.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140QEBP6 2050-07-01 2.5 N/A 1000.00 364.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132XVD59 2047-12-01 3.5 N/A 1024.00 249.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DWDZ3 2052-06-01 3 N/A 89335.00 62716.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132A4PW2 2044-05-01 3.5 N/A 1000.00 176.59 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618KREB6 2055-04-20 6.5 N/A 1000.00 594.98 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140B0BU1 2055-01-01 5.5 N/A 1000.00 793.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132AC4V9 2041-09-01 5 N/A 1024.00 16.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140QCYS9 2050-02-01 3 N/A 1000.00 469.07 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140AVK59 2054-12-01 6.5 N/A 1000.00 1027.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips S6XOOCT0IEG5ABCC6L87 3142G9J76 2054-05-25 2.1381 N/A 12500000.00 236440.97 Agency Debentures and Agency Strips Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3617QG3N2 2050-09-20 2.5 N/A 1000.00 413.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133KR5H3 2053-09-01 5.5 N/A 10784104.00 8999675.69 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140A9Q37 2054-05-01 5.5 N/A 1000.00 989.47 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133KUJG3 2045-01-01 5 N/A 1000.00 965.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140N14V2 2052-09-01 4.5 N/A 1008.00 678.42 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179U4C3 2049-10-20 3.5 N/A 1000.00 114.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179WR42 2051-11-20 3.5 N/A 1000.00 627.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618LHBV6 2055-12-20 5.5 N/A 1000.00 1033.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31288LSS1 2036-11-01 6 N/A 2484.00 58.91 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618KTE71 2060-06-15 5.51 N/A 1000.00 1026.99 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DWLU5 2054-06-01 6 N/A 564321.00 367623.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3128MJ2W9 2047-11-01 3.5 N/A 1000.00 117.44 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179XFK7 2052-09-20 5.5 N/A 1024.00 642.10 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 254900HROIFWPRGM1V77 91282CFZ9 2027-11-30 3.875 N/A 1000.00 1013.43 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed 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Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38385F7J4 2055-05-20 1.42706 N/A 170000000.00 6521296.46 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36182D4V4 2044-02-15 4 N/A 6000.00 609.91 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140AVVR9 2054-12-01 6 N/A 1000.00 672.24 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140FXFL1 2057-02-01 4.5 N/A 1024.00 249.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140A4C66 2053-10-01 6 N/A 1000.00 829.08 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 31418FJS7 2055-04-01 5 N/A 48038594.00 44362261.50 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179SEG8 2046-06-20 3 N/A 1000.00 110.17 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138EGVB7 2036-03-01 5 N/A 1000.00 22.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179YT87 2039-04-20 5.5 N/A 2000.00 1149.27 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618LFYU7 2059-03-15 5.35 N/A 1003.00 1020.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179SJS7 2046-08-20 3 N/A 1000.00 117.37 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618KQBF2 2055-04-20 6.5 N/A 1000.00 521.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31329KXS8 2038-01-01 3.5 N/A 3348000.00 520678.34 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132D55J7 2035-06-01 2.5 N/A 1000.00 240.13 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36182YTZ2 2044-09-20 4.5 N/A 1000.00 112.80 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140BWTJ7 2055-12-01 5.5 N/A 1000.00 1019.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DWPN7 2055-03-01 3.5 N/A 57000.00 48013.52 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency 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Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132D57D8 2036-03-01 1.5 N/A 1000.00 472.72 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618N15N4 2056-03-20 5.5 N/A 1008.00 1042.46 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.5 N/A 19932.00 18261.44 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138XUTL6 2044-07-01 3.5 N/A 1040.00 140.74 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618LPLV7 2060-09-15 5.72 N/A 1000.00 1050.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31329JQN0 2043-05-01 3.5 N/A 1344000.00 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Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140F9WK7 2047-01-01 3.5 N/A 27359.00 6466.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DU4V6 2054-12-01 5 N/A 1024.00 957.93 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179XLB0 2052-10-20 2 N/A 1000.00 565.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38384H5W4 2054-01-20 3.32706 N/A 78777378.00 4252121.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31335BSD9 2042-05-01 3.5 N/A 1024.00 243.43 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WEHB8 2045-04-01 3.5 N/A 2048.00 480.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132D56U1 2036-01-01 1.5 N/A 1000.00 439.82 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618HAP66 2054-07-20 6 N/A 1000.00 776.70 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140ATKT2 2054-11-01 4.5 N/A 1000.00 861.57 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179MSA9 2027-11-20 2.5 N/A 48883.00 795.18 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 400.00 401.35 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3131WQZ59 2040-12-01 4 N/A 15331519.00 889629.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DMFS9 2049-12-01 3.5 N/A 1000.00 422.22 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140BMG53 2055-08-01 6 N/A 1000.00 1022.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179RD63 2045-05-20 3 N/A 1000.00 89.34 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140J7NF8 2037-08-01 4 N/A 1000.00 132.81 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618MAQB8 2055-12-20 6.5 N/A 1000.00 1051.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133B1VH1 2052-01-01 2 N/A 1024.00 670.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3617WKZC5 2065-12-15 5.85 N/A 1000.00 1037.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38385L4K1 2056-02-20 0.82706 N/A 200000000.00 3397607.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140MKUN0 2055-08-01 6.5 N/A 1003.00 746.17 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179RVC0 2045-12-20 4 N/A 1000.00 83.99 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38385JJG9 2055-11-20 2.95706 N/A 13501158.00 1181203.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31427NMQ9 2055-01-01 5.5 N/A 3716.00 3490.01 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38384XRZ8 2054-10-20 1.12706 N/A 400000000.00 6956329.68 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618M7FC5 2056-02-20 5 N/A 1000.00 994.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Collateralized Mortgage Obligation B1V7KEBTPIMZEU4LTD58 3136BYDZ2 2055-12-25 4.8619 N/A 1248049.00 1207532.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138W4CS8 2043-02-01 3 N/A 1000.00 180.10 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140M65V1 2054-12-01 4 N/A 2003.00 1620.94 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179T4Q5 2048-06-20 4.5 N/A 1024.00 71.05 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140ANG86 2054-08-01 7 N/A 1000.00 760.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133B5HM7 2052-02-01 3 N/A 13022946.00 9651290.47 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36178LNL3 2042-08-15 3.5 N/A 1000.00 81.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132CXXW7 2040-06-01 6 N/A 116278.00 88781.98 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179RJD2 2045-07-20 3 N/A 1000.00 104.33 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38381UGA4 2055-09-20 3.57706 N/A 55267199.00 5922983.27 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140QEVD1 2050-09-01 2.5 N/A 1024.00 482.23 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140NPQW3 2053-07-01 5.5 N/A 1000.00 857.64 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179Y2M5 2054-07-20 6 N/A 1000.00 595.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138XZFC0 2029-08-01 3.5 N/A 1000.00 44.46 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140J86E8 2048-09-01 4.5 N/A 1000.00 259.15 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3617J6Q80 2048-11-20 4.5 N/A 1000.00 21.15 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WJGM4 2046-11-01 3 N/A 1024.00 244.18 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138EKBT1 2031-08-01 4.5 N/A 1040.00 55.38 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 36179Y4F8 2039-08-20 4.5 N/A 2000.00 1603.12 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140BSBQ9 2055-10-01 5.5 N/A 1000.00 1009.40 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38381PQ55 2055-07-20 4.99294 N/A 2010.00 1863.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.5 N/A 1000.00 745.89 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140K5MU8 2034-11-01 5 N/A 1000.00 394.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618M9K84 2056-03-20 5.5 N/A 1008.00 1027.86 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140AUHK2 2054-11-01 5 N/A 1008.00 920.48 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618A7L80 2058-01-15 5.38 N/A 1000.00 993.85 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618GYN42 2060-06-15 5.84 N/A 1000.00 1051.19 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618MPAF3 2056-03-20 5.5 N/A 1008.00 1042.62 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133CV2L7 2054-10-01 6 N/A 1000.00 865.55 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38384PMD9 2054-06-20 2.97706 N/A 99368893.00 5018892.17 Agency Collateralized Mortgage Obligation Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618M9MC3 2056-03-20 5.5 N/A 1007.00 1026.68 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3617LNSB1 2050-03-20 3 N/A 1000.00 350.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3131XQJ49 2044-08-01 3.5 N/A 1145999.00 164077.19 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133BRCT9 2052-11-01 5.5 N/A 1001.00 650.31 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618JGA67 2054-10-20 6.5 N/A 1000.00 300.32 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618M9NV0 2056-03-20 6 N/A 1008.00 1040.16 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WH3L4 2046-09-01 3 N/A 17404.00 4009.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 31329JQW0 2043-12-01 4 N/A 1000.00 62.20 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Collateralized Mortgage Obligation 549300M8ZYFG0OCMTT87 38382WRG4 2051-07-20 3 N/A 112500000.00 6524068.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133KYVG1 2041-06-01 2.5 N/A 1000.00 555.77 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WK2X2 2047-06-01 4.5 N/A 1024.00 258.30 Agency Mortgage-Backed Securities Government National Mortgage Association-Agency Mortgage-Backed Securities 549300M8ZYFG0OCMTT87 3618M9EY4 2056-02-20 6 N/A 1000.00 1064.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133BPFL7 2052-10-01 5.5 N/A 1008.00 582.06 Agency Mortgage-Backed Securities United States Treasury-U.S. Treasuries (including strips) 254900HROIFWPRGM1V77 91282CLC3 2029-07-31 4 N/A 100.00 101.12 U.S. Treasuries (including strips) Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3140BRR92 2056-03-01 5 N/A 1000.00 989.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities S6XOOCT0IEG5ABCC6L87 3133CW2J0 2054-10-01 5.5 N/A 1620822.00 1014572.83 Agency Mortgage-Backed Securities Federal National Mortgage Association-Agency Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 3138WEVV8 2045-06-01 3.5 N/A 1000.00 208.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips S6XOOCT0IEG5ABCC6L87 3137HPT29 2054-02-25 1.8881 N/A 99230674.00 3472443.63 Agency Debentures and Agency Strips Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-04-01 2026-04-01 2026-04-01 N N N 0.0367 484000000.00 484000000.00 0.1709 N Y Y N FHLB FHLB 3.79500000 3130B86A5 2549001DPIFGXC1TOL40 US3130B86A50 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2026-11-06 2026-11-06 2026-11-06 N N N 0.0375 23191272.16 23191272.16 0.0082 N N N N United States of America U.S. Treasury Bills 0.00000000 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Aa1 2026-09-24 2026-09-24 2026-09-24 N N N 0.0370 13755490.00 13755490.00 0.0049 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797UA3 254900HROIFWPRGM1V77 US912797UA31 U.S. Treasury Debt Y Moody's Aa1 Fitch F1+ Standard & Poor's A-1+ 2026-06-16 2026-06-16 2026-06-16 N N N 0.0362 29772336.00 29772336.00 0.0105 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797SM0 254900HROIFWPRGM1V77 US912797SM07 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Aa1 2026-04-23 2026-04-23 2026-04-23 N N N 0.0363 63459011.52 63459011.52 0.0224 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797TZ0 254900HROIFWPRGM1V77 US912797TZ01 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Aa1 Fitch F1+ 2026-06-09 2026-06-09 2026-06-09 N N N 0.0362 11917509.60 11917509.60 0.0042 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y Fitch F1+ Moody's Aa1 Standard & Poor's A-1+ 2026-09-03 2026-09-03 2026-09-03 N N N 0.0359 10830097.30 10830097.30 0.0038 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y Fitch F1+ Moody's Aa1 Standard & Poor's A-1+ 2026-08-13 2026-08-13 2026-08-13 N N N 0.0355 7399712.25 7399712.25 0.0026 N Y Y N United States of America U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's Aa1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0000 19635792.00 19635792.00 0.0069 N Y Y N EQ ADVISORS TRUST 2026-04-07 /s/James Kelly James Kelly Controller