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LLC Goldman Sachs & Co. 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8662863.98 Agency Mortgage-Backed Securities FEPC 04.000 CLQA1307 2049-07-01 4.000000 3006085.00 3330832.64 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1318 2049-07-01 4.500000 1670850.00 1594034.33 Agency Mortgage-Backed Securities FGRM 2421IO 02/15/32 2032-02-15 7.000000 10000000.00 3880.31 Agency Collateralized Mortgage Obligation FGRA 2410PF 02/15/32 2032-02-15 1.163600 1.00 0.04 Agency Collateralized Mortgage Obligation FGRA 2439DS 03/15/32 2032-03-15 0.000000 290666667.00 20.54 Agency Collateralized Mortgage Obligation FGRM 1579PM 09/15/23 2023-09-15 6.700000 70000.00 737.18 Agency Collateralized Mortgage Obligation FGRM 01578K 09/15/23 2023-09-15 6.900000 91000.00 1851.80 Agency Collateralized Mortgage Obligation FGRM 01560Z 08/15/23 2023-08-15 7.000000 7000.00 877.40 Agency Collateralized Mortgage Obligation FGRM 01602H 10/15/23 2023-10-15 6.500000 30750.00 923.68 Agency Collateralized Mortgage Obligation FGRM 1602PJ 10/15/23 2023-10-15 6.500000 3000.00 31.85 Agency Collateralized Mortgage Obligation FGRM 01584L 09/15/23 2023-09-15 6.500000 2000.00 37.39 Agency Collateralized Mortgage Obligation FGRM 1577PK 09/15/23 2023-09-15 6.500000 31000.00 638.51 Agency Collateralized Mortgage Obligation FGRA 01599S 10/15/23 2023-10-15 18.788600 185000.00 1409.91 Agency Collateralized Mortgage Obligation FGRM 01590I 10/15/23 2023-10-15 6.500000 43000.00 1027.70 Agency Collateralized Mortgage Obligation FRRM 0G020H 10/25/23 2023-10-25 5.500000 26000.00 524.42 Agency Collateralized Mortgage Obligation FGRM 01603K 10/15/23 2023-10-15 6.500000 20000.00 1243.78 Agency Collateralized Mortgage Obligation FGRM 1591PK 10/15/23 2023-10-15 6.350000 6000.00 98.68 Agency Collateralized Mortgage Obligation FRRM 0G021L 10/25/23 2023-10-25 6.250000 10000.00 327.27 Agency Collateralized Mortgage Obligation FRRM G023HL 11/25/23 2023-11-25 6.000000 8000.00 233.30 Agency Collateralized Mortgage Obligation FRRM G023PK 11/25/23 2023-11-25 6.000000 2000.00 58.32 Agency Collateralized Mortgage Obligation FGRM 01671L 02/15/24 2024-02-15 7.000000 18000.00 194.59 Agency Collateralized Mortgage Obligation FGRM 1628LZ 12/15/23 2023-12-15 6.500000 13000.00 746.78 Agency Collateralized Mortgage Obligation FGRM 1652PL 01/15/24 2024-01-15 7.000000 31000.00 1647.17 Agency Collateralized Mortgage Obligation FRRM 0G030I 04/25/24 2024-04-25 7.500000 9000.00 273.01 Agency Collateralized Mortgage Obligation FGRM 1686PJ 02/15/24 2024-02-15 5.000000 35000.00 149.67 Agency Collateralized Mortgage Obligation FRRM 0G027D 03/25/24 2024-03-25 7.000000 115000.00 1066.24 Agency Collateralized Mortgage Obligation FRRA G027SC 03/25/24 2024-03-25 10.781200 25000.00 241.01 Agency Collateralized Mortgage Obligation FGRM 1711PG 03/15/24 2024-03-15 7.000000 1000.00 65.31 Agency Collateralized Mortgage Obligation FGRM 01748C 09/15/24 2024-09-15 8.000000 16000.00 111.58 Agency Collateralized Mortgage Obligation FGRM 01729K 05/15/24 2024-05-15 7.500000 27000.00 2923.05 Agency Collateralized Mortgage Obligation FGRM 01721K 05/15/24 2024-05-15 7.500000 1000.00 117.92 Agency Collateralized Mortgage Obligation FGRM 01753D 09/15/24 2024-09-15 8.500000 286000.00 1828.23 Agency Collateralized Mortgage Obligation FGRM 01759H 10/15/24 2024-10-15 8.500000 16000.00 409.94 Agency Collateralized Mortgage Obligation FGRM 01740D 02/15/24 2024-02-15 8.150000 149000.00 692.73 Agency Collateralized Mortgage Obligation FGRM 01761K 11/15/24 2024-11-15 8.500000 98000.00 1748.07 Agency Collateralized Mortgage Obligation FGRM 1771PL 02/15/25 2025-02-15 8.000000 11000.00 267.30 Agency Collateralized Mortgage Obligation FGRM 01788A 01/15/23 2023-01-15 7.500000 12000.00 115.07 Agency Collateralized Mortgage Obligation FGRM 1847LL 04/15/26 2026-04-15 7.500000 30000.00 297.49 Agency Collateralized Mortgage Obligation FGRM 01807F 03/15/22 2022-03-15 7.000000 237000.00 310.89 Agency Collateralized Mortgage Obligation FRRM G051KA 05/17/60 2026-05-17 7.250000 49000.00 744.02 Agency Collateralized Mortgage Obligation FRRM G051KB 05/17/60 2026-05-17 6.750000 14000.00 209.23 Agency Collateralized Mortgage Obligation FGRM 1856ZG 06/15/26 2026-06-15 8.000000 10000.00 475.66 Agency Collateralized Mortgage Obligation FGRM 01895C 09/15/26 2026-09-15 7.500000 32000.00 105.97 Agency Collateralized Mortgage Obligation FGRM 01890H 09/15/26 2026-09-15 7.500000 89000.00 754.28 Agency Collateralized Mortgage Obligation FGRM 1899ZE 09/15/26 2026-09-15 8.000000 50000.00 2096.36 Agency Collateralized Mortgage Obligation FGRM 01904D 10/15/26 2024-10-15 7.500000 292000.00 1658.60 Agency Collateralized Mortgage Obligation FGRM 01902G 10/15/26 2026-10-15 7.000000 98000.00 546.61 Agency Collateralized Mortgage Obligation FGRM 01915C 12/15/26 2026-12-15 7.500000 136000.00 1102.88 Agency Collateralized Mortgage Obligation FGRM 01928D 01/15/27 2027-01-15 7.500000 15000.00 106.06 Agency Collateralized Mortgage Obligation FGRM 1936PE 02/15/27 2027-02-15 7.000000 10000.00 545.58 Agency Collateralized Mortgage Obligation FGRA 1939SC 04/15/27 2027-04-15 8.316400 25000.00 18.03 Agency Collateralized Mortgage Obligation FGRM 2030PC 02/15/28 2028-02-15 6.500000 5000.00 107.65 Agency Collateralized Mortgage Obligation FGRM 02042N 03/15/28 2028-03-15 6.500000 70000.00 269.03 Agency Collateralized Mortgage Obligation FGRM 02046C 04/15/28 2028-04-15 6.000000 15000.00 145.42 Agency Collateralized Mortgage Obligation FGRM 02054L 05/15/28 2028-05-15 6.500000 59000.00 460.24 Agency Collateralized Mortgage Obligation FGRM 02071B 07/15/28 2028-07-15 6.500000 12000.00 84.86 Agency Collateralized Mortgage Obligation FGRM 02086B 09/15/28 2028-09-15 6.500000 10000.00 89.42 Agency Collateralized Mortgage Obligation FGRM 02099A 11/15/28 2028-11-15 6.250000 8000.00 472.57 Agency Collateralized Mortgage Obligation FGRM 02115K 01/15/29 2029-01-15 6.000000 11000.00 447.32 Agency Collateralized Mortgage Obligation FGRM 2130NA 03/15/29 2029-03-15 6.250000 25000.00 369.31 Agency Collateralized Mortgage Obligation FGRM 02134C 03/15/29 2029-03-15 6.250000 3000.00 103.50 Agency Collateralized Mortgage Obligation FGRM 2205YB 05/15/29 2029-05-15 6.000000 15000.00 278.05 Agency Collateralized Mortgage Obligation FGRM 2260PC 10/15/30 2030-10-15 7.500000 220000.00 1271.65 Agency Collateralized Mortgage Obligation FGRM 02277B 01/15/31 2031-01-15 7.500000 3000000.00 12721.65 Agency Collateralized Mortgage Obligation FGRM 02278H 01/15/31 2031-01-15 6.500000 88000.00 16.52 Agency Collateralized Mortgage Obligation FGRM 2313LA 05/15/31 2031-05-15 6.500000 4000.00 71.54 Agency Collateralized Mortgage Obligation FGRM 2436EJ 03/15/32 2032-03-15 0.000000 7300.00 23.98 Agency Collateralized Mortgage Obligation FNRM CL101D RT90-101 2020-09-25 7.000000 854000.00 69.75 Agency Collateralized Mortgage Obligation FNRM CL103KRT1990103 2020-09-25 7.500000 628050.00 24.41 Agency Collateralized Mortgage Obligation FNRM CL100KRT1990100 2020-09-25 8.550000 69000.00 9.27 Agency Collateralized Mortgage Obligation FNRM CL106J RT90-106 2020-09-25 8.500000 104000.00 4.56 Agency Collateralized Mortgage Obligation FNRM CL93G RT1990-93 2020-08-25 5.500000 304000.00 0.98 Agency Collateralized Mortgage Obligation FNRM CL97G RT1990-97 2020-08-25 7.000000 68000.00 0.02 Agency Collateralized Mortgage Obligation FNRM CL61H RT1990-61 2020-06-25 7.000000 18000.00 0.27 Agency Collateralized Mortgage Obligation FNRM CL94D RT1990-94 2020-08-25 6.500000 90000.00 0.73 Agency Collateralized Mortgage Obligation FNRM CL102JRT1990102 2020-08-25 6.500000 93000.00 7.43 Agency Collateralized Mortgage Obligation FNRM CL86H RT1990-86 2020-07-25 7.000000 358000.00 0.19 Agency Collateralized Mortgage Obligation FNRM CL89K RT1990-89 2020-07-25 6.500000 956000.00 44.71 Agency Collateralized Mortgage Obligation FNRM CL19K RT1991-19 2021-03-25 7.000000 502000.00 79.06 Agency Collateralized Mortgage Obligation FNRM CL006Z RTG006 2021-03-25 9.000000 58000.00 18.63 Agency Collateralized Mortgage Obligation FNRM CL007E 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7.000000 140000.00 26.42 Agency Collateralized Mortgage Obligation FNRM CL65Z RT1991-65 2021-06-25 6.500000 17000.00 15.86 Agency Collateralized Mortgage Obligation FNRM CL66J RT1991-66 2021-06-25 8.125000 868000.00 398.10 Agency Collateralized Mortgage Obligation FNRM CL28JA RT91-28 2021-04-25 8.000000 517500.00 76.39 Agency Collateralized Mortgage Obligation FNRM CL59Z RT1991-59 2021-06-25 6.500000 9000.00 14.80 Agency Collateralized Mortgage Obligation FNRM CL35J RT1991-35 2021-04-25 6.750000 146000.00 52.48 Agency Collateralized Mortgage Obligation FNRM CL61H RT1991-61 2021-06-25 6.500000 72000.00 18.26 Agency Collateralized Mortgage Obligation FNRM CL40J RT1991-40 2021-05-25 7.500000 287000.00 276.30 Agency Collateralized Mortgage Obligation FNRM CL57Z RT1991-57 2021-05-25 6.500000 5000.00 2.87 Agency Collateralized Mortgage Obligation FNRM CL43J RT1991-43 2021-05-25 7.000000 30000.00 17.53 Agency Collateralized Mortgage Obligation FNRM CL52J RT1991-52 2021-05-25 8.500000 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Agency Collateralized Mortgage Obligation FNRM CL039L RT93-G39 2023-12-25 6.500000 19000.00 268.44 Agency Collateralized Mortgage Obligation FNRM CL250DZ RT93250 2023-12-25 7.000000 15000.00 832.48 Agency Collateralized Mortgage Obligation FNRM CL89D RT1994-89 2024-07-25 8.000000 50000.00 444.20 Agency Collateralized Mortgage Obligation FNRM CL76KA RT94-76 2024-04-25 7.000000 400000.00 1511.90 Agency Collateralized Mortgage Obligation FNRM CL23G RT1996-23 2026-07-25 6.500000 10000.00 121.83 Agency Collateralized Mortgage Obligation FNRM CL46PA RT96-46 2021-08-25 0.000000 13000.00 0.13 Agency Collateralized Mortgage Obligation FNRM CL48D RT1996-48 2026-11-25 7.500000 10000.00 86.37 Agency Collateralized Mortgage Obligation FNRM CL24G RT1995-24 2023-04-25 6.500000 3000.00 40.44 Agency Collateralized Mortgage Obligation FNRM CL07TI RT97-07 2022-06-25 10.000000 2804379.00 0.08 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 1999-T2 A1 20290119 FLT 2029-01-19 7.500000 8675000.00 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Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-05-01 4.500000 1498214.00 1588792.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-08-01 4.500000 1549066.00 1539198.70 Agency Mortgage-Backed Securities GINNIE MAE I 2035-08-15 4.500000 1600000.00 80750.87 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 3.500000 1640028.00 1673886.19 Agency Mortgage-Backed Securities FHLMC_4864F 2045-10-15 4.500000 1666666.00 117836.65 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-03-20 3.000000 1799000.00 499330.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 1872218.00 1434223.44 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 4.500000 1935486.00 2060832.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-04-01 4.000000 2000000.00 1510057.67 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 3.500000 2025000.00 1095516.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 2152588.00 2340328.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-06-01 4.000000 2184700.00 419222.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 4.000000 2228668.00 2502783.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-09-01 3.000000 2300000.00 1640300.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-11-01 4.000000 2345012.00 2633741.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-05-01 3.500000 2359000.00 1849711.04 Agency Mortgage-Backed Securities GINNIE MAE II 2034-10-20 3.000000 2485016.00 2499602.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-02-01 3.500000 2675616.00 2861658.86 Agency Mortgage-Backed Securities GNMA_19-38D 2048-08-20 4.500000 2717584.00 180093.78 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-09-15 4.500000 2755332.00 2296270.87 Agency Mortgage-Backed Securities GINNIE MAE I 2048-10-15 4.550000 2858428.00 3305683.05 Agency Mortgage-Backed Securities GNMA_16-82L 2044-05-20 4.000000 2948860.00 130899.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-04-01 2.927000 2950172.00 2947313.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 4.000000 2980840.00 3173045.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-10-01 2.500000 3250000.00 892720.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-04-01 4.000000 3333864.00 3423913.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 3618716.00 3694171.23 Agency Mortgage-Backed Securities FNMA_19-9G 2045-06-25 4.500000 3622220.00 329390.67 Agency Collateralized Mortgage Obligation FNMA_17-30F 2041-05-25 4.000000 3752868.00 111538.25 Agency Collateralized Mortgage Obligation FNMA_17-30E 2047-05-25 3.500000 3849924.00 527029.08 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-02-01 3.500000 3977804.00 4223940.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-04-01 2.649000 4239264.00 4444427.03 Agency Mortgage-Backed Securities GINNIE MAE I 2058-06-15 3.630000 4284584.00 4844523.39 Agency Mortgage-Backed Securities FNMA_16-37D 2043-08-25 3.500000 4285712.00 75143.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 4.500000 4323656.00 4686968.97 Agency Mortgage-Backed Securities FHLMC_4755B 2048-02-15 3.500000 4767944.00 248663.86 Agency Collateralized Mortgage Obligation GINNIE MAE II 2050-05-20 2.500000 4840960.00 4966894.89 Agency Mortgage-Backed Securities FNMA_15-89C 2042-03-25 3.500000 5357136.00 269443.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-03-01 3.000000 5448792.00 5710569.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 2.500000 5534984.00 5516498.61 Agency Mortgage-Backed Securities GINNIE MAE I 2061-03-15 5.140000 5540480.00 6559916.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 5745000.00 3051192.12 Agency Mortgage-Backed Securities FNMA_17-54D 2047-07-25 4.000000 5833520.00 915193.06 Agency Collateralized Mortgage Obligation GINNIE MAE I 2061-07-15 4.490000 5902008.00 6725870.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 5919816.00 6044184.64 Agency Mortgage-Backed Securities FNMA_18-56D 2048-08-25 4.000000 6118328.00 1086459.20 Agency Collateralized Mortgage Obligation FNR_19-37-IO 2049-07-25 4.000000 6292536.00 1044280.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-05-01 3.500000 6318952.00 6706557.92 Agency Mortgage-Backed Securities GINNIE MAE II 2033-01-20 6.000000 6874080.00 5598164.70 Agency Mortgage-Backed Securities FHLMC_4655E 2047-02-15 4.000000 7016448.00 704882.15 Agency Collateralized Mortgage Obligation FNMA_20-28G 2049-08-25 3.500000 7040480.00 1142787.73 Agency Collateralized Mortgage Obligation FNMA_17-109C 2048-01-25 4.000000 7267456.00 911490.48 Agency Collateralized Mortgage Obligation GINNIE MAE II 2035-05-20 2.000000 7799896.00 8036650.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-05-01 2.500000 8059296.00 8443413.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-04-01 3.000000 8119950.00 8554837.12 Agency Mortgage-Backed Securities FHLMC_4864F 2048-12-15 4.500000 8208496.00 1242439.70 Agency Collateralized Mortgage Obligation FHLMC_4619E 2043-05-15 3.500000 8979136.00 374636.39 Agency Collateralized Mortgage Obligation GNMA_20-61 2049-02-20 5.500000 9252784.00 1567808.17 Agency Collateralized Mortgage Obligation FNMA_17-54C 2047-07-25 4.000000 9309744.00 966883.52 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-06-20 3.000000 9400000.00 8101726.27 Agency Mortgage-Backed Securities FHLMC_4664B 2043-05-15 4.000000 9420310.00 264732.58 Agency Collateralized Mortgage Obligation GINNIE MAE I 2060-06-15 4.435000 9500672.00 10938849.95 Agency Mortgage-Backed Securities FHLMC_4695E 2047-06-15 4.000000 9778640.00 1149307.10 Agency Collateralized Mortgage Obligation FNMA_19-9G 2049-03-25 4.500000 10107952.00 1771741.81 Agency Collateralized Mortgage Obligation GINNIE MAE II 2034-02-20 5.450000 10688384.00 4071325.47 Agency Mortgage-Backed Securities GNMA_18-127C 2047-09-20 4.500000 10870768.00 1027649.59 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-08-20 3.500000 11252700.00 10044577.07 Agency Mortgage-Backed Securities FHLMC_4930B 2049-09-25 5.901750 12268256.00 2684809.35 Agency Collateralized Mortgage Obligation GNMA_18-124J 2041-03-20 4.000000 12328000.00 323532.85 Agency Collateralized Mortgage Obligation FNMA_19-64C 2049-11-25 3.500000 13676160.00 1130455.66 Agency Collateralized Mortgage Obligation GINNIE MAE II 2045-04-20 3.500000 13978900.00 4718032.66 Agency Mortgage-Backed Securities GINNIE MAE I 2061-02-15 4.330000 15405420.00 17616695.16 Agency Mortgage-Backed Securities FHLMC_4949B 2049-04-25 4.000000 15683872.00 2076013.28 Agency Collateralized Mortgage Obligation GNMA_20-4A 2041-03-20 4.000000 16637760.00 1779241.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-05-01 3.000000 17149120.00 18054131.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-05-01 4.000000 17570144.00 14063703.10 Agency Mortgage-Backed Securities GINNIE MAE I 2059-11-15 3.740000 18236128.00 20496785.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-02-01 4.000000 19182656.00 13537604.12 Agency Mortgage-Backed Securities GINNIE MAE I 2060-10-15 3.980000 20125888.00 22534786.84 Agency Mortgage-Backed Securities GNMA_17-163G 2042-09-16 3.500000 22088512.00 2291608.23 Agency Collateralized Mortgage Obligation FHLMC_4980K 2050-05-25 4.000000 22805240.00 3432943.73 Agency Collateralized Mortgage Obligation FNMA_20-5E 2050-02-25 5.831750 23179424.00 4407754.09 Agency Collateralized Mortgage Obligation FHLMC_4980K 2050-06-25 4.000000 24399168.00 3194439.38 Agency Collateralized Mortgage Obligation GINNIE MAE I 2057-12-15 3.730000 25711424.00 28658096.27 Agency Mortgage-Backed Securities GINNIE MAE I 2045-09-15 5.500000 25736352.00 30478989.75 Agency Mortgage-Backed Securities FHLMC_44-27 2045-01-15 5.416370 26044000.00 1342117.32 Agency Collateralized Mortgage Obligation GNMA_17-78 2047-05-20 6.029250 26300448.00 3912507.14 Agency Collateralized Mortgage Obligation GNMA_17-114 2044-10-20 4.000000 29402560.00 2913080.26 Agency Collateralized Mortgage Obligation GINNIE MAE I 2060-08-15 4.000000 30702592.00 34974154.93 Agency Mortgage-Backed Securities FNMA_19-65 2059-11-25 2.468270 32166272.00 1297966.51 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-12-01 5.000000 32705344.00 33467570.96 Agency Mortgage-Backed Securities GNMA_17-63 2047-04-20 4.500000 33539648.00 2538646.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-82 2045-03-20 5.429250 37518912.00 2982120.33 Agency Collateralized Mortgage Obligation GINNIE MAE I 2060-05-15 3.500000 38304900.00 42652438.05 Agency Mortgage-Backed Securities GNMA_17-117B 2047-08-20 6.029250 38427136.00 5620803.80 Agency Collateralized Mortgage Obligation FHLMC_4864D 2043-08-15 2.738120 38612928.00 1800503.47 Agency Collateralized Mortgage Obligation FHLMC_4347J 2040-01-15 2.777670 39362160.00 592494.92 Agency Collateralized Mortgage Obligation FHLMC_4466 2045-04-15 5.966370 40192320.00 3544760.21 Agency Collateralized Mortgage Obligation GINNIE MAE I 2060-01-15 3.950000 40221824.00 45678325.58 Agency Mortgage-Backed Securities FNMA_13-6 2043-02-25 5.931750 40783040.00 2088464.21 Agency Collateralized Mortgage Obligation FNMA_13-72 2043-07-25 5.981750 41697000.00 3083191.77 Agency Collateralized Mortgage Obligation FNMA_12-21 2042-03-25 5.781750 42033856.00 1871736.27 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 4.024000 43004320.00 1383093.21 Agency Mortgage-Backed Securities FANNIE MAE FNMA_13-39 2042-10-25 5.931750 44524800.00 2581490.04 Agency Collateralized Mortgage Obligation FNR_19-63 2049-10-25 5.881750 48962048.00 6676312.58 Agency Collateralized Mortgage Obligation FNMA_19-27D 2049-06-25 2.707180 50000000.00 2014200.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-182 2043-12-20 5.969250 50000000.00 4363624.98 Agency Collateralized Mortgage Obligation FNMA_17-88 2047-11-25 3.000000 50864000.00 3443709.52 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2048-11-01 4.000000 53937344.00 53486612.97 Agency Mortgage-Backed Securities FNMA_17-30G 2047-05-25 2.693320 58588288.00 1677511.98 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 60329792.00 63388098.35 Agency Mortgage-Backed Securities FHLMC_4980K 2050-05-25 2.000000 61221000.00 62380008.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-118C 2043-03-20 3.500000 61648128.00 3495516.66 Agency Collateralized Mortgage Obligation FNMA_16-40 2056-07-25 2.512520 62369344.00 1023722.54 Agency Collateralized Mortgage Obligation FNMA_19-59F 2049-10-25 2.756120 63684480.00 2467155.73 Agency Collateralized Mortgage Obligation FHLMC_450-3 2042-02-15 2.820390 63733120.00 1029192.45 Agency Collateralized Mortgage Obligation GINNIE MAE II 2050-05-20 3.000000 66831232.00 70851286.54 Agency Mortgage-Backed Securities FHLMC_4338 2041-10-15 2.734560 68548992.00 766024.78 Agency Collateralized Mortgage Obligation FHLMC_4895A 2043-11-15 2.884770 70348928.00 3512448.16 Agency Collateralized Mortgage Obligation FHLMC_4836B 2058-10-15 5.966370 75721472.00 13502633.52 Agency Collateralized Mortgage Obligation FNMA_15-91 2045-12-25 2.488710 82366080.00 1543005.62 Agency Collateralized Mortgage Obligation FNMA_19-9F 2049-03-25 2.603570 82543488.00 3979807.37 Agency Collateralized Mortgage Obligation FHLMC_4980S 2048-01-25 4.500000 83675648.00 13001103.81 Agency Collateralized Mortgage Obligation FHLMC_36-93 2040-07-15 6.316370 84260000.00 3249906.61 Agency Collateralized Mortgage Obligation FNMA_16-57 2046-06-25 5.881750 88135552.00 12505983.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-10-20 5.549250 88579800.00 4802539.37 Agency Collateralized Mortgage Obligation FNMA_18-28F 2048-05-25 2.677140 101949568.00 2967213.64 Agency Collateralized Mortgage Obligation FHLMC_4683D 2038-09-15 2.878900 102299200.00 3820400.04 Agency Collateralized Mortgage Obligation FNMA_16-40F 2046-07-25 2.597130 106475200.00 2087839.83 Agency Collateralized Mortgage Obligation FNMA_17-30H 2047-05-25 2.600130 119344768.00 2595678.38 Agency Collateralized Mortgage Obligation FHLMC_4730 2038-08-15 3.006890 130000000.00 4536065.46 Agency Collateralized Mortgage Obligation FHLMC_4796E 2040-02-15 2.803520 162358016.00 6794801.49 Agency Collateralized Mortgage Obligation FHLMC_3908 2039-06-15 6.266370 166000000.00 3623178.85 Agency Collateralized Mortgage Obligation FNMA_17-54E 2047-07-25 2.826500 167905792.00 5268778.04 Agency Collateralized Mortgage Obligation FHLMC_4360F 2039-12-15 2.819800 194853375.00 2530102.75 Agency Collateralized Mortgage Obligation FNMA_18-41B 2048-06-25 2.716680 202967040.00 7667804.05 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 950000000.00 950000000.00 0.0056 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.070 9R7GPTSO7KV3UQJZQ078 BRW5DK4H4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 06.500 FGPC P20053 G 2028-07-01 6.500000 41197.00 17.63 Agency Mortgage-Backed Securities 05.000 FGPC G12187 G 2021-05-01 5.000000 3000.00 7.27 Agency Mortgage-Backed Securities 05.500 FGPC G12228 G 2021-07-01 5.500000 30137.00 77.58 Agency Mortgage-Backed Securities 04.500 FGPC G08802 G 2048-02-01 4.500000 5000.00 3070.32 Agency Mortgage-Backed Securities 04.500 FGPC J01006 G 2021-01-01 4.500000 10000.00 16.09 Agency Mortgage-Backed Securities FMZC 11/15/38 U4 2038-11-15 0.000000 949000.00 651877.59 Agency Debentures and Agency Strips 05.000 FGPC A12093 G 2033-08-01 5.000000 47000.00 512.87 Agency Mortgage-Backed Securities 03.000 FGPC J31346 G 2030-04-01 3.000000 2333297.00 880506.94 Agency Mortgage-Backed Securities 03.000 FGPC J33361 G 2030-12-01 3.000000 843875.00 416139.56 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0042 2040-06-01 4.500000 3609041.00 487548.45 Agency Mortgage-Backed Securities FEPC 03.000 CIZK2949 2026-02-01 3.000000 65177.00 8060.68 Agency Mortgage-Backed Securities FEPC 03.500 CLZL5371 2043-03-01 3.500000 2118896.00 956862.57 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4939 2043-02-01 3.000000 1500000.00 759012.93 Agency Mortgage-Backed Securities FEPC 04.500 CLZL8611 2044-10-01 4.500000 180000.00 47784.68 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4985 2047-12-01 3.500000 1500000.00 1152448.00 Agency Mortgage-Backed Securities FEPC 04.000 CLZM7861 2048-08-01 4.000000 16772525.00 12172126.68 Agency Mortgage-Backed Securities FEPC 03.000 3VZN0650 2043-03-01 3.000000 85000.00 46403.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3094 2049-02-01 4.500000 189900.00 63491.13 Agency Mortgage-Backed Securities FMAR 2B7838 G 2050-05-01 2.400000 20326113.00 21193645.05 Agency Mortgage-Backed Securities FEPC 05.500 CTZA1895 2025-08-01 5.500000 5000000.00 149693.74 Agency Mortgage-Backed Securities FEPC 05.000 CTZA2206 2031-05-01 5.000000 499747.00 89527.61 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2471 2037-09-01 3.000000 22853461.00 16298498.64 Agency Mortgage-Backed Securities FEPC 03.500 CTZA3032 2038-09-01 3.500000 139236.00 91522.29 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4243 2043-07-01 3.000000 169886.00 89796.61 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4698 2046-08-01 4.000000 194000.00 119499.84 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4988 2047-08-01 4.000000 1500000.00 980020.72 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6144 2048-12-01 4.500000 7710000.00 4965455.65 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4079 2045-02-01 4.000000 88000.00 46807.98 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4582 2044-09-01 4.000000 15002000.00 4630027.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4630 2045-09-01 3.500000 30380.00 14468.69 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4718 2047-05-01 4.000000 189344.00 108482.75 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4723 2047-06-01 4.000000 6366202.00 3755576.52 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4694 2046-12-01 3.500000 4000.00 2501.99 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4697 2047-01-01 3.000000 54000.00 40633.14 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4714 2047-04-01 4.000000 185000.00 103560.02 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4743 2047-11-01 3.500000 6490000.00 4736379.01 Agency Mortgage-Backed Securities FEPC 02.500 CNZS7475 2026-08-01 2.500000 2560000.00 1122036.92 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9775 2046-07-01 3.500000 568000.00 392843.46 Agency Mortgage-Backed Securities FEPC 05.000 CLZS9710 2042-02-01 5.000000 100000.00 44372.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0485 2048-04-01 4.500000 4592681.00 3996092.87 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0534 2047-12-01 3.500000 60000.00 49639.65 Agency Mortgage-Backed Securities FEPC 03.000 CIZT1796 2027-01-01 3.000000 510091.00 389830.52 Agency Mortgage-Backed Securities FEPC 04.000 CNZT1797 2029-02-01 4.000000 647659.00 502891.57 Agency Mortgage-Backed Securities FEPC 04.000 CIZT1998 2029-07-01 4.000000 2775000.00 2078410.57 Agency Mortgage-Backed Securities FEPC 04.000 CISB0256 2033-11-01 4.000000 742520.00 706364.34 Agency Mortgage-Backed Securities FEPC 03.000 CISB0273 2032-02-01 3.000000 24328662.00 23851923.93 Agency Mortgage-Backed Securities 03.000 FGPC Q15429 G 2043-02-01 3.000000 10329000.00 5228211.31 Agency Mortgage-Backed Securities 05.000 FGPC Q62009 G 2049-03-01 5.000000 682000.00 631721.21 Agency Mortgage-Backed Securities FEPC 04.000 CLQA8201 2050-03-01 4.000000 1375563.00 1476671.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9241 2050-05-01 3.000000 17271048.00 18181447.31 Agency Mortgage-Backed Securities 2.05 FCSB 29 BY 2029-01-23 2.050000 1000.00 1080.21 Agency Debentures and Agency Strips FEPC 03.000 CIQN2044 2035-04-01 3.000000 1657089.00 1754000.90 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2794 2050-06-01 3.500000 127364755.00 135841162.48 Agency Mortgage-Backed Securities 6.75 FMNT GB 31 A 2031-03-15 6.750000 1000.00 1581.18 Agency Debentures and Agency Strips 7.25 FNSM BB 05/30 2030-05-15 7.250000 8754000.00 13865639.57 Agency Debentures and Agency Strips FNMS 06.500 CL226463 2023-07-01 6.500000 10000.00 326.61 Agency Mortgage-Backed Securities FNMS 06.500 CT254344 2022-06-01 6.500000 15000.00 40.36 Agency Mortgage-Backed Securities FNMS 05.000 CL258413 2035-06-01 5.000000 997747.00 53513.87 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9053 2032-04-01 3.500000 3850000.00 1215785.46 Agency Mortgage-Backed Securities FNMS 04.000 CNAL4918 2024-03-01 4.000000 1000000.00 151690.25 Agency Mortgage-Backed Securities FNMS 03.000 CIAL7225 2030-08-01 3.000000 43817.00 21696.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7848 2045-12-01 3.500000 162834.00 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CLAS6675 2046-02-01 4.000000 1000.00 439.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7558 2046-07-01 4.000000 30000000.00 16025408.45 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7600 2046-07-01 4.000000 335984.00 171515.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8653 2047-01-01 3.500000 374000.00 294233.01 Agency Mortgage-Backed Securities FNMS 02.500 CLAT2717 2043-05-01 2.500000 295000.00 162986.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAW3139 2039-05-01 4.000000 39000.00 17316.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAX4887 2044-12-01 4.000000 3000.00 1053.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAY9142 2045-05-01 3.500000 28260.00 16555.79 Agency Mortgage-Backed Securities FNMS 05.000 CL725027 2033-11-01 5.000000 64000.00 1978.62 Agency Mortgage-Backed Securities FNMS 06.000 CL725704 2034-08-01 6.000000 7783.00 175.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ9864 2045-08-01 4.000000 344524.00 147596.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6486 2046-07-01 3.500000 450000.00 326167.08 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC0276 2046-03-01 2.583000 30059950.00 8824940.45 Agency Mortgage-Backed Securities FNMS 02.500 CIBC0913 2031-05-01 2.500000 1808190.00 1013404.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBC2666 2046-02-01 3.500000 353185.00 190816.45 Agency Mortgage-Backed Securities FNMS 02.500 CIBC2863 2031-09-01 2.500000 9620000.00 5864398.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6368 2046-09-01 3.000000 990000.00 658638.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBE0637 2047-07-01 4.000000 12017.00 7798.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2736 2047-09-01 4.000000 30000.00 22826.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3188 2047-02-01 3.500000 43177.00 33753.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3601 2048-11-01 4.500000 1081671.00 1166263.26 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0145 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Mortgage-Backed Securities FNMS 04.000 CLBM1066 2047-02-01 4.000000 9000.00 5010.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3148 2047-11-01 4.500000 5965000.00 4558129.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3385 2045-06-01 4.000000 7142000.00 4556174.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4811 2048-10-01 4.500000 1067000.00 1058750.32 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5483 2048-04-01 3.500000 45000.00 36741.14 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5484 2049-03-01 4.000000 4093000.00 2718728.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6220 2049-03-01 4.500000 3342498.00 2172039.70 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7652 2049-07-01 3.000000 300000.00 296702.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBO7300 2050-02-01 4.500000 8267615.00 9109072.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8674 2050-03-01 3.500000 3105043.00 3272503.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBP0654 2050-03-01 3.000000 141131.00 146621.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1360 2050-03-01 4.000000 11135451.00 11981090.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBP4909 2050-04-01 3.000000 73312.00 77152.77 Agency Mortgage-Backed Securities FNMS 03.500 CLBP6348 2050-05-01 3.500000 1355766.00 1503104.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBP6788 2050-05-01 4.000000 1241677.00 1365846.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBP6952 2050-06-01 4.500000 1251764.00 1392743.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBP7911 2050-05-01 4.000000 2077099.00 2341318.69 Agency Mortgage-Backed Securities FNAR XX.XXX LBCA3138 2049-02-01 3.589000 21069671.00 13267714.37 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3634 2049-06-01 3.500000 200000.00 191931.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3840 2049-07-01 4.500000 1005000.00 969170.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4014 2049-05-01 3.000000 10099.00 7188.46 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4980 2050-01-01 3.000000 120210668.00 126962778.05 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1134 2048-04-01 3.000000 600000.00 532008.54 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1492 2033-11-01 3.000000 68000.00 61498.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1971 2049-11-01 3.500000 8200000.00 7991419.39 Agency Mortgage-Backed Securities FNMS 06.000 CTFM3011 2028-10-01 6.000000 3437735.00 3773375.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3182 2050-05-01 4.000000 20198302.00 22132311.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3376 2046-03-01 3.500000 12891640.00 14141667.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3377 2048-03-01 3.500000 1281478.00 1400986.36 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3387 2035-03-01 3.500000 147204965.00 156203784.43 Agency Mortgage-Backed Securities FNMS 04.000 CIFM3388 2034-03-01 4.000000 70577576.00 75184041.07 Agency Mortgage-Backed Securities FNMS 05.500 CI928040 2022-01-01 5.500000 6000.00 30.50 Agency Mortgage-Backed Securities FNMS 05.500 CL967201 2037-12-01 5.500000 3475200.00 22398.58 Agency Mortgage-Backed Securities FNMS 05.500 CI970384 2023-03-01 5.500000 2000.00 34.60 Agency Mortgage-Backed Securities FNMS 04.500 CI983629 2023-05-01 4.500000 3000.00 17.39 Agency Mortgage-Backed Securities FNMS 04.000 CIAA5570 2024-05-01 4.000000 100447.00 4264.29 Agency Mortgage-Backed Securities FNMS 02.500 CLAB7788 2043-02-01 2.500000 290000.00 159064.58 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2655 2036-06-01 4.000000 290000.00 159362.22 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2488 2025-12-01 3.000000 103000.00 31989.49 Agency Mortgage-Backed Securities FNMS 02.500 CTMA2841 2036-12-01 2.500000 90000.00 64566.83 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3152 2037-10-01 3.500000 1357835.00 890515.80 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 2048-01-01 4.000000 1065000.00 721929.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 2048-03-01 3.500000 24494217.00 18653416.84 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3364 2033-05-01 3.500000 31000.00 19234.49 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3345 2028-04-01 3.500000 31000.00 20446.10 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3657 2034-05-01 3.000000 3885155.00 2709158.91 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3882 2049-11-01 4.500000 1069905.00 747784.18 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3998 2050-04-01 4.500000 502467.00 537019.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4026 2050-05-01 4.000000 100000.00 106717.31 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4067 2035-05-01 4.000000 1785795.00 1904511.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0113 2040-07-01 4.000000 6000.00 923.15 Agency Mortgage-Backed Securities GNII SF 763232 C 2041-04-20 4.500000 6499000.00 2106392.29 Agency Mortgage-Backed Securities GNMI SF 777254 X 2043-03-15 2.500000 29124.00 14019.15 Agency Mortgage-Backed Securities GNMI SF 778074 X 2027-08-15 2.500000 220004.00 36038.88 Agency Mortgage-Backed Securities GNMI SF 794595 X 2042-04-15 3.000000 2280699.00 1197843.74 Agency Mortgage-Backed Securities GNMI SF 797452 X 2027-04-15 3.000000 991199.00 228909.69 Agency Mortgage-Backed Securities GNII SF 798851 C 2043-01-20 3.500000 11000.00 7752.85 Agency Mortgage-Backed Securities GNII SF AA0933 C 2042-04-20 4.000000 3000000.00 406081.11 Agency Mortgage-Backed Securities GNII SF AA5596 C 2042-07-20 3.500000 1716613.00 478034.41 Agency Mortgage-Backed Securities GNII SF AA5604 C 2042-09-20 3.500000 1525787.00 1030154.27 Agency Mortgage-Backed Securities GNMI SF AA7641 X 2027-07-15 2.500000 1059939.00 87495.26 Agency Mortgage-Backed Securities GNMI SF AB2761 X 2042-08-15 3.500000 2298229.00 524576.68 Agency Mortgage-Backed Securities GNMI SF AB8428 X 2043-03-15 2.500000 25000.00 14139.96 Agency Mortgage-Backed Securities GNMI SF AC2796 X 2043-02-15 2.500000 65717.00 29556.28 Agency Mortgage-Backed Securities GNII SF MA0623 M 2042-12-20 2.500000 2000000.00 809148.85 Agency Mortgage-Backed Securities GNII SF MA0699 M 2042-12-20 3.500000 18787835.00 6017130.44 Agency Mortgage-Backed Securities GNII SF MA1679 M 2044-02-20 4.500000 2358000.00 522629.33 Agency Mortgage-Backed Securities GNII SF MA0934 M 2043-04-20 3.500000 1035000.00 316985.44 Agency Mortgage-Backed Securities GNII SF MA1224 M 2043-08-20 3.500000 2920000.00 949479.29 Agency Mortgage-Backed Securities GNII SF MA1600 M 2044-01-20 3.500000 100099.00 29443.29 Agency Mortgage-Backed Securities GNII SF MA2633 M 2043-10-20 1.500000 603354.00 368772.13 Agency Mortgage-Backed Securities GNII SF MA2634 M 2044-01-20 1.500000 280337.00 219255.94 Agency Mortgage-Backed Securities GNII SF MA2635 M 2044-01-20 1.500000 835690.00 172435.82 Agency Mortgage-Backed Securities GNII SF MA2636 M 2044-04-20 1.500000 772467.00 371660.32 Agency Mortgage-Backed Securities GNII JM MA2668 M 2045-02-20 4.000000 7000.00 1140.29 Agency Mortgage-Backed Securities GNII SF MA2674 M 2043-09-20 1.500000 221497.00 179298.29 Agency Mortgage-Backed Securities GNII JM MA1829 M 2044-04-20 3.500000 70000.00 9329.07 Agency Mortgage-Backed Securities GNII JM MA2511 M 2045-01-20 3.500000 15000.00 2586.21 Agency Mortgage-Backed Securities GNII SF MA2825 M 2045-05-20 3.000000 6875000.00 3056212.58 Agency Mortgage-Backed Securities GNII SF MA2891 M 2045-06-20 3.000000 1350000.00 630894.73 Agency Mortgage-Backed Securities GNII SF MA3033 M 2045-08-20 3.000000 946930.00 501484.27 Agency Mortgage-Backed Securities GNII SF MA3247 M 2045-11-20 5.000000 20000.00 4846.51 Agency Mortgage-Backed Securities GNII SF MA3309 M 2045-12-20 3.000000 80000.00 40287.74 Agency Mortgage-Backed Securities GNII SF MA3419 M 2043-11-20 1.000000 59816.00 49120.50 Agency Mortgage-Backed Securities GNII SF MA3458 M 2046-02-20 5.500000 49000.00 14673.44 Agency Mortgage-Backed Securities GNII SF MA3668 M 2036-07-20 6.000000 165000.00 58485.95 Agency Mortgage-Backed Securities GNII SF MA3735 M 2046-06-20 3.000000 38695000.00 22299497.11 Agency Mortgage-Backed Securities GNII SF MA3778 M 2031-07-20 3.000000 2000000.00 973427.93 Agency Mortgage-Backed Securities GNII SF MA3873 M 2046-08-20 3.000000 9391753.00 5731276.27 Agency Mortgage-Backed Securities GNII SF MA3877 M 2046-08-20 5.000000 34000.00 11008.80 Agency Mortgage-Backed Securities GNII SF MA4000 M 2044-01-20 1.500000 514272.00 255819.25 Agency Mortgage-Backed Securities GNII SF MA4126 M 2046-11-20 3.000000 225708899.00 147209928.97 Agency Mortgage-Backed Securities GNII SF MA4195 M 2047-01-20 3.000000 118445782.00 78325023.72 Agency Mortgage-Backed Securities GNII SF MA4261 M 2047-02-20 3.000000 27836554.00 18690767.36 Agency Mortgage-Backed Securities GNII SF MA4320 M 2047-01-20 3.000000 1856506.00 1214358.49 Agency Mortgage-Backed Securities GNII SF MA5397 M 2048-05-20 3.500000 4588752.00 3104685.94 Agency Mortgage-Backed Securities GNII SF MA5398 M 2048-08-20 4.000000 1964046.00 1191158.34 Agency Mortgage-Backed Securities GNII SF MA4511 M 2047-06-20 4.000000 4137367.00 2228109.62 Agency Mortgage-Backed Securities GNII SF MA4559 M 2032-07-20 3.000000 205739.00 123868.79 Agency Mortgage-Backed Securities GNII SF MA4651 M 2047-08-20 3.000000 8487400.00 6103701.03 Agency Mortgage-Backed Securities GNII SF MA4719 M 2047-09-20 3.500000 8900648.00 6019893.73 Agency Mortgage-Backed Securities GNII SF MA4721 M 2047-09-20 4.500000 268848.00 130334.34 Agency Mortgage-Backed Securities GNII SF MA4836 M 2047-11-20 3.000000 45137525.00 33338474.41 Agency Mortgage-Backed Securities GNII SF MA4901 M 2047-12-20 4.000000 200000.00 119828.28 Agency Mortgage-Backed Securities GNII SF MA4958 M 2037-06-20 1.500000 284491.00 179792.24 Agency Mortgage-Backed Securities GNII SF MA4963 M 2047-12-20 4.000000 219000.00 131296.87 Agency Mortgage-Backed Securities GNII SF MA5015 M 2047-12-20 1.500000 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4.000000 1793001.00 1991391.46 Agency Mortgage-Backed Securities GNII SF BQ6421 C 2050-01-20 4.500000 1333977.00 1432963.28 Agency Mortgage-Backed Securities GNII SF BQ9850 C 2049-12-20 3.500000 81204.00 87718.28 Agency Mortgage-Backed Securities GNII SF BQ9767 C 2050-02-20 3.500000 405807.00 433079.86 Agency Mortgage-Backed Securities GNPL LM BR0187 2048-10-15 2.700000 5493691.00 5911819.05 Agency Mortgage-Backed Securities GNII SF BR2066 C 2049-12-20 3.500000 126140.00 136481.55 Agency Mortgage-Backed Securities GNII SF BR3653 C 2050-05-20 3.000000 972466.00 1050249.02 Agency Mortgage-Backed Securities GNII SF BR4804 C 2050-02-20 3.500000 171865.00 186507.32 Agency Mortgage-Backed Securities GNII SF BR7749 C 2049-07-20 4.000000 2546857.00 2813833.17 Agency Mortgage-Backed Securities GNII SF BR8356 C 2050-01-20 3.500000 193927.00 210042.18 Agency Mortgage-Backed Securities GNII SF BS3952 C 2050-03-20 4.000000 5511919.00 5951114.72 Agency Mortgage-Backed Securities GNII SF BS4169 C 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Mortgage-Backed Securities GNII SF 002152 M 2026-01-20 6.500000 82355.00 209.25 Agency Mortgage-Backed Securities GNII SF 002123 M 2025-11-20 8.500000 87111.00 56.48 Agency Mortgage-Backed Securities GNII SF 002136 M 2025-12-20 7.000000 75000.00 208.87 Agency Mortgage-Backed Securities GNII SF 002142 M 2025-12-20 8.500000 39000.00 85.16 Agency Mortgage-Backed Securities GNII SF 002187 M 2026-03-20 8.000000 50000.00 82.09 Agency Mortgage-Backed Securities GNII SF 002202 M 2026-04-20 7.000000 25000.00 80.01 Agency Mortgage-Backed Securities GNII SF 002248 M 2026-07-20 7.500000 92942.00 249.39 Agency Mortgage-Backed Securities GNII SF 002270 M 2026-08-20 8.000000 25000.00 48.80 Agency Mortgage-Backed Securities GNII SF 002271 M 2026-08-20 8.500000 140000.00 158.62 Agency Mortgage-Backed Securities GNII SF 002283 M 2026-09-20 7.000000 183000.00 100.20 Agency Mortgage-Backed Securities GNII SF 002341 M 2026-12-20 7.500000 25000.00 52.65 Agency Mortgage-Backed Securities GNII SF 002344 M 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Agency Mortgage-Backed Securities GNII SF 003528 M 2034-03-20 4.500000 35000.00 2428.58 Agency Mortgage-Backed Securities GNII SF 003555 M 2034-05-20 5.000000 161148.00 8262.40 Agency Mortgage-Backed Securities GNII SF 003568 M 2034-06-20 5.000000 321000.00 16952.48 Agency Mortgage-Backed Securities GNII SF 003582 M 2034-07-20 5.000000 30000.00 1463.87 Agency Mortgage-Backed Securities GNII SF 002730 M 2029-03-20 7.000000 29000.00 163.58 Agency Mortgage-Backed Securities GNII SF 002714 M 2029-02-20 6.500000 1615000.00 10480.78 Agency Mortgage-Backed Securities GNII SF 002744 M 2029-04-20 8.000000 75000.00 134.43 Agency Mortgage-Backed Securities GNII SF 002783 M 2029-07-20 7.000000 75099.00 281.33 Agency Mortgage-Backed Securities GNII SF 002785 M 2029-07-20 8.000000 45000.00 37.71 Agency Mortgage-Backed Securities GNII SF 002826 M 2029-10-20 8.000000 25056.00 65.95 Agency Mortgage-Backed Securities GNII SF 002799 M 2029-08-20 8.000000 100000.00 21.42 Agency Mortgage-Backed Securities 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227130.00 2265.99 Agency Mortgage-Backed Securities GNII SF 003261 M 2032-07-20 6.500000 40000.00 383.11 Agency Mortgage-Backed Securities GNII SF 003306 M 2032-11-20 5.500000 189291.00 3439.58 Agency Mortgage-Backed Securities GNII SF 003284 M 2032-09-20 5.500000 35000.00 499.29 Agency Mortgage-Backed Securities GNII SF 003285 M 2032-09-20 6.000000 126000.00 1786.86 Agency Mortgage-Backed Securities GNII SF 003320 M 2032-12-20 5.500000 25001.00 540.98 Agency Mortgage-Backed Securities GNII SF 003345 M 2033-02-20 5.000000 489000.00 13800.84 Agency Mortgage-Backed Securities GNII SF 003359 M 2033-03-20 5.000000 618005.00 18601.38 Agency Mortgage-Backed Securities GNII SF 003389 M 2033-05-20 5.000000 35837.00 1252.68 Agency Mortgage-Backed Securities GNII SF 003391 M 2033-05-20 6.000000 800000.00 17723.84 Agency Mortgage-Backed Securities GNII SF 004373 M 2039-02-20 7.000000 31000.00 2374.63 Agency Mortgage-Backed Securities GNII SF 004397 M 2039-03-20 4.500000 50000.00 3652.60 Agency 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5.500000 933994.00 24611.39 Agency Mortgage-Backed Securities GNII JM 004188 M 2038-07-20 6.000000 1625000.00 1995.35 Agency Mortgage-Backed Securities GNII JM 004260 M 2038-10-20 6.000000 26000.00 123.30 Agency Mortgage-Backed Securities GNII JM 004310 M 2038-12-20 6.000000 142000.00 664.10 Agency Mortgage-Backed Securities GNII JM 004365 M 2039-02-20 6.500000 7000.00 5.49 Agency Mortgage-Backed Securities GNII SF 004367 M 2039-02-20 4.000000 20000.00 2745.39 Agency Mortgage-Backed Securities GNII SF 004368 M 2039-02-20 4.500000 164000.00 11589.46 Agency Mortgage-Backed Securities GNII SF 005284 M 2042-01-20 3.000000 20000.00 5713.76 Agency Mortgage-Backed Securities GNII SF 005312 M 2041-11-20 3.000000 30000.00 7349.06 Agency Mortgage-Backed Securities GNII JM 004511 M 2039-08-20 4.000000 97000.00 7944.18 Agency Mortgage-Backed Securities GNII SF 004656 M 2040-03-20 4.000000 121000.00 17152.95 Agency Mortgage-Backed Securities GNII SF 004636 M 2040-02-20 4.500000 50000.00 6454.37 Agency Mortgage-Backed Securities GNII FS 004648 M 2040-03-20 4.000000 25000.00 4357.01 Agency Mortgage-Backed Securities GNII SF 004697 M 2040-05-20 5.000000 190000.00 21886.27 Agency Mortgage-Backed Securities GNII JM 004766 M 2040-08-20 4.000000 18000.00 1256.25 Agency Mortgage-Backed Securities GNII SF 004945 M 2041-02-20 4.000000 25000.00 4684.89 Agency Mortgage-Backed Securities GNII SF 004924 M 2041-01-20 5.000000 50000.00 6626.47 Agency Mortgage-Backed Securities GNII JM 005092 M 2040-11-20 4.000000 30000.00 2902.59 Agency Mortgage-Backed Securities GNII JM 005095 M 2041-06-20 4.500000 100000.00 3164.55 Agency Mortgage-Backed Securities GNII SF 005140 M 2041-08-20 4.500000 5000000.00 727246.30 Agency Mortgage-Backed Securities GNII JM 005121 M 2041-07-20 4.000000 38000.00 2056.52 Agency Mortgage-Backed Securities GNII SF 005141 M 2041-08-20 5.000000 125000.00 14673.10 Agency Mortgage-Backed Securities GNII SF 005232 M 2041-11-20 3.500000 1000.00 241.51 Agency Mortgage-Backed Securities GNII SF 005259 M 2041-12-20 4.000000 940000.00 162750.02 Agency Mortgage-Backed Securities GNMI SF 607639 X 2033-01-15 5.500000 530317.00 6155.54 Agency Mortgage-Backed Securities GNMI SF 343533 X 2023-01-15 7.000000 25000.00 16.96 Agency Mortgage-Backed Securities GNMI SF 344186 X 2022-12-15 7.000000 25000.00 38.82 Agency Mortgage-Backed Securities GNMI SF 344233 X 2023-02-15 8.000000 29296.00 24.86 Agency Mortgage-Backed Securities GNMI SF 345286 X 2023-06-15 7.000000 25000.00 7.67 Agency Mortgage-Backed Securities GNMI SF 345754 X 2024-06-15 8.500000 25000.00 13.13 Agency Mortgage-Backed Securities GNMI SF 345986 X 2023-12-15 6.000000 25000.00 36.42 Agency Mortgage-Backed Securities GNMI SF 346623 X 2023-06-15 7.000000 29384.00 72.88 Agency Mortgage-Backed Securities GNMI SF 348808 X 2023-06-15 7.000000 83000.00 95.68 Agency Mortgage-Backed Securities GNMI SF 349323 X 2023-03-15 8.000000 25000.00 10.72 Agency Mortgage-Backed Securities GNMI SF 351405 X 2024-01-15 6.500000 51000.00 109.27 Agency Mortgage-Backed Securities GNMI SF 352047 X 2023-10-15 7.000000 25000.00 22.77 Agency Mortgage-Backed Securities GNMI SF 352110 X 2023-08-15 7.000000 25005.00 22.13 Agency Mortgage-Backed Securities GNMI SF 352158 X 2023-05-15 7.500000 50000.00 48.95 Agency Mortgage-Backed Securities GNMI SF 352143 X 2023-07-15 7.500000 25000.00 4.65 Agency Mortgage-Backed Securities GNMI SF 352188 X 2023-04-15 7.500000 105000.00 20.50 Agency Mortgage-Backed Securities GNMI SF 352218 X 2023-04-15 8.000000 71000.00 43.35 Agency Mortgage-Backed Securities GNMI SF 352216 X 2023-04-15 7.500000 56740.00 23.17 Agency Mortgage-Backed Securities GNMI SF 353059 X 2024-08-15 8.500000 25000.00 63.50 Agency Mortgage-Backed Securities GNMI SF 353044 X 2024-07-15 8.000000 50500.00 126.82 Agency Mortgage-Backed Securities GNMI SF 355967 X 2023-03-15 8.000000 40000.00 80.96 Agency Mortgage-Backed Securities GNMI SF 358736 X 2023-09-15 8.000000 30000.00 40.04 Agency Mortgage-Backed Securities GNMI SF 359750 X 2023-05-15 7.500000 25000.00 19.52 Agency Mortgage-Backed Securities GNMI SF 360765 X 2028-12-15 6.500000 605678.00 8023.30 Agency Mortgage-Backed Securities GNMI SF 363264 X 2023-10-15 7.500000 255000.00 1757.51 Agency Mortgage-Backed Securities GNMI SF 363852 X 2023-08-15 6.500000 350000.00 4983.02 Agency Mortgage-Backed Securities GNMI SF 366814 X 2024-07-15 7.500000 26000.00 69.05 Agency Mortgage-Backed Securities GNMI SF 368339 X 2024-01-15 6.500000 50000.00 523.84 Agency Mortgage-Backed Securities GNMI SF 368968 X 2024-01-15 6.000000 25000.00 12.10 Agency Mortgage-Backed Securities GNMI SF 369261 X 2023-12-15 6.000000 336334.00 2683.59 Agency Mortgage-Backed Securities GNMI SF 370869 X 2023-10-15 7.000000 25000.00 22.83 Agency Mortgage-Backed Securities GNMI SF 370889 X 2023-11-15 7.500000 25000.00 19.67 Agency Mortgage-Backed Securities GNMI SF 376467 X 2024-04-15 7.000000 75000.00 179.87 Agency Mortgage-Backed Securities GNMI SF 376470 X 2024-04-15 7.500000 30000.00 91.23 Agency Mortgage-Backed Securities GNMI SF 376533 X 2024-06-15 7.500000 99000.00 64.31 Agency Mortgage-Backed Securities GNMI SF 377002 X 2024-07-15 8.500000 26000.00 19.47 Agency Mortgage-Backed Securities GNMI SF 376984 X 2024-03-15 7.000000 25193.00 28.04 Agency Mortgage-Backed Securities GNMI SF 377224 X 2024-07-15 8.000000 25239.00 37.33 Agency Mortgage-Backed Securities GNMI SF 377343 X 2024-11-15 9.000000 50000.00 41.66 Agency Mortgage-Backed Securities GNMI SF 380666 X 2024-11-15 8.500000 68417.00 143.47 Agency Mortgage-Backed Securities GNMI SF 385264 X 2024-06-15 7.500000 25022.00 11.23 Agency Mortgage-Backed Securities GNMI SF 385276 X 2024-07-15 8.000000 25000.00 48.12 Agency Mortgage-Backed Securities GNMI SF 385985 X 2024-12-15 8.500000 25000.00 11.72 Agency Mortgage-Backed Securities GNMI SF 388989 X 2022-07-15 7.500000 35000.00 12.50 Agency Mortgage-Backed Securities GNMI SF 389002 X 2022-08-15 7.500000 25000.00 11.60 Agency Mortgage-Backed Securities GNMI SF 391549 X 2024-03-15 6.500000 25000.00 535.62 Agency Mortgage-Backed Securities GNMI SF 393377 X 2027-02-15 7.000000 25020.00 64.11 Agency Mortgage-Backed Securities GNMI SF 403938 X 2024-08-15 8.000000 28500.00 6.23 Agency Mortgage-Backed Securities GNMI SF 403939 X 2024-08-15 8.500000 25620.00 47.58 Agency Mortgage-Backed Securities GNMI SF 405444 X 2025-04-15 9.000000 273788.00 146.70 Agency Mortgage-Backed Securities GNMI SF 410465 X 2028-04-15 7.000000 25000.00 125.76 Agency Mortgage-Backed Securities GNMI SF 412543 X 2026-01-15 7.000000 25122.00 80.55 Agency Mortgage-Backed Securities GNMI SF 414965 X 2026-01-15 7.500000 25092.00 48.37 Agency Mortgage-Backed Securities GNMI SF 417006 X 2027-12-15 7.000000 33000.00 87.12 Agency Mortgage-Backed Securities GNMI SF 417463 X 2025-09-15 7.000000 118481.00 450.89 Agency Mortgage-Backed Securities GNMI SF 418872 X 2027-05-15 7.000000 25000.00 150.31 Agency Mortgage-Backed Securities GNMI SF 422508 X 2026-03-15 7.000000 125058.00 105.17 Agency Mortgage-Backed Securities GNII SF 424267 C 2026-02-20 7.500000 25107.00 187.02 Agency Mortgage-Backed Securities GNMI SF 426037 X 2026-04-15 7.000000 778093.00 451.76 Agency Mortgage-Backed Securities GNMI SF 436490 X 2026-09-15 8.000000 49806.00 44.16 Agency Mortgage-Backed Securities GNMI SF 436198 X 2028-02-15 7.000000 25000.00 41.52 Agency Mortgage-Backed Securities GNMI SF 447013 X 2027-05-15 7.000000 25000.00 104.55 Agency Mortgage-Backed Securities GNMI SF 447014 X 2027-05-15 7.500000 30000.00 37.25 Agency Mortgage-Backed Securities GNMI SF 449494 X 2027-12-15 7.000000 580000.00 3881.25 Agency Mortgage-Backed Securities GNMI SF 453826 X 2027-09-15 7.250000 25000.00 199.79 Agency Mortgage-Backed Securities GNMI SF 454175 X 2028-06-15 7.000000 25000.00 72.07 Agency Mortgage-Backed Securities GNMI SF 465573 X 2028-11-15 6.000000 25000.00 653.03 Agency Mortgage-Backed Securities GNMI SF 466848 X 2028-04-15 7.500000 992740.00 12778.15 Agency Mortgage-Backed Securities GNMI SF 467737 X 2028-04-15 7.000000 525059.00 2380.99 Agency Mortgage-Backed Securities GNMI SF 470791 X 2029-08-15 7.500000 26000.00 36.02 Agency Mortgage-Backed Securities GNMI SF 480208 X 2029-03-15 6.000000 35000.00 538.21 Agency Mortgage-Backed Securities GNMI SF 480424 X 2028-07-15 7.000000 25000.00 90.08 Agency Mortgage-Backed Securities GNMI SF 481528 X 2028-09-15 6.500000 210987.00 591.38 Agency Mortgage-Backed Securities GNMI SF 481634 X 2029-08-15 7.000000 25752.00 170.47 Agency Mortgage-Backed Securities GNMI SF 485326 X 2031-03-15 7.000000 25044.00 36.67 Agency Mortgage-Backed Securities GNMI SF 723324 X 2039-09-15 4.000000 25000.00 6152.51 Agency Mortgage-Backed Securities GNMI SF 487825 X 2039-04-15 4.500000 2234421.00 97871.75 Agency Mortgage-Backed Securities GNMI SF 490215 X 2029-07-15 7.000000 208075.00 1147.88 Agency Mortgage-Backed Securities GNMI SF 491492 X 2029-07-15 7.500000 50064.00 136.42 Agency Mortgage-Backed Securities GNMI SF 491643 X 2029-08-15 7.000000 25000.00 69.11 Agency Mortgage-Backed Securities GNMI SF 493519 X 2030-10-15 7.000000 649393.00 4776.15 Agency Mortgage-Backed Securities GNMI SF 493966 X 2029-06-15 7.000000 25269.00 69.06 Agency Mortgage-Backed Securities GNMI SF 494029 X 2029-07-15 7.500000 299970.00 395.26 Agency Mortgage-Backed Securities GNMI SF 501504 X 2029-03-15 6.500000 50162.00 109.53 Agency Mortgage-Backed Securities GNMI SF 508483 X 2031-05-15 7.000000 778000.00 4850.42 Agency Mortgage-Backed Securities GNMI SF 508554 X 2037-06-15 5.500000 55000.00 1368.91 Agency Mortgage-Backed Securities GNMI SF 510283 X 2029-08-15 6.500000 29000.00 82.10 Agency Mortgage-Backed Securities GNMI SF 512998 X 2029-07-15 7.000000 53071.00 174.11 Agency Mortgage-Backed Securities GNMI SF 513389 X 2029-09-15 7.500000 95000.00 152.34 Agency Mortgage-Backed Securities GNMI SF 517132 X 2029-10-15 7.500000 42000.00 182.70 Agency Mortgage-Backed Securities GNMI SF 518488 X 2029-09-15 7.500000 25849.00 36.48 Agency Mortgage-Backed Securities GNMI SF 518574 X 2029-11-15 7.000000 25000.00 79.72 Agency Mortgage-Backed Securities GNMI SF 530432 X 2031-02-15 9.000000 40273.00 74.37 Agency Mortgage-Backed Securities GNMI SF 544481 X 2031-04-15 7.000000 150000.00 669.45 Agency Mortgage-Backed Securities GNMI SF 545822 X 2031-06-15 7.500000 105000.00 853.81 Agency Mortgage-Backed Securities GNMI SF 545843 X 2031-07-15 7.000000 25810.00 91.73 Agency Mortgage-Backed Securities GNMI SF 545861 X 2031-08-15 6.500000 50000.00 142.23 Agency Mortgage-Backed Securities GNMI SF 550612 X 2035-08-15 4.500000 30000.00 1514.08 Agency Mortgage-Backed Securities GNMI SF 551769 X 2032-04-15 6.000000 25066.00 68.56 Agency Mortgage-Backed Securities GNMI SF 550985 X 2031-10-15 7.000000 26840.00 97.35 Agency Mortgage-Backed Securities GNMI SF 552569 X 2032-05-15 6.500000 50000.00 56.71 Agency Mortgage-Backed Securities GNMI SF 552558 X 2032-05-15 6.000000 30000.00 832.09 Agency Mortgage-Backed Securities GNMI SF 552838 X 2032-10-15 6.500000 76580.00 858.32 Agency Mortgage-Backed Securities GNMI SF 553461 X 2042-01-15 3.500000 52900.00 12086.10 Agency Mortgage-Backed Securities GNMI SF 564649 X 2031-06-15 6.500000 25000.00 82.04 Agency Mortgage-Backed Securities GNMI SF 564706 X 2031-07-15 7.000000 50000.00 113.79 Agency Mortgage-Backed Securities GNMI SF 183714 X 2022-10-15 7.000000 25000.00 36.99 Agency Mortgage-Backed Securities GNMI SF 186758 X 2021-06-15 8.500000 25000.00 15.48 Agency Mortgage-Backed Securities GNMI SF 158759 X 2028-06-15 7.000000 25019.00 204.60 Agency Mortgage-Backed Securities GNMI SF 187374 X 2022-10-15 7.000000 40000.00 25.90 Agency Mortgage-Backed Securities GNMI SF 188846 X 2020-07-15 9.500000 60000.00 5.42 Agency Mortgage-Backed Securities GNMI SF 204716 X 2022-05-15 8.000000 30000.00 63.98 Agency Mortgage-Backed Securities GNMI SF 292644 X 2021-04-15 8.500000 37000.00 11.68 Agency Mortgage-Backed Securities GNMI SF 293125 X 2020-07-15 9.500000 50000.00 4.02 Agency Mortgage-Backed Securities GNMI SF 294344 X 2021-02-15 9.000000 25000.00 16.72 Agency Mortgage-Backed Securities GNMI SF 294623 X 2020-10-15 9.500000 25000.00 3.72 Agency Mortgage-Backed Securities GNMI SF 296513 X 2020-12-15 10.000000 300000.00 20.26 Agency Mortgage-Backed Securities GNMI SF 297640 X 2022-10-15 7.500000 50000.00 15.03 Agency Mortgage-Backed Securities GNMI SF 298571 X 2021-10-15 9.000000 577418.00 80.41 Agency Mortgage-Backed Securities GNMI SF 299217 X 2021-04-15 8.500000 75000.00 4.41 Agency Mortgage-Backed Securities GNMI SF 299189 X 2021-02-15 9.000000 50000.00 2.15 Agency Mortgage-Backed Securities GNMI SF 301383 X 2021-07-15 9.000000 125000.00 10.59 Agency Mortgage-Backed Securities GNMI SF 289316 X 2020-11-15 9.500000 43000.00 2.11 Agency Mortgage-Backed Securities GNMI SF 290385 X 2020-10-15 9.500000 235000.00 2.29 Agency Mortgage-Backed Securities GNMI SF 303473 X 2021-05-15 9.000000 25000.00 7.26 Agency Mortgage-Backed Securities GNMI SF 303772 X 2022-02-15 8.500000 121799.00 5.68 Agency Mortgage-Backed Securities GNMI SF 303805 X 2022-04-15 8.000000 44632.00 10.86 Agency Mortgage-Backed Securities GNMI SF 303818 X 2022-05-15 7.500000 95000.00 29.87 Agency Mortgage-Backed Securities GNMI SF 305038 X 2021-07-15 8.500000 30000.00 22.04 Agency Mortgage-Backed Securities GNMI SF 306040 X 2021-05-15 9.000000 25000.00 1.21 Agency Mortgage-Backed Securities GNMI SF 306080 X 2021-08-15 8.500000 80000.00 6.73 Agency Mortgage-Backed Securities GNMI SF 306081 X 2021-08-15 9.000000 25000.00 4.73 Agency Mortgage-Backed Securities GNMI SF 307547 X 2021-06-15 8.500000 56976.00 24.71 Agency Mortgage-Backed Securities GNMI SF 307604 X 2021-06-15 8.500000 25000.00 8.01 Agency Mortgage-Backed Securities GNMI SF 307594 X 2021-08-15 9.000000 155000.00 41.07 Agency Mortgage-Backed Securities GNMI SF 308110 X 2021-12-15 8.500000 115000.00 27.48 Agency Mortgage-Backed Securities GNMI SF 309111 X 2021-10-15 8.500000 25000.00 6.86 Agency Mortgage-Backed Securities GNMI SF 309773 X 2021-08-15 8.500000 25000.00 7.56 Agency Mortgage-Backed Securities GNMI SF 311412 X 2022-08-15 8.000000 25000.00 14.09 Agency Mortgage-Backed Securities GNMI SF 311414 X 2022-03-15 7.500000 25000.00 21.60 Agency Mortgage-Backed Securities GNMI SF 311461 X 2022-05-15 7.500000 25000.00 5.45 Agency Mortgage-Backed Securities GNMI SF 312342 X 2022-04-15 7.500000 50000.00 4.83 Agency Mortgage-Backed Securities GNMI SF 313059 X 2022-06-15 8.000000 25000.00 13.27 Agency Mortgage-Backed Securities GNMI SF 315740 X 2021-11-15 8.000000 25000.00 5.11 Agency Mortgage-Backed Securities GNMI SF 316074 X 2022-02-15 8.000000 25000.00 17.12 Agency Mortgage-Backed Securities GNMI SF 316191 X 2022-04-15 8.000000 50000.00 29.29 Agency Mortgage-Backed Securities GNMI SF 319340 X 2022-03-15 7.500000 27000.00 3.91 Agency Mortgage-Backed Securities GNMI SF 319332 X 2022-02-15 8.000000 25000.00 8.01 Agency Mortgage-Backed Securities GNMI SF 320757 X 2022-04-15 8.500000 25000.00 30.41 Agency 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LLC Goldman Sachs & Co. 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Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-08 2021-07-08 2021-07-08 N N N 0.0034 73265202.00 73265202.00 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.355 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-07-08 2021-07-08 N N N 0.0045 225500976.22 225500976.22 0.0013 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.490 3133EKW85 US3133EKW857 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-04 2021-10-04 2021-10-04 N N N 0.0020 138268251.30 138268251.30 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.182 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-17 2021-03-17 2021-03-17 N N N 0.0016 320729339.98 320729339.98 0.0019 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.140 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-11-27 2020-11-27 N N N 0.0014 69923676.32 69923676.32 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.322 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-09 2021-09-09 2021-09-09 N N N 0.0032 54975617.40 54975617.40 0.0003 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.150 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2020-12-16 2020-12-16 N N N 0.0017 60908354.78 60908354.78 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.332 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-10 2021-12-10 2021-12-10 N N N 0.0022 150179206.50 150179206.50 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.287 3133ELF74 US3133ELF744 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-03 2022-05-02 2022-05-02 N N N 0.0029 232885970.93 232885970.93 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.240 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-01 2022-01-14 2022-01-14 N N N 0.0032 59925386.40 59925386.40 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.190 3133ELMT8 US3133ELMT89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-02-11 2022-02-11 N N N 0.0032 88794846.99 88794846.99 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.182 3133ELTJ3 US3133ELTJ35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-18 2021-10-18 2021-10-18 N N N 0.0019 166153041.10 166153041.10 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.335 3133ELTT1 US3133ELTT17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-03-17 2022-03-17 N N N 0.0030 150132679.50 150132679.50 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.340 3133ELVF8 US3133ELVF84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2021-04-01 2021-04-01 N N N 0.0022 500496215.00 500496215.00 0.0030 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.460 3133ELVH4 US3133ELVH41 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-01 2022-04-01 2022-04-01 N N N 0.0034 661478466.00 661478466.00 0.0039 N N N N BlackRock Liquidity Funds 2020-06-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer