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Notes 0.845 313385E85 2549001DPIFGXC1TOL40 US313385E857 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-09-07 2018-09-07 2018-09-07 N N N 0.0084 778044193.26 778044193.26 0.0085 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.312 313385F50 2549001DPIFGXC1TOL40 US313385F508 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-09-12 2018-09-12 2018-09-12 N N N 0.0131 1108651842.97 1108651842.97 0.0121 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.554 313385G42 2549001DPIFGXC1TOL40 US313385G423 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-09-19 2018-09-19 2018-09-19 N N N 0.0155 438045628.13 438045628.13 0.0048 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.814 313385H82 2549001DPIFGXC1TOL40 US313385H827 U.S. Government Agency Debt Y Fitch Agency Moody's Agency 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Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.844 313385J49 2549001DPIFGXC1TOL40 US313385J492 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2018-10-05 2018-10-05 2018-10-05 N N N 0.0184 482147369.76 482147369.76 0.0053 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.869 313385J80 2549001DPIFGXC1TOL40 US313385J807 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-10-09 2018-10-09 2018-10-09 N N N 0.0187 579407899.12 579407899.12 0.0063 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.885 313385K39 2549001DPIFGXC1TOL40 US313385K391 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-10-12 2018-10-12 2018-10-12 N N N 0.0188 373070964.81 373070964.81 0.0041 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.902 313385K70 2549001DPIFGXC1TOL40 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2018-10-26 N N N 0.0194 348963611.50 348963611.50 0.0038 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.034 313385R24 2549001DPIFGXC1TOL40 US313385R248 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-11-28 2018-11-28 2018-11-28 N N N 0.0203 98013930.08 98013930.08 0.0011 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.090 313313R83 US313313R836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2018-12-04 2018-12-04 2018-12-04 N N N 0.0209 88518559.84 88518559.84 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 2.156 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0216 381009237.59 381009237.59 0.0042 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 2.226 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0223 97581670.91 97581670.91 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.967 3130ABPM2 2549001DPIFGXC1TOL40 US3130ABPM25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2018-10-01 2018-10-01 N N N 0.0198 249999812.50 249999812.50 0.0027 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.952 3130AEQK9 2549001DPIFGXC1TOL40 US3130AEQK98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2019-02-01 2019-02-01 N N N 0.0201 633187899.99 633187899.99 0.0069 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.140 3133EGV36 US3133EGV360 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2018-12-14 2018-12-14 N N N 0.0193 160093985.60 160093985.60 0.0018 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.100 3133EG2C8 US3133EG2C88 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2018-12-27 2018-12-27 N N N 0.0193 50026707.50 50026707.50 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.030 3133EHAU7 US3133EHAU78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2019-03-06 2019-03-06 N N N 0.0197 50016065.50 50016065.50 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.241 3133EHBY8 US3133EHBY81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-03 2019-03-13 2019-03-13 N N N 0.0220 85025092.85 85025092.85 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.251 3133EHDK6 US3133EHDK69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-04 2019-03-22 2019-03-22 N N N 0.0219 100041713.00 100041713.00 0.0011 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.176 3133EJHQ5 US3133EJHQ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-04 2020-03-26 2020-03-26 N N N 0.0222 95870825.39 95870825.39 0.0011 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.141 3133EJQY8 US3133EJQY82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-01 2020-04-30 2020-04-30 N N N 0.0219 195199239.05 195199239.05 0.0021 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.231 912828V64 254900HROIFWPRGM1V77 US912828V640 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2018-09-01 2019-01-31 2019-01-31 N N N 0.0205 200152426.00 200152426.00 0.0022 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.981 3130ABZ33 2549001DPIFGXC1TOL40 US3130ABZ333 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-02 2018-11-02 2018-11-02 N N N 0.0201 202503272.40 202503272.40 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.967 3130ABPP5 2549001DPIFGXC1TOL40 US3130ABPP55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-03 2018-10-03 2018-10-03 N N N 0.0197 109999882.30 109999882.30 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.965 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-04 2019-06-04 2019-06-04 N N N 0.0200 853501600.12 853501600.12 0.0093 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.009 3133EJYP8 US3133EJYP83 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-10-05 2019-09-05 2019-09-05 N N N 0.0179 225050000.00 225050000.00 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.990 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-06 2019-04-05 2019-04-05 N N N 0.0199 457001476.11 457001476.11 0.0050 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.185 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-06 2018-09-06 2018-09-06 N N N 0.0210 303389717.64 303389717.64 0.0033 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.994 3133EHTQ6 US3133EHTQ65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-07 2019-05-07 2019-05-07 N N N 0.0199 101005056.06 101005056.06 0.0011 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.153 3133EGU78 US3133EGU784 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-08 2019-01-08 2019-01-08 N N N 0.0194 125096530.00 125096530.00 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.001 3133EHBD4 US3133EHBD45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-09 2019-01-09 2019-01-09 N N N 0.0193 150043464.00 150043464.00 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.938 3130ADSC7 2549001DPIFGXC1TOL40 US3130ADSC71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-10 2018-09-10 2018-09-10 N N N 0.0195 489988956.32 489988956.32 0.0054 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.953 3130AEBB5 2549001DPIFGXC1TOL40 US3130AEBB54 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-10 2019-05-10 2019-05-10 N N N 0.0200 184970590.55 184970590.55 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.007 3130ACE34 2549001DPIFGXC1TOL40 US3130ACE344 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-11 2019-09-11 2019-09-11 N N N 0.0201 221821454.71 221821454.71 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.997 3130AC5L4 2549001DPIFGXC1TOL40 US3130AC5L46 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-11 2019-02-11 2019-02-11 N N N 0.0199 191274078.38 191274078.38 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.987 3130ADYH9 2549001DPIFGXC1TOL40 US3130ADYH94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-11 2019-07-11 2019-07-11 N N N 0.0200 1185420175.32 1185420175.32 0.0130 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.166 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-12 2019-06-12 2019-06-12 N N N 0.0209 297079071.92 297079071.92 0.0033 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.122 3133EGT62 US3133EGT620 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-12 2018-12-12 2018-12-12 N N N 0.0193 245142060.80 245142060.80 0.0027 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.987 3130AC4M3 2549001DPIFGXC1TOL40 US3130AC4M38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-13 2018-11-13 2018-11-13 N N N 0.0198 210011081.70 210011081.70 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.957 3130AESB7 2549001DPIFGXC1TOL40 US3130AESB71 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-13 2019-08-13 2019-08-13 N N N 0.0201 339891512.80 339891512.80 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.977 3130ABSV9 2549001DPIFGXC1TOL40 US3130ABSV96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-14 2019-01-14 2019-01-14 N N N 0.0198 175011602.50 175011602.50 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.933 3130ACT79 2549001DPIFGXC1TOL40 US3130ACT797 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-15 2018-11-15 2018-11-15 N N N 0.0195 848003926.24 848003926.24 0.0093 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.933 3130ACT95 2549001DPIFGXC1TOL40 US3130ACT953 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-15 2018-11-15 2018-11-15 N N N 0.0197 499977080.00 499977080.00 0.0055 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.933 3130ADYT3 2549001DPIFGXC1TOL40 US3130ADYT33 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-15 2018-10-15 2018-10-15 N N N 0.0197 862686702.03 862686702.03 0.0094 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.953 3130AEBC3 2549001DPIFGXC1TOL40 US3130AEBC38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-15 2019-05-15 2019-05-15 N N N 0.0200 279953452.80 279953452.80 0.0031 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.013 3133EJRR2 US3133EJRR23 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-15 2020-06-15 2020-06-15 N N N 0.0202 539524879.93 539524879.93 0.0059 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.020 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-17 2020-04-17 2020-04-17 N N N 0.0205 567284492.34 567284492.34 0.0062 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.010 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-17 2020-08-17 2020-08-17 N N N 0.0206 332444087.47 332444087.47 0.0036 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.927 3130AE3P3 2549001DPIFGXC1TOL40 US3130AE3P32 U.S. Government Agency Debt Y Fitch Agency 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387075925.91 387075925.91 0.0042 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.957 3130AD7E6 2549001DPIFGXC1TOL40 US3130AD7E66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-19 2018-12-19 2018-12-19 N N N 0.0197 425833042.27 425833042.27 0.0047 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.167 3133EGYX7 US3133EGYX78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-19 2018-10-19 2018-10-19 N N N 0.0194 150048541.50 150048541.50 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.165 3130ABLG9 2549001DPIFGXC1TOL40 US3130ABLG92 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2018-09-20 2019-06-20 2019-06-20 N N N 0.0209 203709876.81 203709876.81 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank 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Collateralized Mortgage Obligation FNST TR0398 C5 WL 2039-05-01 5.000000 49230962.00 394174.39 Agency Collateralized Mortgage Obligation FNST TR0407 IO28 WL 2039-01-01 6.000000 31314046.00 757973.58 Agency Collateralized Mortgage Obligation FNST TR0386 IO3 WL 2037-12-25 5.500000 28442809.00 165782.39 Agency Collateralized Mortgage Obligation FNST TR0383 IO5 WL 2037-09-01 5.500000 22745000.00 131305.04 Agency Collateralized Mortgage Obligation FNST TR0387 IO5 WL 2038-03-25 5.000000 17219204.00 121566.17 Agency Collateralized Mortgage Obligation FNST TR0385 IO14 WL 2037-07-01 6.000000 38704587.00 247205.06 Agency Collateralized Mortgage Obligation FNST TR0385 IO7 WL 2037-07-01 5.000000 29879635.00 346687.27 Agency Collateralized Mortgage Obligation FNST TR0378 IO22 CL 2035-06-01 5.000000 43374031.00 280927.80 Agency Collateralized Mortgage Obligation FNST TR0374 IO4 CL 2036-08-01 5.500000 51412063.00 289419.67 Agency Collateralized Mortgage Obligation FNST TR0348 I025 CL 2019-01-01 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Collateralized Mortgage Obligation FNRM CL127IA R12F127 2027-11-25 3.500000 92408253.00 2917286.21 Agency Collateralized Mortgage Obligation FNRM CL098JI R12F098 2027-04-25 3.000000 27500000.00 718776.92 Agency Collateralized Mortgage Obligation FNRA CL107AS R12F107 2040-05-25 3.986000 25000000.00 1352644.90 Agency Collateralized Mortgage Obligation FNRM CL112AI R12F112 2031-11-25 3.000000 66322582.00 2979831.46 Agency Collateralized Mortgage Obligation FNRM RC089IO R12F089 2042-08-25 3.500000 65268540.00 4522932.79 Agency Collateralized Mortgage Obligation FNRM CL097AI R12F097 2027-09-25 3.000000 46297557.00 1514921.84 Agency Collateralized Mortgage Obligation FNRM CL063GI R12F063 2042-06-25 4.500000 26666666.00 1992306.00 Agency Collateralized Mortgage Obligation FNRM CL061JI R12F061 2041-08-25 4.000000 20568999.00 945896.64 Agency Collateralized Mortgage Obligation FNRA CL071SB R12F071 2042-07-25 4.536000 36126447.00 1056854.07 Agency Collateralized Mortgage Obligation FNRM RC030PI R12F030 2040-10-25 4.000000 25000000.00 1022758.49 Agency Collateralized Mortgage Obligation FNRA CL030AS R12F030 2042-04-25 3.886000 33798669.00 952271.83 Agency Collateralized Mortgage Obligation FNRA CL055SA R12F055 2042-05-25 4.486000 38708337.00 2188934.09 Agency Collateralized Mortgage Obligation FNRA CL014BS R12F014 2042-03-25 3.836000 19000000.00 842791.88 Agency Collateralized Mortgage Obligation FNRA CL019JS R12F019 2042-03-25 4.386000 21315952.00 1041760.23 Agency Collateralized Mortgage Obligation FNRM CL022PI R12F022 2040-11-25 4.500000 38736333.00 1578681.30 Agency Collateralized Mortgage Obligation FNRA RC127SC R11F127 2041-12-25 4.486000 50000000.00 3695716.41 Agency Collateralized Mortgage Obligation 7.25 FNPR BB 05/30 2030-05-15 0.000000 2000.00 1346.16 Agency Debentures and Agency Strips 6.25 FMPR GB 32 A 2032-07-15 0.000000 1000.00 622.32 Agency Debentures and Agency Strips 6.75 FMPR GB 31 A 2031-03-15 0.000000 1000.00 652.58 Agency Debentures and Agency Strips FMAR 755434 G 2032-06-01 4.077000 10054375.00 417232.98 Agency Mortgage-Backed Securities FMAR 840324 G 2037-06-01 3.590000 2341961.00 1471884.75 Agency Mortgage-Backed Securities FGRA 1686FB 02/15/24 2024-02-15 2.085000 997680.00 7355.89 Agency Collateralized Mortgage Obligation 3.99 FCOR 23-33 AD 2033-06-20 3.990000 1000.00 1008.81 Agency Debentures and Agency Strips 3.90 FCOR 21-33 Z 2033-04-26 3.900000 2000.00 2015.61 Agency Debentures and Agency Strips 3.55 FCOR 18-37 Y 2037-11-27 3.550000 2000.00 1962.78 Agency Debentures and Agency Strips 3.43 FCOR 20-37 V 2037-10-26 3.430000 309000.00 298989.77 Agency Debentures and Agency Strips 3.47 FCOR 18-32 AR 2032-12-22 3.470000 1999000.00 1950912.94 Agency Debentures and Agency Strips 3.35 FCOR 18-29 BN 2029-12-26 3.350000 3145000.00 3064128.07 Agency Debentures and Agency Strips 3.13 FCOR 17-36 P 2036-06-02 3.130000 1964000.00 1832865.90 Agency Debentures and Agency Strips FMAR 1B0989 G 2033-07-01 3.836000 5173705.00 75133.81 Agency Mortgage-Backed Securities 04.000 FGPC Q56655 G 2048-06-01 4.000000 1000.00 1018.53 Agency Mortgage-Backed Securities 04.000 FGPC Q53756 G 2048-01-01 4.000000 2679000.00 2597811.95 Agency Mortgage-Backed Securities 04.000 FGPC Q42604 G 2046-08-01 4.000000 6747996.00 5288354.23 Agency Mortgage-Backed Securities 04.000 FGPC V81158 G 2044-05-01 4.000000 280280.00 203765.52 Agency Mortgage-Backed Securities FMAR 2B1477 G 2043-07-01 2.264000 2909664.00 1253596.68 Agency Mortgage-Backed Securities FMAR 2B1353 G 2043-05-01 2.166000 10929886.00 3693723.17 Agency Mortgage-Backed Securities FGST GIO 0329 S13831 2043-06-15 3.000000 3831063.00 362926.66 Agency Collateralized Mortgage Obligation FGRA S13664 03/15/44 2044-03-15 3.878370 107750000.00 9617855.38 Agency Collateralized Mortgage Obligation FGST GIO 0311 S13189 2043-08-15 3.500000 42462876.00 4412620.24 Agency Collateralized Mortgage Obligation FGST GIO 0303 S12851 2040-12-15 4.500000 8567209.00 611236.84 Agency Collateralized Mortgage Obligation FGRA S12488 10/15/42 2042-10-15 3.928000 51800000.00 3751276.05 Agency Collateralized Mortgage Obligation FGRA S12460 10/15/42 2042-10-15 4.028000 36873438.00 2778988.45 Agency Collateralized Mortgage Obligation FGRA S12410 09/15/42 2042-09-15 3.978370 50539734.00 3484605.48 Agency Collateralized Mortgage Obligation FGRA S12231 08/15/42 2042-08-15 3.928370 65979927.00 4807142.50 Agency Collateralized Mortgage Obligation FGRA S12126 07/15/42 2042-07-15 4.428000 42705734.00 4383199.26 Agency Collateralized Mortgage Obligation FGRA S12103 06/15/42 2042-06-15 3.878000 48620912.00 2868555.09 Agency Collateralized Mortgage Obligation 3.93 FHOR 23-33 BI 2033-07-11 3.930000 10000.00 10030.99 Agency Debentures and Agency Strips 3.94 FHOR 20-38 L 2038-03-23 3.940000 500000.00 509201.39 Agency Debentures and Agency Strips 3.65 FHOR 17-41 B 2041-02-22 3.650000 10000.00 9704.71 Agency Debentures and Agency Strips FMAR 849307 G 2044-05-01 2.811000 3035890.00 784142.14 Agency Mortgage-Backed Securities FMAR 848383 G 2037-11-01 4.067000 17557248.00 4037997.42 Agency Mortgage-Backed Securities FMAR 848994 G 2043-02-01 2.500000 6124144.00 2387568.55 Agency Mortgage-Backed Securities FMAR 786668 G 2028-12-01 3.651000 22476.00 180.01 Agency Mortgage-Backed Securities FMZC 12/17/2029 A 2029-12-17 0.000000 2000.00 1368.44 Agency Debentures and Agency Strips FMAR 1G3639 G 2037-04-01 3.362000 5483.00 263.94 Agency Mortgage-Backed Securities FMAR 1G1538 G 2037-02-01 3.680000 105507.00 2534.73 Agency Mortgage-Backed Securities FMAR 1N0043 G 2035-11-01 4.640000 10745.00 196.45 Agency Mortgage-Backed Securities FMAR 1L0225 G 2034-06-01 3.868000 70600904.00 1357226.11 Agency Mortgage-Backed Securities FMAR 2B0645 G 2042-07-01 2.695000 1001.00 436.05 Agency Mortgage-Backed Securities FMAR 2B0309 G 2042-03-01 3.992000 12236.00 1210.10 Agency Mortgage-Backed Securities FMAR 2B0180 G 2042-01-01 2.902000 2898200.00 905502.27 Agency Mortgage-Backed Securities FMAR 2B0788 G 2042-10-01 2.214000 3689932.00 1358737.69 Agency Mortgage-Backed Securities FMAR 847630 G 2034-02-01 3.724000 1386.00 88.88 Agency Mortgage-Backed Securities FMAR 847587 G 2032-07-01 3.961000 30124.00 2663.03 Agency Mortgage-Backed Securities FMAR 846787 G 2030-01-01 3.795000 2705.00 31.45 Agency Mortgage-Backed Securities FGRA S10341 07/15/36 2036-07-15 5.628370 75000000.00 244584.59 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-09-04 2018-09-07 2018-09-07 Y NATIXIS SA 1.0000 7 N Fitch A Moody's A1 Standard & Poor's A N N 0.0208 1000000000.00 1000000000.00 0.0110 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.990 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 0.62 0.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 1.00 0.80 U.S. Treasuries (including strips) FNMA_10-56 2040-06-25 3.027070 3.00 0.04 Agency Collateralized Mortgage Obligation FNMA_98-37B 2028-06-17 6.000000 5.00 0.53 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 10.94 8.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 14.83 11.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-09-13 0.000000 100.00 99.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 100.00 74.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.000000 205.78 98.51 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-10-09 0.000000 982.00 953.15 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2048-04-01 4.000000 1000.00 1016.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-12-01 4.500000 1000.00 444.03 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-14 0.000000 1000.00 684.56 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 4.500000 1000.00 134.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 3.500000 1000.00 400.04 Agency Mortgage-Backed Securities FNMA_03-62B 2033-07-25 12.717820 1050.00 69.46 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2018-11-01 5.500000 1175.00 0.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-15 3.125000 1500.00 1521.49 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2047-09-01 3.500000 2000.00 1847.88 Agency Mortgage-Backed Securities FNMA_91-47 2021-12-25 14.085250 2079.00 3.92 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2045-07-01 4.500000 2930.00 2018.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-05-01 3.500000 3000.00 403.62 Agency Mortgage-Backed Securities GINNIE MAE I 2023-02-15 6.500000 4270.00 104.83 Agency Mortgage-Backed Securities GINNIE MAE I 2024-11-15 9.000000 4616.00 17.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 4.110000 4827.00 53.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 3.500000 5000.00 1482.70 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_1105 2021-07-15 7.950000 5946.00 0.07 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-04-01 3.500000 8000.00 3398.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.500000 11000.00 2700.32 Agency Mortgage-Backed Securities FNMA_02-M3 2032-10-25 0.712690 11883.00 0.40 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 3.500000 13000.00 2205.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 20119.41 17253.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 75552.24 48610.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 107368.77 75868.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 117999.91 91562.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 170800.00 162937.17 U.S. Treasuries (including strips) FREMF_15-K42 2048-01-27 0.100000 179046.00 838.34 Agency Collateralized Mortgage Obligation FNMA_08-43 2037-09-25 0.250000 263789.00 104.46 Agency Collateralized Mortgage Obligation GNMA_10-144 2037-07-16 0.000000 362560.00 0.00 Agency Collateralized Mortgage Obligation GNMA_18-112 2045-02-20 4.500000 515168.00 90182.73 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 549857.05 224682.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 549926.00 510765.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 549999.00 271991.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 549999.36 343194.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 549999.36 400592.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 549999.36 299117.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 549999.36 294546.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 549999.36 255650.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 549999.36 230823.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 550000.00 359029.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 550000.00 318461.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.000000 550000.00 267789.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 550000.00 241235.50 U.S. Treasuries (including strips) GNMA_18-112 2038-12-20 3.500000 756421.00 749597.83 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-08-20 5.000000 1341360.00 1414667.56 Agency Mortgage-Backed Securities FHLMC_3988 2042-01-15 0.000000 2527201.00 0.70 Agency Collateralized Mortgage Obligation GNMA_09-92 2039-10-20 5.500000 2679493.00 4907251.77 Agency Collateralized Mortgage Obligation GNMA_09-26 2039-04-16 6.500000 3601200.00 8156313.10 Agency Collateralized Mortgage Obligation FNMA_18-53A 2048-07-25 3.500000 4033822.00 3630653.98 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 1.375000 4100000.00 3997664.00 U.S. Treasuries (including strips) FNMA_14-66 2044-10-25 4.000000 10000000.00 11744030.50 Agency Collateralized Mortgage Obligation GNMA_18-65A 2048-05-20 4.000000 11664452.00 11649065.79 Agency Collateralized Mortgage Obligation GNMA_10-163 2037-08-16 0.000000 19146381.00 0.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_2945A 2035-03-15 5.500000 20000000.00 8174348.44 Agency Collateralized Mortgage Obligation FNMA_18-56B 2048-08-25 4.135250 21206519.00 2889102.45 Agency Collateralized Mortgage Obligation GNMA_18-91A 2048-07-20 4.072620 21735531.00 3893658.53 Agency Collateralized Mortgage Obligation GNMA_18-78B 2048-06-20 4.122620 21983210.00 3825550.53 Agency Collateralized Mortgage Obligation FNMA_11-122 2041-12-25 4.455250 23224653.00 1236458.93 Agency Collateralized Mortgage Obligation GNMA_18-91K 2048-07-20 4.072620 23738689.00 3438608.32 Agency Collateralized Mortgage Obligation GNMA_17-180C 2047-12-20 4.122620 23750243.00 3894655.66 Agency Collateralized Mortgage Obligation GNMA_18-112 2048-08-20 4.187030 23898189.00 3050627.72 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-15 1.625000 25000000.00 24815565.90 U.S. Treasuries (including strips) FNMA_17-11B 2047-03-25 3.985250 25714285.00 3821514.92 Agency Collateralized Mortgage Obligation FNMA_16-79 2046-11-25 3.985250 25718144.00 3658884.14 Agency Collateralized Mortgage Obligation FNMA_18-29 2048-05-25 4.135250 26271000.00 3558492.95 Agency Collateralized Mortgage Obligation FHLMC_4764J 2048-02-15 4.137310 26881300.00 4697006.73 Agency Collateralized Mortgage Obligation FHLMC_4796A 2048-05-15 4.137310 28000000.00 4508881.48 Agency Collateralized Mortgage Obligation GNMA_17-163B 2047-11-20 4.122620 28522311.00 4937562.80 Agency Collateralized Mortgage Obligation FHLMC_4776K 2048-03-15 4.137310 28596301.00 5103079.04 Agency Collateralized Mortgage Obligation FHLMC_4787C 2048-05-15 4.137310 29000000.00 5079333.99 Agency Collateralized Mortgage Obligation GNMA_17-117 2047-08-20 4.122620 29041714.00 5188709.44 Agency Collateralized Mortgage Obligation FNMA_18-24C 2048-04-25 4.135250 30000281.00 4852602.43 Agency Collateralized Mortgage Obligation FHLMC_4776G 2048-02-15 4.137310 35219136.00 5316347.22 Agency Collateralized Mortgage Obligation FHLMC_4796D 2048-06-15 4.187310 36890467.00 5471326.04 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 4.072620 38574544.00 5863539.91 Agency Collateralized Mortgage Obligation GNMA_16-51B 2046-04-20 4.022620 39107050.00 4252444.56 Agency Collateralized Mortgage Obligation FNMA_13-72 2043-07-25 4.085250 39425000.00 3884440.06 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 4.072620 39877025.00 5069796.02 Agency Collateralized Mortgage Obligation GNMA_16-146B 2046-10-20 4.172620 39948442.00 7125112.55 Agency Collateralized Mortgage Obligation FNMA_16-60 2046-09-25 4.035250 40000000.00 3334939.08 Agency Collateralized Mortgage Obligation FNMA_18-43 2048-06-25 4.135250 40000000.00 6549753.91 Agency Collateralized Mortgage Obligation FHLMC_2996A 2035-03-15 5.750000 40000000.00 6602892.87 Agency Collateralized Mortgage Obligation GNMA_15-161B 2045-11-20 4.122620 40000000.00 4843749.80 Agency Collateralized Mortgage Obligation FNMA_17-77F 2047-10-25 4.135250 40189528.00 3469882.82 Agency Collateralized Mortgage Obligation FHLMC_4709B 2047-08-15 4.137310 40292545.00 4435506.28 Agency Collateralized Mortgage Obligation FHLS_313 2043-09-15 3.837310 40918702.00 3810153.33 Agency Collateralized Mortgage Obligation GNMA_17-45 2047-03-20 4.072620 41397499.00 6117201.56 Agency Collateralized Mortgage Obligation FHLMC_4791B 2048-05-15 4.137310 42000000.00 7347177.03 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 4.072620 42262930.00 6800489.55 Agency Collateralized Mortgage Obligation FHLMC_4719A 2047-09-15 4.087310 42857143.00 7007111.72 Agency Collateralized Mortgage Obligation FNMA_18-11G 2048-03-25 4.135250 45025498.00 8223897.49 Agency Collateralized Mortgage Obligation FHLMC_4482D 2045-06-15 4.137310 45378611.00 4636135.92 Agency Collateralized Mortgage Obligation GNMA_18-65B 2048-05-20 4.122620 45704663.00 7292787.96 Agency Collateralized Mortgage Obligation FNMA_17-96A 2057-12-25 4.035250 46000000.00 6836295.74 Agency Collateralized Mortgage Obligation FHLMC_4628C 2046-11-15 3.937310 48916734.00 6375419.83 Agency Collateralized Mortgage Obligation FNMA_12-12 2042-02-25 4.435250 49291146.00 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Agency Collateralized Mortgage Obligation GNMA_14-139 2043-04-20 4.000000 12432936.00 60.62 Agency Collateralized Mortgage Obligation FHLMC_4669J 2044-03-15 0.150000 12484928.00 49590.72 Agency Collateralized Mortgage Obligation FNMA_09-22 2037-02-25 0.000000 12564832.00 205628.42 Agency Collateralized Mortgage Obligation GNMA_14-62 2036-12-20 3.000000 13279536.00 267112.28 Agency Collateralized Mortgage Obligation FNMA_13-26 2041-02-25 4.085250 13323280.00 390763.40 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 13331000.00 86521.81 Agency Collateralized Mortgage Obligation FNSTR_302 2029-05-01 0.000000 13378304.00 60256.77 Agency Collateralized Mortgage Obligation GNMA_14-94 2034-10-16 0.100000 13514656.00 27627.61 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 11054808.41 Agency Collateralized Mortgage Obligation FNMA_17-7C 2037-04-25 5.500000 13872496.00 2053991.25 Agency Collateralized Mortgage Obligation FNMA_09-11 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Agency Collateralized Mortgage Obligation GNMA_16-109 2046-08-20 3.000000 16666656.00 2206615.86 Agency Collateralized Mortgage Obligation FHLMC_02-2416 2032-02-15 6.037310 16687424.00 13209.91 Agency Collateralized Mortgage Obligation FHLMC_43-28E 2044-04-15 3.987310 16954368.00 879949.77 Agency Collateralized Mortgage Obligation FHLMC_4669J 2040-09-15 0.100000 17101792.00 47501.10 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 4.187310 17142848.00 612589.22 Agency Collateralized Mortgage Obligation FNMA_407 2041-03-25 5.000000 17823552.00 964028.07 Agency Collateralized Mortgage Obligation FNMA_15-35B 2045-06-25 4.500000 17912832.00 2518795.79 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 3.937310 18000000.00 1191567.79 Agency Collateralized Mortgage Obligation FHLMC_12-4096 2039-07-15 4.037310 18429312.00 300735.45 Agency Collateralized Mortgage Obligation GNMA_17-120 2047-08-20 4.500000 18557280.00 3346060.72 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation GNMA_12-113 2042-01-20 4.672620 22004864.00 165143.99 Agency Collateralized Mortgage Obligation FNMA_11-91 2026-08-25 3.500000 22133056.00 214172.55 Agency Collateralized Mortgage Obligation FHLMC_4394D 2044-10-15 4.037310 22233376.00 2116451.15 Agency Collateralized Mortgage Obligation GNMA_17-155 2047-09-20 4.000000 22352240.00 2798794.45 Agency Collateralized Mortgage Obligation GNMA_13-34 2038-04-20 0.350000 22733664.00 46041.87 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.500000 22921344.00 1560449.77 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 23438080.00 198487.70 Agency Collateralized Mortgage Obligation FNMS_04-7 2041-04-01 4.500000 23765152.00 538355.87 Agency Collateralized Mortgage Obligation GNMA_17-170 2047-11-20 4.000000 24120544.00 11314575.83 Agency Collateralized Mortgage Obligation GNMA_14-139 2037-11-20 0.250000 24365376.00 97206.27 Agency Collateralized Mortgage Obligation 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26456448.00 1994649.78 Agency Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 1.922620 26566912.00 102652.53 Agency Collateralized Mortgage Obligation FHLMC_40-62 2041-02-15 4.000000 26712720.00 1206020.25 Agency Collateralized Mortgage Obligation FHLMC_4005 2042-02-15 4.437310 27000000.00 1063117.26 Agency Collateralized Mortgage Obligation FNSTR_311 2030-06-01 6.000000 27075616.00 29056.86 Agency Collateralized Mortgage Obligation FNMA_16-79A 2046-11-25 4.035250 27242528.00 2736867.94 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1757796.58 Agency Collateralized Mortgage Obligation FHLMC_4449 2045-03-15 4.087310 27375456.00 2650774.16 Agency Collateralized Mortgage Obligation FNMA_17-26 2045-07-25 4.000000 28143936.00 4376006.38 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.487310 28571424.00 1122702.26 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 4.035250 29330112.00 2464999.63 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 4.085250 29364600.00 2035170.00 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 4.135250 29478880.00 1716842.05 Agency Collateralized Mortgage Obligation GNMA_17-80 2045-10-16 3.666500 29935520.00 2088127.99 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-16 3.836500 29999900.00 1970224.46 Agency Collateralized Mortgage Obligation FNMA_12-43 2041-07-25 2.064750 30000000.00 1043343.70 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 3.972620 30122400.00 981709.60 Agency Collateralized Mortgage Obligation GNMA_15-116 2039-08-20 4.000000 30268000.00 2234241.38 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 4.500000 30331232.00 798766.81 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 0.000000 30534656.00 419799.76 Agency Collateralized Mortgage Obligation GNMA_17-52 2046-04-20 4.000000 30695160.00 3010423.23 Agency Collateralized Mortgage Obligation GNMA_17-120 2047-08-20 4.000000 31057500.00 4295870.94 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 31086920.00 282605.83 Agency Collateralized Mortgage Obligation FNMA_17-53 2047-07-25 4.000000 31711040.00 4763159.74 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 1.918500 32147264.00 347845.84 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 4.000000 32437632.00 5548978.59 Agency Collateralized Mortgage Obligation FHLMC_34-17 2035-08-15 4.887310 32507008.00 231889.40 Agency Collateralized Mortgage Obligation FHLS_22-6 2034-02-01 0.000000 32672384.00 830842.99 Agency Collateralized Mortgage Obligation FNMA_18-19B 2048-04-25 4.185250 33237184.00 5092065.21 Agency Collateralized Mortgage Obligation FNSTR_406 2040-09-25 4.000000 33344768.00 1229205.53 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 4.085250 33537024.00 5095682.60 Agency Collateralized Mortgage Obligation GNMA_17-63 2047-04-20 4.500000 33539648.00 5057490.87 Agency Collateralized Mortgage Obligation GNMA_17-165 2046-06-20 3.500000 33558000.00 4748854.45 Agency Collateralized Mortgage Obligation FNMA_12-145 2043-01-25 4.500000 33735040.00 2671165.65 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 0.000000 34000000.00 71270.58 Agency Collateralized Mortgage Obligation GNMA_16-93 2044-07-20 4.500000 34092120.00 14651264.59 Agency Collateralized Mortgage Obligation FHLMC_41-20 2042-10-15 4.087310 34376448.00 2445086.81 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 4.037310 34593344.00 2464100.10 Agency Collateralized Mortgage Obligation FNMA_17-66E 2047-09-25 4.085250 34707600.00 5719128.07 Agency Collateralized Mortgage Obligation FNMA_17-60A 2047-08-25 4.000000 35937500.00 6472264.47 Agency Collateralized Mortgage Obligation FHLMC_4302 2044-02-15 3.937310 36000000.00 2061348.60 Agency Collateralized Mortgage Obligation FHLMC_4146 2042-10-15 3.500000 36016000.00 1113258.06 Agency Collateralized Mortgage Obligation GNMA_18-27 2045-02-20 3.536500 36566784.00 3922890.72 Agency Collateralized Mortgage Obligation FNMA_12-40 2042-04-25 4.435250 36642816.00 2571132.39 Agency Collateralized Mortgage Obligation FNMA_14-86 2045-01-25 3.535250 36733312.00 2713603.30 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 4.035250 37000000.00 24900.79 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 4.185250 37200000.00 562550.32 Agency Collateralized Mortgage Obligation GNMA_14-100H 2040-05-20 0.150000 37224120.00 74893.81 Agency Collateralized Mortgage Obligation FNMA_16-26A 2046-05-25 3.985250 37547520.00 3947491.71 Agency Collateralized Mortgage Obligation FNMA_409 2042-04-25 4.500000 38000000.00 2149269.88 Agency Collateralized Mortgage Obligation FNSTR_419 2044-04-25 3.500000 38000000.00 4402387.10 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.435250 38333312.00 2029381.90 Agency Collateralized 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Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679104.00 78215.64 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679104.00 78142.20 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 4.637310 46769920.00 2500938.08 Agency Collateralized Mortgage Obligation FHLMC_4248 2039-06-15 3.887310 47295616.00 2967677.49 Agency Collateralized Mortgage Obligation FHSTR_202 2029-04-01 6.500000 48061632.00 44727.46 Agency Collateralized Mortgage Obligation FNSTR_252 2023-11-01 7.500000 48388544.00 10814.51 Agency Collateralized Mortgage Obligation FNMA_18-3 2047-12-25 4.500000 48484160.00 8552037.88 Agency Collateralized Mortgage Obligation GNMA_18-6 2045-07-16 5.000000 48484672.00 9599978.76 Agency Collateralized Mortgage Obligation FNMA_17-96A 2057-12-25 4.035250 48519680.00 7210758.30 Agency Collateralized Mortgage Obligation GNMA_17-141 2047-09-20 4.000000 48798960.00 7122922.80 Agency Collateralized Mortgage Obligation 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13726687.00 3545475.54 Agency Mortgage-Backed Securities FMAR 849116 G 2043-08-01 2.373000 32108884.00 18286932.78 Agency Mortgage-Backed Securities FMAR 848675 G 2042-02-01 2.811000 89993152.00 16119868.16 Agency Mortgage-Backed Securities FMAR 848419 G 2041-01-01 3.874000 5154000.00 514218.17 Agency Mortgage-Backed Securities FMAR 848383 G 2037-11-01 4.067000 890242.00 204747.06 Agency Mortgage-Backed Securities FMAR 848994 G 2043-02-01 2.500000 197812.00 77119.30 Agency Mortgage-Backed Securities FMAR 786668 G 2028-12-01 3.651000 5758.00 46.12 Agency Mortgage-Backed Securities FMAR 1G3639 G 2037-04-01 3.362000 2017.00 97.10 Agency Mortgage-Backed Securities FMAR 1G1538 G 2037-02-01 3.680000 57069.00 1371.04 Agency Mortgage-Backed Securities FMAR 1N0043 G 2035-11-01 4.640000 8208136.00 150067.23 Agency Mortgage-Backed Securities FMAR 1L0225 G 2034-06-01 3.868000 7054.00 135.61 Agency Mortgage-Backed Securities 03.500 FGPC G07270 G 2042-12-01 3.500000 7626.00 3583.90 Agency 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FGPC J37325 G 2032-07-01 2.500000 1009337.00 922135.51 Agency Mortgage-Backed Securities 03.000 FGPC J38079 G 2032-11-01 3.000000 550000.00 525190.56 Agency Mortgage-Backed Securities 03.000 FGPC J37969 G 2032-11-01 3.000000 276757.00 262438.55 Agency Mortgage-Backed Securities 02.500 FGPC J35863 G 2031-12-01 2.500000 488488.00 360404.26 Agency Mortgage-Backed Securities 02.500 FGPC J35451 G 2031-10-01 2.500000 1140202.00 884841.28 Agency Mortgage-Backed Securities 02.500 FGPC J35461 G 2031-10-01 2.500000 4120441.00 2840196.55 Agency Mortgage-Backed Securities 03.500 FGPC J35285 G 2031-09-01 3.500000 1670936.00 1393151.55 Agency Mortgage-Backed Securities 03.500 FGPC J34385 G 2031-05-01 3.500000 4511829.00 3412066.03 Agency Mortgage-Backed Securities 03.500 FGPC J34374 G 2031-05-01 3.500000 1661338.00 1283234.13 Agency Mortgage-Backed Securities 03.000 FGPC J33012 G 2030-10-01 3.000000 1917579.00 1163838.25 Agency Mortgage-Backed Securities 03.000 FGPC J31733 G 2030-05-01 3.000000 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3.500000 5331832.00 5024201.32 Agency Mortgage-Backed Securities GNII SF AV8398 C 2046-10-20 3.500000 9987026.00 7660869.93 Agency Mortgage-Backed Securities GNII SF AQ4204 C 2041-11-20 4.500000 1655209.00 652486.00 Agency Mortgage-Backed Securities GNII SF AM9785 C 2045-05-20 3.500000 1070379.00 818077.26 Agency Mortgage-Backed Securities GNII SF AM2468 C 2041-03-20 5.000000 1154105.00 598524.64 Agency Mortgage-Backed Securities GNII SF AM2467 C 2040-08-20 5.000000 1586966.00 441734.12 Agency Mortgage-Backed Securities GNII SF AL9562 C 2040-11-20 5.000000 1145913.00 380162.57 Agency Mortgage-Backed Securities GNII SF AL5503 C 2045-03-20 3.500000 525000.00 244185.62 Agency Mortgage-Backed Securities GNII SF AJ0333 C 2034-07-20 3.500000 1936398.00 311725.40 Agency Mortgage-Backed Securities GNII SF AH6277 C 2045-08-20 3.500000 1839231.00 1053452.07 Agency Mortgage-Backed Securities GNII SF AG3255 C 2039-03-20 5.500000 2688476.00 687972.87 Agency Mortgage-Backed Securities GNII SF AF3786 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Obligation GNRA 2015-020 PS 2045-02-20 3.514000 1706756.00 80658.81 Agency Collateralized Mortgage Obligation GNRA 2015-001 S 2045-01-20 3.514000 102297461.00 8148108.00 Agency Collateralized Mortgage Obligation GNRA 2014-181 SB 2040-02-20 0.716250 26202046.00 350438.81 Agency Collateralized Mortgage Obligation GNRM 2014-133 NI 2044-09-20 5.000000 58940880.00 4669676.51 Agency Collateralized Mortgage Obligation GNRA 2014-133 SA 2044-09-16 4.178000 18183057.00 1001816.09 Agency Collateralized Mortgage Obligation GNRM 2014-147 MI 2039-07-20 3.500000 1120142.00 13855.24 Agency Collateralized Mortgage Obligation GNRA 2014-100 IA 2041-04-20 0.870170 42674465.00 708563.13 Agency Collateralized Mortgage Obligation GNRA 2014-099 ID 2036-11-20 0.895720 72459294.00 1251912.02 Agency Collateralized Mortgage Obligation GNRM 2014-097 IB 2039-08-20 4.500000 22201336.00 95561.45 Agency Collateralized Mortgage Obligation GNRA 2014-091 SB 2044-06-16 3.528370 5800000.00 325280.57 Agency Collateralized 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Agency Mortgage-Backed Securities GNAR AF 896669 C 2043-11-20 3.000000 1379146.00 165064.70 Agency Mortgage-Backed Securities GNAR AT AX9960 C 2047-02-20 2.000000 557929.00 538637.67 Agency Mortgage-Backed Securities GNAR AF AU3658 C 2045-12-20 3.000000 1007612.00 483975.34 Agency Mortgage-Backed Securities GNAR AF AT8570 C 2045-11-20 3.000000 2082653.00 440373.78 Agency Mortgage-Backed Securities GNAR AF AN1108 C 2045-06-20 3.500000 2297309.00 138829.67 Agency Mortgage-Backed Securities GNAR AF AH6279 C 2044-01-20 2.500000 1263495.00 336498.41 Agency Mortgage-Backed Securities GNII SF AF3695 C 2043-06-20 3.500000 13828015.00 7882942.28 Agency Mortgage-Backed Securities GNII SF BD6815 C 2047-10-20 4.000000 5539732.00 5613817.19 Agency Mortgage-Backed Securities GNMI SF BB3349 X 2047-07-15 5.000000 1283132.00 1175831.12 Agency Mortgage-Backed Securities GNAR AF MA5202 M 2048-05-20 3.000000 17598992.00 17569989.21 Agency Mortgage-Backed Securities GNAR AF MA5088 M 2048-03-20 3.000000 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Collateralized Mortgage Obligation FGRA 3652SK 04/15/40 2040-04-15 2.928370 85678846.00 1259584.25 Agency Collateralized Mortgage Obligation FNRM CL112PI R10F112 2040-10-25 6.000000 60077591.00 1079626.97 Agency Collateralized Mortgage Obligation FGRA 3528AS 04/15/39 2039-04-15 4.028370 97855314.00 1056198.02 Agency Collateralized Mortgage Obligation FNRA CL059SW R11F059 2041-07-25 4.576370 4063232.00 86960.50 Agency Collateralized Mortgage Obligation FNRA CL051AS R11F051 2041-06-25 4.516370 285232406.00 2742854.34 Agency Collateralized Mortgage Obligation FGRM 3376CO 08/15/37 2037-08-15 0.000000 4888660.00 626593.73 Agency Collateralized Mortgage Obligation FGRA 3265SB 01/15/37 2037-01-15 4.068370 24400000.00 140650.58 Agency Collateralized Mortgage Obligation FGRA 3027AS 05/15/29 2029-05-15 4.078370 32800000.00 127423.19 Agency Collateralized Mortgage Obligation FNST TR0418 C8 RC 2028-08-01 2.500000 83760724.00 2977927.93 Agency Collateralized Mortgage Obligation FNRA CL049SY R03F049 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FGRM 4120GM 10/15/32 2032-10-15 2.000000 100000.00 43451.68 Agency Collateralized Mortgage Obligation FGRM 4077WC 06/15/42 2042-06-15 3.000000 22000.00 19703.24 Agency Collateralized Mortgage Obligation FGRM 4087TC 07/15/42 2042-07-15 3.000000 35000.00 32511.54 Agency Collateralized Mortgage Obligation FGRM 4068GC 05/15/42 2042-05-15 3.000000 15000.00 13880.24 Agency Collateralized Mortgage Obligation FGRM 4011BI 03/15/40 2040-03-15 5.500000 830981.00 50926.26 Agency Collateralized Mortgage Obligation FGRA 3998GS 05/15/36 2036-05-15 4.478000 5773000.00 96395.02 Agency Collateralized Mortgage Obligation FGRA 3919BS 08/15/39 2039-08-15 4.528000 47227000.00 539133.32 Agency Collateralized Mortgage Obligation FGRA 3759SB 11/15/40 2040-11-15 3.928000 15025105.00 595883.59 Agency Collateralized Mortgage Obligation FNRM CL054HY R18F054 2048-08-25 4.000000 203547.00 210714.57 Agency Collateralized Mortgage Obligation FNRA CL054KF R18F054 2048-08-25 2.379000 6878742.00 6829427.43 Agency Collateralized Mortgage Obligation FNRM CL054KY R18F054 2048-08-25 3.500000 7096711.00 6961523.39 Agency Collateralized Mortgage Obligation FNRM CL055MY R18F055 2048-08-25 3.500000 6525000.00 6130137.45 Agency Collateralized Mortgage