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98279336.21 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0160 220000000.00 220000000.00 0.0019 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.570 7TK5RJIZDFROZCA6XF66 BRTZ4KNJ7 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 2023-01-15 0.125000 600.00 664.27 U.S. Treasuries (including strips) FREMF_17-KF35 2024-08-25 4.449500 3500000.00 1833289.62 Agency Collateralized Mortgage Obligation FREMF_13-K33 2023-08-25 0.000000 8200000.00 6293910.00 Agency Collateralized Mortgage Obligation FHMS K1502 2034-04-25 4.397720 17250000.00 6439605.19 Agency Collateralized Mortgage Obligation FHMS_K061 2044-12-25 2.040810 28544049.00 3449899.40 Agency Collateralized Mortgage Obligation FREMF_15-K721 2047-11-25 0.000000 36873727.00 33357632.76 Agency Collateralized Mortgage Obligation 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2024-05-25 2.149360 82697895.00 6782362.18 Agency Collateralized Mortgage Obligation FREMF_17-K71 2027-11-25 0.010000 269435000.00 1416163.34 Agency Collateralized Mortgage Obligation FREMF_19-K99 2029-11-25 0.000000 1328854.00 841710.74 Agency Collateralized Mortgage Obligation FREMF_K-W01 2029-03-25 4.195420 4604352.00 1005066.06 Agency Collateralized Mortgage Obligation FHLMC_K092 2029-07-25 2.323220 22424164.00 3949499.62 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.148570 27101000.00 5149783.20 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 31216300.00 34487352.82 U.S. Treasuries (including strips) FHLMC_K719 2022-06-25 0.000000 37242398.00 32535145.10 Agency Collateralized Mortgage Obligation FRESB_16-KS07 2025-09-25 4.279100 46468000.00 41500443.60 Agency Collateralized Mortgage Obligation FHMS_K093 2047-05-25 2.280820 78227620.00 13497391.12 Agency Collateralized Mortgage Obligation FHLMC_K033 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1008286.00 1125716.03 Agency Mortgage-Backed Securities GNII SF BQ8717 C 2049-10-20 4.000000 1932745.00 2041900.62 Agency Mortgage-Backed Securities GNII SF BR2278 C 2049-11-20 3.500000 13001263.00 13474069.82 Agency Mortgage-Backed Securities GNPL PN AD5086 2053-11-15 4.030000 500000.00 539624.28 Agency Mortgage-Backed Securities GNHF RF AR3390 H 2065-12-20 4.439000 1257763.00 507198.69 Agency Mortgage-Backed Securities GNHF RF AY2304 H 2067-05-20 4.648000 30000.00 32249.15 Agency Mortgage-Backed Securities GNHF RF 736939 H 2065-05-20 4.418000 5250282.00 923608.17 Agency Mortgage-Backed Securities GNHF PF 784835 H 2069-04-20 4.538000 9603430.00 11495527.23 Agency Mortgage-Backed Securities 03.000 FGPC G16600 G 2033-07-01 3.000000 2000000.00 1706585.25 Agency Mortgage-Backed Securities FMAR 1Q1817 G 2038-05-01 4.415000 741128.00 327274.23 Agency Mortgage-Backed Securities FEPC 03.500 CISB8017 2034-11-01 3.500000 221250.00 223388.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8023 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Collateralized Mortgage Obligation GNRA 2013-129 SB 2043-09-20 4.326370 20189895.00 879767.44 Agency Collateralized Mortgage Obligation GNRA 2014-41 SG 2044-03-16 4.987500 30000000.00 1971111.98 Agency Collateralized Mortgage Obligation GNRA 2014-131 AS 2044-09-20 4.476370 7430828.00 630388.64 Agency Collateralized Mortgage Obligation GNRA 2014-152 AS 2044-10-20 3.876370 6922050.00 325700.88 Agency Collateralized Mortgage Obligation GNRA 2015-137 SK 2044-03-16 4.387500 100000.00 20557.52 Agency Collateralized Mortgage Obligation GNRA 2019-54 SA 2049-04-20 4.326370 330453.00 42162.92 Agency Collateralized Mortgage Obligation GNRM 2019-27 PI 2049-02-20 4.500000 987885.00 45011.37 Agency Collateralized Mortgage Obligation GNRA 2019-11 SK 2049-09-20 1.706370 69009562.00 5294060.55 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-12-02 2020-01-03 2020-01-03 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0185 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6219.33 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-05-20 3.875000 420000.00 70813.47 Agency Mortgage-Backed Securities FNMA_19-16B 2049-04-25 4.242000 585497.00 52782.39 Agency Collateralized Mortgage Obligation GINNIE MAE II 2021-01-07 3.000000 2000010.00 490853.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-06-01 5.031000 1000000.00 268193.67 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 3.000000 1063424.00 654425.30 Agency Mortgage-Backed Securities FHLMC_4629D 2045-11-15 3.500000 1527000.00 97286.45 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-09-20 3.500000 2395684.00 1398366.03 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 2.000000 2960894.00 1262386.19 Agency Mortgage-Backed Securities FHLMC_3962J 2041-11-15 4.234620 4677001.00 149591.09 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-10-20 3.000000 5173251.00 289685.53 Agency Mortgage-Backed Securities FNMA_14-4A 2044-02-25 4.342000 5537001.00 135604.93 Agency Collateralized Mortgage Obligation FNMA_13-102 2043-10-25 0.000000 8247018.00 3762790.79 Agency Collateralized Mortgage Obligation GNMA_18-66D 2041-06-20 3.676370 10193148.00 1256059.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2040-08-20 5.000000 13000244.00 121036.28 Agency Collateralized Mortgage Obligation GNMA_18-66F 2043-08-20 4.426370 16995104.00 2394420.17 Agency Collateralized Mortgage Obligation GNMA_18-21B 2048-02-20 3.500000 18945045.00 1154127.75 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 4.684620 32436428.00 1475179.01 Agency Collateralized Mortgage Obligation GNMA_10-117 2039-10-20 4.276370 33237915.00 128316.21 Agency Collateralized Mortgage Obligation FHLMC_41-99 2040-05-15 4.434620 37165000.00 1312619.85 Agency Collateralized Mortgage Obligation FHLMC_4770C 2043-08-15 2.242060 45144951.00 1600218.99 Agency Collateralized Mortgage Obligation FHLMC_4915C 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Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 4.704620 11484000.00 161239.32 Agency Collateralized Mortgage Obligation GNMA_19-18H 2049-02-20 4.326370 11873512.00 1030344.20 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 2049-06-25 4.342000 12500000.00 2338706.02 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.434620 13607143.00 310040.55 Agency Collateralized Mortgage Obligation FNMA_19-48J 2039-07-25 4.342000 14787757.00 3183188.26 Agency Collateralized Mortgage Obligation FNMA_19-37J 2049-07-25 4.342000 15397928.00 2778853.55 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 5.032000 15672317.00 615039.89 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-05-20 4.476370 16341904.00 1790279.16 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.182000 17037000.00 609287.40 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 4.342000 19139744.00 3082213.52 Agency 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FHLMC_4389 2044-09-15 4.314620 27632018.00 869930.37 Agency Collateralized Mortgage Obligation GNMA_17-189B 2047-12-20 4.476370 28034081.00 5102633.78 Agency Collateralized Mortgage Obligation GNMA_19-74C 2049-06-20 4.376370 28862988.00 5060303.81 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.442000 29250000.00 2426917.80 Agency Collateralized Mortgage Obligation FHLMC_4824B 2042-11-15 4.284620 32628869.00 1833658.24 Agency Collateralized Mortgage Obligation GNMA_10-116 2040-09-16 4.837500 33333333.00 2227699.59 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.242000 33798669.00 940582.80 Agency Collateralized Mortgage Obligation FNMA_19-10B 2049-03-25 4.392000 34970101.00 4636321.40 Agency Collateralized Mortgage Obligation GNMA_19-99L 2049-08-20 4.376370 35619740.00 4639565.89 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 4.416370 36500000.00 2862770.90 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 4.242000 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4.392000 30735456.00 4078600.51 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 4.442000 33537024.00 4918898.12 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 4.392000 34000000.00 4621924.58 Agency Collateralized Mortgage Obligation FNR_19-34 2049-07-25 4.342000 34830336.00 4466453.72 Agency Collateralized Mortgage Obligation FNMA_18-77B 2048-10-25 4.492000 35964608.00 4413889.40 Agency Collateralized Mortgage Obligation FNMA_19-4929 2048-10-25 4.342000 36259525.00 4893136.56 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.792000 38333312.00 1726576.68 Agency Collateralized Mortgage Obligation FNMA_19-34D 2049-07-25 4.342000 38877184.00 7140974.27 Agency Collateralized Mortgage Obligation FNMA_07-63 2037-07-25 0.000000 40199680.00 301102.48 Agency Collateralized Mortgage Obligation FNSTR_324 2032-06-01 0.000000 42316240.00 173496.48 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 4.392000 43064576.00 2465420.35 Agency Collateralized Mortgage Obligation FHLMC_4765G 2044-08-15 4.284620 46442368.00 5302400.13 Agency Collateralized Mortgage Obligation FNSTR_252 2023-11-01 7.500000 48388572.00 4870.59 Agency Collateralized Mortgage Obligation GNMA_18-166E 2048-12-20 2.076370 50000000.00 3548083.26 Agency Collateralized Mortgage Obligation FNMA_11-94 2030-01-25 4.992000 52083332.00 715.19 Agency Collateralized Mortgage Obligation FNMA_19-6A 2049-03-25 4.392000 53778816.00 6286921.16 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 4.304620 56682560.00 2782463.07 Agency Collateralized Mortgage Obligation GNMA_13-9B 2043-01-20 3.000000 58333312.00 1673446.09 Agency Collateralized Mortgage Obligation FNMA_17-66F 2042-10-25 0.050000 61478208.00 90799.44 Agency Collateralized Mortgage Obligation FNMA_14-11 2044-03-25 4.342000 63572864.00 985517.47 Agency Collateralized Mortgage Obligation GNMA_19-103B 2049-08-20 4.326370 67047552.00 12121097.89 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 4.442000 69321472.00 3191617.23 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-08-15 4.434620 75924992.00 3399407.84 Agency Collateralized Mortgage Obligation FHLMC_40-92 2042-08-15 4.284620 79581312.00 2752768.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 2093735.80 Agency Collateralized Mortgage Obligation FHLMC_43-14 2044-03-15 4.284620 91294720.00 4182708.49 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 3.892000 100000000.00 5244237.46 Agency Collateralized Mortgage Obligation FREDDIE MAC STRIPS FHSTR_214 2031-06-01 0.000000 131776767.00 435742.86 Agency Collateralized Mortgage Obligation GNMA_11-61 2038-02-20 4.746370 135994368.00 2011430.61 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-57 2037-06-25 5.022000 186379283.00 1342676.51 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 4.184620 282019840.00 24303581.62 Agency Collateralized Mortgage Obligation FNSTR_291 2027-11-01 8.000000 390744063.00 128385.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 4.526370 100000.00 2378.67 Agency Collateralized Mortgage Obligation FNMA_08-24 2038-02-25 0.000000 380084.00 109650.27 Agency Collateralized Mortgage Obligation FHSTR_147 2023-02-01 8.000000 425478.00 21.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3143- 2036-02-15 5.500000 500000.00 94282.40 Agency Collateralized Mortgage Obligation GNMA_15-168D 2045-11-20 4.476370 550000.00 36988.23 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 747000.00 3127.51 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 0.000000 1163246.00 123015.44 Agency Collateralized Mortgage Obligation FHLMC_3887 2041-07-15 5.000000 1350000.00 2349363.77 Agency Collateralized Mortgage Obligation GNMA_19-125B 2049-10-20 6.500000 1544128.00 1729690.07 Agency Collateralized Mortgage Obligation GNMA_14-58B 2044-04-20 4.376370 1892000.00 88794.56 Agency Collateralized Mortgage Obligation GNMA_13-181 2043-11-20 4.376370 2000000.00 85762.64 Agency Collateralized Mortgage Obligation FNMA_13-57 2041-06-25 3.000000 2108000.00 81914.12 Agency Collateralized Mortgage Obligation FHSTR_245 2037-05-15 0.000000 3000000.00 74582.60 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 924.64 Agency Collateralized Mortgage Obligation FNMA_07-34 2037-04-25 4.402000 4000000.00 22453.70 Agency Collateralized Mortgage Obligation FHLMC_4580E 2043-02-15 3.500000 4225000.00 207550.99 Agency Collateralized Mortgage Obligation GNMA_15-165F 2041-07-16 3.500000 4495000.00 154718.69 Agency Collateralized Mortgage Obligation FNMA_17-89C 2047-08-25 3.500000 5651592.00 6323121.13 Agency Collateralized Mortgage Obligation FNMA_12-43 2041-07-25 1.708000 7000000.00 67299.75 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 0.100000 7305624.00 23885.05 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_370 2036-05-25 6.000000 7965000.00 44702.10 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.792000 8156752.00 446100.43 Agency Collateralized Mortgage Obligation FHLS_354 2036-11-15 3.500000 8902736.00 825758.55 Agency Collateralized Mortgage Obligation FNMA_12-15 2042-03-25 4.000000 9000000.00 13825688.37 Agency Collateralized Mortgage Obligation FNMA_18-63B 2048-09-25 4.492000 9235552.00 1152055.84 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 4.500000 9724528.00 4325138.49 Agency Collateralized Mortgage Obligation FNSTR_377 2036-10-25 5.000000 10424816.00 65773.88 Agency Collateralized Mortgage Obligation FNMA_07-50 2037-06-25 4.392000 11900000.00 57910.96 Agency Collateralized Mortgage Obligation FHLMC_4833B 2042-10-15 0.150000 13045744.00 63695.58 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 9423861.40 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 989388.94 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293712.00 109124.83 Agency Collateralized Mortgage Obligation FNMA_07-49 2037-06-25 0.000000 16666656.00 134577.00 Agency Collateralized Mortgage Obligation FNMA_19-66J 2049-11-25 4.000000 18750000.00 1798387.02 Agency Collateralized Mortgage Obligation GNMA_10-101 2040-08-16 0.000000 19715040.00 2043774.61 Agency Collateralized Mortgage Obligation GNMA_14-94 2038-02-20 0.200000 20173184.00 36549.95 Agency Collateralized Mortgage Obligation GNMA_19-23A 2048-09-20 4.500000 20611104.00 2534592.65 Agency Collateralized Mortgage Obligation FNMA_12-39 2042-03-25 4.000000 21250000.00 116427.89 Agency Collateralized Mortgage Obligation FHLMC_3459 2038-06-15 4.484620 24120000.00 99723.89 Agency Collateralized Mortgage Obligation FHLMC_4899F 2046-01-25 4.392000 24360387.00 3823954.72 Agency Collateralized Mortgage Obligation FNMA_17-66C 2047-09-25 4.192000 24629952.00 3120434.07 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 4.234620 25405640.00 3520769.16 Agency Collateralized Mortgage Obligation FHLMC_37-41 2040-10-15 4.500000 25927328.00 2948297.48 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1474687.71 Agency Collateralized Mortgage Obligation FNMA_18-55B 2048-08-25 4.492000 28396640.00 4507831.86 Agency Collateralized Mortgage Obligation GNMA_19-78-SE 2049-06-20 4.376370 28739168.00 4305377.23 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 4.392000 29330112.00 2066575.12 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 4.326370 30122400.00 992730.32 Agency Collateralized Mortgage Obligation GNMA_16-15B 2045-03-20 3.500000 31473184.00 1032259.22 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 2.218620 32147264.00 420496.13 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 4.326370 33304000.00 2909510.43 Agency Collateralized Mortgage Obligation FNMA_18-49B 2048-07-25 4.492000 33665960.00 4117679.77 Agency Collateralized Mortgage Obligation GNMA_16-93 2044-07-20 4.500000 34092120.00 11347558.56 Agency Collateralized Mortgage Obligation FNMA_17-91A 2047-11-25 4.442000 35714240.00 5334048.71 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 4.392000 37000000.00 22672.85 Agency Collateralized Mortgage Obligation GNMA_19-52D 2049-03-20 4.500000 37691520.00 5799911.28 Agency Collateralized Mortgage Obligation FNMA_18-13C 2048-03-25 4.542000 38487424.00 4308496.36 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 4.342000 39040192.00 9524243.03 Agency Collateralized Mortgage Obligation GNMA_14-3 2039-07-20 4.276370 41202304.00 1185341.23 Agency Collateralized Mortgage Obligation FNMA_17-96F 2041-08-25 4.500000 44518016.00 3194086.50 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 4.342000 45637001.00 10848727.22 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 4.934620 46769920.00 1719905.11 Agency Collateralized Mortgage Obligation FNMA_18-77D 2048-10-25 4.500000 48483712.00 6007025.69 Agency Collateralized Mortgage Obligation GNMA_16-58G 2045-11-20 4.500000 50352640.00 5524861.43 Agency Collateralized Mortgage Obligation FNMA_15-42B 2045-05-25 2.040000 55329280.00 57380.53 Agency Collateralized Mortgage Obligation FNMA_18-55C 2048-08-25 4.492000 55700500.00 6706772.91 Agency Collateralized Mortgage Obligation GNMA_17-179B 2047-12-20 4.476370 57142848.00 8933716.51 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-07-15 4.834620 58846144.00 2244926.36 Agency Collateralized Mortgage Obligation FNMA_12-93 2042-09-25 4.392000 61803584.00 1567870.04 Agency Collateralized Mortgage Obligation FHLMC_4833B 2044-10-15 4.234620 66453760.00 10204059.68 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-08-15 4.884620 71792896.00 2866407.57 Agency Collateralized Mortgage Obligation GNMA_19-119A 2049-09-20 4.326370 74202080.00 15738773.76 Agency Collateralized Mortgage Obligation FNSTR_301 2029-04-01 0.000000 76368000.00 157330.48 Agency Collateralized Mortgage Obligation FNMA_11-96 2041-10-25 4.292000 80506240.00 2101507.69 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 2090956.39 Agency Collateralized Mortgage Obligation FNMA_12-123 2042-11-25 3.912000 101482240.00 1960177.58 Agency Collateralized Mortgage Obligation FHLMC_4378B 2044-08-15 4.334620 106256000.00 2925259.22 Agency Collateralized Mortgage Obligation GNMA_12-134A 2042-11-20 3.276370 132412928.00 1425756.76 Agency Collateralized Mortgage Obligation GNMA_12-133 2042-11-20 1.443500 149998848.00 428828.78 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.334620 196696000.00 15211041.67 Agency Collateralized Mortgage Obligation FNMA_19-57B 2049-10-25 2.750000 140400.00 126444.88 Agency Collateralized Mortgage Obligation FNMA_17-60 2044-11-25 4.000000 312500.00 28367.88 Agency Collateralized Mortgage Obligation GNMA_12-48 2042-04-16 4.887500 400000.00 30188.15 Agency Collateralized Mortgage Obligation FHLMC_4161 2043-02-15 0.000000 459167.00 268173.73 Agency Collateralized Mortgage Obligation GNMA_19-52C 2048-08-20 4.000000 500000.00 551261.01 Agency Collateralized Mortgage Obligation FANNIE MAE FNSTR_372 2036-08-01 6.000000 967987.00 4100.65 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_264 2024-07-25 8.000000 1089720.00 173.17 Agency Collateralized Mortgage Obligation GNMA_19-115B 2049-09-20 4.376370 1200000.00 205045.99 Agency Collateralized Mortgage Obligation FNMA_17-53E 2045-04-25 0.000000 1370958.00 911567.80 Agency Collateralized Mortgage Obligation GNMS_1 2034-07-20 0.000000 1671972.00 1396283.66 Agency Collateralized Mortgage Obligation FNMA_10-147 2041-01-25 4.822000 2500000.00 133787.31 Agency Collateralized Mortgage Obligation GNMA_16-44A 2040-01-16 4.500000 2777776.00 163048.27 Agency Collateralized 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Agency Collateralized Mortgage Obligation FNSTR_321 2032-04-01 0.000000 19254720.00 81322.34 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777888.00 399297.75 Agency Collateralized Mortgage Obligation FNMA_07-15 2037-03-25 0.000000 20500000.00 1569888.95 Agency Collateralized Mortgage Obligation GNMA_15-99C 2045-07-20 6.000000 22586000.00 2261448.34 Agency Collateralized Mortgage Obligation GNMA_19-103B 2049-02-20 4.326370 22745360.00 2799484.61 Agency Collateralized Mortgage Obligation GNMA_14062 2037-06-16 37.580000 24156000.00 1321903.64 Agency Collateralized Mortgage Obligation GNMA_19-103A 2049-08-20 4.326370 24455328.00 4452213.93 Agency Collateralized Mortgage Obligation FHLMC_34-50 2038-05-15 4.334620 25000000.00 401832.77 Agency Collateralized Mortgage Obligation FHLMC_4564F 2043-04-15 2.234620 26456448.00 1713197.97 Agency Collateralized Mortgage Obligation FHLMC_4005 2042-02-15 4.734620 27000000.00 799235.72 Agency Collateralized Mortgage 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GNMA_18-27E 2045-02-16 3.837500 36566784.00 4771395.85 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 4.542000 37200000.00 632901.45 Agency Collateralized Mortgage Obligation FNSTR_419 2044-04-25 3.500000 37999999.00 2954020.70 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 4.434620 38500000.00 2281460.79 Agency Collateralized Mortgage Obligation FHLMC_4899C 2044-09-25 4.392000 42418596.00 6019800.56 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-05-25 2.568620 44263424.00 73116.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO 2041-06-15 4.334620 45000000.00 3641414.64 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 4.234620 46303120.00 5466113.24 Agency Collateralized Mortgage Obligation GNMA_19-119B 2049-09-20 4.326370 47063680.00 9895275.32 Agency Collateralized Mortgage Obligation FHLMC_4631D 2046-11-15 4.234620 52147008.00 7322632.50 Agency Collateralized Mortgage Obligation FNMA_19-43C 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Treasury Bills U.S. Treasury Bills 1.560 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 0.0156 2983988901.95 2983988901.95 0.0257 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.281 912796SX8 254900HROIFWPRGM1V77 US912796SX88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2019-12-19 2019-12-19 2019-12-19 N N N 0.0128 1475852588.16 1475852588.16 0.0127 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.475 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0147 167973836.13 167973836.13 0.0014 N Y Y N BlackRock Liquidity Funds 2019-12-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer