Fidelity Limited Term Government Fund

#	Name	Ticker	Since	Shares	Value	% Port	Cat
1	UST NOTES	91282CEF4	Feb 2026	14,200,000	$14.1M	8.49%	DBT
2	UST NOTES	91282CLS8	Feb 2026	11,930,000	$12.0M	7.23%	DBT
3	UST NOTES	91282CLN9	Feb 2026	11,130,000	$11.2M	6.74%	DBT
4	UST NOTES	91282CJF9	Feb 2026	10,612,000	$11.0M	6.65%	DBT
5	UST NOTES	91282CGC9	Feb 2026	10,479,000	$10.6M	6.38%	DBT
6	UST NOTES	91282CKA8	Feb 2026	8,140,000	$8.2M	4.95%	DBT
7	UST NOTES	91282CDQ1	Feb 2026	7,119,000	$7.0M	4.22%	DBT
8	UST NOTES	91282CPE5	Feb 2026	6,550,000	$6.6M	3.96%	DBT
9	UST NOTES	91282CFB2	Feb 2026	6,310,000	$6.2M	3.78%	DBT
10	UST NOTES	91282CKX8	Feb 2026	5,430,000	$5.6M	3.37%	DBT
11	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BTUM1	Feb 2026	4,648,722	$4.6M	2.80%	ABS-MBS
12	UST NOTES	91282CFZ9	Feb 2026	4,110,000	$4.1M	2.50%	DBT
13	UST NOTES	91282CPT2	Feb 2026	3,920,000	$3.9M	2.38%	DBT
14	Fidelity Revere Street Trust	31635A105	Feb 2026	3,651,537	$3.7M	2.21%	STIV
15	UST NOTES	91282CGP0	Feb 2026	3,140,000	$3.2M	1.92%	DBT
16	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137FQXJ7	Feb 2026	3,000,000	$3.0M	1.80%	ABS-MBS
17	FEDERAL FARM CREDIT BANKS	3133EWEB2	Feb 2026	2,660,000	$2.7M	1.61%	DBT
18	UST NOTES	91282CMS7	Feb 2026	2,550,000	$2.6M	1.56%	DBT
19	FEDERAL FARM CREDIT BANKS	3133EWDR8	Feb 2026	2,480,000	$2.5M	1.50%	DBT
20	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER	21H060630	Feb 2026	2,425,000	$2.5M	1.50%	ABS-MBS
21	UST NOTES	91282CHE4	Feb 2026	2,400,000	$2.4M	1.46%	DBT
22	UST NOTES	91282CFT3	Feb 2026	2,320,000	$2.4M	1.43%	DBT
23	UST NOTES	91282CGT2	Feb 2026	2,250,000	$2.3M	1.37%	DBT
24	UST NOTES	91282CMT5	Feb 2026	1,460,000	$1.5M	0.91%	DBT
25	UST NOTES	91282CLP4	Feb 2026	1,280,000	$1.3M	0.77%	DBT
26	UST NOTES	91282CLR0	Feb 2026	1,180,000	$1.2M	0.73%	DBT
27	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HDJW1	Feb 2026	1,198,300	$1.2M	0.72%	ABS-MBS
28	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BSP72	Feb 2026	1,200,000	$1.2M	0.72%	ABS-MBS
29	UST NOTES	91282CQA2	Feb 2026	1,170,000	$1.2M	0.71%	DBT
30	UST NOTES	912828Z78	Feb 2026	1,144,000	$1.1M	0.68%	DBT
31	UST NOTES	91282CNG2	Feb 2026	1,100,000	$1.1M	0.68%	DBT
32	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER	21H060648	Feb 2026	1,050,000	$1.1M	0.65%	ABS-MBS
33	UST NOTES	91282CJT9	Feb 2026	1,050,000	$1.1M	0.64%	DBT
34	UST NOTES	912810UJ5	Feb 2026	960,000	$984K	0.59%	DBT
35	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137FNWX4	Feb 2026	957,319	$952K	0.58%	ABS-MBS
36	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137F1G44	Feb 2026	900,000	$894K	0.54%	ABS-MBS
37	UST NOTES	91282CJM4	Feb 2026	829,000	$860K	0.52%	DBT
38	FEDERAL NAT MTG ASN GTD REM PA	3136BLES5	Feb 2026	922,548	$845K	0.51%	ABS-CBDO
39	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BRQJ7	Feb 2026	811,681	$807K	0.49%	ABS-MBS
40	UST NOTES	91282CLC3	Feb 2026	780,000	$795K	0.48%	DBT
41	UST NOTES	91282CDG3	Feb 2026	800,000	$787K	0.48%	DBT
42	UST NOTES	91282CPM7	Feb 2026	670,000	$672K	0.41%	DBT
43	UNITED STATES TREASURY BOND	912810UG1	Feb 2026	650,000	$648K	0.39%	DBT
44	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HMCF5	Feb 2026	600,000	$600K	0.36%	ABS-MBS
45	UST NOTES	912828YG9	Feb 2026	552,000	$546K	0.33%	DBT
46	UST NOTES	91282CKG5	Feb 2026	530,000	$541K	0.33%	DBT
47	UNITED STATES TREASURY BOND	912810UH9	Feb 2026	500,000	$506K	0.31%	DBT
48	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BTAC5	Feb 2026	500,000	$497K	0.30%	ABS-MBS
49	UST NOTES	91282CKC4	Feb 2026	450,000	$465K	0.28%	DBT
50	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137FMU67	Feb 2026	435,699	$434K	0.26%	ABS-MBS
51	FEDERAL NAT MTG ASN GTD REM PA	3136BL6D7	Feb 2026	442,307	$431K	0.26%	ABS-CBDO
52	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BVZ82	Feb 2026	398,208	$397K	0.24%	ABS-MBS
53	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BUX60	Feb 2026	396,267	$395K	0.24%	ABS-MBS
54	UST NOTES	91282CJX0	Feb 2026	380,000	$388K	0.23%	DBT
55	FED HOME LOAN MTG CORP - GOLD	3132DNXG3	Feb 2026	349,826	$361K	0.22%	ABS-MBS
56	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38380LGR8	Feb 2026	341,461	$335K	0.20%	ABS-CBDO
57	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H5KC0	Feb 2026	355,689	$332K	0.20%	ABS-CBDO
58	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H6XY6	Feb 2026	327,710	$324K	0.20%	ABS-CBDO
59	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HJYG6	Feb 2026	309,848	$312K	0.19%	ABS-CBDO
60	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137FBBX3	Feb 2026	300,000	$298K	0.18%	ABS-MBS
61	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BSRE5	Feb 2026	282,905	$281K	0.17%	ABS-MBS
62	UST NOTES	91282CKF7	Feb 2026	270,000	$277K	0.17%	DBT
63	UST NOTES	91282CPQ8	Feb 2026	270,000	$273K	0.16%	DBT
64	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137BPW21	Feb 2026	265,594	$265K	0.16%	ABS-MBS
65	FNMA GTD MTG PASS THRU CTF	3140QSHQ7	Feb 2026	247,607	$259K	0.16%	ABS-MBS
66	FNMA GTD MTG PASS THRU CTF	3140EXER0	Feb 2026	243,899	$241K	0.15%	ABS-MBS
67	FNMA GTD MTG PASS THRU CTF	3140F0H80	Feb 2026	224,535	$222K	0.13%	ABS-MBS
68	UNITED STATES TREASURY BOND	912810UP1	Feb 2026	210,000	$210K	0.13%	DBT
69	FNMA GTD MTG PASS THRU CTF	3140EVS99	Feb 2026	203,931	$202K	0.12%	ABS-MBS
70	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H1B70	Feb 2026	230,423	$200K	0.12%	ABS-CBDO
71	FNMA GTD MTG PASS THRU CTF	3140QSHR5	Feb 2026	191,177	$199K	0.12%	ABS-MBS
72	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137FAWS3	Feb 2026	200,000	$199K	0.12%	ABS-MBS
73	FNMA GTD MTG PASS THRU CTF	3136BUGA2	Feb 2026	192,777	$194K	0.12%	ABS-CBDO
74	FNMA GTD MTG PASS THRU CTF	3140XLTZ1	Feb 2026	184,422	$193K	0.12%	ABS-MBS
75	UST NOTES	91282CPJ4	Feb 2026	190,000	$191K	0.12%	DBT
76	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H7FZ1	Feb 2026	186,953	$183K	0.11%	ABS-CBDO
77	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HJQ26	Feb 2026	177,668	$179K	0.11%	ABS-CBDO
78	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HJEZ6	Feb 2026	174,360	$176K	0.11%	ABS-CBDO
79	FNMA GTD MTG PASS THRU CTF	3136BUWX4	Feb 2026	166,206	$168K	0.10%	ABS-CBDO
80	FEDERAL NAT MTG ASN GTD REM PA	3136BLRV4	Feb 2026	168,336	$160K	0.10%	ABS-CBDO
81	FED HOME LOAN MTG CORP - GOLD	3142GQAC6	Feb 2026	148,263	$157K	0.09%	ABS-MBS
82	FED HOME LOAN MTG CORP - GOLD	3142GQAB8	Feb 2026	146,633	$155K	0.09%	ABS-MBS
83	FNMA GTD MTG PASS THRU CTF	3140XBGF1	Feb 2026	159,925	$154K	0.09%	ABS-MBS
84	FEDERAL NAT MTG ASN GTD REM PA	31394AEQ5	Feb 2026	149,342	$152K	0.09%	ABS-CBDO
85	UST NOTES	91282CJP7	Feb 2026	150,000	$151K	0.09%	DBT
86	FNMA GTD MTG PASS THRU CTF	3140Y6UB4	Feb 2026	142,052	$149K	0.09%	ABS-MBS
87	FNMA GTD MTG PASS THRU CTF	3136BUWL0	Feb 2026	143,646	$145K	0.09%	ABS-CBDO
88	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H6RW7	Feb 2026	145,106	$141K	0.09%	ABS-CBDO
89	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H77F4	Feb 2026	143,248	$139K	0.08%	ABS-CBDO
90	FNMA GTD MTG PASS THRU CTF	3138AHXY7	Feb 2026	130,881	$133K	0.08%	ABS-MBS
91	CITIBANK, N.A.	N/A	Feb 2026	4,300,000	$126K	0.08%	DIR
92	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31394YRN6	Feb 2026	119,725	$123K	0.07%	ABS-CBDO
93	UNITED STATES TREASURY BOND	912810UF3	Feb 2026	120,000	$121K	0.07%	DBT
94	FED HOME LOAN MTG CORP - GOLD	3133KQGP5	Feb 2026	115,697	$121K	0.07%	ABS-MBS
95	FEDERAL NAT MTG ASN GTD REM PA	3136BQY60	Feb 2026	118,187	$119K	0.07%	ABS-CBDO
96	FNMA GTD MTG PASS THRU CTF	3136BUW22	Feb 2026	116,071	$117K	0.07%	ABS-CBDO
97	FEDERAL NAT MTG ASN GTD REM PA	3136BLMF4	Feb 2026	119,089	$113K	0.07%	ABS-CBDO
98	FNMA GTD MTG PASS THRU CTF	3136BUWD8	Feb 2026	110,585	$112K	0.07%	ABS-CBDO
99	CITIBANK, N.A.	N/A	Feb 2026	4,300,000	$101K	0.06%	DIR
100	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H5UF2	Feb 2026	105,635	$96K	0.06%	ABS-CBDO
101	FANNIE MAE	31398MRG3	Feb 2026	94,977	$96K	0.06%	ABS-CBDO
102	FED HOME LOAN MTG CORP - GOLD	3133KNXR9	Feb 2026	104,941	$95K	0.06%	ABS-MBS
103	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H5F77	Feb 2026	89,909	$83K	0.05%	ABS-CBDO
104	GNMA GUARANTEED PASS THRU CERT	36241KUT3	Feb 2026	79,009	$83K	0.05%	ABS-MBS
105	FNMA GTD MTG PASS THRU CTF	3140XJUV3	Feb 2026	78,889	$80K	0.05%	ABS-MBS
106	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137HJZC4	Feb 2026	72,821	$73K	0.04%	ABS-CBDO
107	FANNIE MAE	31398PU56	Feb 2026	70,912	$72K	0.04%	ABS-CBDO
108	CHICAGO BOARD OF TRADE	FVM6	Feb 2026	109	$71K	0.04%	DIR
109	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BFQ0	Feb 2026	66,669	$66K	0.04%	ABS-CBDO
110	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3137H5J57	Feb 2026	68,181	$63K	0.04%	ABS-CBDO
111	FED HOME LOAN MTG CORP - GOLD	3132J4MR7	Feb 2026	62,995	$63K	0.04%	ABS-MBS
112	FNMA GTD MTG PASS THRU CTF	3140XDUM6	Feb 2026	58,490	$56K	0.03%	ABS-MBS
113	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38377VW93	Feb 2026	53,616	$53K	0.03%	ABS-CBDO
114	CHICAGO BOARD OF TRADE	TUM6	Feb 2026	182	$50K	0.03%	DIR
115	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RV60	Feb 2026	48,228	$48K	0.03%	ABS-CBDO
116	UNITED STATES TREASURY BOND	912810UL0	Feb 2026	40,000	$42K	0.03%	DBT
117	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BJK9	Feb 2026	40,939	$41K	0.02%	ABS-CBDO
118	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BPQ9	Feb 2026	40,494	$41K	0.02%	ABS-CBDO
