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Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2040-02-20 5.311430 34400000.00 223106.02 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS 2026-08-25 1.053020 34537000.00 1059071.00 Agency Collateralized Mortgage Obligation GNMA_20-149H 2050-10-20 2.500000 35000000.00 4498740.40 Agency Collateralized Mortgage Obligation GNMA_21-162F 2051-09-20 2.500000 35055104.00 4316786.48 Agency Collateralized Mortgage Obligation FHLMC_48-48 2041-10-15 4.500000 35853824.00 836386.75 Agency Collateralized Mortgage Obligation GNMA_21-160Q 2051-09-20 3.000000 36666624.00 5025770.80 Agency Collateralized Mortgage Obligation GNMA_20-196A 2050-12-20 3.500000 37500000.00 2037034.08 Agency Collateralized Mortgage Obligation FNMA_20-64D 2050-09-25 2.643430 37985984.00 653157.36 Agency Collateralized Mortgage Obligation GNMA_19-101 2061-07-16 0.698620 38018720.00 999103.50 Agency Collateralized Mortgage Obligation GNMA_21-175P 2051-10-20 3.700000 38997824.00 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1171000.00 49739.54 Agency Collateralized Mortgage Obligation GNMA_17-H09 2067-03-20 1.896840 1178000.00 36906.72 Agency Collateralized Mortgage Obligation GNMA_17-H14 2067-06-20 2.149770 1204000.00 81176.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2065-12-20 2.039560 1250000.00 37468.58 Agency Collateralized Mortgage Obligation GNMA_16-H16 2066-06-20 2.243830 1393000.00 48193.27 Agency Collateralized Mortgage Obligation GNMA_14-H25 2064-12-20 1.675960 1401000.00 38500.14 Agency Collateralized Mortgage Obligation GNMA_18-H02K 2068-02-20 2.031500 1414000.00 116303.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-04-20 1.421000 1416000.00 25767.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H16 2067-07-20 1.703650 1417000.00 46213.61 Agency Collateralized Mortgage Obligation GNMA_16-H13F 2066-06-20 2.654610 1420000.00 58343.58 Agency Collateralized Mortgage Obligation GNMA_16-H06F 2066-02-20 2.066160 1425000.00 42971.58 Agency Collateralized Mortgage Obligation GNMA_16-H11F 2066-01-20 2.098860 1436000.00 40001.59 Agency Collateralized Mortgage Obligation GNMA_14-187 2056-05-16 0.653970 1517148.00 13125.45 Agency Collateralized Mortgage Obligation GNMA_13-H03 2062-12-20 1.955920 1560000.00 125.77 Agency Collateralized Mortgage Obligation GNMA_17-H03 2066-12-20 2.295000 1667000.00 69751.10 Agency Collateralized Mortgage Obligation GNMA_18-H04D 2068-03-20 2.390610 1693000.00 72756.88 Agency Collateralized Mortgage Obligation HAREL SAL (E) TEL BOND CPI LINKED (00) 2067-10-20 2.193720 1695000.00 100838.00 Agency Collateralized Mortgage Obligation GNMA_15-H29 2065-09-20 2.104740 1713000.00 40736.50 Agency Collateralized Mortgage Obligation GNMA_17-H14F 2067-06-20 1.572200 1717000.00 57208.68 Agency Collateralized Mortgage Obligation GNMA_17-H23C 2067-11-20 1.882430 1722000.00 62296.53 Agency Collateralized Mortgage Obligation EASY TRIP PLANNERS LTD 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2065-08-20 1.810840 3416000.00 142870.09 Agency Collateralized Mortgage Obligation GNMA_18-H04C 2068-02-20 1.907490 3435000.00 93423.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 2039-12-20 6.201430 3488000.00 62791.13 Agency Collateralized Mortgage Obligation GNMA_13-H13 2063-06-20 1.310050 3500000.00 64346.43 Agency Collateralized Mortgage Obligation GNMA_15-H14B 2065-05-20 1.539690 3526000.00 46304.72 Agency Collateralized Mortgage Obligation GNMA_16-H24A 2066-11-20 1.928040 3618080.00 135902.52 Agency Collateralized Mortgage Obligation GNMA_16-H24J 2066-09-20 2.146840 3732000.00 180950.46 Agency Collateralized Mortgage Obligation GNMA_13-182C 2043-12-16 4.500000 3775000.00 97763.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2061-01-20 1.543300 4000000.00 897.46 Agency Collateralized Mortgage Obligation GNMA_15-123A 2045-09-20 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-48 549300YFCLR4D5FFW513 2047-02-20 4.000000 6863623.00 159250.36 Agency Collateralized Mortgage Obligation GNMA_13-106D 2042-12-20 5.801430 7031999.00 125701.93 Agency Collateralized Mortgage Obligation GNMA_14-H14A 2064-07-20 1.556040 7033581.00 72547.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2039-12-20 5.951430 7062865.00 227109.57 Agency Collateralized Mortgage Obligation GNMA_20-97A 2050-03-20 2.500000 7098600.00 607626.80 Agency Collateralized Mortgage Obligation POLYDAMIC GROUP BHD 2045-06-20 3.500000 7142857.00 17468.64 Agency Collateralized Mortgage Obligation GNMA_19-72A 2049-06-20 3.500000 7142857.00 6821.00 Agency Collateralized Mortgage Obligation GNMA_21-205A 2051-11-20 3.500000 7192151.00 597471.53 Agency Collateralized Mortgage Obligation GNMA_14-H05B 2063-09-20 2.046020 7213621.00 306485.93 Agency Collateralized Mortgage Obligation GNMA_21-130B 2051-07-20 5.851430 7419522.00 526405.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-10-20 1.849850 7511000.00 243344.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H02 2062-01-20 1.984730 7600000.00 3413.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 2048-09-20 5.751430 7765209.00 607923.10 Agency Collateralized Mortgage Obligation GNMA_20-H02A 2070-01-20 0.997560 7906000.00 302246.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 2064-03-20 1.445400 7959000.00 131938.58 Agency Collateralized Mortgage Obligation GNMA_16-H01 2066-01-20 1.508720 8000000.00 336198.63 Agency Collateralized Mortgage Obligation GNMA_20-146P 2050-10-20 3.000000 8025458.00 1067977.62 Agency Collateralized Mortgage Obligation GNMA_20-107A 2050-07-20 3.000000 8100000.00 767242.21 Agency Collateralized Mortgage Obligation GNMA_15-H23D 2065-09-20 1.905170 8260000.00 292292.21 Agency Collateralized Mortgage Obligation GNMA_15-H01A 2065-01-20 1.560550 8506000.00 169555.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2064-10-20 1.306590 8625000.00 217434.41 Agency Collateralized Mortgage Obligation GNMA_22-H01F 2072-01-20 2.150890 8712000.00 602184.69 Agency Collateralized Mortgage Obligation GNMA_16-H24E 2066-10-20 1.690560 8752000.00 250729.80 Agency Collateralized Mortgage Obligation GNMA_21-146E 2051-08-20 4.500000 8928283.00 730175.62 Agency Collateralized Mortgage Obligation GNMA_20-116A 2046-07-20 4.000000 8994633.00 317320.61 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K1515 2038-03-25 3.679720 9000000.00 3089595.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-07-20 5.801430 9000000.00 540248.40 Agency Collateralized Mortgage Obligation GNMA_20-116G 2050-08-20 5.751430 9000000.00 971357.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H10 2068-07-20 1.084730 9177443.00 110640.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-69 2039-08-16 5.500000 9327272.00 22005.45 Agency Collateralized Mortgage Obligation GNMA_19-61B 2049-05-20 4.000000 9518780.00 106780.12 Agency Collateralized Mortgage Obligation GNMA_19-110F 2049-09-20 5.601430 9611660.00 638581.29 Agency Collateralized Mortgage Obligation GNMA_17-113D 2047-05-20 4.000000 9645267.00 155554.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2063-03-20 1.550780 10000000.00 105372.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40 2037-07-16 0.000000 10000000.00 48.90 Agency Collateralized Mortgage Obligation GNMA_12-087 2052-08-16 0.197230 10000000.00 5343.99 Agency Collateralized Mortgage Obligation GNMA_17-161A 2047-10-20 5.801430 10000000.00 694783.34 Agency Collateralized Mortgage Obligation GNMA_19-62A 2049-05-20 4.021430 10000000.00 278687.28 Agency Collateralized Mortgage Obligation GNMA_20-167M 2050-11-20 2.500000 10011960.00 1027936.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 2068-09-20 4.146380 10021545.00 88245.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-117 2042-07-20 4.500000 10068999.00 14805.35 Agency Collateralized Mortgage Obligation GNMA_20-164G 2050-11-20 2.500000 10107653.00 1358715.01 Agency Collateralized Mortgage Obligation GNMA_16-H09E 2066-04-20 1.755700 10190000.00 383836.83 Agency Collateralized Mortgage Obligation GNMA_16-117D 2046-06-20 3.500000 10272667.00 69115.33 Agency Collateralized Mortgage Obligation GNMA_12-H18 2062-08-20 1.673970 10277861.00 257817.93 Agency Collateralized Mortgage Obligation GNMA_16-H10A 2066-04-20 1.547680 10443000.00 222518.75 Agency Collateralized Mortgage Obligation GNMA_18-H17B 2068-10-20 1.916970 10483000.00 441285.92 Agency Collateralized Mortgage Obligation GNMA_12-8 2041-05-20 4.000000 10502000.00 54606.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-6 2044-04-20 5.101430 10639000.00 211843.36 Agency Collateralized Mortgage Obligation GNMA_20-189B 2040-01-16 4.500000 10797654.00 1277523.69 Agency Collateralized Mortgage Obligation GNMA_18-H17D 2068-10-20 2.230310 10914000.00 456974.78 Agency Collateralized Mortgage Obligation GNMA_19-117F 2048-11-20 1.000000 10949069.00 136077.28 Agency Collateralized Mortgage Obligation GNMA_18-H02D 2068-01-20 2.185090 11009000.00 491200.58 Agency Collateralized Mortgage Obligation GNMA_19-159L 2049-12-20 4.000000 11277083.00 545091.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-H24 2064-11-20 1.735870 11326271.00 200150.47 Agency Collateralized Mortgage Obligation GNMA_19-126A 2049-10-20 5.601430 11500000.00 494603.33 Agency Collateralized Mortgage Obligation GNMA_14-H12A 2064-05-20 1.828960 11513223.00 207257.35 Agency Collateralized Mortgage Obligation GNMA_20-107E 2050-03-20 4.000000 11534998.00 621133.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H31 2062-11-20 0.564010 11681882.00 28272.16 Agency Collateralized Mortgage Obligation GNMA_14-H11B 2064-06-20 1.490680 11993000.00 263089.15 Agency Collateralized Mortgage Obligation GNMA_15-H28A 2065-10-20 1.613550 12000000.00 353787.15 Agency Collateralized Mortgage Obligation GNMA_13-59 2045-07-16 0.955660 12000000.00 41359.58 Agency Collateralized Mortgage Obligation GNMA_12-H29 2062-10-20 4.125970 12173605.00 2659.47 Agency Collateralized Mortgage Obligation GNMA_21-49E 2051-01-20 2.500000 12237000.00 1048919.21 Agency Collateralized Mortgage Obligation GNMA_15-106A 2039-08-20 5.500000 12309914.00 249456.05 Agency Collateralized Mortgage Obligation GNMA_20-H17A 2070-10-20 0.762060 12495879.00 663776.14 Agency Collateralized Mortgage Obligation STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5 2050-11-25 1.750000 12500000.00 104653.31 Agency Collateralized Mortgage Obligation GNMA_14-H07B 2064-05-20 1.448850 12500000.00 171612.03 Agency Collateralized Mortgage Obligation GNMA_14-H07 2064-05-20 1.448850 12500000.00 171567.47 Agency Collateralized Mortgage Obligation GNMA_22-50D 2048-09-20 3.000000 12500000.00 1504487.50 Agency Collateralized Mortgage Obligation GNMA_20-134H 2050-09-20 3.000000 12716750.00 1221649.84 Agency Collateralized Mortgage Obligation GNMA_20-77 2047-09-20 4.500000 12742000.00 891832.56 Agency Collateralized Mortgage Obligation GNMA_09-76 2039-09-16 5.769430 12750000.00 65520.47 Agency Collateralized Mortgage Obligation GNMA_10-H19B 2060-08-20 2.369080 12753773.00 94848.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H09 2065-03-20 1.517710 12783082.00 125964.69 Agency Collateralized Mortgage Obligation FREMF_K730 2045-02-25 2.033460 12800000.00 657491.79 Agency Collateralized Mortgage Obligation GNMA_17-H16A 2067-08-20 1.867350 12932000.00 442049.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K112 2053-07-25 3.001630 12994399.00 2617700.35 Agency Collateralized Mortgage Obligation GNMA_20-47 2049-02-20 5.551430 13045000.00 930545.46 Agency Collateralized Mortgage Obligation GNMA_13-H09 2063-04-20 1.790700 13100000.00 235056.83 Agency Collateralized Mortgage Obligation GNMA_19-35C 2049-03-20 3.341430 13100000.00 312127.23 Agency Collateralized Mortgage Obligation GNMA_13-H22C 2063-08-20 0.566120 13185000.00 63167.34 Agency Collateralized Mortgage Obligation GNMA_21-1M 2050-11-20 4.500000 13286644.00 1257959.21 Agency Collateralized Mortgage Obligation GNMA_17-H18F 2067-09-20 2.224550 13339000.00 828915.20 Agency Collateralized Mortgage Obligation FNMA_21-31E 2050-03-25 0.000000 13594000.00 8152308.21 Agency Collateralized Mortgage Obligation GNMA_20-77 2049-03-20 5.000000 14053884.00 578259.69 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-03-20 3.500000 14080049.00 1231021.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_13-96 2054-10-16 0.115140 14090000.00 15197.16 Agency Collateralized Mortgage Obligation GNMA_20-67B 2050-05-20 5.701430 14583333.00 1059975.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47 2038-06-16 7.000000 14641435.00 252617.37 Agency Collateralized Mortgage Obligation GNMA_18-91A 2048-07-20 5.701430 14942091.00 1157997.08 Agency Collateralized Mortgage Obligation GNMA_22-24F 2052-02-20 3.000000 14976833.00 1832113.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-09-20 5.801430 15000000.00 785072.20 Agency Collateralized Mortgage Obligation GNMA_18-H15D 2068-08-20 1.499960 15092614.00 514484.83 Agency Collateralized Mortgage Obligation GNMA_20-77A 2049-02-20 4.000000 15213010.00 219924.22 Agency Collateralized Mortgage Obligation GNMA_14-H14A 2064-06-20 1.659860 15215718.00 373008.27 Agency Collateralized Mortgage Obligation GNMA_12-94 2042-07-20 6.151430 15303443.00 733838.52 Agency Collateralized Mortgage Obligation GNMA_19-96D 2049-08-20 5.651430 15387238.00 1042759.28 Agency Collateralized Mortgage Obligation GNMA_07-24 2037-05-20 6.061430 15650000.00 72712.63 Agency Collateralized Mortgage Obligation GNMA_21-69A 2040-12-20 4.000000 15874035.00 1517260.41 Agency Collateralized Mortgage Obligation HITEK GLOBAL INC. 5493006RYVWHQMOYXT69 2043-10-20 0.999990 16040384.00 161898.78 Agency Collateralized Mortgage Obligation GNMA_15-H32E 2065-11-20 1.682420 16371142.00 356377.19 Agency Collateralized Mortgage Obligation GNMA_14-118 2044-06-20 4.500000 16765833.00 247040.35 Agency Collateralized Mortgage Obligation GNMA_20-H07B 2070-04-20 0.382980 17010714.00 95018.30 Agency Collateralized Mortgage Obligation GNMA_21-23H 2051-02-20 4.000000 17494090.00 1709855.89 Agency Collateralized Mortgage Obligation GNMA_17-56A 2047-04-20 5.701430 17515097.00 1387893.73 Agency Collateralized Mortgage Obligation GNMA_21-16K 2050-12-20 3.000000 17603224.00 1815559.94 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.050650 18136176.00 876271.79 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.050650 18136177.00 875979.04 Agency Collateralized Mortgage Obligation GNMA_14-133A 2044-09-16 5.819430 18183057.00 338725.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H30 2062-12-20 1.806060 18252999.00 493290.90 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.630820 18294202.00 851618.53 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.630820 18294202.00 850873.20 Agency Collateralized Mortgage Obligation GNMA_19-52E 2049-04-20 4.500000 18539120.00 119627.84 Agency Collateralized Mortgage Obligation GNMA_20-79D 2050-06-20 3.000000 18773525.00 1696448.11 Agency Collateralized Mortgage Obligation GNMA_16-48C 2046-04-16 3.500000 18900994.00 933741.66 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 6.151430 19000000.00 231491.14 Agency Collateralized Mortgage Obligation GNMA_20-97T 2049-04-20 4.803170 19260056.00 427496.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2064-04-20 1.422300 19560000.00 460771.91 Agency Collateralized Mortgage Obligation GNMA_18-H19B 2068-11-20 1.490820 19818796.00 709132.25 Agency Collateralized Mortgage Obligation GNMA_13-64 2043-04-20 5.801430 19887369.00 146928.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2041-06-20 5.671430 20000000.00 285967.87 Agency Collateralized Mortgage Obligation GNMA_21-44B 2051-03-20 2.500000 20000000.00 1564560.00 Agency Collateralized Mortgage Obligation GNMA_21-69E 2051-04-20 3.000000 20000000.00 2016109.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H31 2059-09-20 5.236550 20059271.00 11.87 Agency Collateralized Mortgage Obligation GNMA_20-142E 2049-08-20 5.651430 20102791.00 1272308.19 Agency Collateralized Mortgage Obligation GNMA_20-H13J 2070-08-20 0.597030 20409010.00 168379.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2064-03-20 0.401830 20444970.00 34423.26 Agency Collateralized Mortgage Obligation GNMA_17-141G 2047-09-20 5.751430 20658816.00 970735.31 Agency Collateralized Mortgage Obligation GNMA_14-H20 2064-10-20 1.538760 20799729.00 552585.00 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 5.500000 20908662.00 846156.77 Agency Collateralized Mortgage Obligation GNMA_16-159 2046-11-20 5.651430 21200000.00 1488844.59 Agency Collateralized Mortgage Obligation GNMA_13-H10 2063-04-20 0.380950 21419658.00 1762.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 2046-10-20 5.651430 21466707.00 874694.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-51 2046-08-16 0.961700 21756662.00 13771.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H14 2068-09-20 1.301420 21866587.00 765570.56 Agency Collateralized Mortgage Obligation GNMA_13-H18 2063-06-20 1.474780 22044721.00 180333.90 Agency Collateralized Mortgage Obligation GNMA_21-191B 2051-10-20 3.000000 22122811.00 1784752.39 Agency Collateralized Mortgage Obligation GNMA_19-20G 2049-02-20 5.651430 22133530.00 945387.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 2067-08-20 1.480540 22360370.00 358910.83 Agency Collateralized Mortgage Obligation GNMA_18-H13J 2068-08-20 1.536920 22383314.00 723702.66 Agency Collateralized Mortgage Obligation GNMA_20-148G 2050-10-20 2.500000 22412132.00 2296846.62 Agency Collateralized Mortgage Obligation GNMA_19-H07B 2069-01-20 0.788430 22774009.00 228365.25 Agency Collateralized Mortgage Obligation GNMA_13-H20 2063-08-20 1.650930 23000000.00 192784.68 Agency Collateralized Mortgage Obligation GNMA_18-21C 2048-02-20 4.500000 23023466.00 476794.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H12 2062-05-20 0.333880 23134965.00 35604.44 Agency Collateralized Mortgage Obligation GNMA_22-H02A 2072-01-20 0.937760 23228129.00 434979.55 Agency Collateralized Mortgage Obligation GNMA_18-H17E 2068-09-20 1.564720 23335500.00 686061.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H10 2068-06-20 4.291860 23493281.00 12309.98 Agency Collateralized Mortgage Obligation GNMA_20-47 2044-05-20 5.551430 23898589.00 1723788.58 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 5.651430 23940171.00 1142317.15 Agency Collateralized Mortgage Obligation GNMA_11-44 2041-03-20 6.151430 24000000.00 286228.16 Agency Collateralized Mortgage Obligation GNMA_20-96G 2049-04-20 5.000000 24182155.00 1321673.57 Agency Collateralized Mortgage Obligation GNMA_21-1N 2051-01-20 4.000000 24187115.00 2384542.72 Agency Collateralized Mortgage Obligation GNMA_19-H08 2069-05-20 0.769660 24408569.00 648539.59 Agency Collateralized Mortgage Obligation GNMA_20-146B 2050-10-20 3.500000 24494666.00 2509017.47 Agency Collateralized Mortgage Obligation GNMA_19-H15H 2069-09-20 1.122400 24500000.00 890725.82 Agency Collateralized Mortgage Obligation GNMA_18-H13A 2068-07-20 1.342770 24598695.00 288155.64 Agency Collateralized Mortgage Obligation GNMA_17-26 2047-02-20 5.651430 24630108.00 941811.75 Agency Collateralized Mortgage Obligation OVERNMENT NATIONAL MORTGAGE ASSO 2043-01-20 3.500000 24812769.00 129037.03 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 1.257210 24831254.00 760860.13 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 1.257210 24831256.00 761698.38 Agency Collateralized Mortgage Obligation GNMA_14-H11E 2064-06-20 1.544390 25000000.00 425417.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07 2063-03-20 1.638740 25224066.00 297471.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2067-04-20 1.569380 25423023.00 312978.69 Agency Collateralized Mortgage Obligation GNH_16-H24 2066-09-20 2.056020 25637621.00 1200032.90 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 5.751430 25686585.00 696540.29 Agency Collateralized Mortgage Obligation GNMA_16-H04D 2066-01-20 1.808130 25750751.00 498729.44 Agency Collateralized Mortgage Obligation GNMA_19-159B 2049-12-20 4.000000 25769625.00 1360913.10 Agency Collateralized Mortgage Obligation GNMA_20-H07C 2070-04-20 1.449400 25974211.00 832307.61 Agency Collateralized Mortgage Obligation GNMA_16-18A 2046-02-20 5.671430 25989756.00 1636773.37 Agency Collateralized Mortgage Obligation GNMA_16-H26D 2066-11-20 1.538380 26000000.00 622649.74 Agency Collateralized Mortgage Obligation GNMA_21-H01A 2070-12-20 1.797730 26296443.00 991246.86 Agency Collateralized Mortgage Obligation GNMA_20-H16D 2070-09-20 0.787380 26350420.00 1333068.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H17 2068-10-20 1.498260 26515067.00 980018.64 Agency Collateralized Mortgage Obligation GNMA_16-12 2046-01-20 5.701430 26666666.00 686195.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68 2040-06-20 5.401430 26850000.00 195224.30 Agency Collateralized Mortgage Obligation GNMA_18-H06B 2068-04-20 1.734260 27122445.00 1103289.66 Agency Collateralized Mortgage Obligation GNMA_20-18D 2049-08-20 5.651430 27137000.00 989062.95 Agency Collateralized Mortgage Obligation GNMA_21-H03G 2071-02-20 0.858370 27250000.00 1191019.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2061-05-20 1.415080 27450000.00 350545.22 Agency Collateralized Mortgage Obligation GNMA_15-40 2045-03-20 6.000000 27686756.00 1063065.14 Agency Collateralized Mortgage Obligation GNMA_20-7E 2049-10-20 5.601430 27877332.00 2141283.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 2051-11-16 0.000000 28000000.00 20.43 Agency Collateralized Mortgage Obligation GNMA_10-H20 2060-10-20 1.434530 28603000.00 395918.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2042-04-20 4.000000 28828063.00 456237.38 Agency Collateralized Mortgage Obligation GNMA_21-158H 2051-09-20 4.000000 28942279.00 2436469.64 Agency Collateralized Mortgage Obligation GNMA_18-91E 2048-07-20 5.801430 29233279.00 1078561.21 Agency Collateralized Mortgage Obligation GNMA_14-10 2044-01-16 5.619430 29437575.00 597640.36 Agency Collateralized Mortgage Obligation GNMA_14-H12 2064-05-20 1.617200 29522302.00 408135.16 Agency Collateralized Mortgage Obligation GNMA_19-6J 2049-01-20 5.651430 29550666.00 936242.77 Agency Collateralized Mortgage Obligation GNMA_19-H01H 2068-12-20 1.786330 29583566.00 1002505.53 Agency Collateralized Mortgage Obligation GNMA_19-1A 2049-01-20 5.601430 29803860.00 781823.72 Agency Collateralized Mortgage Obligation GNMA_21-69F 2051-04-20 6.226430 29969276.00 2210385.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 2039-12-20 5.601430 30000000.00 465775.50 Agency Collateralized Mortgage Obligation GNMA_21-H06F 2071-04-20 1.337940 30000000.00 2138495.78 Agency Collateralized Mortgage Obligation GNMA_19-128G 2049-10-20 4.051430 30000000.00 987407.13 Agency Collateralized Mortgage Obligation GNMA_20-62K 2050-05-20 2.381430 30000000.00 756446.27 Agency Collateralized Mortgage Obligation GNMA_11-H21 2061-11-20 1.979310 30000001.00 26275.92 Agency Collateralized Mortgage Obligation GNMA_18-H15 2068-09-20 1.421260 30050815.00 949936.51 Agency Collateralized Mortgage Obligation GNMA_13-113 2043-08-20 6.251430 30291306.00 500364.48 Agency Collateralized Mortgage Obligation GNMA_20-H01C 2070-01-20 1.470500 30304066.00 848397.23 Agency Collateralized Mortgage Obligation GNMA_20-H02F 2070-01-20 0.755000 30723820.00 834531.30 Agency Collateralized Mortgage Obligation GNMA_12-H24 2062-10-20 1.800090 30784213.00 516362.86 Agency Collateralized Mortgage Obligation GNMA_18-H17A 2068-10-20 1.478340 30909718.00 1104729.02 Agency Collateralized Mortgage Obligation GNMA_20-H13H 2070-08-20 1.577570 31101267.00 1019394.75 Agency Collateralized Mortgage Obligation GNMA_19-H09C 2069-05-20 1.211830 31127880.00 895310.71 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.439000 31463414.00 908339.49 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.439000 31463414.00 905360.86 Agency Collateralized Mortgage Obligation GNMA_20-H01B 2070-01-20 0.555080 31524997.00 362435.28 Agency Collateralized Mortgage Obligation GNMA_16-163 2043-05-20 3.500000 31841428.00 697608.83 Agency Collateralized Mortgage Obligation GNMA_18-120B 2048-09-20 5.751430 32625830.00 1335811.46 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 1.435690 32639384.00 951546.72 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 1.435690 32639384.00 958149.12 Agency Collateralized Mortgage Obligation GNMA_21-104F 2051-06-20 3.750000 32668693.00 1871541.48 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.365780 32717329.00 816244.55 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.365780 32717330.00 815885.38 Agency Collateralized Mortgage Obligation GNMA_14-183 2044-12-16 5.369430 32907477.00 845719.59 Agency Collateralized Mortgage Obligation GNMA_07-37 2037-06-20 6.239430 33000000.00 156942.28 Agency Collateralized Mortgage Obligation GNMA_22-1B 2052-01-20 2.600000 33000000.00 1125161.93 Agency Collateralized Mortgage Obligation GNMA_13-90 2039-10-20 3.500000 33120857.00 310811.98 Agency Collateralized Mortgage Obligation GNMA_15-148C 2045-10-20 5.231430 33333333.00 1376978.10 Agency Collateralized Mortgage Obligation GNMA_21-55C 2051-03-20 3.000000 33333333.00 2150295.09 Agency Collateralized Mortgage Obligation GNMA_14-145 2044-10-16 5.169430 33572196.00 735868.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2038-03-20 6.021430 33619574.00 1027230.08 Agency Collateralized Mortgage Obligation GNMA_18-H09B 2068-05-20 1.673980 33643000.00 636909.04 Agency Collateralized Mortgage Obligation GNMA_22-42 2063-12-16 0.667190 34000000.00 2265901.31 Agency Collateralized Mortgage Obligation GNMA_19-36B 2049-03-20 5.601430 34000000.00 1399678.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47 2038-01-20 5.801430 34016426.00 59506.10 Agency Collateralized Mortgage Obligation GNMA_10-89 2040-07-20 5.481430 34400000.00 326296.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H13 2067-05-20 1.486110 34473465.00 536168.27 Agency Collateralized Mortgage Obligation GNMA_19-31B 2049-03-20 5.601430 34519161.00 1838899.91 Agency Collateralized Mortgage Obligation GNMA_11-157 2041-12-20 6.151430 34719678.00 1386423.27 Agency Collateralized Mortgage Obligation GNH_16-H25 2066-11-20 1.474920 34890116.00 497602.24 Agency Collateralized Mortgage Obligation GNMA_08-97 2038-07-20 5.551430 35000000.00 35881.00 Agency Collateralized Mortgage Obligation GNMA_20-40 2062-01-16 0.957730 35000000.00 1405657.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H19 2068-11-20 1.354890 35430311.00 1098936.03 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 6.379430 35500000.00 238517.60 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-16 5.169430 35549062.00 577098.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 2062-10-20 1.505090 35789242.00 310586.07 Agency Collateralized Mortgage Obligation GNMA_18-27E 2045-02-16 5.169430 36566799.00 1320301.36 Agency Collateralized Mortgage Obligation GNMA_16-H20 2066-09-20 1.993370 37026000.00 1140625.69 Agency Collateralized Mortgage Obligation GNR_19-H04 2069-03-20 1.240660 37200000.00 1236444.11 Agency Collateralized Mortgage Obligation GNMA_19-H19D 2069-11-20 1.331670 37495106.00 1659517.72 Agency Collateralized Mortgage Obligation GNMA_08-93 2038-12-20 5.251430 37500000.00 81991.90 Agency Collateralized Mortgage Obligation GNMA_16-115A 2046-08-20 4.000000 37500000.00 685059.12 Agency Collateralized Mortgage Obligation GNMA_12-47C 2039-11-16 5.500000 37537252.00 110786.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-91 2040-07-20 6.121430 37540000.00 353657.70 Agency Collateralized Mortgage Obligation GNMA_13-9E 2043-01-20 3.500000 37775035.00 1467366.79 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K128 2031-03-25 0.528560 38325000.00 1469410.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2062-06-20 1.510700 38901739.00 411443.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-87 2035-09-20 5.851430 39228684.00 108037.12 Agency Collateralized Mortgage Obligation GNMA_16-156D 2046-11-20 4.000000 39597334.00 1892245.37 Agency Collateralized Mortgage Obligation GNMA_19-H16A 2069-10-20 0.781610 39830107.00 1271252.84 Agency Collateralized Mortgage Obligation GNMA_09-41B 2039-06-16 5.569430 40000000.00 55234.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-154 2048-11-20 5.751430 40000000.00 630362.54 Agency Collateralized Mortgage Obligation GNMA_18-120H 2048-04-20 3.500000 40004567.00 110766.84 Agency Collateralized Mortgage Obligation GNMA_20-H21B 2068-09-01 1.421910 40870272.00 1824357.05 Agency Collateralized Mortgage Obligation GNMA_20-H21B 2068-09-01 1.421910 40870274.00 1827106.45 Agency Collateralized Mortgage Obligation GNMA_21-226B 2051-12-20 1.650000 41000000.00 557931.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H10 2068-07-20 1.309800 41074390.00 1207569.14 Agency Collateralized Mortgage Obligation GNMA/FNMA 2067-06-20 1.840750 42006273.00 1335259.43 Agency Collateralized Mortgage Obligation GNMA_18-H17G 2068-10-20 1.268430 42231049.00 1290862.78 Agency Collateralized Mortgage Obligation GNMA_18-29 2042-05-20 1.432600 42263406.00 253951.92 Agency Collateralized Mortgage Obligation GNMA_20-116E 2050-08-20 4.000000 42282280.00 2472947.51 Agency Collateralized Mortgage Obligation GNMA_20-63U 2050-05-20 4.000000 42334271.00 2006940.55 Agency Collateralized Mortgage Obligation GNMA_13-H10 2063-01-20 5.267570 42482543.00 61.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2060-08-20 5.167180 42696886.00 2006.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 2040-09-20 6.161430 43058548.00 1305845.71 Agency Collateralized Mortgage Obligation FHMS_K130 2031-07-25 1.214340 43372188.00 4226704.11 Agency Collateralized Mortgage Obligation FREMF_18-KW04 2032-12-25 0.000000 43553340.00 28656007.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-06-20 4.411670 43740708.00 11396.88 Agency Collateralized Mortgage Obligation GNMA_20-79G 2050-06-20 4.000000 44256169.00 1757851.32 Agency Collateralized Mortgage Obligation GNMA_20-H09 2070-05-20 0.899270 44317698.00 1804727.93 Agency Collateralized Mortgage Obligation GNMA_20-H01D 2068-12-20 1.261480 44410386.00 1296054.90 Agency Collateralized Mortgage Obligation GNMA_20-H01D 2068-12-20 1.261480 44410387.00 1293965.31 Agency Collateralized Mortgage Obligation GNMA_19-43K 2049-04-20 5.601430 45000000.00 1570666.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 2067-09-20 1.754990 45197047.00 1444302.54 Agency Collateralized Mortgage Obligation GNMA_16-33G 2046-03-20 5.601430 45319639.00 1577966.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-11 2039-03-25 5.000000 45400000.00 171865.55 Agency Collateralized Mortgage Obligation GNMA_19-6J 2049-01-20 5.651430 45476750.00 1498655.21 Agency Collateralized Mortgage Obligation GNMA_20-H01A 2070-01-20 1.286460 45679200.00 1911050.45 Agency Collateralized Mortgage Obligation GNMA_14-H18 2064-07-20 1.622730 46027889.00 599285.16 Agency Collateralized Mortgage Obligation GNMA_20-H03A 2068-07-20 1.621230 46070361.00 1836754.98 Agency Collateralized Mortgage Obligation GNMA_20-H03A 2068-07-20 1.621220 46070361.00 1837878.64 Agency Collateralized Mortgage Obligation GNMA_18-38C 2048-01-20 5.751430 47278005.00 1473349.56 Agency Collateralized Mortgage Obligation GNMA_19-H17A 2069-11-20 1.140760 47440032.00 1932933.92 Agency Collateralized Mortgage Obligation GNMA_19-H17B 2069-11-20 1.334900 47657592.00 1429910.75 Agency Collateralized Mortgage Obligation GNMA_18-H12B 2068-08-20 1.372370 47852995.00 803585.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 2068-12-20 0.981440 47945070.00 1398558.80 Agency Collateralized Mortgage Obligation GNMA_18-H17F 2068-09-20 0.493740 48195673.00 397574.08 Agency Collateralized Mortgage Obligation GNMA_21-H07B 2071-02-20 0.749900 48273060.00 866384.06 Agency Collateralized Mortgage Obligation GNMA_19-101 2061-07-16 0.698620 49000000.00 1287683.31 Agency Collateralized Mortgage Obligation GNMA_13-134 2043-09-20 5.651430 49296030.00 849739.59 Agency Collateralized Mortgage Obligation GNMA_19-H07A 2069-04-20 1.086100 49909328.00 1547813.05 Agency Collateralized Mortgage Obligation GNMA_04-46 2034-06-20 6.651430 50000000.00 115356.20 Agency Collateralized Mortgage Obligation WOTSO PENRITH PTY LTD 2046-04-20 5.651430 50000000.00 1907050.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134 2047-09-20 5.751430 50000000.00 2053925.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-99 2060-06-16 0.471520 50000000.00 606385.37 Agency Collateralized Mortgage Obligation GNMA_19-77 2061-04-16 0.720330 50000000.00 1111222.59 Agency Collateralized Mortgage Obligation GNMA_20-H11B 2070-06-20 1.182950 50000000.00 2329154.08 Agency Collateralized Mortgage Obligation GNMA_18-148A 2048-10-20 3.391430 50000000.00 1048612.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-135 2048-10-20 5.191430 50000000.00 1319740.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2064-04-20 1.877060 50000002.00 221296.95 Agency Collateralized Mortgage Obligation GNMA_09-87 2035-02-20 6.301430 50013061.00 380383.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H14 2060-07-20 1.364380 50029337.00 32.25 Agency Collateralized Mortgage Obligation GNMA_19-78F 2049-06-20 5.751430 50175000.00 1346579.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17 2060-07-20 1.380590 50402250.00 707912.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-H05 2060-12-20 1.538730 52006180.00 718350.30 Agency Collateralized Mortgage Obligation GNMA_12-H24 2060-03-20 4.982700 52098077.00 101726.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H25 2066-11-20 1.916410 52452415.00 1459968.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07 2063-03-20 1.688850 52894678.00 722331.72 Agency Collateralized Mortgage Obligation GNMA_13-167 2043-11-20 5.701430 53430000.00 855255.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-13 2060-06-16 0.779620 54350331.00 1129796.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 2043-07-20 1.248800 54969461.00 226249.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-16 2036-04-20 5.801430 55000000.00 144213.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-69 2060-04-16 0.602210 55026781.00 994574.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2040-02-20 5.331430 55500000.00 399485.54 Agency Collateralized Mortgage Obligation GNMA_19-42A 2049-04-20 4.500000 55555555.00 276570.52 Agency Collateralized Mortgage Obligation GNMA_19-H17B 2069-11-20 1.221980 56078573.00 1388509.71 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNW_04-W15 2044-08-25 5.979690 56100000.00 140180.65 Agency Collateralized Mortgage Obligation GNMA_13-181 2043-11-20 5.651430 56181197.00 975138.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-18 2041-04-20 1.244040 56372722.00 198539.72 Agency Collateralized Mortgage Obligation GNMA_17-H11H 2067-05-20 2.221130 56469109.00 2077422.34 Agency Collateralized Mortgage Obligation GNMA_19-23N 2049-02-20 5.601430 56500000.00 1561386.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-04-20 1.300030 56784359.00 157667.12 Agency Collateralized Mortgage Obligation GNMA_19-159J 2046-03-20 1.304050 56803643.00 331009.69 Agency Collateralized Mortgage Obligation GNMA_10-109 2040-08-20 6.151430 57689500.00 822241.94 Agency Collateralized Mortgage Obligation GNMA_19-H10C 2069-06-20 0.804170 58519683.00 1586737.99 Agency Collateralized Mortgage Obligation GNMA_13-39 2041-03-20 4.301430 58981198.00 1457762.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-64 2037-10-20 6.101430 59500000.00 82230.85 Agency Collateralized Mortgage Obligation GNMA_18-168H 2048-12-20 5.671430 60833333.00 1256258.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 2041-09-20 1.500870 61526924.00 230629.67 Agency Collateralized Mortgage Obligation GNMA_06-16 2036-03-20 5.841430 61800000.00 132554.48 Agency Collateralized Mortgage Obligation GNMA_19-H13D 2068-07-20 1.886180 61899798.00 2262780.37 Agency Collateralized Mortgage Obligation GNMA_11-H08 2061-03-20 1.245390 62113626.00 586143.68 Agency Collateralized Mortgage Obligation GNMA_20-H07A 2070-03-20 1.166010 62193074.00 2069017.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-133 2049-04-20 4.500000 62264427.00 1807927.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H22 2063-04-20 0.334040 62858668.00 153327.03 Agency Collateralized Mortgage Obligation GNMA_19-125C 2049-10-20 5.601430 63079580.00 1295130.01 Agency Collateralized Mortgage Obligation GNMA_14-3D 2044-01-16 5.139430 63160358.00 1319185.36 Agency Collateralized Mortgage Obligation GNMA_21-H15E 2065-09-20 1.755670 63356606.00 1191490.45 Agency Collateralized Mortgage Obligation GNMA_21-155E 2051-09-20 2.650000 63849000.00 1871277.41 Agency Collateralized Mortgage Obligation GNMA_20-13D 2045-06-20 4.000000 64208243.00 2491419.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-60 2037-10-20 5.651430 64600000.00 72732.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-60 2037-10-20 5.701430 64600000.00 70162.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H10 2068-06-20 1.676330 64904604.00 1454416.35 Agency Collateralized Mortgage Obligation GNMA_19-48B 2043-02-20 1.343710 65399862.00 512265.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-39 2051-04-16 0.100000 66111131.00 13.68 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-02-20 4.500000 66145413.00 743364.44 Agency Collateralized Mortgage Obligation GNMA_19-20 2049-02-20 5.651430 66422545.00 2422826.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46 2037-05-20 0.000000 66987289.00 20.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-02-20 0.561780 67087814.00 254998.39 Agency Collateralized Mortgage Obligation GNMA_09-79 2039-08-20 6.000000 67659000.00 177528.01 Agency Collateralized Mortgage Obligation GNMA_10-H27A 2060-11-20 1.571500 68200998.00 57732.60 Agency Collateralized Mortgage Obligation GNMA_20-H08A 2070-04-20 0.825710 70000000.00 2488514.50 Agency Collateralized Mortgage Obligation GNMA_19-H13C 2069-08-20 0.604300 70068456.00 451366.54 Agency Collateralized Mortgage Obligation GNMA_18-29 2045-09-20 1.333700 70166231.00 406197.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-83 2038-09-20 5.551430 71400000.00 101816.94 Agency Collateralized Mortgage Obligation GNMA_13-152 2043-10-16 5.719430 72603368.00 1632764.89 Agency 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Bank of America Securities, Inc. 0.270 549300HN4UKV1E2R3U73 BRY0SLB20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/8 NOTE AZ 22 2022-04-30 0.125000 101956100.00 102000084.76 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 100000000.00 100000000.00 0.0006 N Y Y N Barclays Bank plc Barclays Bank plc 0.300 G5GSEF7VJP5I7OUK5573 BRY0TWN48 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHMS_K123-X3 2049-02-25 2.627640 655000.00 120350.16 Agency Collateralized Mortgage Obligation FHMS_K124 2049-02-25 2.620120 786000.00 145044.11 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.047940 1612000.00 224532.18 Agency Collateralized Mortgage Obligation FHMS_K740 2047-11-25 2.480960 1907000.00 224920.09 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 2041-04-25 0.675810 16536000.00 698103.98 Agency Collateralized Mortgage Obligation FREMF_17-K728 2024-11-25 0.100000 16954000.00 41458.18 Agency Collateralized Mortgage Obligation FHMS_K1507 2036-09-25 3.226910 18102000.00 5042711.95 Agency Collateralized Mortgage Obligation FHLK_12 2030-10-25 2.740180 23357000.00 4411494.63 Agency Collateralized Mortgage Obligation FHMS_K118 2048-10-25 2.692800 24034533.00 4425959.19 Agency Collateralized Mortgage Obligation FHMS_K102 2046-12-25 1.891630 25000000.00 3020909.04 Agency Collateralized Mortgage Obligation FREMF_16-K722 2023-05-25 0.000000 25834211.00 23719706.66 Agency Collateralized Mortgage Obligation FHMS-K1522 2039-11-25 3.067910 26671542.00 8133315.77 Agency Collateralized Mortgage Obligation FHMS_K-126 2049-01-25 2.628500 27727360.00 5124693.19 Agency Collateralized Mortgage Obligation FHMS_K135 2049-10-25 2.682150 28227997.00 5664459.28 Agency Collateralized Mortgage Obligation FRESB_19-SB63 2039-04-25 1.169240 28728000.00 1376895.81 Agency Collateralized Mortgage Obligation FREMF_17-KW02 2027-01-25 0.000000 37647401.00 28958493.79 Agency Collateralized Mortgage Obligation FREMF_19-KW10 2029-10-25 0.000000 39511889.00 23595156.71 Agency Collateralized Mortgage Obligation FHLK_09-1 2029-10-25 0.000000 40934565.00 5582044.86 Agency Collateralized Mortgage Obligation FREMF_14-K715 2046-02-25 0.000000 50424000.00 9031054.33 Agency Collateralized Mortgage Obligation FREMF_15-K1501 2030-12-25 0.100000 50628655.00 365302.62 Agency Collateralized Mortgage Obligation FREMF_15-K721 2047-11-25 0.000000 51273727.00 51585112.34 Agency Collateralized Mortgage Obligation FREMF_22_K747 2028-12-25 0.000000 52159495.00 36073611.06 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS 2043-06-25 1.495330 57363322.00 2406283.03 Agency Collateralized Mortgage Obligation FREMF_21-K130 2031-07-25 0.000000 60777341.00 45600874.29 Agency Collateralized Mortgage Obligation FREMF_21-K135 2054-10-25 0.000000 63227997.00 47405759.80 Agency Collateralized Mortgage Obligation FREMF_20-K121 2053-11-25 0.000000 77382784.00 60892357.96 Agency Collateralized Mortgage Obligation FHMS_K724 2044-12-25 1.889870 88857000.00 2753313.68 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS 2026-08-25 1.053020 95855949.00 2939405.73 Agency Collateralized Mortgage Obligation FREMF_20-K115 2053-09-25 0.000000 98361052.00 27808341.54 Agency Collateralized Mortgage Obligation FREMF_21-K127 2054-03-25 0.000000 116457138.00 30561730.27 Agency Collateralized Mortgage Obligation FRESB_22-SB94 2041-11-25 0.585740 133557760.00 2672794.82 Agency Collateralized Mortgage Obligation FREMF_22_K747 2028-12-25 0.100000 212159495.00 854649.17 Agency Collateralized Mortgage Obligation FREMF_13-K24 2045-11-27 0.150000 230104610.00 170507.52 Agency Collateralized Mortgage Obligation FREMF_21-K130 2031-07-25 0.100000 230951341.00 1831290.17 Agency Collateralized Mortgage Obligation FREMF_21-K135 2054-10-25 0.100000 253227997.00 2070476.51 Agency Collateralized Mortgage Obligation FREMF_20-K121 2053-11-25 0.100000 262295816.00 1964420.79 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_19-K735 2026-06-25 0.100000 268079126.00 1075622.82 Agency Collateralized Mortgage Obligation FREMF_13-K30 2045-06-25 0.100000 273934418.00 301145.24 Agency Collateralized Mortgage Obligation FREMF_16-K54 2048-04-27 0.100000 596633000.00 1921043.42 Agency Collateralized Mortgage Obligation FREMF_22_K747 2028-11-25 0.100000 831028000.00 4676880.84 Agency Collateralized Mortgage Obligation FREMF_21-K130 2031-06-25 0.100000 984577000.00 7469656.37 Agency Collateralized Mortgage Obligation FREMF_21-K135 2054-10-25 0.100000 1011328000.00 7941260.92 Agency Collateralized Mortgage Obligation FREMF_20-K121 2053-11-25 0.100000 1146002000.00 7992054.17 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 495000000.00 495000000.00 0.0028 N Y Y N Societe Generale SA Societe Generale SA 0.300 O2RNE8IBXP4R0TD8PU41 BRY0SLCN3 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 2023-09-30 0.250000 300.00 291.64 U.S. Treasuries (including strips) GNMA_03-46E 2033-06-16 0.650570 1000.00 9.22 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.500000 1028.00 478.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 5.000000 1149.00 13.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 1204.00 188.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 1276.00 372.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 4.000000 1371.00 336.06 Agency Mortgage-Backed Securities GNMA_07-27C 2037-05-20 0.748570 1500.00 36.62 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-02-01 3.500000 1598.00 528.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 2714.00 2042.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-12-01 3.500000 3033.00 966.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 5.000000 3829.00 98.03 Agency Mortgage-Backed Securities GNMA_06-69C 2036-12-20 0.598570 4235.00 79.90 Agency Collateralized Mortgage Obligation GNMA_07-27A 2037-05-20 0.748570 4328.00 76.95 Agency Collateralized Mortgage Obligation FNMA_93-82 2023-05-25 1.156570 4514.00 0.92 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 4635.00 1044.42 Agency Mortgage-Backed Securities FANNIE MAE FNMA_09-103 2039-11-25 1.156570 5626.00 145.15 Agency Collateralized 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2029-02-28 1.875000 10048500.00 9704836.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-02-15 1.875000 12598000.00 12091295.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.660930 14253500.00 14274859.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.660930 14376200.00 14391504.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 28211400.00 27619645.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 38054900.00 42729195.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 2.875000 52862000.00 55099039.23 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 220000000.00 220000000.00 0.0012 N Y Y N Credit Agricole Corporate and 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HSBC Securities USA, Inc. 0.300 CYYGQCGNHMHPSMRL3R97 BRY0SLBZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 6 5/8 TPRN 27 2027-02-15 0.000000 438000.00 387877.47 U.S. Treasuries (including strips) 2 1/4 TPRN 41 2041-05-15 0.000000 590000.00 356144.06 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 80960800.00 75756028.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 75000000.00 75000000.00 0.0004 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.300 254900BN8XS34XZDJ223 BRY0SLC45 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA7135 M 2051-01-20 2.000000 62952565.00 51000000.13 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 50000000.00 50000000.00 0.0003 N Y Y N BNP Paribas SA BNP Paribas SA 0.300 R0MUWSFPU8MPRO8K5P83 BRY0SLB46 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMST SIO 0328 900121 2038-02-15 1.678710 79869887.00 509724.41 Agency Collateralized Mortgage Obligation FNRA CL032SA R17F032 2047-05-25 5.693430 38764962.00 1589295.25 Agency Collateralized Mortgage Obligation FNRA CL067BS R19F067 2041-10-25 5.843430 37232273.00 3550596.09 Agency Collateralized Mortgage Obligation FNRA CL067CS R19F067 2041-08-25 5.293430 3311892.00 272526.68 Agency Collateralized Mortgage Obligation FNRA RC081BS R19F081 2050-01-25 5.543430 26758016.00 2705381.13 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 2061-08-25 3.051000 114565129.00 4552708.13 Agency Collateralized Mortgage Obligation FGRA 3788SA 01/15/41 2041-01-15 6.073430 46636673.00 350498.26 Agency Collateralized Mortgage Obligation FGRA 4016SD 03/15/42 2042-03-15 6.053430 8354341.00 131223.83 Agency Collateralized Mortgage Obligation FGRA 4608QS 05/15/40 2040-05-15 5.703430 10003088.00 415074.97 Agency Collateralized Mortgage Obligation FGRA 4604SB 08/15/46 2046-08-15 5.703430 124802048.00 5497939.41 Agency Collateralized Mortgage Obligation FTRA 4895IH 03/15/41 2041-03-15 1.624340 10579850.00 185601.65 Agency Collateralized Mortgage Obligation FERA 4899SB 09/25/44 2044-09-25 5.643430 13778023.00 972646.53 Agency Collateralized Mortgage Obligation FERA 4908BS 08/25/49 2049-08-25 5.593430 11200304.00 818015.63 Agency Collateralized Mortgage Obligation FTRA 4906WI 12/15/38 2038-12-15 1.707710 21237778.00 567698.92 Agency Collateralized Mortgage Obligation FGRA 4923IT 01/15/53 2053-01-15 0.497700 131646733.00 1238272.48 Agency Collateralized Mortgage Obligation FGRA 4935CS 06/15/42 2042-06-15 5.603430 19596184.00 1230274.16 Agency Collateralized Mortgage Obligation FERA 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Agency Collateralized Mortgage Obligation FERM 5196DI 02/25/52 2052-02-25 3.000000 10685823.00 1484665.69 Agency Collateralized Mortgage Obligation FNRA CL008SM R02F008 2032-03-25 7.643430 4330395.00 1414.88 Agency Collateralized Mortgage Obligation FNRA CL089S R05F089 2035-10-25 6.243430 23134287.00 87073.64 Agency Collateralized Mortgage Obligation FNST TR0414 S1 CL 2042-10-01 5.643430 96260421.00 2201079.69 Agency Collateralized Mortgage Obligation FNST TR0415 S8 CL 2042-11-01 5.693430 59827872.00 2044867.36 Agency Collateralized Mortgage Obligation FNRA CL150SN R10F150 2041-01-25 6.073430 98400000.00 944368.66 Agency Collateralized Mortgage Obligation FNRA CL042AS R10F042 2040-05-25 5.943430 12463524.00 7848.62 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 2040-12-25 5.543430 68886400.00 1199600.79 Agency Collateralized Mortgage Obligation GNAR AF MA1235 M 2043-05-20 1.625000 16331104.00 702161.29 Agency Mortgage-Backed Securities GNAR AF MA2906 M 2045-06-20 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32093291.00 640590.86 Agency Collateralized Mortgage Obligation GNRA 2015-156 SA 2045-10-20 5.201430 18160000.00 282314.17 Agency Collateralized Mortgage Obligation GNRA 2016-008 SA 2046-01-20 5.701430 17510080.00 856189.17 Agency Collateralized Mortgage Obligation GNRA 2016-04 SM 2046-01-20 5.201430 97000000.00 3198199.68 Agency Collateralized Mortgage Obligation GNRA 2016-77 SC 2045-10-20 5.651430 587000.00 27462.16 Agency Collateralized Mortgage Obligation GNRA 2016-08 SA 2046-08-20 5.651430 854600.00 41358.00 Agency Collateralized Mortgage Obligation GNRA 2016-07 SN 2046-04-20 5.651430 12580560.00 479835.30 Agency Collateralized Mortgage Obligation GNRA 2016-46 KS 2046-10-20 5.651430 557972.00 40691.31 Agency Collateralized Mortgage Obligation GNRA 2016-26 NS 2046-09-20 5.651430 20257571.00 1216481.93 Agency Collateralized Mortgage Obligation GNRA 2017-04 SE 2047-07-20 5.751430 18811699.00 1406964.02 Agency Collateralized Mortgage Obligation GNRA 2017-17 SD 2047-08-20 5.751430 16729977.00 1065698.35 Agency Collateralized Mortgage Obligation GNRA 2018-21 SA 2048-02-16 5.819430 11651606.00 722376.71 Agency Collateralized Mortgage Obligation GNRA 2018-51 SK 2048-04-20 5.751430 25317212.00 1983278.79 Agency Collateralized Mortgage Obligation GNRA 2018-48 CS 2048-04-20 3.451430 194584832.00 6192513.93 Agency Collateralized Mortgage Obligation GNRA 2018-76 SA 2042-03-20 6.151430 7900000.00 445510.80 Agency Collateralized Mortgage Obligation GNRA 2019-04 S 2049-01-20 5.551430 21184300.00 820003.81 Agency Collateralized Mortgage Obligation GNRA 2019-35 SM 2049-03-20 5.551430 27520341.00 1944832.40 Agency Collateralized Mortgage Obligation GNRA 2019-15 SE 2049-02-20 5.601430 33129600.00 975777.42 Agency Collateralized Mortgage Obligation GNRA 2019-023 PS 2049-02-20 5.701430 4335000.00 101412.82 Agency Collateralized Mortgage Obligation GNRA 2019-023 SK 2049-02-20 5.601430 37140736.00 1567653.45 Agency Collateralized Mortgage Obligation GNRA 2019-65 SA 2049-05-20 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2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18Q4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-02-15 1.875000 50000000.00 44645864.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 43770000.00 43770000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - CS Fixed Income Clearing Corporation - CS 0.300 549300H47WTHXPU08X20 BRY0T18R2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2031-07-15 0.125000 7112000.00 7938692.62 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 7783000.00 7783000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 0.280 549300H47WTHXPU08X20 BRY0STUB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-08-15 2.250000 543480000.00 510005520.89 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 500000000.00 500000000.00 0.0028 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTS7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-05-31 1.250000 538775500.00 504906534.32 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 495000000.00 495000000.00 0.0028 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-06-30 0.125000 516297300.00 504901305.62 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 495000000.00 495000000.00 0.0028 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUH9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-02-15 2.500000 125000000.00 122242182.12 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 119843750.00 119843750.00 0.0007 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.280 549300H47WTHXPU08X20 BRY0STTJ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-04-30 0.750000 555858300.00 520203956.73 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 510000000.00 510000000.00 0.0029 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 31000000.00 17549248.15 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 17205000.00 17205000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STT81 U.S. Treasury 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(including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 25250000.00 25250000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STU22 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-06-30 0.500000 350000000.00 316839915.97 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 310625000.00 310625000.00 0.0018 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STSJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2025-03-31 0.500000 350000000.00 329779514.65 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 323312500.00 323312500.00 0.0018 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STU14 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-03-31 1.250000 350000000.00 326212987.43 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0028 319812500.00 319812500.00 0.0018 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.280 549300H47WTHXPU08X20 BRY0STUF3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-10-31 1.125000 350000000.00 330675521.46 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - 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N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTP3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 141724896.46 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 138943750.00 138943750.00 0.0008 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STT40 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-05-15 1.250000 85000000.00 63617087.06 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 62368750.00 62368750.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTV0 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 22888993.23 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 22440000.00 22440000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTT5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 26507473.78 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 25987500.00 25987500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 6451554.47 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 6325000.00 6325000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTC2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 24990210.97 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 24500000.00 24500000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTE8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-11-15 2.375000 50000000.00 49151414.95 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 48187500.00 48187500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSZ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 0.000000 100000000.00 52530443.47 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 51500000.00 51500000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STSV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 60000000.00 64337343.15 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 63075000.00 63075000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTY4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 43069563.60 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 42225000.00 42225000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STT65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 69964000.65 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 68591250.00 68591250.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.310 X574KRZ6V5A7UBU45C31 BRY0STTB4 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 23000000.00 23548058.80 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0031 23086250.00 23086250.00 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.300 549300H47WTHXPU08X20 BRY0SLKR5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-08-15 2.750000 15000000.00 15281374.85 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - 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668060.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 667147.84 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 5.143430 100000000.00 2682967.84 Agency Collateralized Mortgage Obligation GNMA_21-209B 2051-11-20 3.000000 115078784.00 67700804.14 Agency Collateralized Mortgage Obligation GNMA_21-142E 2051-08-20 3.000000 123703552.00 41736530.12 Agency Collateralized Mortgage Obligation FNMA_10-150 2040-10-25 5.993430 135801343.00 10311.64 Agency Collateralized Mortgage Obligation GNMA_21-142E 2051-08-20 3.000000 180048320.00 16814690.74 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-06-30 2022-06-30 Y CREDIT SUISSE AG (NEW YORK BRANCH) 1.0000 91 N Fitch - BR A Moody's - BR A1 Standard & Poor's - BR A+ N N 0.0055 650000000.00 650000000.00 0.0037 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 0.300 7TK5RJIZDFROZCA6XF66 BRY0SLBW4 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 2031-07-15 0.125000 4569300.00 5100057.01 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1 2022-04-01 2022-04-01 2022-04-01 N N N 0.0030 5000000.00 5000000.00 0.0000 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.270 549300H47WTHXPU08X20 BRY0SKK63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TII Note .125 01/15/2030 2022-04-01 0.270000 126952600.00 146383095.33 U.S. Treasuries (including strips) T Note 1.25 03/31/2028 2022-04-01 0.270000 300000000.00 279808500.00 U.S. Treasuries (including strips) T Note .5 08/31/2027 2022-04-01 0.270000 150000000.00 135174480.00 U.S. Treasuries (including strips) T Note 1.75 12/31/2024 2022-04-01 0.270000 94609400.00 93139910.72 U.S. Treasuries (including strips) TII Note .375 01/15/2027 2022-04-01 0.270000 125000000.00 154623847.50 U.S. Treasuries (including strips) T Note 2.125 05/15/2025 2022-04-01 0.270000 185555700.00 184848070.35 U.S. Treasuries (including strips) T Note 1.25 09/30/2028 2022-04-01 0.270000 50000000.00 46382800.00 U.S. Treasuries (including strips) TII Note .25 07/15/2029 2022-04-01 0.270000 100000000.00 117348435.00 U.S. Treasuries (including strips) T Note 1.5 11/30/2028 2022-04-01 0.270000 43324400.00 40790919.06 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0027 1175000000.00 1175000000.00 0.0067 N Y Y N BlackRock Liquidity Funds 2022-04-06 /s/Ann Frechette Ann Frechette Assistant Treasurer