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2045-11-15 3.500000 1527000.00 97876.11 Agency Collateralized Mortgage Obligation GNMA_19-23M 2049-02-20 4.105750 4234825.00 556754.70 Agency Collateralized Mortgage Obligation FNMA_17-60A 2047-08-25 4.000000 5932828.00 434928.65 Agency Collateralized Mortgage Obligation FNMA_12-82 2042-08-25 4.051620 20227244.00 477686.65 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 3.972500 24461032.00 803454.36 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 4.031620 32564675.00 1893776.91 Agency Collateralized Mortgage Obligation FHLMC_43-84 2044-09-15 4.622500 52897746.00 5166789.08 Agency Collateralized Mortgage Obligation GNMA_10-15B 2039-10-20 4.555750 54125028.00 383419.60 Agency Collateralized Mortgage Obligation FNMA_16-2H 2046-02-25 3.581620 121131433.00 5350841.61 Agency Collateralized Mortgage Obligation FNMA_09-101 2039-12-25 4.131620 350000000.00 1077006.81 Agency Collateralized Mortgage Obligation GINNIE MAE II 2045-12-20 3.000000 1000000.00 417330.06 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.500000 2395684.00 1515188.86 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-10-01 2019-10-07 2019-10-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0189 200000000.00 200000000.00 0.0018 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.174 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_19-86G 2049-07-20 4.055750 59804408.00 10651255.47 Agency Collateralized Mortgage Obligation GNMA_15-58 2055-01-16 1.100580 154165092.00 6792110.85 Agency Collateralized Mortgage Obligation FNMA_03-22 2033-04-25 6.000000 499958.00 1140.72 Agency Collateralized Mortgage Obligation FNMA_05-83 2035-02-25 14.906820 2568166.00 725994.93 Agency Collateralized Mortgage Obligation FNMA_14-56C 2040-05-25 4.681620 4564765.00 115470.37 Agency Collateralized Mortgage Obligation GNMA_19-70G 2049-06-20 3.750000 9457981.00 9573947.32 Agency Collateralized Mortgage Obligation GNMA_14-58 2043-09-20 4.055750 10193000.00 360438.37 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 3.972500 10659000.00 350108.70 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 4.022500 13700000.00 1591314.28 Agency Collateralized Mortgage Obligation FHSTR_363 2048-09-15 4.000000 14213590.00 1609105.85 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 4.081620 18000000.00 1772670.41 Agency Collateralized Mortgage Obligation GNMA_12-34 2042-03-16 3.500000 18249611.00 21067364.72 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 4.005750 18997000.00 514076.94 Agency Collateralized Mortgage Obligation FNMA_19-9K 2049-03-25 4.031620 20548194.00 2023661.76 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 4.081620 21200000.00 1813407.84 Agency Collateralized Mortgage Obligation GNMA_19-29L 2041-11-16 4.622500 21755133.00 4351351.88 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 4.122500 26800000.00 591394.65 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 4.622500 27038200.00 281217.73 Agency Collateralized Mortgage Obligation GNMA_17-189B 2047-12-20 4.155750 28034081.00 5176415.84 Agency Collateralized Mortgage Obligation FNMA_19-10B 2049-03-25 4.081620 34970101.00 4756864.25 Agency Collateralized Mortgage Obligation GNMA_11-45 2039-11-20 4.605750 35585667.00 71172.28 Agency Collateralized Mortgage Obligation GNMA_14-96C 2044-07-16 3.572500 42500768.00 2680279.66 Agency Collateralized Mortgage Obligation GNMA_14-7B 2044-01-20 4.055750 43393159.00 1407323.42 Agency Collateralized Mortgage Obligation GNMA_12-84 2042-07-20 4.055750 48750000.00 4209383.81 Agency Collateralized Mortgage Obligation GNMA_19-29P 2049-03-20 4.005750 52423410.00 8255583.75 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 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221215.95 Agency Collateralized Mortgage Obligation FNMA_19-31 2049-07-25 4.081620 10900000.00 2220803.19 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.422500 11424000.00 565360.74 Agency Collateralized Mortgage Obligation GNMA_19-18H 2049-02-20 4.005750 11873512.00 1019382.10 Agency Collateralized Mortgage Obligation GNMA_17-88E 2047-06-20 4.155750 14692217.00 2308467.17 Agency Collateralized Mortgage Obligation FHLMC_4568C 2040-04-15 4.022500 15600000.00 1658015.90 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 4.472500 15953250.00 468217.80 Agency Collateralized Mortgage Obligation GNMA_10-4 2040-01-16 5.000000 19435625.00 9158002.38 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 3.881620 19922500.00 2150366.49 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 4.581620 22960000.00 1485527.73 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 4.431620 23555000.00 977006.61 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 3.922500 29000000.00 1431937.78 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.622500 29629224.00 341157.85 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 3.355750 32703000.00 761880.29 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 4.095750 36500000.00 3239196.82 Agency Collateralized Mortgage Obligation GNMA_17-176A 2047-11-20 4.155750 37500000.00 7062754.03 Agency Collateralized Mortgage Obligation GNMA_19-38E 2049-03-20 4.005750 38282717.00 5088567.75 Agency Collateralized Mortgage Obligation FNMA_11-122 2041-12-25 4.501620 50000000.00 2578446.94 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 3.505750 50000000.00 1086633.79 Agency Collateralized Mortgage Obligation FNMA_16-69F 2046-10-25 4.081620 69963190.00 7142476.21 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 3.981620 79204778.00 1552846.45 Agency Collateralized Mortgage Obligation GOVERNMENT 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2038-09-20 3.955750 15945911.00 1224172.68 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 4.052500 16444062.00 437767.09 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 2.871620 17037000.00 624267.89 Agency Collateralized Mortgage Obligation GNMA_15-022 2055-03-16 0.701780 20000000.00 557899.07 Agency Collateralized Mortgage Obligation GNMA_11-48 2041-04-16 3.972500 20426751.00 961784.33 Agency Collateralized Mortgage Obligation FNMA_12-68 2039-04-25 4.031620 24742333.00 136919.01 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 4.532500 25500000.00 12479.18 Agency Collateralized Mortgage Obligation FNMA_19-37J 2049-07-25 4.031620 32571374.00 5055509.72 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-16 4.572500 33333333.00 2262032.92 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 3.931620 33798669.00 964732.92 Agency Collateralized Mortgage Obligation FNMA_19-48G 2039-12-25 4.181620 38185979.00 3977642.36 Agency Collateralized Mortgage Obligation GNMA_11-2 2039-03-16 4.052500 38800000.00 3494.97 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 3.931620 39694486.00 4188890.60 Agency Collateralized Mortgage Obligation GNMA_18-125B 2048-09-20 4.155750 50000000.00 4973956.30 Agency Collateralized Mortgage Obligation GNMA_19-18E 2049-02-20 4.005750 51666666.00 5274110.37 Agency Collateralized Mortgage Obligation FNMS_413 2042-10-01 4.500000 84981631.00 4064516.86 Agency Collateralized Mortgage Obligation GNMA_13-167 2043-11-20 3.505750 95286104.00 4451869.91 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3702 2040-08-15 2.472500 96368535.00 1509973.20 Agency Collateralized Mortgage Obligation GNMA_18-157 2060-11-16 0.622190 123320915.00 9238157.61 Agency Collateralized Mortgage Obligation FHLMC_4477B 2040-10-15 2.200480 131578384.00 1597783.18 Agency Collateralized Mortgage Obligation GNMA_13-29 2053-05-16 0.514990 144695000.00 2278344.70 Agency Collateralized Mortgage Obligation GNMA_13-50 2048-10-16 0.187590 497648167.00 5652248.62 Agency Collateralized Mortgage Obligation GNMA_19-99L 2049-08-20 3.750000 3254688.00 2834866.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3065 2035-04-15 4.592500 4350675.00 136170.59 Agency Collateralized Mortgage Obligation FNR_19-37 2049-07-25 3.500000 5635500.00 4550939.22 Agency Collateralized Mortgage Obligation FNMA_12-27 2042-03-25 3.911620 7360256.00 208582.33 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 10411000.00 72921.50 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 4.005750 10805000.00 495374.99 Agency Collateralized Mortgage Obligation GNMA_14-97B 2039-08-20 4.500000 11351000.00 13814.35 Agency Collateralized Mortgage Obligation FHLMC_4715A 2047-08-15 4.122500 14424471.00 2457986.37 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 4.555750 15274642.00 578628.63 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 4.522500 18800200.00 178569.27 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.442500 19151000.00 270461.34 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 3.881620 19912972.00 793639.51 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 4.081620 21600000.00 1688245.84 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 4.431620 22287000.00 831656.22 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 4.422500 23259000.00 1176283.89 Agency Collateralized Mortgage Obligation GNMA_19-74C 2049-06-20 4.055750 28862988.00 5308636.41 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.131620 29250000.00 2459215.46 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 3.881620 36416000.00 1421966.71 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 4.005750 37175387.00 4732637.38 Agency Collateralized Mortgage Obligation GNMA_11-130 2041-02-20 5.000000 47068258.00 15121.13 Agency Collateralized Mortgage Obligation GNMA_10-83 2050-07-16 0.112530 49944818.00 31057.20 Agency Collateralized Mortgage Obligation GNMA_11-26 2041-02-16 4.500000 50000000.00 14908636.92 Agency Collateralized Mortgage Obligation FNMA_12-111 2042-10-25 4.581620 62644183.00 3811020.13 Agency Collateralized Mortgage Obligation FNMA_17-108B 2048-01-25 4.131620 69409865.00 6948061.48 Agency Collateralized Mortgage Obligation GNMA_18-115B 2048-08-20 4.155750 77767499.00 13598717.96 Agency Collateralized Mortgage Obligation FHLMC_3152 2036-03-15 4.452500 117787959.00 2176318.72 Agency Collateralized Mortgage Obligation FHLMC_37-21 2030-09-15 4.652500 120500000.00 1592087.23 Agency Collateralized Mortgage Obligation GNMA_12-019 2052-08-16 0.315360 205000000.00 771848.07 Agency Collateralized Mortgage Obligation GNMA_13-13 2047-07-16 0.795530 254639639.00 3777539.02 Agency Collateralized Mortgage Obligation FNMA_19-44F 2049-03-25 3.000000 414000.00 412356.51 Agency 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3.405750 52102283.00 1158430.48 Agency Collateralized Mortgage Obligation FNSTR_364 2035-09-01 6.000000 55600000.00 396996.03 Agency Collateralized Mortgage Obligation FNMA_12-74 2042-07-25 0.000000 95799075.00 33280298.85 Agency Collateralized Mortgage Obligation FHSTR_350 2040-09-15 2.075250 99612500.00 2321630.95 Agency Collateralized Mortgage Obligation GNMA_18-113D 2048-08-20 1.235750 100000000.00 5364363.32 Agency Collateralized Mortgage Obligation GNMA_14-105 2039-02-16 0.500000 135357000.00 623496.44 Agency Collateralized Mortgage Obligation GNMA_10-35 2040-03-20 3.705750 156000000.00 3527461.66 Agency Collateralized Mortgage Obligation GNMA_13-141 2040-06-16 0.614000 182343540.00 1238600.88 Agency Collateralized Mortgage Obligation GNMA_19-H02 2068-12-20 1.325330 30875106.00 2902738.07 Agency Collateralized Mortgage Obligation GNMA_18-H08F 2068-05-20 1.817960 53620824.00 5420110.49 Agency Collateralized Mortgage Obligation GNMA_17-161D 2041-03-20 1.507540 149107050.00 3135400.51 Agency Collateralized Mortgage Obligation FNMA_19-55F 2049-10-25 3.500000 4828000.00 4781532.65 Agency Collateralized Mortgage Obligation GNMA_19-99K 2049-08-20 3.500000 14336587.00 14327681.34 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 4.075750 7043000.00 322881.40 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 4.581620 7777166.00 308125.35 Agency Collateralized Mortgage Obligation FNMA_17-73A 2047-09-25 4.131620 8300000.00 1446256.34 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.442500 11484000.00 168680.57 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 4.081620 12000000.00 1891788.47 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 4.721620 15672317.00 641516.34 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-05-20 4.155750 16341904.00 1778245.45 Agency Collateralized Mortgage Obligation FNMA_16-48A 2046-08-25 4.081620 19600000.00 1916682.34 Agency 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56712.05 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 0.050000 34129268.00 48591.05 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 4.172500 38500000.00 2344510.80 Agency Collateralized Mortgage Obligation FNMA_17-53D 2046-04-25 3.500000 39374455.00 3175186.42 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679109.00 49147.25 Agency Collateralized Mortgage Obligation FHLMC_4060 2042-06-15 3.972500 48178571.00 2277730.62 Agency Collateralized Mortgage Obligation FNMA_15-42B 2045-05-25 2.040000 55329327.00 56223.65 Agency Collateralized Mortgage Obligation FNMA_18-55C 2048-08-25 4.181620 55700500.00 6845353.75 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 4.042500 56682571.00 2211002.20 Agency Collateralized Mortgage Obligation GNMA_19-103B 2049-08-20 4.005750 67047619.00 12383509.08 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 4.131620 69321505.00 3253036.81 Agency Collateralized Mortgage 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Obligation GNMA_19-52J 2046-09-20 3.000000 18169146.00 1793303.64 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 4.172500 18588016.00 2590414.56 Agency Collateralized Mortgage Obligation GNMA_15-99C 2045-07-20 6.000000 22586000.00 2265902.85 Agency Collateralized Mortgage Obligation GNMA_19-103B 2049-02-20 4.005750 22745390.00 2854179.55 Agency Collateralized Mortgage Obligation GNMA_19-103B 2049-04-20 4.005750 24349836.00 3167096.07 Agency Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 1.955750 26566916.00 121217.48 Agency Collateralized Mortgage Obligation FNSTR_311 2030-06-01 6.000000 27075624.00 19003.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-14B 2047-01-20 4.005750 27768936.00 3650210.85 Agency Collateralized Mortgage Obligation FNMA_17-53E 2047-07-25 4.000000 31711055.00 2531905.38 Agency Collateralized Mortgage Obligation FHLS_22-6 2034-02-01 0.000000 32672432.00 717884.55 Agency Collateralized 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strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.000000 4719690.00 2729481.68 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 7475616.00 7438624.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 29075864.00 28744702.95 Agency Mortgage-Backed Securities FNMA_17-60 2044-11-25 4.000000 312500.00 27844.72 Agency Collateralized Mortgage Obligation GNMA_12-48 2042-04-16 4.622500 400000.00 31015.54 Agency Collateralized Mortgage Obligation GNMA_10-103 2039-02-20 4.500000 1160000.00 210.25 Agency Collateralized Mortgage Obligation GNMA_12-69 2041-03-16 4.000000 1309828.00 57226.28 Agency Collateralized Mortgage Obligation GNMA_14-94 2043-12-20 4.500000 1477415.00 14521.72 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 3.335750 2855000.00 58755.32 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122289.00 62017.88 Agency Collateralized Mortgage Obligation 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Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.500000 22921374.00 1958646.18 Agency Collateralized Mortgage Obligation GNMA_14-139 2037-11-20 0.250000 24365388.00 82280.25 Agency Collateralized Mortgage Obligation FNMA_12-14 2040-07-25 4.531620 27232000.00 469387.36 Agency Collateralized Mortgage Obligation FNMA_17-26E 2045-07-25 4.000000 28143937.00 3013309.97 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.522500 28571428.00 922243.82 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 1.899750 32147304.00 430940.92 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 4.005750 33304063.00 3170910.46 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 4.131620 33537059.00 5001819.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 4.081620 37000000.00 23223.34 Agency Collateralized Mortgage Obligation FNMA_16-26A 2046-05-25 4.031620 37547535.00 3299280.12 Agency Collateralized Mortgage 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0.200000 97893628.00 3249.61 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 4.431620 183208038.00 277291.87 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.922500 197500000.00 17148323.83 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 2587318.20 1610007.91 U.S. Treasuries (including strips) FNMA_19-57B 2049-10-25 2.750000 140400.00 138668.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 4.205750 100000.00 2513.65 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 2.750000 156161.00 149049.83 Agency Collateralized Mortgage Obligation GNMA_15-168D 2045-11-20 4.155750 550000.00 40090.28 Agency Collateralized Mortgage Obligation GNMA_12-6 2040-04-16 4.572500 835000.00 107101.30 Agency Collateralized Mortgage Obligation GNMA_14-133 2044-09-20 3.555750 1000000.00 48489.94 Agency Collateralized Mortgage Obligation GNMA_14-132 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2019-006 BS 2048-12-20 4.055750 15959136.00 2590061.34 Agency Collateralized Mortgage Obligation GNRM 2018-28 AI 2041-03-20 4.500000 1388888.00 154720.08 Agency Collateralized Mortgage Obligation GNRM 2018-13 IO 2048-08-20 6.000000 11402560.00 2121883.05 Agency Collateralized Mortgage Obligation GNRM 2017-56 PI 2047-01-20 4.000000 3280812.00 424163.25 Agency Collateralized Mortgage Obligation GNRA 2016-36 SQ 2046-08-20 4.005750 74114560.00 4130168.18 Agency Collateralized Mortgage Obligation GNRA 2016-052 IO 2058-03-16 0.918400 104532320.00 5863133.06 Agency Collateralized Mortgage Obligation GNRA 2014-185 SD 2044-12-16 3.572500 11551760.00 569505.77 Agency Collateralized Mortgage Obligation GNRA 2014-127 SP 2042-02-20 3.555750 33225536.00 1160944.15 Agency Collateralized Mortgage Obligation GNRA 2013-101 IO 2054-10-16 0.544700 99901056.00 1822244.74 Agency Collateralized Mortgage Obligation GNRA 2012-006 SE 2040-02-20 4.055750 24403200.00 811810.69 Agency Collateralized Mortgage Obligation GNRA 2012-107 IO 2053-12-16 0.632090 770000.00 20485.87 Agency Collateralized Mortgage Obligation GNRA 2006-063 IO 2046-10-16 0.561550 27000000.00 47202.45 Agency Collateralized Mortgage Obligation GNRA 2007-065 IO 2048-09-16 0.186640 919943927.00 81208.76 Agency Collateralized Mortgage Obligation FNRM CL110KI R10F110 2025-10-25 5.500000 99096832.00 265668.50 Agency Collateralized Mortgage Obligation FGRA 4887SE 06/15/49 2049-06-15 4.022500 8702336.00 1653994.44 Agency Collateralized Mortgage Obligation FGRA 4842SA 11/15/48 2048-11-15 4.122500 20177856.00 2430334.45 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 2033-07-15 3.500000 89000000.00 4823893.50 Agency Collateralized Mortgage Obligation FGRA 4286SQ 12/15/43 2043-12-15 3.972500 34060480.00 1563446.98 Agency Collateralized Mortgage Obligation FGRA 4272AS 12/15/42 2042-12-15 4.122500 12380576.00 385748.94 Agency Collateralized Mortgage Obligation FGRA 3904HS 08/15/41 2041-08-15 4.422500 26690944.00 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 7870100.00 9452640.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 12984200.00 13101616.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 122996000.00 104304297.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 206600000.00 164765566.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-20 0.000000 100.00 99.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 100.00 54.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 8.125000 100.00 113.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.750000 27400.00 27537.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 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254900HROIFWPRGM1V77 2023-08-15 6.250000 90900.00 107524.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.250000 161900.00 162626.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 5848900.00 6255582.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 7379800.00 10710586.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.000000 117072000.00 101174793.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 167000000.00 140912930.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-11-07 0.000000 100.00 99.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 300.00 201.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 6.375000 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2.500000 4197822.00 1382688.26 Agency Collateralized Mortgage Obligation FHLMC_4265 2042-04-15 4.072500 21705923.00 1468434.28 Agency Collateralized Mortgage Obligation FNMA_13-4 2043-02-25 3.981620 23936203.00 2119098.05 Agency Collateralized Mortgage Obligation GNMA_19-H10A 2069-06-20 1.297340 104384383.00 9304833.03 Agency Collateralized Mortgage Obligation GNMA_12-141 2041-11-20 2.000000 5000000.00 1284317.11 Agency Collateralized Mortgage Obligation FNMA_18-94K 2048-05-25 4.000000 8402928.00 708625.15 Agency Collateralized Mortgage Obligation FHLMC_4815B 2048-08-15 4.172500 10953100.00 1519034.43 Agency Collateralized Mortgage Obligation GNMA_19-H12C 2069-07-20 0.847190 26013337.00 1814026.19 Agency Collateralized Mortgage Obligation FHLMC_41-58 2043-01-15 4.000000 31514375.00 1471382.70 Agency Collateralized Mortgage Obligation GNMA_18-H12B 2068-08-20 1.328820 47852995.00 2179071.75 Agency Collateralized Mortgage Obligation GINNIE MAE II 2064-10-20 4.574000 3718058.00 2342939.58 Agency Mortgage-Backed Securities GNMA_18-H11C 2068-06-20 1.715840 12669734.00 1394525.04 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 1239200.00 55928.79 Agency Collateralized Mortgage Obligation FNMA_17-13D 2028-06-25 3.000000 1861423.00 1502754.48 Agency Collateralized Mortgage Obligation FHLMC_4664F 2037-09-15 3.000000 2000000.00 1311485.21 Agency Collateralized Mortgage Obligation FHLMC_4875 2049-04-15 4.022500 10496333.00 2102024.69 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_328 2038-02-15 2.166250 16653063.00 351050.93 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 3.355750 19870319.00 1100117.60 Agency Collateralized Mortgage Obligation FNMA_18-36A 2048-06-25 4.181620 39013455.00 4291049.22 Agency Collateralized Mortgage Obligation FNMA_11-130 2041-12-25 3.981620 51852829.00 1556287.01 Agency Collateralized Mortgage Obligation FNMA_11-3 2041-02-25 3.801620 164647495.00 1628675.68 Agency Collateralized Mortgage 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2069-02-20 1.682960 22134090.00 2213358.49 Agency Collateralized Mortgage Obligation GNMA_19-40 2058-09-16 0.724990 45412563.00 3406724.72 Agency Collateralized Mortgage Obligation GNMA_19-119 2049-09-20 4.000000 29009600.00 2198905.12 Agency Collateralized Mortgage Obligation GINNIE MAE II 2063-10-20 4.630000 3931641.00 3601231.33 Agency Mortgage-Backed Securities GINNIE MAE II 2067-04-20 4.638000 3203039.00 3752119.54 Agency Mortgage-Backed Securities GNMA_19-23N 2049-02-20 2.494250 685642.00 653116.75 Agency Collateralized Mortgage Obligation FNMA_18-66E 2029-12-25 3.500000 1389000.00 1321354.05 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-06-25 4.181620 9920987.00 526234.15 Agency Collateralized Mortgage Obligation FNMA_13-1H 2040-07-25 3.000000 15135000.00 1745433.43 Agency Collateralized Mortgage Obligation FNMA_12-55 2042-05-25 4.531620 37535232.00 1952987.23 Agency Collateralized Mortgage Obligation GNMA_18-H17F 2068-09-20 0.506400 48195673.00 1723471.68 Agency Collateralized Mortgage Obligation FHLMC_3996 2027-02-15 4.000000 80833333.00 1305247.87 Agency Collateralized Mortgage Obligation GNMA_18-131A 2048-09-20 3.500000 1386359.00 1135327.22 Agency Collateralized Mortgage Obligation GNMA_15-27C 2044-08-20 3.000000 1890000.00 1421242.60 Agency Collateralized Mortgage Obligation FNMA_16-79D 2045-09-25 2.500000 2150000.00 1598515.81 Agency Collateralized Mortgage Obligation GNMA_18-8F 2048-01-20 1.455750 16964900.00 915169.58 Agency Collateralized Mortgage Obligation FNMA_13-14E 2043-03-25 4.131620 20980150.00 2101364.38 Agency Collateralized Mortgage Obligation FNMA_12-102 2027-09-25 2.500000 66610914.00 1263486.13 Agency Collateralized Mortgage Obligation FHLMC_4492D 2034-06-15 2.000000 3125000.00 1325140.86 Agency Collateralized Mortgage Obligation FHLMC_4129C 2027-11-15 1.500000 4300000.00 1336650.24 Agency Collateralized Mortgage Obligation GNMA_12-143M 2027-12-16 1.500000 5000000.00 1384301.07 Agency Collateralized Mortgage Obligation GNMA_17-162A 2047-10-16 4.222500 21987362.00 3366295.39 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.081620 24817450.00 1563662.54 Agency Collateralized Mortgage Obligation GNMA_11-146 2041-11-16 4.072500 31345869.00 1561549.60 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-10-07 2019-10-07 2019-10-21 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's Aa2 Standard & Poor's A+ N N 0.0212 100000000.00 100000000.00 0.0009 N N Y N Goldman Sachs & Co. 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Agency Collateralized Mortgage Obligation FNMA_17-66 2047-09-25 4.131620 27000000.00 4634192.22 Agency Collateralized Mortgage Obligation FNMA_17-8 2047-02-25 3.981620 30743456.00 3981478.63 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 4.000000 17845.00 10624.09 Agency Mortgage-Backed Securities GINNIE MAE I 2054-01-15 4.220000 500000.00 554102.31 Agency Mortgage-Backed Securities GINNIE MAE II 2041-11-20 4.000000 1035518.00 353241.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 4.000000 2406120.00 1741003.21 Agency Mortgage-Backed Securities FNMA_12-86 2039-04-25 4.081620 3947000.00 33308.12 Agency Collateralized Mortgage Obligation FHLMC_4698A 2047-07-15 4.172500 14861280.00 2164994.26 Agency Collateralized Mortgage Obligation GNMA_15-144B 2045-10-20 4.155750 55000000.00 4528301.87 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 4.522500 99485000.00 1875666.79 Agency Collateralized Mortgage Obligation FHLMC_4892D 2047-02-25 3.981620 114813568.00 20350445.38 Agency Collateralized Mortgage Obligation FNMA_19-14C 2049-04-25 2.436300 4470790.00 1251916.13 Agency Collateralized Mortgage Obligation GINNIE MAE I 2046-02-15 4.500000 460929.00 185708.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-07-01 6.000000 1000000.00 460876.31 Agency Mortgage-Backed Securities GNMA_11-23 2041-02-16 4.572500 31098440.00 1521729.25 Agency Collateralized Mortgage Obligation GNMA_19-6J 2049-01-20 4.055750 38666624.00 6239729.20 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-07-15 5.000000 47429.00 13059.46 Agency Mortgage-Backed Securities GINNIE MAE II 2040-08-20 4.500000 152333.00 35454.51 Agency Mortgage-Backed Securities GINNIE MAE I 2042-01-15 3.500000 394500.00 98612.73 Agency Mortgage-Backed Securities FNMA_18-5B 2048-02-25 4.131620 7105136.00 1122883.03 Agency Collateralized Mortgage Obligation GNMA_11-11 2040-04-20 4.555750 53188864.00 151935.42 Agency Collateralized Mortgage Obligation GNMA_19-82 2049-06-20 4.005750 70728192.00 12422136.69 Agency Collateralized Mortgage Obligation GNMA_19-120B 2049-09-20 4.000000 37500000.00 7724366.67 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 3.500000 22152.00 16415.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-05-01 3.000000 22819.00 21579.17 Agency Mortgage-Backed Securities GINNIE MAE II 2046-12-20 3.500000 2132576.00 1476518.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-11-01 3.990000 4498980.00 5053420.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 4.000000 18831540.00 10448715.19 Agency Mortgage-Backed Securities GNMA_13-129 2043-09-20 4.055750 20708448.00 929103.06 Agency Collateralized Mortgage Obligation FNMA_15-95 2046-01-25 3.981620 25568608.00 3142227.06 Agency Collateralized Mortgage Obligation FNMA_12-51 2042-05-25 4.481620 30142848.00 2599897.60 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-07-20 4.565750 113054976.00 727906.13 Agency Collateralized Mortgage Obligation FNMA_18-44A 2048-06-25 4.181620 291924480.00 29569746.01 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-10-02 2019-10-02 2019-10-02 N N N 0.0217 220000000.00 220000000.00 0.0020 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 2.150 7TK5RJIZDFROZCA6XF66 BRTXA54S9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHMS K1502 2034-04-25 4.397510 17250000.00 6546744.84 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2031-06-25 3.275410 22000000.00 4976191.60 Agency Collateralized Mortgage Obligation FHLMC_K056 2026-06-25 2.182440 27075690.00 3390582.45 Agency Collateralized Mortgage Obligation FREMF_19-60 2026-02-25 8.089000 70669313.00 69106175.93 Agency Collateralized Mortgage Obligation FREMF_18-KC02 2025-08-25 0.000000 76080350.00 51967519.95 Agency Collateralized Mortgage Obligation FREMF_K-059 2026-11-25 1.979860 6144582.00 732912.77 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.148460 27101000.00 5262723.03 Agency Collateralized Mortgage Obligation FHLK_09-1 2029-10-25 2.355600 96933000.00 17802967.17 Agency Collateralized Mortgage Obligation FREMF_13-K33 2023-08-25 0.000000 2350000.00 1782388.05 Agency Collateralized Mortgage Obligation FHLMC_T-56 2043-05-25 5.231000 4875000.00 1420837.70 Agency Collateralized Mortgage Obligation FHMS_K734 2046-02-25 2.244880 37203000.00 4654109.25 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077 2028-05-25 2.304320 42719000.00 6985336.28 Agency Collateralized Mortgage Obligation FRESB_16-KS07 2025-09-25 4.279100 46468000.00 41219398.94 Agency Collateralized Mortgage Obligation FREMF_18-K80 2050-08-25 0.000000 96460500.00 49644650.31 Agency Collateralized Mortgage Obligation FREMF_14-KF04 2021-06-25 10.289000 102281484.00 16354749.88 Agency Collateralized Mortgage Obligation FREMF_16-K53 2026-02-25 0.000000 108543870.00 62991589.71 Agency Collateralized Mortgage Obligation FREMF_K-F28 2024-01-25 2.584250 40500000.00 16863967.99 Agency Collateralized Mortgage Obligation FREMF_K-075 2028-05-25 2.202310 12949000.00 2004532.18 Agency Collateralized Mortgage Obligation FHMS_K1506 2036-07-25 3.155330 10000000.00 3109927.96 Agency Collateralized Mortgage Obligation FREMF_K081 2046-09-25 2.308530 14690000.00 2456662.27 Agency Collateralized Mortgage Obligation FHMS_K058 2049-09-25 2.071400 18200000.00 2247547.55 Agency Collateralized Mortgage Obligation FHMS_K084 2028-11-25 2.309450 52037368.00 8780181.29 Agency Collateralized Mortgage Obligation FREMF_18-SB53 2038-06-25 3.718830 58928505.00 45051705.56 Agency Collateralized Mortgage Obligation FREMF_K-W01 2029-03-25 4.196060 4604352.00 1035441.20 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078 2028-06-25 3.854000 7498000.00 8473839.29 Agency Collateralized Mortgage Obligation FHMS_K074 2028-07-25 2.264480 11336000.00 1852598.98 Agency Collateralized Mortgage Obligation FREMF_18-KW04 2032-12-25 0.000000 45871176.00 16000141.42 Agency Collateralized Mortgage Obligation FHMS_K083 2028-10-25 2.366690 47322916.00 8075963.12 Agency Collateralized Mortgage Obligation FHMS_K078 2046-06-25 2.285360 103049286.00 16832687.07 Agency Collateralized Mortgage Obligation FHLMC_K076 2046-06-25 2.329630 108648047.00 17699380.15 Agency Collateralized Mortgage Obligation FREMF_19-K97 2051-09-25 0.000000 55096698.00 42708701.32 Agency Collateralized Mortgage Obligation FREMF_K-082 2028-10-25 2.285670 23425000.00 3898721.97 Agency Collateralized Mortgage Obligation FHMS_K089 2046-01-25 2.374580 27865000.00 5036622.49 Agency Collateralized Mortgage Obligation FHLMC_K719 2022-06-25 0.000000 37242398.00 32232885.80 Agency Collateralized Mortgage Obligation FREMF_15-K721 2047-11-25 0.000000 71849756.00 64140995.68 Agency Collateralized Mortgage Obligation FREMF_16-K56 2026-06-25 0.000000 88525541.00 54724718.94 Agency Collateralized Mortgage Obligation FHMS_K079 2046-07-25 2.331320 97372463.00 16104821.90 Agency Collateralized Mortgage Obligation FREMF_K-064 2027-05-25 2.205400 31000000.00 4325819.69 Agency Collateralized Mortgage Obligation FREMK_71-2 2045-05-25 0.000000 131607384.00 129187124.20 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081 2028-08-25 3.900000 4735000.00 5375875.93 Agency Collateralized Mortgage Obligation FHMS_K062 2027-01-25 2.144840 25654000.00 3371468.93 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 2044-12-25 2.107320 30250000.00 4264389.77 Agency Collateralized Mortgage Obligation FREMF_17-KW02 2027-01-25 0.000000 37647401.00 22948236.81 Agency Collateralized Mortgage Obligation FREMF_14-KF06 2021-11-25 10.339000 91366758.00 13082097.10 Agency Collateralized Mortgage Obligation FREMF_14-KF03 2021-01-25 11.589000 101229574.00 15446191.25 Agency Collateralized Mortgage Obligation FHMS_K097 2046-09-25 2.016590 21626832.00 3513029.61 Agency Collateralized Mortgage Obligation FHMS_K094 2047-07-25 2.197150 15167055.00 2591002.04 Agency Collateralized Mortgage Obligation FREMF_K065 2045-07-25 2.257320 21000000.00 3019094.28 Agency Collateralized Mortgage Obligation FHMS-KC02 2025-08-25 3.162980 56340350.00 8128614.25 Agency Collateralized Mortgage Obligation FHMS_K073 2028-01-25 2.134550 67546781.00 9968452.42 Agency Collateralized Mortgage Obligation FHMS_K085 2045-12-25 2.393730 74000000.00 13047552.96 Agency Collateralized Mortgage Obligation FNMA_14-59C 2044-04-25 2.568380 8238615.00 3850167.86 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K092 2029-04-25 3.298000 11850000.00 12972179.86 Agency Collateralized Mortgage Obligation FREMF_13-K35 2027-01-25 5.000000 45909218.00 27791604.21 Agency Collateralized Mortgage Obligation FNMA_02-26 2048-01-25 7.000000 49841000.00 2960749.53 Agency Collateralized Mortgage Obligation FHMS_K063 2027-02-25 2.145400 57446000.00 7587424.24 Agency Collateralized Mortgage Obligation FHLMC_K033 2041-08-25 1.681080 104174656.00 6215602.37 Agency Collateralized Mortgage Obligation FHMS_K057 2044-08-25 2.171570 126090042.00 16001748.94 Agency Collateralized Mortgage Obligation FHMS_K093 2047-05-25 2.280790 91916749.00 16158441.06 Agency Collateralized Mortgage Obligation FHLMC_K092 2029-07-25 1.121660 22424164.00 4022210.75 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2019-10-02 2019-10-02 2019-10-02 N N N 0.0215 1000000000.00 1000000000.00 0.0091 N N Y N Bank of Montreal Bank of Montreal 2.030 NQQ6HPCNCCU6TUTQYE16 BRTX9BG55 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/8 TRIN X 21 2021-04-15 0.125000 19938600.00 21365475.91 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 100.00 106.33 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 1000.00 1195.38 U.S. Treasuries (including strips) 1 1/8 NOTE AC 21 2021-08-31 1.125000 100.00 99.08 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 388800.00 458908.03 U.S. Treasuries (including strips) 2 3/4 NOTE BK 20 2020-11-30 2.750000 10859300.00 11074647.16 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 88991100.00 93419786.59 U.S. Treasuries (including strips) 2 3/8 TRIB 25 2025-01-15 2.375000 13496700.00 20551924.43 U.S. Treasuries (including strips) BILL 02/27/20 2020-02-27 0.000000 300.00 297.73 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 72349200.00 78037752.32 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 67486400.00 81089852.98 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-10-07 2019-10-07 2019-10-17 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's Aa2 Standard & Poor's A+ N N 0.0203 300000000.00 300000000.00 0.0027 N N Y N Bank of Montreal Bank of Montreal 2.030 NQQ6HPCNCCU6TUTQYE16 BRTX9BF56 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 1/2 BOND 46 2046-02-15 2.500000 63182200.00 68185345.69 U.S. Treasuries (including strips) BILL 09/10/20 2020-09-10 0.000000 100.00 98.35 U.S. Treasuries (including strips) BILL 02/27/20 2020-02-27 0.000000 200.00 198.49 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 21942800.00 24203868.40 U.S. Treasuries (including strips) 1 1/8 NOTE AC 21 2021-08-31 1.125000 100.00 99.08 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 2295000.00 2289357.17 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 55541900.00 65982666.36 U.S. Treasuries (including strips) BILL 08/13/20 2020-08-13 0.000000 2586200.00 2546739.76 U.S. Treasuries (including strips) BILL 10/10/19 2019-10-10 0.000000 500.00 499.75 U.S. Treasuries (including strips) BILL 06/18/20 2020-06-18 0.000000 100.00 98.71 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 34035400.00 36189879.11 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 1000.00 1034.10 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 7999900.00 8055369.31 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 67554400.00 71071175.59 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 13068900.00 15529251.11 U.S. Treasuries (including strips) 2 3/8 TRIB 25 2025-01-15 2.375000 7844000.00 11944349.01 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2019-10-07 2019-10-07 2019-10-16 Y BANK OF MONTREAL 1.0000 7 N Fitch AA- Moody's Aa2 Standard & Poor's A+ N N 0.0203 300000000.00 300000000.00 0.0027 N N Y N Citibank NA Citibank NA 2.350 E57ODZWZ7FF32TWEFA76 BRTXEV9M6 U.S. Treasury 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TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 2000.00 2206.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 300.00 402.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-09-30 1.375000 884900.00 878466.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 7476100.00 8075355.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 25913500.00 27228921.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 3000.00 3986.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.962220 349700.00 350876.19 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-10-01 2019-10-01 2019-10-01 N N N 0.0235 150000000.00 150000000.00 0.0014 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.370 X574KRZ6V5A7UBU45C31 US912833Z526 BRTXEZUX9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 23583922.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 23120000.00 23120000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.370 X574KRZ6V5A7UBU45C31 US912810QY73 BRTXEZUR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 25000000.00 28306826.88 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2019-10-01 2019-10-01 2019-10-01 N N N 0.0237 27750000.00 27750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.370 X574KRZ6V5A7UBU45C31 US9128337T17 BRTXEZUY7 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2019-10-01 N N N 0.0230 551695000.00 551695000.00 0.0050 N Y Y N Citigroup Global Markets, Inc. 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254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0180 2052218131.90 2052218131.90 0.0187 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.814 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0181 2530598432.06 2530598432.06 0.0230 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.808 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0181 652289138.38 652289138.38 0.0059 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.809 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0181 1011355850.86 1011355850.86 0.0092 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.732 912796SQ3 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Moody's Govt Standard & Poor's AA+ 2019-10-01 2021-01-31 2021-01-31 N N N 0.0207 1032774030.78 1032774030.78 0.0094 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.053 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-10-01 2021-04-30 2021-04-30 N N N 0.0209 83879121.66 83879121.66 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.134 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-10-01 2021-07-31 2021-07-31 N N N 0.0212 2385611407.18 2385611407.18 0.0217 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-10-31 2019-10-31 2019-10-31 N N N 0.0207 81904846.95 81904846.95 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828H52 254900HROIFWPRGM1V77 US912828H524 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0192 79771986.53 79771986.53 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J50 254900HROIFWPRGM1V77 US912828J504 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0190 103253637.50 103253637.50 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0187 139950235.86 139950235.86 0.0013 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0187 253247093.51 253247093.51 0.0023 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0186 201196752.96 201196752.96 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0187 366941761.60 366941761.60 0.0033 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0187 195572520.41 195572520.41 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0186 23962803.77 23962803.77 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.957 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-10-01 2020-07-31 2020-07-31 N N N 0.0202 1388043112.60 1388043112.60 0.0126 N Y Y N BlackRock Liquidity Funds 2019-10-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer