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1.076860 12900000.00 484048.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_08-3443 2037-03-15 1.856860 13200000.00 45944.49 Agency Collateralized Mortgage Obligation FHLMC_3368 2037-09-15 2.156860 13400000.00 54846.41 Agency Collateralized Mortgage Obligation FNMA_12-1 2042-02-25 1.983860 13741213.00 106217.29 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 2.563860 13876000.00 75245.45 Agency Collateralized Mortgage Obligation FHLMC_3812 2041-02-15 3.107440 13895625.00 780635.87 Agency Collateralized Mortgage Obligation FNMA_20-36D 2050-06-25 3.500000 13915215.00 1369226.11 Agency Collateralized Mortgage Obligation FNR_19-33-PS 2049-07-25 2.033860 14000000.00 759065.81 Agency Collateralized Mortgage Obligation FHLMC_3819 2041-03-15 1.564580 14000000.00 976705.75 Agency Collateralized Mortgage Obligation FHLMC_4748G 2048-01-15 2.326860 14106592.00 549000.38 Agency Collateralized Mortgage Obligation FNMA_19-33 2049-07-25 1.983860 14250000.00 769037.53 Agency Collateralized Mortgage Obligation FHLMC_4579A 2038-01-15 0.000000 14354477.00 91982.70 Agency Collateralized Mortgage Obligation FHLMC_4845D 2048-12-15 2.826860 14439747.00 436462.30 Agency Collateralized Mortgage Obligation FNMA_20-41H 2049-09-25 4.000000 14699996.00 1225625.33 Agency Collateralized Mortgage Obligation FNMA_13-18 2033-03-25 0.640630 14734719.00 6495154.38 Agency Collateralized Mortgage Obligation FNMA_12-54 2042-05-25 2.283860 14776879.00 75220.09 Agency Collateralized Mortgage Obligation FNMA_18-27A 2048-05-25 2.183860 15000000.00 183021.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3170 2033-09-15 2.726860 15000000.00 22342.61 Agency Collateralized Mortgage Obligation FNMA_20-38M 2050-04-25 3.000000 15277695.00 1856654.03 Agency Collateralized Mortgage Obligation FNMA_15-19 2055-04-25 0.000000 15783742.00 72794.95 Agency Collateralized Mortgage Obligation FHLMC_41-19 2041-12-15 2.326860 16410455.00 73254.38 Agency Collateralized Mortgage Obligation FNMA_14-40 2042-09-25 3.500000 16761549.00 95330.91 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 2.596860 16862278.00 97376.18 Agency Collateralized Mortgage Obligation FNMA_20-89G 2050-12-25 3.000000 17000000.00 2022486.75 Agency Collateralized Mortgage Obligation FNMA_20-37C 2040-06-25 2.083860 17392919.00 161795.80 Agency Collateralized Mortgage Obligation FNMA_16-40 2046-07-25 1.983860 17462139.00 811931.62 Agency Collateralized Mortgage Obligation FNMA_20-77F 2050-11-25 1.103180 18000000.00 907192.62 Agency Collateralized Mortgage Obligation FHLMC_3507 2032-03-15 4.105890 18000000.00 75605.52 Agency Collateralized Mortgage Obligation FNMA_20-37D 2050-06-25 4.000000 18050000.00 1627171.76 Agency Collateralized Mortgage Obligation FNMA_22-3C 2052-02-25 0.000000 18278845.00 297322.26 Agency Collateralized Mortgage Obligation FHLMC_3962 2038-06-15 0.000000 18586321.00 89134.64 Agency Collateralized Mortgage Obligation FNMA_17-26B 2047-04-25 6.000000 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Collateralized Mortgage Obligation FHLMC _4280 2043-12-15 2.076860 21000000.00 316243.28 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 2.363860 21509000.00 56033.08 Agency Collateralized Mortgage Obligation FNMA_19-25B 2049-01-25 2.033860 21529252.00 331900.68 Agency Collateralized Mortgage Obligation FHLMC_3699 2040-07-15 0.926860 21556000.00 416625.31 Agency Collateralized Mortgage Obligation FNMA_12-20 2032-02-25 2.633860 21648056.00 125783.70 Agency Collateralized Mortgage Obligation FNMS_41-7A 2042-01-25 4.000000 21653116.00 491681.10 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 2.733860 21700000.00 11884.52 Agency Collateralized Mortgage Obligation FHLMC_4320B 2039-07-15 0.853720 21949299.00 1340885.75 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 5.500000 22019661.00 62979.91 Agency Collateralized Mortgage Obligation FNS_426 2052-02-25 3.500000 22637026.00 3821548.99 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP 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25411721.00 109214.29 Agency Collateralized Mortgage Obligation FNMA_11-66A 2040-10-25 1.232290 26000000.00 63724.66 Agency Collateralized Mortgage Obligation FNMA_19-34C 2049-07-25 2.083860 26048002.00 921767.89 Agency Collateralized Mortgage Obligation FNMA_20-39F 2050-06-25 4.500000 26089220.00 2059467.32 Agency Collateralized Mortgage Obligation FHLMC_4615 2038-10-15 0.000000 26345788.00 201337.02 Agency Collateralized Mortgage Obligation FNMA_18-84C 2048-11-25 2.133860 26348852.00 501927.53 Agency Collateralized Mortgage Obligation FNMA_05-69 2035-08-25 2.683860 26404000.00 62528.42 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 2.546860 26538458.00 51433.75 Agency Collateralized Mortgage Obligation FNMA_11-144 2041-04-25 2.533860 26600000.00 81862.69 Agency Collateralized Mortgage Obligation FNMA_20-36D 2050-06-25 3.500000 26646000.00 3418715.99 Agency Collateralized Mortgage Obligation FHLMC_4633D 2046-11-15 2.226860 26863571.00 549534.82 Agency Collateralized 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4570348.30 Agency Collateralized Mortgage Obligation FNMA_05-74 2035-07-25 2.063860 35467249.00 3839.97 Agency Collateralized Mortgage Obligation FNMA_18-35E 2048-05-25 2.233860 35810498.00 1101304.88 Agency Collateralized Mortgage Obligation FNMA_16-78A 2044-03-25 2.083860 37193204.00 693843.66 Agency Collateralized Mortgage Obligation FNMA_07-23 2037-03-25 2.753860 37350000.00 40651.36 Agency Collateralized Mortgage Obligation FNSTR_359 2035-10-01 5.500000 37547424.00 108544.22 Agency Collateralized Mortgage Obligation FNMA_15-62 2045-08-25 2.183860 37667000.00 564454.71 Agency Collateralized Mortgage Obligation FHLMC_3423 2038-03-15 2.256860 37782508.00 44268.42 Agency Collateralized Mortgage Obligation FANIE MAE INTEREST STRIP FNSTR_4 2044-09-25 3.000000 38158553.00 1332217.76 Agency Collateralized Mortgage Obligation FNMA_18-13C 2048-03-25 2.233860 38487447.00 1078733.08 Agency Collateralized Mortgage Obligation FHLMC_4906D 2038-03-15 0.000000 38649912.00 714661.86 Agency 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45219482.00 121795.95 Agency Collateralized Mortgage Obligation FHLMC-2990 2035-05-01 3.086910 45257372.00 98594.62 Agency Collateralized Mortgage Obligation FHLMC_4596F 2041-11-15 0.041620 45287202.00 224751.42 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 2.583860 46117723.00 58036.67 Agency Collateralized Mortgage Obligation FHR_3852 2041-05-15 2.576860 46220588.00 459781.30 Agency Collateralized Mortgage Obligation FNMA_10-141 2040-12-25 0.683860 46229037.00 134262.66 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 2.536860 46360000.00 93749.46 Agency Collateralized Mortgage Obligation FHLMC_4650D 2047-01-15 2.176860 46378072.00 1256565.19 Agency Collateralized Mortgage Obligation FNMA_22-57F 2052-09-25 2.303180 46689625.00 2177688.43 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 2.826860 46769958.00 216269.55 Agency Collateralized Mortgage Obligation FHLMC_43-36 2054-02-15 2.076860 46882557.00 751977.35 Agency Collateralized 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3.033860 50492769.00 58989.18 Agency Collateralized Mortgage Obligation FHLMC_44-29 2045-01-15 5.187780 50865199.00 1015341.25 Agency Collateralized Mortgage Obligation FNMA_14-57 2044-09-25 2.733860 51000000.00 462284.50 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 2.226860 51714533.00 38910.56 Agency Collateralized Mortgage Obligation FNMA_12-51 2042-05-25 2.483860 51838457.00 1202156.57 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 1.933860 52596616.00 519547.85 Agency Collateralized Mortgage Obligation FNSTR_417 2033-01-25 3.000000 52880449.00 805065.09 Agency Collateralized Mortgage Obligation FNMA_19-38B 2049-07-25 0.000000 53063051.00 472924.96 Agency Collateralized Mortgage Obligation FNSTR_418 2039-05-25 5.500000 53608869.00 1152278.37 Agency Collateralized Mortgage Obligation FNMA_19-70G 2049-12-25 2.083860 54672031.00 2239238.82 Agency Collateralized Mortgage Obligation FNMA_19-67F 2040-05-25 2.083860 54965980.00 2065504.79 Agency 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2045-11-25 3.000000 3825000.00 725837.73 Agency Collateralized Mortgage Obligation FNRM CL084PO R15F084 2043-02-25 0.000000 5089535.00 1092316.88 Agency Collateralized Mortgage Obligation FNRA CL084SI R15F084 2043-02-25 0.000000 12360298.00 203302.80 Agency Collateralized Mortgage Obligation FNRA CL002SH R16F002 2046-02-25 2.133900 60000000.00 763349.85 Agency Collateralized Mortgage Obligation FNRA CL044SA R16F044 2046-07-25 1.983900 45937064.00 1477365.78 Agency Collateralized Mortgage Obligation FNRA CL081SA R16F081 2046-11-25 2.133900 98442771.00 2407136.28 Agency Collateralized Mortgage Obligation FNRA CL049ES R16F049 2046-08-25 2.083900 50000000.00 747635.64 Agency Collateralized Mortgage Obligation FNRM CL049JI R16F049 2046-08-25 3.500000 2924111.00 692220.25 Agency Collateralized Mortgage Obligation FNRA CL048US R16F048 2046-08-25 2.083900 19600000.00 403814.00 Agency Collateralized Mortgage Obligation FNRA CL060LS R16F060 2046-09-25 2.083900 105457334.00 2337061.42 Agency Collateralized Mortgage Obligation FNRA CL065JS R16F065 2046-09-25 0.000000 104466033.00 263785.76 Agency Collateralized Mortgage Obligation FNRA CL064KS R16F064 2046-09-25 0.000000 86914875.00 226438.63 Agency Collateralized Mortgage Obligation FNRM CL064LI R16F064 2046-09-25 4.000000 990444.00 280431.56 Agency Collateralized Mortgage Obligation FNRA RC010AQ R16M010 2045-11-25 3.806900 4255000.00 3763852.32 Agency Collateralized Mortgage Obligation FNRM CL101IP R16F101 2046-10-25 3.500000 15193293.00 292815.84 Agency Collateralized Mortgage Obligation FNRA CL078SB R16F078 2046-11-25 2.083900 45595775.00 1094698.46 Agency Collateralized Mortgage Obligation FNRM CL079AZ R16F079 2046-11-25 3.000000 500000.00 511707.37 Agency Collateralized Mortgage Obligation FNRM CL103ZK R16F103 2047-01-25 3.000000 2287136.00 2374255.80 Agency Collateralized Mortgage Obligation FNRA CL010AS R17F010 2047-03-25 0.000000 129096691.00 600318.48 Agency Collateralized Mortgage Obligation FNRM CL076PB R17F076 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Collateralized Mortgage Obligation FNRA CL028CS R18F028 2048-05-25 2.183900 7751873.00 104281.65 Agency Collateralized Mortgage Obligation FNRM CL066DI R18F066 2048-09-25 4.500000 6300379.00 375012.41 Agency Collateralized Mortgage Obligation FNRA CL039IW R18F039 2048-06-25 0.188900 103025846.00 1258874.38 Agency Collateralized Mortgage Obligation FNRA CL036SD R18F036 2048-06-25 2.233900 97932488.00 2727709.19 Agency Collateralized Mortgage Obligation FNRA CL010SA R19F010 2049-03-25 2.083900 34970101.00 1161568.92 Agency Collateralized Mortgage Obligation FNRM CL013CI R19F013 2049-04-25 4.000000 7157283.00 386571.77 Agency Collateralized Mortgage Obligation FNRM CL013BI R19F013 2048-05-25 4.500000 7149452.00 167679.77 Agency Collateralized Mortgage Obligation FNRA CL049CS R19F049 2041-05-25 1.983900 11821470.00 411129.19 Agency Collateralized Mortgage Obligation FNRM CL049IA R19F049 2047-05-25 5.000000 31029862.00 2344014.65 Agency Collateralized Mortgage Obligation FNRA CL038IB R19F038 2059-07-25 0.000000 48223087.00 417220.73 Agency Collateralized Mortgage Obligation FNRA CL042WI R19F042 2049-08-25 0.000000 83575992.00 1076705.80 Agency Collateralized Mortgage Obligation FNRA CL042MI R19F042 2059-08-25 0.000000 52871645.00 429326.63 Agency Collateralized Mortgage Obligation FNRA CL067DT R19F067 2041-08-25 0.322700 132816174.00 557673.97 Agency Collateralized Mortgage Obligation FNRA RC071NS R19F071 2049-11-25 2.033900 6593736.00 243293.94 Agency Collateralized Mortgage Obligation FNRA CL057SA R19F057 2049-10-25 2.083900 60118322.00 1992425.00 Agency Collateralized Mortgage Obligation FNRM RC068IP R19F068 2048-05-25 3.500000 14786208.00 353583.07 Agency Collateralized Mortgage Obligation FNRA CL012WI R20F012 2060-03-25 0.000000 39101267.00 470610.84 Agency Collateralized Mortgage Obligation FNRM CL015IA R20F015 2050-03-25 3.000000 9190676.00 745985.65 Agency Collateralized Mortgage Obligation FNRM CL015AI R20F015 2050-03-25 4.000000 25956898.00 2284885.20 Agency Collateralized Mortgage Obligation FNRA CL015SA R20F015 2050-03-25 2.033900 16015114.00 777174.09 Agency Collateralized Mortgage Obligation FNRA CL015BI R20F015 2060-03-25 0.000000 44448234.00 488018.10 Agency Collateralized Mortgage Obligation FNRM RC015ID R20F015 2050-03-25 3.000000 15350966.00 1317469.29 Agency Collateralized Mortgage Obligation FNRM RC010DI R20F010 2060-03-25 4.000000 15293881.00 1325235.68 Agency Collateralized Mortgage Obligation MNRA CL013X3 R20M013 2049-12-25 1.240900 145156880.00 12095956.47 Agency Collateralized Mortgage Obligation FNRM CL034IT R20F034 2050-06-25 4.000000 63466865.00 4496397.47 Agency Collateralized Mortgage Obligation FNRM CL035IC R20F035 2050-06-25 5.000000 31469943.00 2768296.77 Agency Collateralized Mortgage Obligation FNRM CL035CI R20F035 2050-06-25 4.000000 18622320.00 1702964.13 Agency Collateralized Mortgage Obligation FNRM CL043IB R20F043 2048-10-25 3.000000 5000000.00 585679.83 Agency Collateralized Mortgage Obligation MNRA CL027X R20M027 2050-05-25 0.918300 181999060.00 10420623.99 Agency Collateralized Mortgage Obligation FNRM RC046AI R20F046 2050-07-25 2.500000 26500000.00 3265300.97 Agency Collateralized Mortgage Obligation FNRM CL072BI R20F072 2050-10-25 3.500000 20706496.00 1834256.44 Agency Collateralized Mortgage Obligation MNRA RC032X R20M032 2050-06-25 1.427100 180561187.00 16404468.19 Agency Collateralized Mortgage Obligation FNRM CL058CI R20F058 2050-07-25 4.500000 36749381.00 3551985.12 Agency Collateralized Mortgage Obligation MNRA CL041X R20M041 2044-09-25 0.119800 75000000.00 435567.47 Agency Collateralized Mortgage Obligation FNRM RC060EI R20F060 2050-09-25 4.000000 12000000.00 1135863.98 Agency Collateralized Mortgage Obligation FNRM RC084IP R20F084 2050-12-25 2.000000 31375000.00 3012259.60 Agency Collateralized Mortgage Obligation FNRM RC084LI R20F084 2050-12-25 2.500000 150000000.00 16864111.86 Agency Collateralized Mortgage Obligation FNRM CL075JI R20F075 2050-11-25 2.500000 50000000.00 4936252.87 Agency Collateralized Mortgage Obligation FNRM CL076MI R20F076 2050-11-25 5.500000 32384211.00 3298429.58 Agency Collateralized Mortgage Obligation FNRM CL085IP R20F085 2050-12-25 3.000000 35459000.00 4054100.39 Agency Collateralized Mortgage Obligation FNRM CL077IL R20F077 2050-11-25 2.500000 44958000.00 5258060.27 Agency Collateralized Mortgage Obligation FNRM CL005Z R21F005 2051-02-25 1.250000 581389.00 306348.91 Agency Collateralized Mortgage Obligation FNRM CL005BI R21F005 2051-02-25 4.500000 20113496.00 2383973.60 Agency Collateralized Mortgage Obligation FNRM RC014CI R21F014 2049-11-25 4.500000 75000000.00 6751303.95 Agency Collateralized Mortgage Obligation FNRM RC012JI R21F012 2051-03-25 2.500000 22431052.00 2853295.41 Agency Collateralized Mortgage Obligation FNRM RC056IB R21F056 2051-09-25 2.500000 10868000.00 913277.39 Agency Collateralized Mortgage Obligation FNRM CL062GI R21F062 2047-10-25 2.500000 26504500.00 3382264.43 Agency Collateralized Mortgage Obligation FNRM CL046IM R21F046 2051-07-25 4.500000 33561768.00 4826637.16 Agency Collateralized Mortgage Obligation FNRM CL033AI R21F033 2047-05-25 2.500000 41027740.00 4636020.04 Agency Collateralized Mortgage Obligation FNRM CL034EI R21F034 2041-06-25 3.000000 10831627.00 915504.51 Agency Collateralized Mortgage Obligation FNRM CL067PI R21F067 2051-10-25 3.000000 17142909.00 2516286.56 Agency Collateralized Mortgage Obligation FNRA CL067AI R21F067 2051-10-25 0.073200 61887482.00 197868.67 Agency Collateralized Mortgage Obligation FNRM CL067IP R21F067 2051-10-25 3.000000 22500000.00 2872084.76 Agency Collateralized Mortgage Obligation FNRM CL067GI R21F067 2051-10-25 3.500000 42353700.00 5633412.11 Agency Collateralized Mortgage Obligation FNRM CL067HI R21F067 2051-10-25 3.000000 75425232.00 7842111.57 Agency Collateralized Mortgage Obligation FNRM CL078CI R21F078 2051-11-25 4.500000 38032802.00 3914867.35 Agency Collateralized Mortgage Obligation FNRM CL078DI R21F078 2051-11-25 4.500000 30487490.00 3272567.99 Agency Collateralized Mortgage Obligation FNRM CL078EI R21F078 2051-11-25 3.000000 44997417.00 4974831.34 Agency Collateralized Mortgage Obligation FNRM RC078PI R21F078 2051-11-25 2.500000 16499999.00 1804369.73 Agency Collateralized Mortgage Obligation FNRM CL096DI R21F096 2050-05-25 2.500000 22739216.00 2396611.77 Agency Collateralized Mortgage Obligation FNRM CL005IB R22F005 2050-03-25 2.500000 12765816.00 1447807.22 Agency Collateralized Mortgage Obligation FNRM CL005AI R22F005 2052-02-25 5.500000 49189571.00 8549248.29 Agency Collateralized Mortgage Obligation FNRM CL005CI R22F005 2047-11-25 2.500000 20000000.00 2072360.37 Agency Collateralized Mortgage Obligation FNRM CL032BI R22F032 2049-09-25 4.500000 2777777.00 336530.52 Agency Collateralized Mortgage Obligation FNRM CL032CA R22F032 2048-09-25 4.000000 22813674.00 21094706.28 Agency Collateralized Mortgage Obligation FNRA CL057KS R22F057 2052-09-25 1.729200 67500000.00 2253388.93 Agency Collateralized Mortgage Obligation FNRM CL046BI R22F046 2048-11-25 5.000000 3262500.00 386067.27 Agency Collateralized Mortgage Obligation FNRA RC046SG R22F046 2052-07-25 2.479200 22157815.00 1914370.10 Agency Collateralized Mortgage Obligation FNRM CL052IO R22F052 2050-05-25 4.000000 102311292.00 16929082.47 Agency Collateralized Mortgage Obligation FNRM CL052OI R22F052 2050-12-25 4.000000 50571885.00 7484400.70 Agency Collateralized Mortgage Obligation FNRM CL052IH R22F052 2051-03-25 3.000000 47557332.00 7290893.89 Agency Collateralized Mortgage Obligation FNRM CL052IB R22F052 2051-03-25 4.500000 55713496.00 8932548.72 Agency Collateralized Mortgage Obligation FNRM CL052PI R22F052 2045-12-25 4.000000 37889063.00 5138538.11 Agency Collateralized Mortgage Obligation FNRA CL072SA R22F072 2047-08-25 1.279200 91000000.00 2995168.74 Agency Collateralized Mortgage Obligation FNRM CL072AZ R22F072 2052-11-25 6.000000 9000000.00 9474993.27 Agency Collateralized Mortgage Obligation FNRA 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Collateralized Mortgage Obligation FGRA 3907ST 08/15/41 2041-08-15 2.626900 86538461.00 480513.55 Agency Collateralized Mortgage Obligation FGRA 3942SB 10/15/41 2041-10-15 2.646900 40600000.00 351227.19 Agency Collateralized Mortgage Obligation FGRA 4016SL 03/15/42 2042-03-15 2.576900 104907647.00 770913.52 Agency Collateralized Mortgage Obligation FGRA 4060PS 05/15/42 2042-05-15 2.776900 68935554.00 433380.88 Agency Collateralized Mortgage Obligation FGRA 4057SE 06/15/42 2042-06-15 2.176900 164886985.00 877408.85 Agency Collateralized Mortgage Obligation FGRM 4143AI 12/15/42 2042-12-15 3.500000 1201256.00 75679.86 Agency Collateralized Mortgage Obligation FGRA 4283JS 12/15/43 2043-12-15 2.226900 76642149.00 681180.17 Agency Collateralized Mortgage Obligation FGRA 4329VZ 04/15/44 2044-04-15 4.000000 10994272.00 8562071.66 Agency Collateralized Mortgage Obligation FGRA 04364S 07/15/44 2044-07-15 2.726900 44583333.00 1028595.60 Agency Collateralized Mortgage Obligation FGRA 4368GZ 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44064571.00 39487128.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 4.000000 46876281.00 44188921.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 50836031.00 8397389.85 Agency Mortgage-Backed Securities Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-12-01 2022-12-01 2022-12-01 N N N 0.0381 200000000.00 200000000.00 0.0015 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 3.780 FOR8UP27PHTHYVLBNG30 BRYAU4HG6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 7/8 BOND 41 2041-02-15 1.875000 77638200.00 56100025.33 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-12-01 2022-12-01 2022-12-01 N N N 0.0378 55000000.00 55000000.00 0.0004 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.870 RUC0QBLBRPRCU4W1NE59 BRYAU82A6 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 2045-02-15 0.750000 6500.00 6733.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 1.000000 9500.00 9630.39 U.S. Treasuries (including strips) FNMA_13-49C 2043-05-25 1.750000 86143.00 5335.32 Agency Collateralized Mortgage Obligation GNMA_21-156R 2051-09-20 4.000000 100000.00 15626.84 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2033-11-28 3.070000 139000.00 121422.97 Agency Debentures and Agency Strips GNMA_16-116E 2044-11-20 3.500000 1278019.00 39310.08 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 1400400.00 1305908.01 U.S. Treasuries (including strips) FHLMC_5278B 2052-11-25 9.000000 1461838.00 1425104.92 Agency Collateralized Mortgage Obligation FNMA_22-M09 2034-04-25 3.717000 49800784.00 49528466.12 Agency Collateralized Mortgage Obligation Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-12-07 2022-12-07 2022-12-07 N N N 0.0387 50000000.00 50000000.00 0.0004 N N Y N BlackRock Liquidity Funds 2022-12-06 /s/Ann Frechette Ann Frechette Assistant Treasurer