119	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38375XJZ8	Feb 2026	39,506	$40K	0.02%	ABS-CBDO
120	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RUU8	Feb 2026	36,762	$37K	0.02%	ABS-CBDO
121	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BLS9	Feb 2026	36,538	$37K	0.02%	ABS-CBDO
122	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BKP6	Feb 2026	32,393	$32K	0.02%	ABS-CBDO
123	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38375YFB3	Feb 2026	29,861	$30K	0.02%	ABS-CBDO
124	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BKD3	Feb 2026	30,352	$30K	0.02%	ABS-CBDO
125	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BLZ3	Feb 2026	30,231	$30K	0.02%	ABS-CBDO
126	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BNE8	Feb 2026	28,248	$28K	0.02%	ABS-CBDO
127	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BNX6	Feb 2026	28,206	$28K	0.02%	ABS-CBDO
128	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38376ENU5	Feb 2026	28,125	$28K	0.02%	ABS-CBDO
129	FNMA GTD MTG PASS THRU CTF	31410GWF6	Feb 2026	26,262	$28K	0.02%	ABS-MBS
130	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128UHGY5	Feb 2026	25,850	$27K	0.02%	ABS-MBS
131	FNMA GTD MTG PASS THRU CTF	31408FHG7	Feb 2026	25,744	$27K	0.02%	ABS-MBS
132	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31394TZB4	Feb 2026	26,299	$26K	0.02%	ABS-CBDO
133	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BMB5	Feb 2026	26,170	$26K	0.02%	ABS-CBDO
134	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BML3	Feb 2026	25,893	$26K	0.02%	ABS-CBDO
135	FNMA GTD MTG PASS THRU CTF	3140XKJK7	Feb 2026	25,194	$25K	0.01%	ABS-MBS
136	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BLW0	Feb 2026	24,007	$24K	0.01%	ABS-CBDO
137	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BQA3	Feb 2026	23,590	$24K	0.01%	ABS-CBDO
138	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31394LYV8	Feb 2026	22,478	$23K	0.01%	ABS-CBDO
139	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38380GF25	Feb 2026	22,154	$21K	0.01%	ABS-CBDO
140	FNMA GTD MTG PASS THRU CTF	31418MYV8	Feb 2026	19,706	$21K	0.01%	ABS-MBS
141	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3133TUUS5	Feb 2026	19,358	$20K	0.01%	ABS-CBDO
142	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BPJ5	Feb 2026	19,746	$20K	0.01%	ABS-CBDO
143	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38375LQB9	Feb 2026	19,705	$20K	0.01%	ABS-CBDO
144	CITIBANK, N.A.	N/A	Feb 2026	490,000	$19K	0.01%	DIR
145	FNMA GTD MTG PASS THRU CTF	31410GER0	Feb 2026	17,862	$19K	0.01%	ABS-MBS
146	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	3133TKE22	Feb 2026	18,243	$19K	0.01%	ABS-CBDO
147	FNMA GTD MTG PASS THRU CTF	31418DES7	Feb 2026	20,081	$18K	0.01%	ABS-MBS
148	FNMA GTD MTG PASS THRU CTF	31402RDG1	Feb 2026	16,590	$17K	0.01%	ABS-MBS
149	FEDERAL HOME LOAN MORTGAGE COR PORATION	31349SUE1	Feb 2026	15,147	$16K	0.01%	ABS-MBS
150	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38376PA42	Feb 2026	15,197	$15K	0.01%	ABS-CBDO
151	FNMA GTD MTG PASS THRU CTF	31419AZL4	Feb 2026	14,126	$15K	0.01%	ABS-MBS
152	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31397R3R5	Feb 2026	13,070	$13K	0.01%	ABS-CBDO
153	CITIBANK, N.A.	N/A	Feb 2026	490,000	$13K	0.01%	DIR
154	BANK OF AMERICA, N.A.	N/A	Feb 2026	440,000	$13K	0.01%	DIR
155	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128UHEK7	Feb 2026	11,756	$12K	0.01%	ABS-MBS
156	FNMA GTD MTG PASS THRU CTF	31405E5F8	Feb 2026	11,688	$12K	0.01%	ABS-MBS
157	FNMA GTD MTG PASS THRU CTF	3138E1JB4	Feb 2026	11,542	$12K	0.01%	ABS-MBS
158	FNMA GTD MTG PASS THRU CTF	31402DGL8	Feb 2026	10,882	$11K	0.01%	ABS-MBS
159	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RLC8	Feb 2026	10,028	$10K	0.01%	ABS-CBDO
160	FED HOME LOAN MTG CORP - GOLD	3132DMSD8	Feb 2026	10,674	$10K	0.01%	ABS-MBS
161	FED HOME LOAN MTG CORP - GOLD	3132DMSE6	Feb 2026	10,600	$10K	0.01%	ABS-MBS
162	FNMA GTD MTG PASS THRU CTF	31401PEJ9	Feb 2026	9,329	$10K	0.01%	ABS-MBS
163	FNMA GTD MTG PASS THRU CTF	31410FW84	Feb 2026	9,161	$10K	0.01%	ABS-MBS
164	FNMA GTD MTG PASS THRU CTF	31402QTS0	Feb 2026	8,552	$9K	0.01%	ABS-MBS
165	CHICAGO BOARD OF TRADE	TYM6	Feb 2026	9	$8K	0.00%	DIR
166	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128QFEX8	Feb 2026	7,320	$8K	0.00%	ABS-MBS
167	FNMA GTD MTG PASS THRU CTF	31409D5U3	Feb 2026	7,190	$7K	0.00%	ABS-MBS
168	FEDERAL HOME LOAN MORTGAGE COR PORATION	31342AU64	Feb 2026	7,131	$7K	0.00%	ABS-MBS
169	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER	36179VFQ8	Feb 2026	7,218	$7K	0.00%	ABS-MBS
170	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31393FGG5	Feb 2026	6,886	$7K	0.00%	ABS-CBDO
171	FEDERAL NAT MTG ASN GTD REM PA	313920QV5	Feb 2026	6,785	$7K	0.00%	ABS-CBDO
172	FEDERAL NAT MTG ASN GTD REM PA	31392DYV8	Feb 2026	6,733	$7K	0.00%	ABS-CBDO
173	FNMA GTD MTG PASS THRU CTF	3138EMVW8	Feb 2026	6,397	$7K	0.00%	ABS-MBS
174	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31392KYV2	Feb 2026	6,544	$7K	0.00%	ABS-CBDO
175	FNMA GTD MTG PASS THRU CTF	31371LJP5	Feb 2026	6,197	$6K	0.00%	ABS-MBS
176	FEDERAL HOME LOAN MORTGAGE COR PORATION	31300MH89	Feb 2026	6,117	$6K	0.00%	ABS-MBS
177	FNMA GTD MTG PASS THRU CTF	31385JJC3	Feb 2026	6,126	$6K	0.00%	ABS-MBS
178	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128Q2DN0	Feb 2026	5,802	$6K	0.00%	ABS-MBS
179	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128QFEZ3	Feb 2026	5,515	$6K	0.00%	ABS-MBS
180	FNMA GTD MTG PASS THRU CTF	3138EMVG3	Feb 2026	5,225	$5K	0.00%	ABS-MBS
181	FED HOME LOAN MTG CORP - GOLD	3132DV3Z6	Feb 2026	5,876	$5K	0.00%	ABS-MBS
182	FNMA GTD MTG PASS THRU CTF	3138E6TA4	Feb 2026	5,097	$5K	0.00%	ABS-MBS
183	FNMA GTD MTG PASS THRU CTF	3138XHES6	Feb 2026	5,032	$5K	0.00%	ABS-MBS
184	GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS	38374DMX4	Feb 2026	5,216	$5K	0.00%	ABS-CBDO
185	CHICAGO BOARD OF TRADE	WNM6	Feb 2026	4	$5K	0.00%	DIR
186	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128NFKN6	Feb 2026	4,378	$4K	0.00%	ABS-MBS
187	FNMA GTD MTG PASS THRU CTF	31402RN39	Feb 2026	3,987	$4K	0.00%	ABS-MBS
188	FNMA GTD MTG PASS THRU CTF	3138XHSB8	Feb 2026	3,807	$4K	0.00%	ABS-MBS
189	BANK OF AMERICA, N.A.	N/A	Feb 2026	440,000	$4K	0.00%	DIR
190	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD	31393FAU0	Feb 2026	3,716	$4K	0.00%	ABS-CBDO
191	FNMA GTD MTG PASS THRU CTF	31385XSL2	Feb 2026	3,606	$4K	0.00%	ABS-MBS
192	FNMA GTD MTG PASS THRU CTF	31411KKH5	Feb 2026	3,557	$4K	0.00%	ABS-MBS
193	FNMA GTD MTG PASS THRU CTF	31410FSX4	Feb 2026	3,440	$4K	0.00%	ABS-MBS
194	FEDERAL NAT MTG ASN GTD REM PA	31392FRJ8	Feb 2026	3,484	$3K	0.00%	ABS-CBDO
195	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128QPH96	Feb 2026	3,320	$3K	0.00%	ABS-MBS
196	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RYJ9	Feb 2026	2,853	$3K	0.00%	ABS-CBDO
197	FEDERAL NAT MTG ASN GTD REM PA	31392FMU8	Feb 2026	2,787	$3K	0.00%	ABS-CBDO
198	FNMA GTD MTG PASS THRU CTF	31416CAF3	Feb 2026	2,620	$3K	0.00%	ABS-MBS
199	FNMA GTD MTG PASS THRU CTF	31403CXV8	Feb 2026	2,434	$3K	0.00%	ABS-MBS
200	FNMA GTD MTG PASS THRU CTF	31402RAQ2	Feb 2026	2,112	$2K	0.00%	ABS-MBS
201	FNMA GTD MTG PASS THRU CTF	31408C2U9	Feb 2026	2,049	$2K	0.00%	ABS-MBS
202	FNMA GTD MTG PASS THRU CTF	31402CST0	Feb 2026	1,494	$2K	0.00%	ABS-MBS
203	FNMA GTD MTG PASS THRU CTF	3138ENGE3	Feb 2026	1,471	$2K	0.00%	ABS-MBS
204	FNMA GTD MTG PASS THRU CTF	31385JJF6	Feb 2026	1,413	$1K	0.00%	ABS-MBS
205	FEDERAL NAT MTG ASN GTD REM PA	31392EVD9	Feb 2026	1,360	$1K	0.00%	ABS-CBDO
206	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128QHT75	Feb 2026	1,292	$1K	0.00%	ABS-MBS
207	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RFZ4	Feb 2026	1,346	$1K	0.00%	ABS-CBDO
208	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38376RCN4	Feb 2026	947	$943	0.00%	ABS-CBDO
209	FNMA GTD MTG PASS THRU CTF	31403EDZ7	Feb 2026	874	$902	0.00%	ABS-MBS
210	FNMA GTD MTG PASS THRU CTF	31407WSA2	Feb 2026	860	$882	0.00%	ABS-MBS
211	FNMA GTD MTG PASS THRU CTF	31407WSB0	Feb 2026	766	$786	0.00%	ABS-MBS
212	FNMA GTD MTG PASS THRU CTF	31402RPS2	Feb 2026	675	$696	0.00%	ABS-MBS
213	FNMA GTD MTG PASS THRU CTF	31403QMV9	Feb 2026	662	$677	0.00%	ABS-MBS
214	FNMA GTD MTG PASS THRU CTF	31406PCX5	Feb 2026	581	$600	0.00%	ABS-MBS
215	FNMA GTD MTG PASS THRU CTF	31416CAH9	Feb 2026	493	$511	0.00%	ABS-MBS
216	FNMA GTD MTG PASS THRU CTF	31407MSE6	Feb 2026	462	$475	0.00%	ABS-MBS
217	FNMA GTD MTG PASS THRU CTF	31416BT65	Feb 2026	449	$464	0.00%	ABS-MBS
218	FNMA GTD MTG PASS THRU CTF	31405WSY2	Feb 2026	401	$411	0.00%	ABS-MBS
219	FED HOME LOAN MTG CORP - GOLD	31297S7K5	Feb 2026	341	$352	0.00%	ABS-MBS
220	FNMA GTD MTG PASS THRU CTF	31400RDY4	Feb 2026	305	$312	0.00%	ABS-MBS
221	FNMA GTD MTG PASS THRU CTF	31410EM88	Feb 2026	275	$284	0.00%	ABS-MBS
222	GNMA GUARANTEED PASS THRU CERT	3620ACDB7	Feb 2026	100	$100	0.00%	ABS-MBS
223	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS	38375BWC2	Feb 2026	88	$88	0.00%	ABS-CBDO
224	FEDERAL HOME LOAN MORTGAGE COR PORATION	3128HD4K2	Feb 2026	63	$65	0.00%	ABS-MBS
225	LONDON CLEARING HOUSE	N/A	Feb 2026	-7,710,000	$-16371	-0.01%	DIR
226	LONDON CLEARING HOUSE	N/A	Feb 2026	-8,223,000	$-50105	-0.03%	DIR
227	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER	21H060630	Feb 2026	-1,675,000	$-1708978	-1.03%	ABS-MBS

1

UST NOTES

91282CEF4

Feb 2026

14,200,000

$14.1M

8.49%

DBT

2

UST NOTES

91282CLS8

Feb 2026

11,930,000

$12.0M

7.23%

DBT

3

UST NOTES

91282CLN9

Feb 2026

11,130,000

$11.2M

6.74%

DBT

4

UST NOTES

91282CJF9

Feb 2026

10,612,000

$11.0M

6.65%

DBT

5

UST NOTES

91282CGC9

Feb 2026

10,479,000

$10.6M

6.38%

DBT

6

UST NOTES

91282CKA8

Feb 2026

8,140,000

$8.2M

4.95%

DBT

7

UST NOTES

91282CDQ1

Feb 2026

7,119,000

$7.0M

4.22%

DBT

8

UST NOTES

91282CPE5

Feb 2026

6,550,000

$6.6M

3.96%

DBT

9

UST NOTES

91282CFB2

Feb 2026

6,310,000

$6.2M

3.78%

DBT

10

UST NOTES

91282CKX8

Feb 2026

5,430,000

$5.6M

3.37%

DBT

11

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BTUM1

Feb 2026

4,648,722

$4.6M

2.80%

ABS-MBS

12

UST NOTES

91282CFZ9

Feb 2026

4,110,000

$4.1M

2.50%

DBT

13

UST NOTES

91282CPT2

Feb 2026

3,920,000

$3.9M

2.38%

DBT

14

Fidelity Revere Street Trust

31635A105

Feb 2026

3,651,537

$3.7M

2.21%

STIV

15

UST NOTES

91282CGP0

Feb 2026

3,140,000

$3.2M

1.92%

DBT

16

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137FQXJ7

Feb 2026

3,000,000

$3.0M

1.80%

ABS-MBS

17

FEDERAL FARM CREDIT BANKS

3133EWEB2

Feb 2026

2,660,000

$2.7M

1.61%

DBT

18

UST NOTES

91282CMS7

Feb 2026

2,550,000

$2.6M

1.56%

DBT

19

FEDERAL FARM CREDIT BANKS

3133EWDR8

Feb 2026

2,480,000

$2.5M

1.50%

DBT

20

GNMA II GTD PASS THRU CTF MULTIPLE ISSUER

21H060630

Feb 2026

2,425,000

$2.5M

1.50%

ABS-MBS

21

UST NOTES

91282CHE4

Feb 2026

2,400,000

$2.4M

1.46%

DBT

22

UST NOTES

91282CFT3

Feb 2026

2,320,000

$2.4M

1.43%

DBT

23

UST NOTES

91282CGT2

Feb 2026

2,250,000

$2.3M

1.37%

DBT

24

UST NOTES

91282CMT5

Feb 2026

1,460,000

$1.5M

0.91%

DBT

25

UST NOTES

91282CLP4

Feb 2026

1,280,000

$1.3M

0.77%

DBT

26

UST NOTES

91282CLR0

Feb 2026

1,180,000

$1.2M

0.73%

DBT

27

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HDJW1

Feb 2026

1,198,300

$1.2M

0.72%

ABS-MBS

28

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BSP72

Feb 2026

1,200,000

$1.2M

0.72%

ABS-MBS

29

UST NOTES

91282CQA2

Feb 2026

1,170,000

$1.2M

0.71%

DBT

30

UST NOTES

912828Z78

Feb 2026

1,144,000

$1.1M

0.68%

DBT

31

UST NOTES

91282CNG2

Feb 2026

1,100,000

$1.1M

0.68%

DBT

32

GNMA II GTD PASS THRU CTF MULTIPLE ISSUER

21H060648

Feb 2026

1,050,000

$1.1M

0.65%

ABS-MBS

33

UST NOTES

91282CJT9

Feb 2026

1,050,000

$1.1M

0.64%

DBT

34

UST NOTES

912810UJ5

Feb 2026

960,000

$984K

0.59%

DBT

35

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137FNWX4

Feb 2026

957,319

$952K

0.58%

ABS-MBS

36

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137F1G44

Feb 2026

900,000

$894K

0.54%

ABS-MBS

37

UST NOTES

91282CJM4

Feb 2026

829,000

$860K

0.52%

DBT

38

FEDERAL NAT MTG ASN GTD REM PA

3136BLES5

Feb 2026

922,548

$845K

0.51%

ABS-CBDO

39

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BRQJ7

Feb 2026

811,681

$807K

0.49%

ABS-MBS

40

UST NOTES

91282CLC3

Feb 2026

780,000

$795K

0.48%

DBT

41

UST NOTES

91282CDG3

Feb 2026

800,000

$787K

0.48%

DBT

42

UST NOTES

91282CPM7

Feb 2026

670,000

$672K

0.41%

DBT

43

UNITED STATES TREASURY BOND

912810UG1

Feb 2026

650,000

$648K

0.39%

DBT

44

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HMCF5

Feb 2026

600,000

$600K

0.36%

ABS-MBS

45

UST NOTES

912828YG9

Feb 2026

552,000

$546K

0.33%

DBT

46

UST NOTES

91282CKG5

Feb 2026

530,000

$541K

0.33%

DBT

47

UNITED STATES TREASURY BOND

912810UH9

Feb 2026

500,000

$506K

0.31%

DBT

48

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BTAC5

Feb 2026

500,000

$497K

0.30%

ABS-MBS

49

UST NOTES

91282CKC4

Feb 2026

450,000

$465K

0.28%

DBT

50

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137FMU67

Feb 2026

435,699

$434K

0.26%

ABS-MBS

51

FEDERAL NAT MTG ASN GTD REM PA

3136BL6D7

Feb 2026

442,307

$431K

0.26%

ABS-CBDO

52

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BVZ82

Feb 2026

398,208

$397K

0.24%

ABS-MBS

53

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BUX60

Feb 2026

396,267

$395K

0.24%

ABS-MBS

54

UST NOTES

91282CJX0

Feb 2026

380,000

$388K

0.23%

DBT

55

FED HOME LOAN MTG CORP - GOLD

3132DNXG3

Feb 2026

349,826

$361K

0.22%

ABS-MBS

56

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38380LGR8

Feb 2026

341,461

$335K

0.20%

ABS-CBDO

57

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H5KC0

Feb 2026

355,689

$332K

0.20%

ABS-CBDO

58

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H6XY6

Feb 2026

327,710

$324K

0.20%

ABS-CBDO

59

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HJYG6

Feb 2026

309,848

$312K

0.19%

ABS-CBDO

60

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137FBBX3

Feb 2026

300,000

$298K

0.18%

ABS-MBS

61

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BSRE5

Feb 2026

282,905

$281K

0.17%

ABS-MBS

62

UST NOTES

91282CKF7

Feb 2026

270,000

$277K

0.17%

DBT

63

UST NOTES

91282CPQ8

Feb 2026

270,000

$273K

0.16%

DBT

64

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137BPW21

Feb 2026

265,594

$265K

0.16%

ABS-MBS

65

FNMA GTD MTG PASS THRU CTF

3140QSHQ7

Feb 2026

247,607

$259K

0.16%

ABS-MBS

66

FNMA GTD MTG PASS THRU CTF

3140EXER0

Feb 2026

243,899

$241K

0.15%

ABS-MBS

67

FNMA GTD MTG PASS THRU CTF

3140F0H80

Feb 2026

224,535

$222K

0.13%

ABS-MBS

68

UNITED STATES TREASURY BOND

912810UP1

Feb 2026

210,000

$210K

0.13%

DBT

69

FNMA GTD MTG PASS THRU CTF

3140EVS99

Feb 2026

203,931

$202K

0.12%

ABS-MBS

70

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H1B70

Feb 2026

230,423

$200K

0.12%

ABS-CBDO

71

FNMA GTD MTG PASS THRU CTF

3140QSHR5

Feb 2026

191,177

$199K

0.12%

ABS-MBS

72

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137FAWS3

Feb 2026

200,000

$199K

0.12%

ABS-MBS

73

FNMA GTD MTG PASS THRU CTF

3136BUGA2

Feb 2026

192,777

$194K

0.12%

ABS-CBDO

74

FNMA GTD MTG PASS THRU CTF

3140XLTZ1

Feb 2026

184,422

$193K

0.12%

ABS-MBS

75

UST NOTES

91282CPJ4

Feb 2026

190,000

$191K

0.12%

DBT

76

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H7FZ1

Feb 2026

186,953

$183K

0.11%

ABS-CBDO

77

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HJQ26

Feb 2026

177,668

$179K

0.11%

ABS-CBDO

78

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HJEZ6

Feb 2026

174,360

$176K

0.11%

ABS-CBDO

79

FNMA GTD MTG PASS THRU CTF

3136BUWX4

Feb 2026

166,206

$168K

0.10%

ABS-CBDO

80

FEDERAL NAT MTG ASN GTD REM PA

3136BLRV4

Feb 2026

168,336

$160K

0.10%

ABS-CBDO

81

FED HOME LOAN MTG CORP - GOLD

3142GQAC6

Feb 2026

148,263

$157K

0.09%

ABS-MBS

82

FED HOME LOAN MTG CORP - GOLD

3142GQAB8

Feb 2026

146,633

$155K

0.09%

ABS-MBS

83

FNMA GTD MTG PASS THRU CTF

3140XBGF1

Feb 2026

159,925

$154K

0.09%

ABS-MBS

84

FEDERAL NAT MTG ASN GTD REM PA

31394AEQ5

Feb 2026

149,342

$152K

0.09%

ABS-CBDO

85

UST NOTES

91282CJP7

Feb 2026

150,000

$151K

0.09%

DBT

86

FNMA GTD MTG PASS THRU CTF

3140Y6UB4

Feb 2026

142,052

$149K

0.09%

ABS-MBS

87

FNMA GTD MTG PASS THRU CTF

3136BUWL0

Feb 2026

143,646

$145K

0.09%

ABS-CBDO

88

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H6RW7

Feb 2026

145,106

$141K

0.09%

ABS-CBDO

89

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H77F4

Feb 2026

143,248

$139K

0.08%

ABS-CBDO

90

FNMA GTD MTG PASS THRU CTF

3138AHXY7

Feb 2026

130,881

$133K

0.08%

ABS-MBS

91

CITIBANK, N.A.

N/A

Feb 2026

4,300,000

$126K

0.08%

DIR

92

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31394YRN6

Feb 2026

119,725

$123K

0.07%

ABS-CBDO

93

UNITED STATES TREASURY BOND

912810UF3

Feb 2026

120,000

$121K

0.07%

DBT

94

FED HOME LOAN MTG CORP - GOLD

3133KQGP5

Feb 2026

115,697

$121K

0.07%

ABS-MBS

95

FEDERAL NAT MTG ASN GTD REM PA

3136BQY60

Feb 2026

118,187

$119K

0.07%

ABS-CBDO

96

FNMA GTD MTG PASS THRU CTF

3136BUW22

Feb 2026

116,071

$117K

0.07%

ABS-CBDO

97

FEDERAL NAT MTG ASN GTD REM PA

3136BLMF4

Feb 2026

119,089

$113K

0.07%

ABS-CBDO

98

FNMA GTD MTG PASS THRU CTF

3136BUWD8

Feb 2026

110,585

$112K

0.07%

ABS-CBDO

99

CITIBANK, N.A.

N/A

Feb 2026

4,300,000

$101K

0.06%

DIR

100

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H5UF2

Feb 2026

105,635

$96K

0.06%

ABS-CBDO

101

FANNIE MAE

31398MRG3

Feb 2026

94,977

$96K

0.06%

ABS-CBDO

102

FED HOME LOAN MTG CORP - GOLD

3133KNXR9

Feb 2026

104,941

$95K

0.06%

ABS-MBS

103

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H5F77

Feb 2026

89,909

$83K

0.05%

ABS-CBDO

104

GNMA GUARANTEED PASS THRU CERT

36241KUT3

Feb 2026

79,009

$83K

0.05%

ABS-MBS

105

FNMA GTD MTG PASS THRU CTF

3140XJUV3

Feb 2026

78,889

$80K

0.05%

ABS-MBS

106

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137HJZC4

Feb 2026

72,821

$73K

0.04%

ABS-CBDO

107

FANNIE MAE

31398PU56

Feb 2026

70,912

$72K

0.04%

ABS-CBDO

108

CHICAGO BOARD OF TRADE

FVM6

Feb 2026

109

$71K

0.04%

DIR

109

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BFQ0

Feb 2026

66,669

$66K

0.04%

ABS-CBDO

110

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3137H5J57

Feb 2026

68,181

$63K

0.04%

ABS-CBDO

111

FED HOME LOAN MTG CORP - GOLD

3132J4MR7

Feb 2026

62,995

$63K

0.04%

ABS-MBS

112

FNMA GTD MTG PASS THRU CTF

3140XDUM6

Feb 2026

58,490

$56K

0.03%

ABS-MBS

113

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38377VW93

Feb 2026

53,616

$53K

0.03%

ABS-CBDO

114

CHICAGO BOARD OF TRADE

TUM6

Feb 2026

182

$50K

0.03%

DIR

115

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RV60

Feb 2026

48,228

$48K

0.03%

ABS-CBDO

116

UNITED STATES TREASURY BOND

912810UL0

Feb 2026

40,000

$42K

0.03%

DBT

117

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BJK9

Feb 2026

40,939

$41K

0.02%

ABS-CBDO

118

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BPQ9

Feb 2026

40,494

$41K

0.02%

ABS-CBDO

119

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38375XJZ8

Feb 2026

39,506

$40K

0.02%

ABS-CBDO

120

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RUU8

Feb 2026

36,762

$37K

0.02%

ABS-CBDO

121

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BLS9

Feb 2026

36,538

$37K

0.02%

ABS-CBDO

122

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BKP6

Feb 2026

32,393

$32K

0.02%

ABS-CBDO

123

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38375YFB3

Feb 2026

29,861

$30K

0.02%

ABS-CBDO

124

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BKD3

Feb 2026

30,352

$30K

0.02%

ABS-CBDO

125

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BLZ3

Feb 2026

30,231

$30K

0.02%

ABS-CBDO

126

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BNE8

Feb 2026

28,248

$28K

0.02%

ABS-CBDO

127

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BNX6

Feb 2026

28,206

$28K

0.02%

ABS-CBDO

128

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38376ENU5

Feb 2026

28,125

$28K

0.02%

ABS-CBDO

129

FNMA GTD MTG PASS THRU CTF

31410GWF6

Feb 2026

26,262

$28K

0.02%

ABS-MBS

130

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128UHGY5

Feb 2026

25,850

$27K

0.02%

ABS-MBS

131

FNMA GTD MTG PASS THRU CTF

31408FHG7

Feb 2026

25,744

$27K

0.02%

ABS-MBS

132

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31394TZB4

Feb 2026

26,299

$26K

0.02%

ABS-CBDO

133

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BMB5

Feb 2026

26,170

$26K

0.02%

ABS-CBDO

134

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BML3

Feb 2026

25,893

$26K

0.02%

ABS-CBDO

135

FNMA GTD MTG PASS THRU CTF

3140XKJK7

Feb 2026

25,194

$25K

0.01%

ABS-MBS

136

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BLW0

Feb 2026

24,007

$24K

0.01%

ABS-CBDO

137

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BQA3

Feb 2026

23,590

$24K

0.01%

ABS-CBDO

138

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31394LYV8

Feb 2026

22,478

$23K

0.01%

ABS-CBDO

139

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38380GF25

Feb 2026

22,154

$21K

0.01%

ABS-CBDO

140

FNMA GTD MTG PASS THRU CTF

31418MYV8

Feb 2026

19,706

$21K

0.01%

ABS-MBS

141

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3133TUUS5

Feb 2026

19,358

$20K

0.01%

ABS-CBDO

142

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BPJ5

Feb 2026

19,746

$20K

0.01%

ABS-CBDO

143

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38375LQB9

Feb 2026

19,705

$20K

0.01%

ABS-CBDO

144

CITIBANK, N.A.

N/A

Feb 2026

490,000

$19K

0.01%

DIR

145

FNMA GTD MTG PASS THRU CTF

31410GER0

Feb 2026

17,862

$19K

0.01%

ABS-MBS

146

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

3133TKE22

Feb 2026

18,243

$19K

0.01%

ABS-CBDO

147

FNMA GTD MTG PASS THRU CTF

31418DES7

Feb 2026

20,081

$18K

0.01%

ABS-MBS

148

FNMA GTD MTG PASS THRU CTF

31402RDG1

Feb 2026

16,590

$17K

0.01%

ABS-MBS

149

FEDERAL HOME LOAN MORTGAGE COR PORATION

31349SUE1

Feb 2026

15,147

$16K

0.01%

ABS-MBS

150

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38376PA42

Feb 2026

15,197

$15K

0.01%

ABS-CBDO

151

FNMA GTD MTG PASS THRU CTF

31419AZL4

Feb 2026

14,126

$15K

0.01%

ABS-MBS

152

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31397R3R5

Feb 2026

13,070

$13K

0.01%

ABS-CBDO

153

CITIBANK, N.A.

N/A

Feb 2026

490,000

$13K

0.01%

DIR

154

BANK OF AMERICA, N.A.

N/A

Feb 2026

440,000

$13K

0.01%

DIR

155

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128UHEK7

Feb 2026

11,756

$12K

0.01%

ABS-MBS

156

FNMA GTD MTG PASS THRU CTF

31405E5F8

Feb 2026

11,688

$12K

0.01%

ABS-MBS

157

FNMA GTD MTG PASS THRU CTF

3138E1JB4

Feb 2026

11,542

$12K

0.01%

ABS-MBS

158

FNMA GTD MTG PASS THRU CTF

31402DGL8

Feb 2026

10,882

$11K

0.01%

ABS-MBS

159

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RLC8

Feb 2026

10,028

$10K

0.01%

ABS-CBDO

160

FED HOME LOAN MTG CORP - GOLD

3132DMSD8

Feb 2026

10,674

$10K

0.01%

ABS-MBS

161

FED HOME LOAN MTG CORP - GOLD

3132DMSE6

Feb 2026

10,600

$10K

0.01%

ABS-MBS

162

FNMA GTD MTG PASS THRU CTF

31401PEJ9

Feb 2026

9,329

$10K

0.01%

ABS-MBS

163

FNMA GTD MTG PASS THRU CTF

31410FW84

Feb 2026

9,161

$10K

0.01%

ABS-MBS

164

FNMA GTD MTG PASS THRU CTF

31402QTS0

Feb 2026

8,552

$9K

0.01%

ABS-MBS

165

CHICAGO BOARD OF TRADE

TYM6

Feb 2026

9

$8K

0.00%

DIR

166

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128QFEX8

Feb 2026

7,320

$8K

0.00%

ABS-MBS

167

FNMA GTD MTG PASS THRU CTF

31409D5U3

Feb 2026

7,190

$7K

0.00%

ABS-MBS

168

FEDERAL HOME LOAN MORTGAGE COR PORATION

31342AU64

Feb 2026

7,131

$7K

0.00%

ABS-MBS

169

GNMA II GTD PASS THRU CTF MULTIPLE ISSUER

36179VFQ8

Feb 2026

7,218

$7K

0.00%

ABS-MBS

170

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31393FGG5

Feb 2026

6,886

$7K

0.00%

ABS-CBDO

171

FEDERAL NAT MTG ASN GTD REM PA

313920QV5

Feb 2026

6,785

$7K

0.00%

ABS-CBDO

172

FEDERAL NAT MTG ASN GTD REM PA

31392DYV8

Feb 2026

6,733

$7K

0.00%

ABS-CBDO

173

FNMA GTD MTG PASS THRU CTF

3138EMVW8

Feb 2026

6,397

$7K

0.00%

ABS-MBS

174

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31392KYV2

Feb 2026

6,544

$7K

0.00%

ABS-CBDO

175

FNMA GTD MTG PASS THRU CTF

31371LJP5

Feb 2026

6,197

$6K

0.00%

ABS-MBS

176

FEDERAL HOME LOAN MORTGAGE COR PORATION

31300MH89

Feb 2026

6,117

$6K

0.00%

ABS-MBS

177

FNMA GTD MTG PASS THRU CTF

31385JJC3

Feb 2026

6,126

$6K

0.00%

ABS-MBS

178

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128Q2DN0

Feb 2026

5,802

$6K

0.00%

ABS-MBS

179

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128QFEZ3

Feb 2026

5,515

$6K

0.00%

ABS-MBS

180

FNMA GTD MTG PASS THRU CTF

3138EMVG3

Feb 2026

5,225

$5K

0.00%

ABS-MBS

181

FED HOME LOAN MTG CORP - GOLD

3132DV3Z6

Feb 2026

5,876

$5K

0.00%

ABS-MBS

182

FNMA GTD MTG PASS THRU CTF

3138E6TA4

Feb 2026

5,097

$5K

0.00%

ABS-MBS

183

FNMA GTD MTG PASS THRU CTF

3138XHES6

Feb 2026

5,032

$5K

0.00%

ABS-MBS

184

GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS

38374DMX4

Feb 2026

5,216

$5K

0.00%

ABS-CBDO

185

CHICAGO BOARD OF TRADE

WNM6

Feb 2026

4

$5K

0.00%

DIR

186

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128NFKN6

Feb 2026

4,378

$4K

0.00%

ABS-MBS

187

FNMA GTD MTG PASS THRU CTF

31402RN39

Feb 2026

3,987

$4K

0.00%

ABS-MBS

188

FNMA GTD MTG PASS THRU CTF

3138XHSB8

Feb 2026

3,807

$4K

0.00%

ABS-MBS

189

BANK OF AMERICA, N.A.

N/A

Feb 2026

440,000

$4K

0.00%

DIR

190

FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD

31393FAU0

Feb 2026

3,716

$4K

0.00%

ABS-CBDO

191

FNMA GTD MTG PASS THRU CTF

31385XSL2

Feb 2026

3,606

$4K

0.00%

ABS-MBS

192

FNMA GTD MTG PASS THRU CTF

31411KKH5

Feb 2026

3,557

$4K

0.00%

ABS-MBS

193

FNMA GTD MTG PASS THRU CTF

31410FSX4

Feb 2026

3,440

$4K

0.00%

ABS-MBS

194

FEDERAL NAT MTG ASN GTD REM PA

31392FRJ8

Feb 2026

3,484

$3K

0.00%

ABS-CBDO

195

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128QPH96

Feb 2026

3,320

$3K

0.00%

ABS-MBS

196

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RYJ9

Feb 2026

2,853

$3K

0.00%

ABS-CBDO

197

FEDERAL NAT MTG ASN GTD REM PA

31392FMU8

Feb 2026

2,787

$3K

0.00%

ABS-CBDO

198

FNMA GTD MTG PASS THRU CTF

31416CAF3

Feb 2026

2,620

$3K

0.00%

ABS-MBS

199

FNMA GTD MTG PASS THRU CTF

31403CXV8

Feb 2026

2,434

$3K

0.00%

ABS-MBS

200

FNMA GTD MTG PASS THRU CTF

31402RAQ2

Feb 2026

2,112

$2K

0.00%

ABS-MBS

201

FNMA GTD MTG PASS THRU CTF

31408C2U9

Feb 2026

2,049

$2K

0.00%

ABS-MBS

202

FNMA GTD MTG PASS THRU CTF

31402CST0

Feb 2026

1,494

$2K

0.00%

ABS-MBS

203

FNMA GTD MTG PASS THRU CTF

3138ENGE3

Feb 2026

1,471

$2K

0.00%

ABS-MBS

204

FNMA GTD MTG PASS THRU CTF

31385JJF6

Feb 2026

1,413

$1K

0.00%

ABS-MBS

205

FEDERAL NAT MTG ASN GTD REM PA

31392EVD9

Feb 2026

1,360

$1K

0.00%

ABS-CBDO

206

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128QHT75

Feb 2026

1,292

$1K

0.00%

ABS-MBS

207

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RFZ4

Feb 2026

1,346

$1K

0.00%

ABS-CBDO

208

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38376RCN4

Feb 2026

947

$943

0.00%

ABS-CBDO

209

FNMA GTD MTG PASS THRU CTF

31403EDZ7

Feb 2026

874

$902

0.00%

ABS-MBS

210

FNMA GTD MTG PASS THRU CTF

31407WSA2

Feb 2026

860

$882

0.00%

ABS-MBS

211

FNMA GTD MTG PASS THRU CTF

31407WSB0

Feb 2026

766

$786

0.00%

ABS-MBS

212

FNMA GTD MTG PASS THRU CTF

31402RPS2

Feb 2026

675

$696

0.00%

ABS-MBS

213

FNMA GTD MTG PASS THRU CTF

31403QMV9

Feb 2026

662

$677

0.00%

ABS-MBS

214

FNMA GTD MTG PASS THRU CTF

31406PCX5

Feb 2026

581

$600

0.00%

ABS-MBS

215

FNMA GTD MTG PASS THRU CTF

31416CAH9

Feb 2026

493

$511

0.00%

ABS-MBS

216

FNMA GTD MTG PASS THRU CTF

31407MSE6

Feb 2026

462

$475

0.00%

ABS-MBS

217

FNMA GTD MTG PASS THRU CTF

31416BT65

Feb 2026

449

$464

0.00%

ABS-MBS

218

FNMA GTD MTG PASS THRU CTF

31405WSY2

Feb 2026

401

$411

0.00%

ABS-MBS

219

FED HOME LOAN MTG CORP - GOLD

31297S7K5

Feb 2026

341

$352

0.00%

ABS-MBS

220

FNMA GTD MTG PASS THRU CTF

31400RDY4

Feb 2026

305

$312

0.00%

ABS-MBS

221

FNMA GTD MTG PASS THRU CTF

31410EM88

Feb 2026

275

$284

0.00%

ABS-MBS

222

GNMA GUARANTEED PASS THRU CERT

3620ACDB7

Feb 2026

100

$100

0.00%

ABS-MBS

223

GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS

38375BWC2

Feb 2026

88

$88

0.00%

ABS-CBDO

224

FEDERAL HOME LOAN MORTGAGE COR PORATION

3128HD4K2

Feb 2026

63

$65

0.00%

ABS-MBS

225

LONDON CLEARING HOUSE

N/A

Feb 2026

-7,710,000

$-16371

-0.01%

DIR

226

LONDON CLEARING HOUSE

N/A

Feb 2026

-8,223,000

$-50105

-0.03%

DIR

227

GNMA II GTD PASS THRU CTF MULTIPLE ISSUER

21H060630

Feb 2026

-1,675,000

$-1708978

-1.03%

ABS-MBS