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16422391.00 15436541.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 5007969.00 4747267.13 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 3.000000 7200000.00 5980792.91 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 4.000000 27050612.00 27723202.98 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-05-01 2019-05-07 2019-05-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0250 400000000.00 400000000.00 0.0044 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.608 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_05-83 2035-02-25 13.076230 2568166.00 615199.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3065 2035-04-15 4.147370 3580978.00 71119.80 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-05-15 3.627370 3974813.00 54378.27 Agency Collateralized Mortgage Obligation FHLMC_4877B 2048-08-15 4.000000 4043120.00 3926633.67 Agency Collateralized Mortgage Obligation FNMA_19-20G 2048-10-25 3.500000 8917000.00 8638736.10 Agency Collateralized Mortgage Obligation FNMA_12-17G 2041-03-25 4.073370 10888449.00 312858.82 Agency Collateralized Mortgage Obligation FHSTR_363 2048-09-15 4.000000 14213590.00 2669822.11 Agency Collateralized Mortgage Obligation FHLS_324 2033-12-15 4.000000 16520767.00 996395.10 Agency Collateralized Mortgage Obligation GNMA_19-44J 2049-04-20 3.577000 19257547.00 3278751.44 Agency Collateralized Mortgage Obligation FNMA_12-17G 2042-03-25 3.473370 25702449.00 1863993.59 Agency Collateralized Mortgage Obligation FHLMC_3424 2035-11-15 3.907370 68478542.00 652727.11 Agency Collateralized Mortgage Obligation FNMA_18-60B 2048-06-25 3.250000 248000.00 231126.59 Agency Collateralized Mortgage Obligation FNMA_03-22 2033-04-25 6.000000 499960.00 1221.77 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 12.049230 500000.00 202407.62 Agency Collateralized Mortgage Obligation FHLMC_4830G 2048-10-15 4.000000 996000.00 818785.09 Agency Collateralized Mortgage Obligation FNMA_10-M1 2019-09-25 0.538000 2353314.00 1215.17 Agency Collateralized Mortgage Obligation FNMA_19-11E 2049-04-25 3.500000 3627500.00 3571559.75 Agency Collateralized Mortgage Obligation FNMA_14-56C 2040-05-25 4.223370 4564765.00 174344.17 Agency Collateralized Mortgage Obligation GNMA_14-79D 2043-11-20 3.639120 4790116.00 141530.95 Agency Collateralized Mortgage Obligation FNMA_19-11A 2049-04-25 4.500000 5694000.00 5248341.67 Agency Collateralized Mortgage Obligation GNMA_14-185 2044-12-16 3.122620 5812421.00 273207.32 Agency Collateralized Mortgage Obligation GNMA_17-177A 2047-11-20 3.719120 6000000.00 913116.29 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 4.143370 6820741.00 200493.69 Agency Collateralized Mortgage Obligation GNMA_18-92B 2048-07-20 3.719120 7000000.00 1017561.48 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 3.639120 7043000.00 299823.95 Agency Collateralized Mortgage Obligation FNMA_12-27 2042-03-25 3.453370 7360256.00 249556.50 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 4.119120 7500114.00 213184.42 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 4.123370 7777166.00 365038.35 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 3.923370 8000000.00 317430.60 Agency Collateralized Mortgage Obligation FHLMC_4672A 2047-04-15 3.627370 8173414.00 1056136.00 Agency Collateralized Mortgage Obligation FNMA_17-73A 2047-09-25 3.673370 8300000.00 1377590.39 Agency Collateralized Mortgage Obligation GNMA_10-158F 2040-12-20 2.519120 8652000.00 691238.92 Agency Collateralized Mortgage Obligation FNMA_11-127 2039-06-25 4.123370 8932000.00 62914.74 Agency Collateralized Mortgage Obligation GNMA_17-139B 2047-08-20 3.719120 9101652.00 1208362.20 Agency Collateralized Mortgage Obligation FNMA_05-106C 2035-12-25 4.013370 9260040.00 198597.19 Agency Collateralized Mortgage Obligation FNMA_14-74B 2044-06-25 3.723370 9518000.00 611395.53 Agency Collateralized Mortgage Obligation FNMA_08-58 2038-07-25 3.473370 10000000.00 185646.42 Agency Collateralized Mortgage Obligation GNMA_14-58 2043-09-20 3.619120 10193000.00 389859.77 Agency Collateralized Mortgage Obligation FHLMC_3795 2041-01-15 3.907370 10206000.00 412966.15 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 3.527370 10659000.00 387171.29 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 3.569120 10805000.00 416559.45 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 3.527370 10911305.00 578667.28 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 3.977370 11424000.00 623797.06 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 3.997370 11484000.00 211972.81 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 3.723370 11500000.00 1851847.99 Agency Collateralized Mortgage Obligation GNMA_18-21E 2048-02-16 3.772620 11651606.00 1650174.13 Agency Collateralized Mortgage Obligation GNMA_19-18H 2049-02-20 3.569120 11873512.00 1421631.92 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 3.623370 12000000.00 1873255.96 Agency Collateralized Mortgage Obligation FNSTR_407 2038-01-25 6.000000 12300000.00 282086.41 Agency Collateralized Mortgage Obligation FNMA_16-65A 2046-09-25 3.623370 12500000.00 1201961.08 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 3.627370 12638312.00 891204.09 Agency Collateralized Mortgage Obligation FNMA_17-112A 2047-09-25 3.723370 12833459.00 1935262.61 Agency Collateralized Mortgage Obligation GNMA_13-25 2043-02-20 3.719120 13051000.00 494671.27 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 4.227370 13289298.00 302420.80 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 3.423370 13306769.00 491437.27 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 3.623370 13350000.00 746329.73 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 3.727370 13607143.00 449188.55 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 3.577370 13700000.00 1612318.55 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 3.977370 14135000.00 746496.32 Agency Collateralized Mortgage Obligation GNMA_18-44D 2044-01-20 3.519120 14362161.00 1860008.13 Agency Collateralized Mortgage Obligation GNMA_13-106 2043-02-20 3.719120 14382000.00 424509.54 Agency Collateralized Mortgage Obligation FHLMC_4715A 2047-08-15 3.677370 14424471.00 2063114.93 Agency Collateralized Mortgage Obligation GNMA_17-88E 2047-06-20 3.719120 14692217.00 2266412.57 Agency Collateralized Mortgage Obligation FNMA_09-12H 2036-03-25 4.123370 14924000.00 364338.00 Agency Collateralized Mortgage Obligation FNMA_18-27A 2048-05-25 3.723370 15000000.00 1933165.33 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 4.119120 15274642.00 877481.46 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 4.023370 15333333.00 719328.79 Agency Collateralized Mortgage Obligation FHLMC_4568C 2040-04-15 3.577370 15600000.00 1517407.83 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 4.263370 15672317.00 475807.46 Agency Collateralized Mortgage Obligation GNMA_17-60A 2038-09-20 3.519120 15945911.00 1357161.45 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 4.027370 15953250.00 520636.42 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-05-20 3.719120 16341904.00 1677710.86 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 3.607370 16444062.00 222442.89 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 3.623370 16500000.00 392534.80 Agency Collateralized Mortgage Obligation GNMA_18-11A 2048-01-20 3.719120 16808865.00 2227812.01 Agency Collateralized Mortgage Obligation GNMA_16-147G 2046-10-20 3.619120 16999904.00 2578073.42 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.413370 17037000.00 610779.89 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 3.977370 17264000.00 720223.70 Agency Collateralized Mortgage Obligation FHLMC_4808B 2048-07-15 3.727370 17731538.00 3001202.71 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 3.673370 17800000.00 1550822.81 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 3.623370 18000000.00 1678564.85 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 3.473370 18045531.00 749530.30 Agency Collateralized Mortgage Obligation FNMA_11-105 2041-06-25 3.623370 18499124.00 498298.24 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 4.077370 18800200.00 238768.70 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.569120 18997000.00 462677.21 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 3.573370 19139744.00 3036577.14 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 3.997370 19151000.00 334660.87 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 3.423370 19912972.00 746339.63 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 3.423370 19922500.00 2188385.50 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 3.673370 20000000.00 2103339.11 Agency Collateralized Mortgage Obligation GNMA_18-164A 2048-12-20 3.619120 20000000.00 2621506.88 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-08-20 3.119120 20021000.00 904814.64 Agency Collateralized Mortgage Obligation FHLMC_4731L 2047-11-15 3.677370 20160545.00 3348255.53 Agency Collateralized Mortgage Obligation GNMA_11-48 2041-04-16 3.522620 20426751.00 786080.05 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 3.977370 20444000.00 804362.08 Agency Collateralized Mortgage Obligation FHLMC_4215 2043-06-15 3.677370 20532314.00 1841920.18 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 3.623370 20941254.00 3269027.41 Agency Collateralized Mortgage Obligation FNMA_13-69 2043-07-25 4.223370 21000000.00 1634049.98 Agency Collateralized Mortgage Obligation FNMA_18-25E 2042-03-25 3.573370 21141594.00 2454253.79 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 3.623370 21200000.00 1708455.05 Agency Collateralized Mortgage Obligation GNMA_14-183 2044-12-16 3.098500 21236012.00 1261321.07 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 3.623370 21600000.00 1545045.55 Agency Collateralized Mortgage Obligation GNMA_10-58 2039-06-20 4.069120 22226206.00 72068.38 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 3.973370 22287000.00 856269.76 Agency Collateralized Mortgage Obligation FNMA_18-43E 2038-09-25 3.773370 22331447.00 2897381.02 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 4.123370 22960000.00 1389472.01 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 4.077370 23214916.00 120794.18 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 4.227370 23218083.00 1359243.12 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 3.977370 23259000.00 1317064.82 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 3.973370 23555000.00 1057521.74 Agency Collateralized Mortgage Obligation GNMA_18-125A 2048-09-20 3.719120 23937761.00 3440156.22 Agency Collateralized Mortgage Obligation FNMA_18-60C 2048-08-25 3.223370 23967000.00 3064453.21 Agency Collateralized Mortgage Obligation GNMA_13-100 2043-07-20 3.619120 24117071.00 786702.92 Agency Collateralized Mortgage Obligation FNMA_12-68 2039-04-25 3.573370 24742333.00 228562.85 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 4.023370 25000000.00 1093276.51 Agency Collateralized Mortgage Obligation FHLMC_39-36 2025-09-15 4.227370 25000000.00 15216.81 Agency Collateralized Mortgage Obligation FNSTR_421 2045-05-25 3.500000 25000000.00 2159517.29 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 3.523370 25411721.00 507146.63 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 4.082620 25500000.00 19740.46 Agency Collateralized Mortgage Obligation FHLMC_3997F 2042-02-15 3.977370 25688713.00 1422900.16 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 4.163370 25714284.00 562361.31 Agency Collateralized Mortgage Obligation FHLMC_4646B 2047-01-15 3.577370 25977376.00 4139349.74 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 3.623370 26000000.00 1399165.37 Agency Collateralized Mortgage Obligation FHLMC_4808F 2048-07-15 3.727370 26497500.00 3907108.10 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 3.677370 26800000.00 798665.99 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 3.673370 26804166.00 2010901.40 Agency Collateralized Mortgage Obligation GNMA_18-154M 2048-11-20 3.669120 26819120.00 3633180.10 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 3.627370 26927380.00 752577.81 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.177370 27038200.00 565259.41 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 4.103370 27174516.00 638942.04 Agency Collateralized Mortgage Obligation GNMA_16-114A 2046-08-20 3.569120 27864957.00 3322773.68 Agency Collateralized Mortgage Obligation GNMA_17-189B 2047-12-20 3.719120 28034081.00 4947089.03 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 3.937370 28448059.00 618938.25 Agency Collateralized Mortgage Obligation FNMA_09-43 2039-06-25 3.853370 28860395.00 853076.63 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 3.477370 29000000.00 1538321.85 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.119120 29003000.00 896291.34 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 3.673370 29250000.00 2588394.68 Agency Collateralized Mortgage Obligation FNMA_07-58 2037-06-25 4.273370 29424514.00 780506.10 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.177370 29629224.00 381616.41 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 3.473370 29855065.00 1303022.20 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 4.073370 30000000.00 1340525.61 Agency Collateralized Mortgage Obligation FNMA_12-30N 2042-04-25 3.973370 30166666.00 1822591.08 Agency Collateralized Mortgage Obligation FHLMC_40-12 2042-03-15 3.527370 30415879.00 1696260.41 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 3.623370 31231594.00 2046183.86 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 3.577370 31486221.00 1027111.95 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-12-15 4.177370 31809750.00 1209506.65 Agency Collateralized Mortgage Obligation FNMA_12-21 2042-03-25 3.473370 32640000.00 761823.93 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 3.427370 32660324.00 1439754.25 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 2.919120 32703000.00 655341.94 Agency Collateralized Mortgage Obligation GNMA_10-107 2040-08-20 4.139120 33333333.00 875105.09 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-16 4.122620 33333333.00 2080223.18 Agency Collateralized Mortgage Obligation FHLMC_44-61 2045-04-15 3.127370 33433519.00 1382664.38 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 3.673370 33446579.00 1744281.65 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 3.473370 34000000.00 1237706.09 Agency Collateralized Mortgage Obligation FNMA_05-58 2035-07-25 3.523370 34484498.00 1894654.83 Agency Collateralized Mortgage Obligation FNMA_19-10B 2049-03-25 3.623370 34970101.00 4075980.76 Agency Collateralized Mortgage Obligation FNMA_07-119 2038-01-25 4.523370 35000000.00 644223.50 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 3.569120 35000000.00 4666440.01 Agency Collateralized Mortgage Obligation FHLMC_36-23 2040-01-15 3.747370 35202769.00 786931.39 Agency Collateralized Mortgage Obligation GNMA_11-45 2039-11-20 4.169120 35585667.00 118027.75 Agency Collateralized Mortgage Obligation FHLMC_4821K 2048-05-15 3.500000 36060512.00 36236592.72 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 3.423370 36416000.00 1500712.81 Agency Collateralized Mortgage Obligation GNMA_17-19B 2047-02-16 3.672620 36683390.00 3956948.10 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 3.569120 37175387.00 5275207.57 Agency Collateralized Mortgage Obligation GNMA_12-96H 2042-08-20 3.619120 37380912.00 2275172.92 Agency Collateralized Mortgage Obligation GNMA_17-176A 2047-11-20 3.719120 37500000.00 7271045.43 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 3.569120 37837839.00 4676885.67 Agency Collateralized Mortgage Obligation FNMA_19-9H 2049-03-25 3.573370 37916147.00 5618893.21 Agency Collateralized Mortgage Obligation FHLMC_2990 2034-10-15 4.157370 37954911.00 669258.81 Agency Collateralized Mortgage Obligation FHLMC_4566B 2046-04-15 3.527370 38175112.00 5517591.74 Agency Collateralized Mortgage Obligation FHLMC_4461 2045-04-15 3.727370 38192242.00 2792688.25 Agency Collateralized Mortgage Obligation GNMA_19-38E 2049-03-20 3.569120 38282717.00 5014225.96 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 3.607370 38343904.00 2610192.20 Agency Collateralized Mortgage Obligation GNMA_11-2 2039-03-16 3.602620 38800000.00 14922.75 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 4.127370 38960149.00 498380.32 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-16 3.622620 39093728.00 1366787.29 Agency Collateralized Mortgage Obligation FNMA_12-101 2039-05-25 3.573370 40000000.00 911888.72 Agency Collateralized Mortgage Obligation FNMA_07-23C 2037-03-25 4.293370 40000000.00 1230657.91 Agency Collateralized Mortgage Obligation FNMA_05-73 2035-08-25 4.203370 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Collateralized Mortgage Obligation FHMS_K083 2028-10-25 2.366700 33549916.00 5856725.22 Agency Collateralized Mortgage Obligation FREMF_17-SB36 2037-08-25 3.825450 35038311.00 27408996.39 Agency Collateralized Mortgage Obligation FREMF_14-K717 2021-11-25 0.000000 35798168.00 25048729.91 Agency Collateralized Mortgage Obligation FREMF_16-SB13 2036-01-25 3.645240 40089331.00 26481392.23 Agency Collateralized Mortgage Obligation FHLMC_3387 2037-11-15 4.107370 51423428.00 1345334.94 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHS_242 2036-11-15 0.000000 51764807.00 626554.87 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 3.669120 52410000.00 2263087.59 Agency Collateralized Mortgage Obligation FHLMC_4145D 2027-12-15 3.000000 53566665.00 1357136.58 Agency Collateralized Mortgage Obligation FNMA_18-38C 2048-06-25 3.773370 55046234.00 8469301.81 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-11-25 4.173370 58617525.00 2562240.96 Agency 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Private Label Collateralized Mortgage Obligations FHSTR_L182 2058-11-25 3.000000 54350700.00 55365952.96 Private Label Collateralized Mortgage Obligations UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 11488800.00 11356079.26 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-02-21 2.537380 184000.00 184227.12 Agency Debentures and Agency Strips Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-05-01 2019-05-01 2019-05-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 1 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0251 500000000.00 500000000.00 0.0055 N Y Y N Credit Suisse AG Credit Suisse AG 2.556 BRTF3KW94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_17-83A 2036-04-20 6.000000 530334.00 83210.46 Agency Collateralized Mortgage Obligation GNMA_03-97D 2033-03-20 4.500000 1500000.00 558.70 Agency Collateralized Mortgage Obligation FNMA_07-50 2037-06-25 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Collateralized Mortgage Obligation FNSTR_383 2038-01-25 5.500000 11825000.00 62552.83 Agency Collateralized Mortgage Obligation FHLMC_4682A 2047-05-15 4.000000 12375000.00 2495136.21 Agency Collateralized Mortgage Obligation FNMA_09-22 2037-02-25 0.000000 12564832.00 186243.91 Agency Collateralized Mortgage Obligation FHLMC_4833B 2042-10-15 0.150000 13045744.00 84364.45 Agency Collateralized Mortgage Obligation FNMA_13-26 2041-02-25 3.673370 13323280.00 353600.35 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 13331000.00 73548.56 Agency Collateralized Mortgage Obligation GNMA_14-94 2034-10-16 0.100000 13514656.00 25030.83 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 10172045.10 Agency Collateralized Mortgage Obligation FNMA_17-7C 2037-04-25 5.500000 13872496.00 1776311.71 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 1054907.17 Agency Collateralized Mortgage Obligation FNMA_18-91A 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LLC Goldman Sachs & Co. 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Andrews Neal J. Andrews Chief Financial Officer