Obligation MNRM CL011PO R18M011 2023-05-25 0.000000 55232875.00 49332077.38 Agency Collateralized Mortgage Obligation FNRM CL049KA R18F049 2048-07-25 3.000000 537709.00 512637.44 Agency Collateralized Mortgage Obligation FNRA RC057SG R18F057 2048-08-25 4.121000 38381489.00 5587398.62 Agency Collateralized Mortgage Obligation FNRA CL042SD R18F042 2048-06-25 4.186000 18518656.00 2672158.84 Agency Collateralized Mortgage Obligation FNRM CL066MA R18F066 2045-07-25 3.500000 15000000.00 15135370.00 Agency Collateralized Mortgage Obligation FNRA CL029SA R18F029 2048-05-25 4.136000 8729000.00 1182371.62 Agency Collateralized Mortgage Obligation FNRA CL007A1 R18M007 2028-03-25 3.150000 16487158.00 16295488.76 Agency Collateralized Mortgage Obligation FNRM CL046VC R18F046 2038-10-25 3.500000 12640008.00 12526028.83 Agency Collateralized Mortgage Obligation FNRM CL046QZ R18F046 2048-06-25 3.500000 5071328.00 4868571.61 Agency Collateralized Mortgage Obligation FNRA CL015HF R18F015 2058-03-25 2.392000 7532082.00 6439807.29 Agency Collateralized Mortgage Obligation FNRM CL037IB R18F037 2048-06-25 4.000000 6684797.00 1179978.50 Agency Collateralized Mortgage Obligation FNRM CL013ZD R18F013 2048-03-25 3.500000 329072.00 286707.05 Agency Collateralized Mortgage Obligation FNRA CL013FA R17M013 2024-10-25 2.567000 5147154.00 4688310.33 Agency Collateralized Mortgage Obligation FNRM CL099IH R17F099 2042-04-25 3.500000 5051714.00 580381.76 Agency Collateralized Mortgage Obligation FNRA CL073SC R17F073 2047-09-25 1.507000 44674000.00 803430.37 Agency Collateralized Mortgage Obligation FNRM CL061GI R17F061 2043-02-25 3.500000 1778571.00 214707.26 Agency Collateralized Mortgage Obligation FNRM CL005A1 R17M005 2029-04-25 2.739000 11200563.00 10580445.79 Agency Collateralized Mortgage Obligation FNRM CL031GA R17F031 2044-03-25 3.000000 75000.00 67901.84 Agency Collateralized Mortgage Obligation FNRM RC039CI R17F039 2043-02-25 3.500000 1760861.00 191580.95 Agency Collateralized Mortgage Obligation FNRA CL005FA1 R17M00 2024-04-25 2.846000 2347267.00 2317238.21 Agency Collateralized Mortgage Obligation FNRM CL026BI R17F026 2047-04-25 6.000000 18513919.00 2818972.31 Agency Collateralized Mortgage Obligation FNRA CL021GS R17F021 2047-04-25 2.907000 163400.00 69056.32 Agency Collateralized Mortgage Obligation FNRM RC013LO R17F013 2047-02-25 0.000000 1000000.00 368575.48 Agency Collateralized Mortgage Obligation FNRA CL067SA R15F067 2045-09-25 4.136370 23829550.00 2284941.49 Agency Collateralized Mortgage Obligation FNRA CL037ST R15F037 2045-06-25 3.556000 42269082.00 3489995.64 Agency Collateralized Mortgage Obligation FNRM CL028HP R15F028 2044-06-25 3.500000 164500.00 89978.39 Agency Collateralized Mortgage Obligation FNRA RC029SE R15F029 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Obligation FNRM CL025BI R13F025 2033-03-25 3.000000 16108745.00 749368.80 Agency Collateralized Mortgage Obligation FNRM CL002AY R13F002 2043-02-25 2.000000 30000.00 23723.57 Agency Collateralized Mortgage Obligation FNRA RC132SB R12F132 2042-12-25 4.136370 13472000.00 470844.50 Agency Collateralized Mortgage Obligation FNRA CL137CS R12F137 2041-08-25 4.136370 48417143.00 2433506.68 Agency Collateralized Mortgage Obligation FNRM CL129HT R12F129 2032-12-25 2.000000 7000.00 3346.72 Agency Collateralized Mortgage Obligation FNRM CL152TC R12F152 2043-01-25 2.500000 22300.00 19077.06 Agency Collateralized Mortgage Obligation FNRM CL149ID R12F149 2043-01-25 3.500000 5357143.00 279181.79 Agency Collateralized Mortgage Obligation FNRA CL110LS R12F110 2042-10-25 3.976000 11714285.00 804631.31 Agency Collateralized Mortgage Obligation FNRM RC099AC R12F099 2039-05-25 2.000000 500000.00 164704.44 Agency Collateralized Mortgage Obligation FNRA CL113PS R12F113 2040-10-25 4.086370 17586556.00 737958.62 Agency Collateralized Mortgage Obligation FNRM CL100GA R12F100 2042-08-25 2.500000 35200.00 8665.31 Agency Collateralized Mortgage Obligation FNRM CL013A2 R12M013 2022-05-25 2.377000 3376212.00 3290442.15 Agency Collateralized Mortgage Obligation FNRA CL093SK R12F093 2042-09-25 3.986370 5000000.00 339175.97 Agency Collateralized Mortgage Obligation FNRA CL089AS R12F089 2039-05-25 3.986000 41447000.00 712001.77 Agency Collateralized Mortgage Obligation FNRA CL091SM R12F091 2042-08-25 4.536000 3677000.00 182632.17 Agency Collateralized Mortgage Obligation FNRM CL084JQ R12F084 2042-05-25 2.000000 14000.00 3360.34 Agency Collateralized Mortgage Obligation FNRA CL075SH R12F075 2041-11-25 4.586370 49074344.00 2631760.98 Agency Collateralized Mortgage Obligation FNRA CL061SD R12F061 2042-06-25 4.486000 3499000.00 223783.13 Agency Collateralized Mortgage Obligation FNRA CL015SP R12F015 2040-06-25 4.556000 10833000.00 350098.89 Agency Collateralized Mortgage Obligation FNRA CL004SY R12F004 2042-02-25 3.886000 7862000.00 375392.76 Agency Collateralized Mortgage Obligation FNRA CL096NF R11F096 2041-10-25 2.563000 29388144.00 4265130.47 Agency Collateralized Mortgage Obligation FNRA CL095SL R11F095 2041-10-25 4.386000 7601000.00 391661.36 Agency Collateralized Mortgage Obligation FNRA CL112SA R11F112 2041-11-25 4.486000 48866666.00 2212396.29 Agency Collateralized Mortgage Obligation FNRA CL009SK R12F009 2042-02-25 4.436370 56053492.00 2475481.75 Agency Collateralized Mortgage Obligation FNRA RC087SJ R11F087 2041-09-25 3.886000 107483023.00 2310525.71 Agency Collateralized Mortgage Obligation FNRA CL087SH R11F087 2041-03-25 4.486000 22805000.00 649179.25 Agency Collateralized Mortgage Obligation FNRM CL090AO R11F090 2041-09-25 0.000000 23000437.00 5403719.74 Agency Collateralized Mortgage Obligation FNRM CL61E RT1994-61 2024-04-25 7.500000 18000.00 272.22 Agency Collateralized Mortgage Obligation FNRM CL161H RT92-161 2022-09-25 7.500000 3000.00 29.61 Agency Collateralized Mortgage Obligation FMST SIP 0328 800128 2038-02-15 2.442000 19000000.00 6965068.59 Agency Collateralized Mortgage Obligation FMAR 840787 G 2043-07-01 3.699000 3997502.00 3147893.19 Agency Mortgage-Backed Securities 05.000 FGPC Q55640 G 2048-04-01 5.000000 618815.00 650487.96 Agency Mortgage-Backed Securities 04.500 FGPC Q55327 G 2048-04-01 4.500000 786606.00 825429.29 Agency Mortgage-Backed Securities FGRA S13980 02/15/45 2045-02-15 4.038370 12999839.00 1380427.01 Agency Collateralized Mortgage Obligation FGST GPO 0261 S05575 2040-05-15 0.000000 19753222.00 1806037.50 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2018-09-04 2018-10-05 2018-10-05 Y RBC CAPITAL MARKETS LLC 1.0000 35 N Fitch NR Moody's A3 Standard & Poor's AA- N N 0.0221 825000000.00 825000000.00 0.0090 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 2.206 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_18-34 2045-07-20 4.500000 111111.00 14833.54 Agency Collateralized Mortgage Obligation GNMA_18-31 2044-11-20 3.500000 142857.00 16281.52 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 3.460000 155000.00 149782.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 3.000000 192341.00 185099.62 Agency Mortgage-Backed Securities FNMA_03-22 2033-04-25 6.000000 499970.00 1574.37 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-02-20 3.000000 1013694.00 974661.88 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 3.000000 1015828.00 977748.79 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 5.000000 1344143.00 1292898.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 1385000.00 1338928.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.500000 1406249.00 1360034.25 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 3.000000 1723923.00 1662223.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 1736522.00 1679369.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 1843583.00 1782505.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.070000 2123800.00 2050142.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.070000 2319900.00 2239441.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 3.000000 2358976.00 2267736.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 2364676.00 2279922.48 Agency Mortgage-Backed Securities GNMA_15-64B 2044-11-20 4.000000 3033000.00 339622.70 Agency Collateralized Mortgage Obligation GNMA_18-65 2048-05-20 4.500000 3232899.00 577612.80 Agency Collateralized Mortgage Obligation GINNIE MAE I 2046-12-15 4.000000 3282597.00 3173811.59 Agency Mortgage-Backed Securities FNMA_17-49H 2047-07-25 4.225900 3565903.00 2828754.14 Agency Collateralized Mortgage Obligation GNMA_17-184 2047-06-20 3.500000 3657142.00 351854.54 Agency Collateralized Mortgage Obligation GNMA_18-31 2045-10-20 3.500000 3714285.00 434178.10 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-03-20 3.000000 3806016.00 3660628.83 Agency Mortgage-Backed Securities GNMA_18-22B 2048-02-20 3.500000 4446959.00 723854.24 Agency Collateralized Mortgage Obligation FNMA_14-56C 2040-05-25 4.635250 4564765.00 235149.35 Agency Collateralized Mortgage Obligation GNMA_14-79D 2043-11-20 4.042620 4790116.00 147129.96 Agency Collateralized Mortgage Obligation GNMA_18-6C 2047-10-20 3.500000 4885428.00 836294.33 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.070000 5065700.00 4890012.56 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 4.500000 5243151.00 5064582.26 Agency Mortgage-Backed Securities GNMA_14-184F 2044-03-20 4.000000 5445000.00 589765.66 Agency Collateralized Mortgage Obligation GNMA_17-149 2047-10-20 3.500000 5570421.00 801171.84 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.500000 5679876.00 5468094.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 5781376.00 5582221.61 Agency Mortgage-Backed Securities GNMA_14-185 2044-12-16 3.536500 5812421.00 266316.18 Agency Collateralized Mortgage Obligation GNMA_17-177A 2047-11-20 4.122620 6000000.00 935458.79 Agency Collateralized Mortgage Obligation GNMA_16-147G 2046-05-20 3.500000 6051463.00 942911.33 Agency Collateralized Mortgage Obligation GNMA_16-116 2044-09-20 3.000000 6292882.00 828998.57 Agency Collateralized Mortgage Obligation GNMA_18-55 2048-04-20 3.500000 6377142.00 985088.06 Agency Collateralized Mortgage Obligation GNMA_13-24 2042-02-20 4.500000 6666666.00 243201.97 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 4.042620 7043000.00 292488.31 Agency Collateralized Mortgage Obligation GNMA_18-15 2043-01-20 3.500000 7185620.00 699631.52 Agency Collateralized Mortgage Obligation FNMA_12-27 2042-03-25 3.865250 7360256.00 267240.22 Agency Collateralized Mortgage Obligation GNMA_18-31 2048-02-20 3.500000 7498000.00 1143185.25 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 4.522620 7500114.00 197607.27 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 4.535250 7777166.00 386282.49 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 4.335250 8000000.00 340079.54 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-04-20 4.000000 8120500.00 629819.49 Agency Collateralized Mortgage Obligation FHLMC_4672A 2047-04-15 4.037310 8173414.00 1120575.72 Agency Collateralized Mortgage Obligation FNMA_17-73A 2047-09-25 4.085250 8300000.00 1378520.51 Agency Collateralized Mortgage Obligation GNMA_18-15 2044-09-20 3.500000 8338049.00 933624.50 Agency Collateralized 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3.500000 10000000.00 817870.19 Agency Collateralized Mortgage Obligation GNMA_14-58 2043-09-20 4.022620 10193000.00 353049.42 Agency Collateralized Mortgage Obligation FHLMC_3795 2041-01-15 4.317310 10206000.00 429786.86 Agency Collateralized Mortgage Obligation FNMA_11-117 2040-08-25 4.535250 10384521.00 342972.24 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 10411000.00 180693.09 Agency Collateralized Mortgage Obligation GNMA_17-12A 2044-05-20 3.500000 10451142.00 1398833.92 Agency Collateralized Mortgage Obligation GNMA_17-150A 2047-10-20 3.500000 10567050.00 1396313.77 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 3.937310 10659000.00 403695.71 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 3.972620 10805000.00 437504.04 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 3.937310 10911305.00 612793.17 Agency Collateralized Mortgage Obligation GNMA_18-70 2048-05-20 4.500000 11111111.00 2145829.02 Agency Collateralized Mortgage Obligation GNMA_14-97 2039-08-20 4.500000 11351000.00 48858.23 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.387310 11424000.00 658951.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.407310 11484000.00 253223.06 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 4.135250 11500000.00 1771445.80 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-03-20 4.500000 11954431.00 943306.86 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 4.035250 12000000.00 1939844.94 Agency Collateralized Mortgage Obligation FNSTR_407 2038-01-25 6.000000 12300000.00 320223.09 Agency Collateralized Mortgage Obligation GNMA_15-165 2032-08-20 3.500000 12418000.00 966616.18 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.037310 12638312.00 896165.52 Agency Collateralized Mortgage Obligation GNMA_13-25 2043-02-20 4.122620 13051000.00 512967.77 Agency Collateralized Mortgage Obligation GNMA_18-31 2048-02-20 3.500000 13207987.00 1974495.39 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 4.637310 13289298.00 346420.51 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 3.835250 13306769.00 535927.89 Agency Collateralized Mortgage Obligation GNMA_17-32 2035-05-20 5.500000 13343216.00 2254763.46 Agency Collateralized Mortgage Obligation GNMA_14-62 2043-09-20 4.500000 13348000.00 790568.66 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.035250 13350000.00 787825.44 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.137310 13607143.00 585565.60 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-03-20 3.000000 13614252.00 13105389.00 Agency Mortgage-Backed Securities FHLMC_4656C 2047-02-15 3.987310 13700000.00 1584008.65 Agency Collateralized Mortgage Obligation GINNIE MAE II 2048-04-20 3.000000 13778812.00 13294924.81 Agency Mortgage-Backed Securities GNMA_14-85D 2043-01-20 5.000000 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Moody's Govt Standard & Poor's A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0221 821422040.88 821422040.88 0.0090 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.225 912796PT0 254900HROIFWPRGM1V77 US912796PT04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-02-28 2019-02-28 2019-02-28 N N N 0.0223 433194502.88 433194502.88 0.0047 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 2.350 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-06-20 2019-06-20 2019-06-20 N N N 0.0235 132690952.26 132690952.26 0.0015 N Y Y N BlackRock Liquidity Funds 2018-09-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer