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Collateralized Mortgage Obligation FERA 5103SA 05/25/51 2051-05-25 0.000000 83936714.00 1115672.80 Agency Collateralized Mortgage Obligation FERM 5119IC 06/25/51 2051-06-25 4.000000 45683000.00 5814734.94 Agency Collateralized Mortgage Obligation FERM 5123KI 07/25/51 2051-07-25 2.500000 47117988.00 6274488.27 Agency Collateralized Mortgage Obligation FERM 5122AI 07/25/51 2051-07-25 4.500000 47998996.00 6214591.04 Agency Collateralized Mortgage Obligation FERM 5132LI 01/25/51 2051-01-25 2.500000 7352011.00 802732.91 Agency Collateralized Mortgage Obligation FERM 5139DI 02/25/51 2051-02-25 2.500000 32240000.00 3314695.31 Agency Collateralized Mortgage Obligation FERM 5139KI 01/25/51 2051-01-25 2.500000 26800000.00 2750344.48 Agency Collateralized Mortgage Obligation FERM 5142CI 09/25/51 2051-09-25 2.500000 22463189.00 2256536.73 Agency Collateralized Mortgage Obligation FERM 5147GI 07/25/48 2048-07-25 3.500000 30977142.00 3543244.32 Agency Collateralized Mortgage Obligation FERM 5162CI 11/25/50 2050-11-25 3.000000 72355128.00 8672597.25 Agency Collateralized Mortgage Obligation FERM 5162LI 09/25/50 2050-09-25 3.000000 64890986.00 6922925.14 Agency Collateralized Mortgage Obligation FERA 5162PZ 11/25/51 2051-11-25 2.500000 816570.00 208189.68 Agency Collateralized Mortgage Obligation FERM 5177IE 09/25/50 2050-09-25 3.000000 48730845.00 5240340.53 Agency Collateralized Mortgage Obligation FERA 5177EZ 09/25/50 2050-09-25 3.000000 13557710.00 4591677.55 Agency Collateralized Mortgage Obligation FERM 5187EI 01/25/52 2052-01-25 4.500000 29126065.00 3888785.90 Agency Collateralized Mortgage Obligation FERM 5187IA 01/25/52 2052-01-25 5.000000 21189357.00 2640272.89 Agency Collateralized Mortgage Obligation FERM 5187IE 01/25/52 2052-01-25 4.000000 33919727.00 4719594.32 Agency Collateralized Mortgage Obligation FERM 5187MI 12/25/51 2051-12-25 2.500000 18093571.00 2370086.82 Agency Collateralized Mortgage Obligation FERA 5198SA 02/25/52 2052-02-25 0.000000 25000000.00 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2013-H18 QT 2063-08-20 1.846400 26066838.00 76121.42 Agency Collateralized Mortgage Obligation GNRA 2013-H22 AI 2063-07-20 1.860500 200000.00 886.92 Agency Collateralized Mortgage Obligation GNRA 2013-H23 AI 2063-09-20 0.762500 100063974.00 157404.27 Agency Collateralized Mortgage Obligation GNRA 2013-H23 TI 2063-09-20 1.422100 104376410.00 516675.59 Agency Collateralized Mortgage Obligation GNRA 2012-H31 DI 2062-12-20 1.985600 1550976.00 15462.97 Agency Collateralized Mortgage Obligation GNRA 2013-H01 JI 2063-01-20 1.725400 35250518.00 186295.90 Agency Collateralized Mortgage Obligation GNRA 2011-2O FI 2060-12-20 1.163200 39862222.00 325193.61 Agency Collateralized Mortgage Obligation GNRA 2011-H23 HA 2061-12-20 3.000000 110000.00 261.44 Agency Collateralized Mortgage Obligation GNRA 2013-H09 GI 2063-04-20 1.783000 20020231.00 125157.72 Agency Collateralized Mortgage Obligation GNRA 2013-H11 JA 2063-04-20 3.500000 355000.00 1566.43 Agency Collateralized Mortgage Obligation GNRA 2012-H26 BI 2062-10-20 1.343300 20786617.00 80094.94 Agency Collateralized Mortgage Obligation GNRA 2012-077 DS 2042-06-20 0.951600 5000000.00 15563.33 Agency Collateralized Mortgage Obligation GNRA 2006-069 SA 2036-12-20 1.651600 83333333.00 46432.12 Agency Collateralized Mortgage Obligation GNRA 2008-004 FJ 2038-01-20 0.000000 250000.00 0.04 Agency Collateralized Mortgage Obligation GNRA 2008-013 FJ 2038-02-20 0.000000 30000.00 0.00 Agency Collateralized Mortgage Obligation GNRA 2008-043 FJ 2038-05-20 0.000000 50078.00 0.01 Agency Collateralized Mortgage Obligation GNRA 2017-4O IQ 2067-11-20 0.049700 7485120.00 242592.39 Agency Collateralized Mortgage Obligation GNRA 2018-2O AI 2068-01-20 0.068500 24837594.00 960525.18 Agency Collateralized Mortgage Obligation GNRA 2018-2O KI 2068-02-20 1.914500 45869150.00 885916.90 Agency Collateralized Mortgage Obligation GNRA 2017-0O DI 2067-04-20 0.008100 84305309.00 1878375.30 Agency Collateralized Mortgage Obligation GNRA 2017-3O QI 2067-06-20 1.797800 136346184.00 3266465.33 Agency Collateralized Mortgage Obligation GNRA 2017-6O EI 2067-08-20 0.379700 30000000.00 708199.14 Agency Collateralized Mortgage Obligation GNRA 2017-6O IH 2067-07-20 0.554500 43404196.00 727739.27 Agency Collateralized Mortgage Obligation GNRA 2017-9O MI 2067-04-20 2.068200 18988000.00 519867.92 Agency Collateralized Mortgage Obligation GNRA 2017-7O QI 2067-09-20 0.651800 122489829.00 2813857.14 Agency Collateralized Mortgage Obligation GNRA 2014-1O KI 2064-06-20 1.585700 85546863.00 1417313.17 Agency Collateralized Mortgage Obligation GNRA 2014-13O AI 2064-07-20 0.101700 22500000.00 358126.76 Agency Collateralized Mortgage Obligation GNRA 2017-0O GI 2067-09-20 0.388600 37895333.00 761387.36 Agency Collateralized Mortgage Obligation GNRA 2014-17O GI 2064-08-20 1.624000 120096553.00 1801462.09 Agency Collateralized Mortgage Obligation GNRA 2014-18O CI 2064-09-20 1.548300 68339200.00 1374574.70 Agency Collateralized Mortgage Obligation GNRA 2014-19O HI 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2015-25O EI 2065-10-20 1.828400 33366000.00 565904.18 Agency Collateralized Mortgage Obligation GNRA 2015-26O BI 2065-10-20 0.020200 35385683.00 600666.47 Agency Collateralized Mortgage Obligation GNRA 2015-28O DI 2065-08-20 1.521200 54517675.00 674653.82 Agency Collateralized Mortgage Obligation GNRA 2015-29O JI 2065-11-20 0.021300 46908363.00 727346.49 Agency Collateralized Mortgage Obligation GNRA 2017-1O AI 2066-12-20 0.044800 194009989.00 4080723.56 Agency Collateralized Mortgage Obligation GNRA 2015-33O AI 2065-12-20 0.030700 168998474.00 3294463.02 Agency Collateralized Mortgage Obligation GNRA 2017-3O AI 2066-12-20 0.029400 84223548.00 1958022.66 Agency Collateralized Mortgage Obligation GNRA 2016-4O KI 2066-02-20 0.016900 30212990.00 264990.59 Agency Collateralized Mortgage Obligation GNRA 2016-6O AI 2066-02-20 0.089500 55385800.00 1137530.36 Agency Collateralized Mortgage Obligation GNRA 2016-6O DI 2065-07-20 0.007900 10320000.00 125740.32 Agency Collateralized Mortgage 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(including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 546700.00 548466.68 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 50000000.00 50724183.70 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 55685000.00 55354354.16 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 800000000.00 800000000.00 0.0053 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.060 VYVVCKR63DVZZN70PB21 BRYJA3TL7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 3.500000 25440.00 22954.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 41249.00 28632.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.050 FOR8UP27PHTHYVLBNG30 BRYJA3SN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 7/8 NOTE AW 24 2024-01-31 0.875000 32477000.00 31620014.87 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 31000000.00 31000000.00 0.0002 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.050 254900Y8NKGV541U8Q32 BRYJAA958 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 197309400.00 173389823.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 380751500.00 568934859.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 1970773400.00 1750245570.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 2846067700.00 3020321535.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 4716566600.00 4184487073.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 4.375000 10672809816.00 11309434104.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 17392508200.00 17451862584.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 19649991900.00 21699762240.69 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 60150000000.00 60150000000.00 0.3971 N Y Y N Bank of Montreal Bank of Montreal 5.050 NQQ6HPCNCCU6TUTQYE16 BRYJA3RM7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.000000 13399759.50 13260000.01 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1 2023-06-01 2023-06-01 2023-06-01 N N N 0.0505 13000000.00 13000000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.060 549300H47WTHXPU08X20 BRYJA3SQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N T Note 3.875 11/30/2027 2023-06-01 5.060000 40318300.00 40297825.96 U.S. Treasuries (including strips) T Note 3.5 01/31/2028 2023-06-01 5.060000 298445200.00 293758679.21 U.S. Treasuries (including strips) T Note 1.25 06/30/2028 2023-06-01 5.060000 300000000.00 265810320.00 U.S. Treasuries (including strips) T Note 3.25 06/30/2029 2023-06-01 5.060000 750000000.00 727060545.00 U.S. Treasuries (including strips) T Note 1.25 04/30/2028 2023-06-01 5.060000 131123300.00 116054142.25 U.S. Treasuries (including strips) T Note 1.125 02/29/2028 2023-06-01 5.060000 150000000.00 132703125.00 U.S. Treasuries (including strips) T Note .625 12/31/2027 2023-06-01 5.060000 334635900.00 289953383.78 U.S. Treasuries (including strips) T Note 3.5 01/31/2030 2023-06-01 5.060000 177242200.00 174362014.25 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0506 2000000000.00 2000000000.00 0.0132 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.070 549300H47WTHXPU08X20 BRYJA44G3 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 300000000.00 278882500.31 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 273375000.00 273375000.00 0.0018 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.070 549300H47WTHXPU08X20 BRYJA44X6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-05-16 0.000000 250000000.00 237820331.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 233125000.00 233125000.00 0.0015 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.070 549300H47WTHXPU08X20 BRYJA45G2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-12-15 1.000000 160350000.00 152129011.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 149125000.00 149125000.00 0.0010 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.070 549300H47WTHXPU08X20 BRYJA3T11 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 01/25/24 2024-01-25 0.000000 473700.00 458633.02 U.S. Treasuries (including strips) BILL 10/12/23 2023-10-12 0.000000 2000000.00 1960896.00 U.S. Treasuries (including strips) BILL 09/05/23 2023-09-05 0.000000 150000.00 147958.35 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 21508500.00 21956424.26 U.S. Treasuries (including strips) 7 5/8 BOND 25 2025-02-15 7.625000 217400.00 232959.69 U.S. Treasuries (including strips) 6 BOND 26 2026-02-15 6.000000 26820100.00 28533564.17 U.S. Treasuries (including strips) 6 5/8 BOND 27 2027-02-15 6.625000 304700.00 338055.56 U.S. Treasuries (including strips) 5 3/8 BOND 31 2031-02-15 5.375000 28925700.00 32587967.54 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 12243400.00 13251471.57 U.S. Treasuries (including strips) 4 1/2 BOND 39 2039-08-15 4.500000 16719100.00 18295568.79 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 70782600.00 79458396.69 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 138085400.00 122169634.77 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 11112500.00 9894650.30 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 19958100.00 17215784.17 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 21000500.00 17608604.24 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 23181800.00 22267635.80 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 179100.00 149136.76 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 19650500.00 16590668.53 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 10566300.00 8703852.26 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 130412600.00 109808367.45 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 49286100.00 39942910.33 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 16499200.00 14013672.36 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 112745400.00 97133171.91 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 77839000.00 66131209.35 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 920600.00 683964.93 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 9264600.00 5968339.83 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 19931200.00 12890526.13 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 10899500.00 7962908.05 U.S. Treasuries (including strips) 2 1/4 BOND 52 2052-02-15 2.250000 16797600.00 12129887.00 U.S. Treasuries (including strips) 2 3/8 BOND 42 2042-02-15 2.375000 27223500.00 21382366.28 U.S. Treasuries (including strips) 3 1/4 BOND 42 2042-05-15 3.250000 42651600.00 38208243.47 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 21803600.00 22314570.21 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 16969600.00 16941415.71 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 20787500.00 19286680.51 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 99000.00 98393.97 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 11863200.00 11181602.73 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 29400.00 28430.05 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 299700.00 288270.34 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 2024-12-31 2.250000 14579500.00 14165214.16 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 9002900.00 8762723.27 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 9797400.00 9411181.78 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 16835200.00 16341019.54 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 2025-04-30 2.875000 11688000.00 11363796.79 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 781900.00 749012.50 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 13000100.00 12872481.82 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 11529400.00 10913498.88 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 272146400.00 262281909.44 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 13439600.00 12832206.41 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 7457400.00 7279136.91 U.S. Treasuries (including strips) 2 NOTE E 25 2025-08-15 2.000000 15869300.00 15180605.78 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 8381400.00 7998858.33 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 4007200.00 3735093.17 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 814800.00 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1.625000 24613000.00 22849806.72 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 2029-11-15 1.750000 13182600.00 11734054.64 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 596900.00 550985.26 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 105109400.00 100140773.55 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 13117500.00 12077746.29 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 679200.00 614708.26 U.S. Treasuries (including strips) 0 1/8 NOTE AP 23 2023-07-15 0.125000 47200.00 46929.29 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 15090100.00 13833950.72 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 708800.00 615754.41 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 232200.00 212247.05 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 2027-09-30 0.375000 18614700.00 16031500.85 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 164106400.00 149778051.41 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 17356800.00 15778296.20 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 122099200.00 100228478.09 U.S. Treasuries (including strips) 0 1/8 NOTE AU 23 2023-12-15 0.125000 3112900.00 3029410.43 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 2026-01-31 0.375000 5885300.00 5333547.79 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 2028-01-31 0.750000 88000.00 76622.85 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 24616300.00 22332079.67 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 68717400.00 66123050.00 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 1990200.00 1816664.51 U.S. Treasuries (including strips) 0 3/4 NOTE Y 26 2026-04-30 0.750000 57076000.00 51899937.00 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 2028-04-30 1.250000 56300.00 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2031-11-15 1.375000 167051400.00 139435936.96 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 2026-11-30 1.250000 100996800.00 91979805.70 U.S. Treasuries (including strips) 0 1/2 NOTE BK 23 2023-11-30 0.500000 13999300.00 13664744.73 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 24106900.00 22057068.32 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 20606600.00 19635901.97 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 24766600.00 22426391.58 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 2027-03-31 2.500000 78841200.00 75112142.64 U.S. Treasuries (including strips) 2 1/4 NOTE AZ 24 2024-03-31 2.250000 246513200.00 241390162.68 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 4489400.00 4389178.54 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 17817500.00 16986364.85 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 2025-05-15 2.750000 197817200.00 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3.875000 12400.00 12538.07 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 109238600.00 110887228.95 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 90659500.00 90498065.65 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 2025-10-15 4.250000 5546200.00 5570140.34 U.S. Treasuries (including strips) 4 3/8 NOTE BJ 24 2024-10-31 4.375000 10000.00 9968.05 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 223620000.00 227044419.45 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 2027-10-31 4.125000 3804900.00 3851338.29 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 2025-11-15 4.500000 94100.00 94807.02 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 12034600.00 12229075.21 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 2024-12-31 4.250000 119955800.00 121131714.78 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 2028-01-31 3.500000 9510300.00 9478337.88 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 19805800.00 19731750.27 U.S. Treasuries (including strips) 4 NOTE AK 26 2026-02-15 4.000000 3021200.00 3042584.69 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 812500.00 826588.75 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 36994200.00 37893639.98 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 2030-04-30 3.500000 62755200.00 62042951.67 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 2026-05-15 3.625000 36283000.00 35879463.63 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 2030-05-31 3.750000 43577000.00 43641101.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 5000000000.00 5000000000.00 0.0330 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.060 549300H47WTHXPU08X20 BRYJA3T37 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 2043-02-15 3.875000 100.00 98.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 100.00 97.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-28 4.000000 500.00 512.16 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 1000.00 989.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-04-01 4.500000 1000.00 114.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-07-01 4.500000 1000.00 117.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-09-01 3.500000 1000.00 118.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 1000.00 319.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 3.500000 1000.00 265.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-09-01 2.500000 1000.00 774.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-10-01 4.000000 1000.00 921.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-12-01 4.000000 1000.00 926.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 1000.00 898.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 4.000000 1000.00 936.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 5.500000 1000.00 998.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-02-01 5.000000 1000.00 975.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-02-01 6.000000 1000.00 1012.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 1000.00 1015.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-03-01 5.500000 1000.00 1000.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1000.00 991.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 4.500000 1000.00 965.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1000.00 993.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 1000.00 1009.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 6.000000 1000.00 1015.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1000.00 989.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1000.00 998.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.500000 1000.00 1017.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.500000 1000.00 1000.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.500000 1000.00 1005.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 4.500000 1000.00 968.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1000.00 984.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 6.500000 1000.00 1031.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 6.500000 1000.00 1031.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.000000 1000.00 1018.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 1000.00 1033.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 1000.00 1031.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 1000.00 1004.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 1000.00 1020.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.000000 1000.00 996.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 1000.00 1011.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 1000.00 1005.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 5.500000 1000.00 1012.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-02-01 2.500000 1000.00 488.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-10-01 2.000000 1000.00 588.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-07-01 3.000000 1000.00 744.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 1000.00 768.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-05-01 3.000000 1000.00 841.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-07-01 4.500000 1000.00 905.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-03-01 1.500000 1000.00 645.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 1000.00 680.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 2.500000 1000.00 786.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 4.500000 1000.00 173.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 4.000000 1000.00 221.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-09-01 3.500000 1000.00 192.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1000.00 109.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 1000.00 238.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1000.00 212.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-11-01 5.000000 1000.00 261.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 3.500000 1000.00 198.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 1000.00 214.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 3.000000 1000.00 397.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1000.00 241.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1000.00 227.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 2.500000 1000.00 543.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 1000.00 275.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 1000.00 359.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 1000.00 394.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 1000.00 445.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 4.000000 1000.00 361.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 3.500000 1000.00 529.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 1000.00 359.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-08-01 3.500000 1000.00 648.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 1000.00 723.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 1000.00 685.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 1000.00 832.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 1000.00 901.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 5.500000 1000.00 989.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 7.000000 1000.00 1032.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 1000.00 959.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 5.500000 1000.00 975.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 1000.00 984.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 1000.00 1001.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 1000.00 1024.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 6.500000 1000.00 1035.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 1000.00 1009.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-06-01 5.500000 1000.00 1011.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 1000.00 404.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 1000.00 151.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 1000.00 390.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 4.000000 1000.00 269.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 1000.00 327.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 4.500000 1000.00 444.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 3.000000 1000.00 425.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 1000.00 295.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 1000.00 265.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 1000.00 568.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 1000.00 530.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 1000.00 220.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 1000.00 236.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-09-01 2.000000 1000.00 657.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 1000.00 621.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 1000.00 339.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-08-01 3.500000 1000.00 333.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-02-01 2.500000 1000.00 673.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 1000.00 689.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 1000.00 743.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 1000.00 787.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-10-01 3.500000 1000.00 873.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 1000.00 801.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 1000.00 773.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 1000.00 785.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 1000.00 792.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1000.00 901.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 5.000000 1000.00 985.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 1000.00 209.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 1000.00 165.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 3.500000 1000.00 249.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 3.000000 1000.00 273.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 3.000000 1000.00 245.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 1000.00 464.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-08-01 3.000000 1000.00 365.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 1000.00 529.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 5.000000 1000.00 426.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 1000.00 607.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 3.000000 1000.00 626.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 4.000000 1000.00 383.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 2.500000 1000.00 772.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 1000.00 756.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-10-01 4.500000 1000.00 773.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1000.00 913.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.500000 1000.00 863.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-03-01 6.000000 1000.00 1014.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 5.500000 1000.00 84.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 3.000000 1000.00 574.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.000000 1000.00 900.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1000.00 954.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 5.000000 1001.00 952.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.500000 1001.00 1042.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 6.500000 1001.00 1030.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-06-01 5.000000 1001.00 990.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 1001.00 685.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-04-01 4.500000 1002.00 971.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 5.000000 1002.00 986.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 1002.00 924.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 1002.00 990.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 1002.00 1001.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.000000 1003.00 1017.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 4.500000 1004.00 962.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 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Treasuries (including strips) 1 3/8 NOTE T 28 2028-12-31 1.375000 28356200.00 25077216.56 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 2026-12-31 1.250000 51204500.00 46850534.69 U.S. Treasuries (including strips) 0 3/4 NOTE BL 23 2023-12-31 0.750000 475000.00 464051.47 U.S. Treasuries (including strips) TRFR AX 01/31/24 2024-01-31 5.356970 25000000.00 25100108.14 U.S. Treasuries (including strips) 0 7/8 NOTE AW 24 2024-01-31 0.875000 36114700.00 35177687.95 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 2029-01-31 1.750000 2078000.00 1872641.87 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 2025-02-15 1.500000 1669000.00 1590379.80 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 2029-02-28 1.875000 9923000.00 8985370.77 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2023-06-01 2023-06-01 2023-06-01 N N N 0.0507 5000000000.00 5000000000.00 0.0330 N Y Y N Fixed Income Clearing Corporation - BNY Fixed Income Clearing 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20440925 FLT 2044-09-25 2.002300 33706000.00 1916509.14 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-723 X3 20341025 FLT 2034-10-25 3.783470 43350690.00 405254.32 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-059 X3 20441125 FLT 2044-11-25 1.917920 12865000.00 724959.06 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-724 X3 20441225 FLT 2044-12-25 1.867760 88857000.00 894742.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-061 X3 20441225 FLT 2044-12-25 1.979370 26163474.00 1546169.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-062 X3 20450125 FLT 2045-01-25 2.078660 17536876.00 1112613.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W02 X3 20300125 FLT 2030-01-25 2.842780 16596401.00 1493543.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-725 X3 20450225 FLT 2045-02-25 2.091530 82697895.00 1010728.92 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-064 X3 20450525 FLT 2045-05-25 2.141200 24705000.00 1726467.69 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-065 X3 20450725 FLT 2045-07-25 2.184360 12470000.00 951788.91 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-074 X3 20460225 FLT 2046-02-25 2.193010 7714000.00 707717.13 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-731 X3 20460425 FLT 2046-04-25 2.109550 87411763.00 3519805.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-075 X3 20460425 FLT 2046-04-25 2.130750 12949000.00 1109141.69 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-740 X3 20471125 FLT 2047-11-25 2.477860 17000000.00 1539976.97 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-014 X 20551025 FLT 2055-10-25 2.790510 7447137.00 1300112.44 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-120 X3 20481125 FLT 2048-11-25 2.740340 2357000.00 355755.24 Agency Collateralized Mortgage Obligation FERM 5051IP 12/25/50 2050-12-25 3.000000 119166666.00 12358282.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G04 X3 20331125 FLT 2033-11-25 2.627450 7827000.00 1125245.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 X3 20490225 FLT 2049-02-25 2.627560 655000.00 98134.48 Agency Collateralized Mortgage Obligation FERM 5072MI 01/25/51 2051-01-25 3.500000 53698571.00 6125043.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-124 X3 20490225 FLT 2049-02-25 2.620110 6601000.00 978475.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W03 X3 20270825 FLT 2027-08-25 3.057380 26602400.00 2823068.30 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-727 X3 20441025 FLT 2044-10-25 2.005880 36341000.00 835427.59 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-070 X3 20271225 FLT 2027-12-25 2.040550 15608000.00 1195127.31 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-729 X3 20441125 FLT 2044-11-25 1.967670 16173336.00 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FHLMC REMIC SERIES K-083 X3 20461125 FLT 2046-11-25 2.292010 47322916.00 4782738.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W07 X1 20280925 FLT 2028-09-25 0.122110 614425000.00 3844954.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-084 X3 20461125 FLT 2046-11-25 2.242350 52037368.00 5341408.34 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT 2045-12-25 2.314240 48000000.00 4917049.52 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-086 X3 20511125 FLT 2051-11-25 2.300430 53204000.00 5371530.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-734 X1 20260225 FLT 2026-02-25 0.646150 94013000.00 1282172.64 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-734 X3 20460225 FLT 2046-02-25 2.170370 37203000.00 2099910.13 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-091 X3 20460425 FLT 2046-04-25 2.280440 40934565.00 4525331.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-735 X3 20470525 FLT 2047-05-25 2.152910 21093000.00 1163639.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-C05 X1 20270725 FLT 2027-07-25 1.210700 58450000.00 1633767.39 Agency Collateralized Mortgage Obligation FHLMC SERIES K-W10 X3 20321025 FLT 2032-10-25 2.722990 12381000.00 1625788.20 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT 2046-12-25 1.891440 11000000.00 1045222.17 Agency Collateralized Mortgage Obligation FGRM 4941IO 12/15/47 2047-12-15 4.000000 177507426.00 12290463.12 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-737 X3 20480125 FLT 2048-01-25 1.770190 61043979.00 3398572.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-HG2 X 20300225 FLT 2030-02-25 0.303460 196655545.00 3146071.81 Agency Collateralized Mortgage Obligation FERM 4992DI 07/25/50 2050-07-25 2.500000 38175343.00 3370412.83 Agency Collateralized Mortgage Obligation FERM 5010WI 09/25/50 2050-09-25 4.000000 21791340.00 1940261.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT 2034-01-25 1.701630 33201462.00 1814632.51 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1518 X3 20381025 FLT 2038-10-25 2.914490 16000000.00 3747019.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-127 X3 20490325 FLT 2049-03-25 2.653090 12065740.00 1840784.37 Agency Collateralized Mortgage Obligation FERM 5093IY 12/25/50 2050-12-25 4.500000 77654887.00 8751916.05 Agency Collateralized Mortgage Obligation FERM 5097EI 04/25/51 2051-04-25 2.500000 15000000.00 1613807.40 Agency Collateralized Mortgage Obligation FERM 5115PI 10/25/49 2049-10-25 4.500000 25779000.00 2919608.25 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-129 X3 20490725 FLT 2049-07-25 3.163650 10999504.00 2076996.44 Agency Collateralized Mortgage Obligation FERM 5125DI 08/25/50 2050-08-25 3.500000 59920158.00 7538603.07 Agency Collateralized Mortgage Obligation FERM 5125XI 07/25/51 2051-07-25 2.500000 250000000.00 31637717.98 Agency Collateralized Mortgage Obligation FERM 5129JI 08/25/51 2051-08-25 2.500000 21343200.00 2749429.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT 2048-08-25 3.096530 11800621.00 2219454.19 Agency Collateralized Mortgage Obligation FERM 5141IJ 04/25/51 2051-04-25 2.500000 9768540.00 1019629.55 Agency Collateralized Mortgage Obligation FERM 5146EI 02/25/49 2049-02-25 4.000000 5849928.00 749873.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1521 X3 20390925 FLT 2039-09-25 3.350450 8698662.00 2462113.16 Agency Collateralized Mortgage Obligation FERM 5156GI 10/25/51 2051-10-25 2.500000 9436877.00 1142158.57 Agency Collateralized Mortgage Obligation FERM 5163GI 03/25/50 2050-03-25 3.000000 60494548.00 6730136.27 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-133 X3 20490925 FLT 2049-09-25 2.791880 16514882.00 2850230.25 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-134 X3 20491025 FLT 2049-10-25 2.660350 9413138.00 1549251.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1522 X3 20391125 FLT 2039-11-25 3.068000 4764542.00 1213065.10 Agency Collateralized Mortgage Obligation FERA 5195ZN 02/25/52 2052-02-25 2.500000 13153000.00 8818235.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-141 X3 20500425 FLT 2050-04-25 2.973750 24305309.00 4498526.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-142 X3 20490425 FLT 2049-04-25 3.096500 8620000.00 1659301.87 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-144 X3 20500525 FLT 2050-05-25 3.213860 21396000.00 4425467.62 Agency Collateralized Mortgage Obligation FERA 5247PS 07/25/52 2052-07-25 0.977010 28367086.00 2223799.76 Agency Collateralized Mortgage Obligation FERA 5297SA 03/25/53 2053-03-25 1.327010 40699889.00 2500503.25 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TR 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N N N 0.0506 950000000.00 950000000.00 0.0063 N Y Y N Nomura Securities International, Inc. 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Agency Collateralized Mortgage Obligation FGRM 4057UI 05/15/27 2027-05-15 3.000000 35000000.00 48216.53 Agency Collateralized Mortgage Obligation FGRA 4073SB 07/15/42 2042-07-15 0.892570 46575000.00 546905.68 Agency Collateralized Mortgage Obligation FGRA 4076DS 07/15/42 2042-07-15 1.592570 7479158.00 116375.26 Agency Collateralized Mortgage Obligation FGRA 4076SN 07/15/42 2042-07-15 1.592570 38592250.00 566863.90 Agency Collateralized Mortgage Obligation FGRA 4074SJ 07/15/42 2042-07-15 1.512570 37430744.00 786579.35 Agency Collateralized Mortgage Obligation FGRA 4091SN 08/15/42 2042-08-15 1.492570 48358419.00 1333760.02 Agency Collateralized Mortgage Obligation FGRA 4097BS 12/15/41 2041-12-15 1.042570 40716000.00 286515.05 Agency Collateralized Mortgage Obligation FGRA 4097SG 08/15/32 2032-08-15 1.042570 70084557.00 487523.20 Agency Collateralized Mortgage Obligation FGRA 4097SP 08/15/42 2042-08-15 0.942570 11525618.00 233671.31 Agency Collateralized Mortgage Obligation FGRA 4113SE 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Agency Collateralized Mortgage Obligation FGRM 4151AI 01/15/33 2033-01-15 3.000000 26735571.00 370200.84 Agency Collateralized Mortgage Obligation FGRM 4157NI 01/15/43 2043-01-15 3.500000 5357233.00 159549.56 Agency Collateralized Mortgage Obligation FGRM 4150IY 01/15/33 2033-01-15 3.000000 53115734.00 725706.02 Agency Collateralized Mortgage Obligation FGRM 4168IB 10/15/32 2032-10-15 3.000000 25831961.00 306762.78 Agency Collateralized Mortgage Obligation FGRA 4170SW 01/15/33 2033-01-15 0.000000 3000000.00 513696.69 Agency Collateralized Mortgage Obligation FGRA 04175S 03/15/43 2043-03-15 0.992570 22243120.00 415931.85 Agency Collateralized Mortgage Obligation FGRM 4184KI 02/15/42 2042-02-15 5.000000 24299245.00 80365.29 Agency Collateralized Mortgage Obligation FGRA 4184GS 03/15/43 2043-03-15 1.012570 30181968.00 817800.44 Agency Collateralized Mortgage Obligation FGRM 4192IM 12/15/41 2041-12-15 3.500000 6000000.00 96111.18 Agency Collateralized Mortgage Obligation FGRM 4188JI 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Collateralized Mortgage Obligation FGRA 4573CS 04/15/46 2046-04-15 0.942570 12089020.00 124151.04 Agency Collateralized Mortgage Obligation FGRM 4568LI 04/15/31 2031-04-15 2.500000 20000000.00 213740.65 Agency Collateralized Mortgage Obligation FGRM 4581ID 01/15/34 2034-01-15 3.000000 23333333.00 525406.55 Agency Collateralized Mortgage Obligation FGRA 4581KI 07/15/41 2041-07-15 6.000000 9318641.00 312686.32 Agency Collateralized Mortgage Obligation FGRA 4585AS 05/15/46 2046-05-15 0.992570 130081060.00 2137138.88 Agency Collateralized Mortgage Obligation FGRA 4589AS 06/15/46 2046-06-15 0.842570 50000000.00 1926186.91 Agency Collateralized Mortgage Obligation FGRM 4602MI 11/15/45 2045-11-15 4.000000 23334500.00 334026.69 Agency Collateralized Mortgage Obligation FGRA 4608QS 05/15/40 2040-05-15 0.992570 387826929.00 6653734.73 Agency Collateralized Mortgage Obligation FGRA 4609SA 08/15/46 2046-08-15 0.892570 21335039.00 692494.11 Agency Collateralized Mortgage Obligation FGRA 4614SG 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GNRA 2007-016 PU 2037-04-20 1.501570 40504237.00 42734.24 Agency Collateralized Mortgage Obligation GNRA 2003-82 SH 2033-09-16 6.089460 100000000.00 19028.78 Agency Collateralized Mortgage Obligation GNRA 2008-041 SA 2038-05-20 1.191570 82670759.00 54498.51 Agency Collateralized Mortgage Obligation GNRA 2004-40 SB 2034-05-16 1.444570 95000000.00 10817.66 Agency Collateralized Mortgage Obligation GNRA 2005-31 SA 2035-04-16 1.044570 100000000.00 51601.92 Agency Collateralized Mortgage Obligation GNRA 2005-28 S 2035-03-20 1.051570 63350000.00 79294.22 Agency Collateralized Mortgage Obligation GNRA 2005-05 SD 2035-01-20 1.601570 50000000.00 43849.43 Agency Collateralized Mortgage Obligation GNRA 2005-003 SC 2035-01-16 1.644570 69630125.00 108328.27 Agency Collateralized Mortgage Obligation GNRA 2005-071 SA 2035-09-16 1.254570 100000000.00 39653.00 Agency Collateralized Mortgage Obligation GNRA 2005-65 SI 2035-08-20 1.201570 119568891.00 134101.72 Agency Collateralized Mortgage Obligation GNRA 2006-014 S 2036-03-20 1.101570 43052857.00 32470.63 Agency Collateralized Mortgage Obligation GNRA 2009-047 KS 2039-06-16 0.944570 233333333.00 258966.69 Agency Collateralized Mortgage Obligation GNRA 2010-085 SN 2040-07-20 0.791570 100000000.00 769673.84 Agency Collateralized Mortgage Obligation GNRM 2010-009 JI 2040-01-20 5.000000 50000000.00 1001000.52 Agency Collateralized Mortgage Obligation GNRA 2012-043 SN 2042-04-16 1.494570 4600000.00 81512.89 Agency Collateralized Mortgage Obligation GNRA 2012-098 HS 2042-08-20 0.851570 15180000.00 170260.91 Agency Collateralized Mortgage Obligation GNRA 2012-084 SD 2042-07-16 0.994570 42037019.00 869475.15 Agency Collateralized Mortgage Obligation GNRA 2012-084 SH 2042-07-16 0.944570 83772143.00 3996297.34 Agency Collateralized Mortgage Obligation GNRA 2012-094 SB 2042-07-20 1.451570 23000000.00 561256.34 Agency Collateralized Mortgage Obligation GNRA 2012-101 SD 2042-08-20 0.971570 6291390.00 146011.04 Agency Collateralized Mortgage Obligation GNRM 2012-03 CI 2042-08-16 3.500000 22733000.00 1185883.24 Agency Collateralized Mortgage Obligation GNRA 2007-28 SA 2037-05-20 6.419960 11402625.00 440494.01 Agency Collateralized Mortgage Obligation GNRA 2007-018 S 2037-04-16 1.694570 94323131.00 299945.81 Agency Collateralized Mortgage Obligation GNRA 2007-09 AI 2037-03-16 1.394570 55127000.00 139306.91 Agency Collateralized Mortgage Obligation GNRA 2007-09 BI 2037-03-20 1.671570 200000000.00 231598.56 Agency Collateralized Mortgage Obligation GNRA 2007-008 SA 2037-03-20 1.051570 80769230.00 36338.30 Agency Collateralized Mortgage Obligation GNRA 2007-017 IC 2037-04-16 1.144570 50562947.00 128976.04 Agency Collateralized Mortgage Obligation GNRA 2007-017 SI 2037-04-16 1.082570 20700000.00 70462.57 Agency Collateralized Mortgage Obligation GNRA 2007-017 JI 2037-04-16 1.704570 45300000.00 128941.56 Agency Collateralized Mortgage Obligation GNRA 2007-026 SL 2037-05-16 1.694570 33655032.00 25811.51 Agency Collateralized Mortgage Obligation GNRA 2007-043 SA 2037-07-20 1.351570 175000000.00 94607.97 Agency Collateralized Mortgage Obligation GNRA 2007-043 SC 2037-07-16 0.994570 80600000.00 57402.36 Agency Collateralized Mortgage Obligation GNRA 2007-061 SB 2037-10-20 1.001570 50000000.00 22660.61 Agency Collateralized Mortgage Obligation GNRA 2007-064 AI 2037-10-20 1.401570 161860000.00 62577.41 Agency Collateralized Mortgage Obligation GNRA 2007-060 SI 2037-10-20 1.351570 55621000.00 16621.56 Agency Collateralized Mortgage Obligation GNRA 2007-068 SA 2037-11-16 1.444570 44000000.00 32360.27 Agency Collateralized Mortgage Obligation GNRA 2008-004 SA 2038-01-20 1.367570 250000000.00 118600.59 Agency Collateralized Mortgage Obligation GNRA 2008-051 SD 2038-06-16 1.134570 40000000.00 81727.21 Agency Collateralized Mortgage Obligation GNRA 2008-083 SB 2038-09-20 0.951570 70000000.00 22944.40 Agency Collateralized Mortgage Obligation GNRA 2009-083 TS 2039-08-20 0.951570 90300000.00 54120.41 Agency Collateralized Mortgage Obligation GNRA 2009-076 CS 2039-09-16 1.094570 60000000.00 125672.04 Agency Collateralized Mortgage Obligation GNRA 2009-061 SA 2039-08-20 1.551570 258300000.00 598189.71 Agency Collateralized Mortgage Obligation GNRA 2009-106 LP 2036-07-20 1.461570 113054981.00 72979.61 Agency Collateralized Mortgage Obligation GNRM 2009-104 LJ 2039-11-16 5.500000 2739257.00 79476.39 Agency Collateralized Mortgage Obligation GNRA 2009-101 SB 2039-08-20 1.301570 102500000.00 98692.85 Agency Collateralized Mortgage Obligation GNRA 2009-101 S 2039-11-20 1.181570 50000000.00 143576.54 Agency Collateralized Mortgage Obligation GNRM 2009-093 HI 2039-09-16 6.000000 229297083.00 149200.22 Agency Collateralized Mortgage Obligation GNRA 2011-090 SA 2041-06-20 0.851570 50000000.00 104064.51 Agency Collateralized Mortgage Obligation GNRA 2011-29 WS 2041-03-16 1.494570 64972949.00 103650.88 Agency Collateralized Mortgage Obligation GNRA 2011-080 LS 2041-06-16 1.014570 38063784.00 171533.34 Agency Collateralized Mortgage Obligation GNRA 2014-005 SA 2044-01-20 0.401570 92350000.00 663371.96 Agency Collateralized Mortgage Obligation GNRA 2014-005 SB 2044-01-16 0.444570 32150000.00 245945.02 Agency Collateralized Mortgage Obligation GNRA 2009-117 SB 2039-12-16 0.694570 157025072.00 272799.39 Agency Collateralized Mortgage Obligation GNRA 2017-060 SB 2039-10-20 1.401570 17149033.00 213725.37 Agency Collateralized Mortgage Obligation GNRA 2017-060 SH 2038-09-20 0.851570 15945911.00 163112.23 Agency Collateralized Mortgage Obligation GNRA 2017-060 SW 2039-06-16 1.494570 12538194.00 77661.30 Agency Collateralized Mortgage Obligation GNRA 2010-020 SE 2040-02-20 1.101570 238276991.00 964588.39 Agency Collateralized Mortgage Obligation GNRM 2010-026 AI 2040-02-16 4.000000 24315620.00 79847.63 Agency Collateralized Mortgage Obligation GNRA 2010-035 CS 2040-03-20 1.321570 150000000.00 797247.09 Agency Collateralized Mortgage Obligation GNRA 2010-014 HS 2040-02-16 1.444570 23068000.00 73807.51 Agency Collateralized Mortgage Obligation GNRA 2010-014 SH 2040-02-16 0.894570 89600000.00 167419.93 Agency Collateralized Mortgage Obligation GNRM 2010-035 UI 2040-03-20 5.000000 85000000.00 708428.78 Agency Collateralized Mortgage Obligation GNRA 2010-047 VS 2037-11-16 1.144570 63076745.00 157516.76 Agency Collateralized Mortgage Obligation GNRA 2010-064 SY 2040-05-20 1.351570 15900000.00 70092.45 Agency Collateralized Mortgage Obligation GNRA 2010-061 SJ 2040-05-16 0.944570 52834340.00 127801.41 Agency Collateralized Mortgage Obligation GNRA 2010-089 SD 2040-07-20 0.781570 34433750.00 173000.27 Agency Collateralized Mortgage Obligation GNRA 2010-117 LS 2040-09-20 1.451570 76000000.00 113731.98 Agency Collateralized Mortgage Obligation GNRM 2010-130 BI 2039-12-20 5.500000 2519282.00 30986.60 Agency Collateralized Mortgage Obligation GNRA 2010-157 ST 2040-12-20 0.901570 62417102.00 491426.97 Agency Collateralized Mortgage Obligation GNRA 2011-013 SA 2041-01-16 0.844570 27196000.00 243678.53 Agency Collateralized Mortgage Obligation GNRA 2011-30 SA 2041-02-16 1.444570 76318500.00 746124.88 Agency Collateralized Mortgage Obligation GNRA 2011-024 LS 2034-02-20 0.000000 9166666.00 33363.52 Agency Collateralized Mortgage Obligation GNRA 2011-017 S 2041-02-20 0.901570 43078000.00 194373.67 Agency Collateralized Mortgage Obligation GNRA 2011-041 SM 2041-03-20 1.451570 45697200.00 260259.61 Agency Collateralized Mortgage Obligation GNRA 2011-051 SA 2041-04-20 1.451570 19416000.00 133368.85 Agency Collateralized Mortgage Obligation GNRA 2011-056 SI 2041-04-20 1.501570 129491000.00 667148.53 Agency Collateralized Mortgage Obligation GNRA 2011-056 CS 2041-04-16 0.844570 17000000.00 165214.55 Agency Collateralized Mortgage Obligation GNRA 2011-066 SJ 2041-05-16 0.944570 25800000.00 70240.85 Agency Collateralized Mortgage Obligation GNRA 2011-099 SL 2041-07-16 0.994570 25000000.00 270352.58 Agency Collateralized Mortgage Obligation GNRM 2011-070 PO 2041-05-16 0.000000 15000000.00 1009253.01 Agency Collateralized Mortgage Obligation GNRA 2011-099 DS 2041-07-16 0.994570 68100000.00 514768.09 Agency Collateralized Mortgage Obligation GNRM 2011-133 GI 2041-09-20 5.750000 16441321.00 276773.30 Agency Collateralized Mortgage Obligation GNRA 2011-133 KS 2037-05-20 0.951570 13061200.00 107068.69 Agency Collateralized Mortgage Obligation GNRA 2011-133 PS 2035-12-20 0.951570 6000000.00 82477.80 Agency Collateralized Mortgage Obligation GNRA 2011-123 SD 2041-09-20 1.551570 8785000.00 177256.50 Agency Collateralized Mortgage Obligation GNRA 2011-141 HS 2041-10-20 0.951570 18570000.00 236038.81 Agency Collateralized Mortgage Obligation GNRA 2011-151 SD 2041-06-16 0.994570 30430320.00 187814.94 Agency Collateralized Mortgage Obligation GNRA 2011-57 SK 2041-12-20 1.451570 125793750.00 1121350.73 Agency Collateralized Mortgage Obligation GNRM 2012-26 GI 2027-02-20 3.500000 18921428.00 31506.20 Agency Collateralized Mortgage Obligation GNRA 2012-021 QS 2042-02-20 1.501570 13336859.00 115915.09 Agency Collateralized Mortgage Obligation GNRA 2012-013 SB 2042-01-20 1.501570 42925000.00 733528.51 Agency Collateralized Mortgage Obligation GNRA 2012-006 SC 2042-01-20 0.901570 28656548.00 243132.09 Agency Collateralized Mortgage Obligation GNRM 2012-17 WI 2040-08-20 5.000000 21703095.00 296189.04 Agency Collateralized Mortgage Obligation GNRA 2012-016 SE 2042-02-16 0.994570 32671801.00 174530.06 Agency Collateralized Mortgage Obligation GNRA 2012-068 SA 2042-05-20 0.351570 19775642.00 273345.74 Agency Collateralized Mortgage Obligation GNRA 2012-060 SB 2042-05-16 1.594570 18250000.00 253133.88 Agency Collateralized Mortgage Obligation GNRM 2013-004 IO 2042-09-20 4.000000 18000000.00 355056.44 Agency Collateralized Mortgage Obligation GNRM 2013-022 IO 2043-02-20 3.000000 11286666.00 374401.08 Agency Collateralized Mortgage Obligation GNRM 2013-027 PI 2042-12-20 3.500000 73928570.00 587199.94 Agency Collateralized Mortgage Obligation GNRM 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GNRM 2013-187 PI 2043-09-20 5.000000 4900000.00 176069.52 Agency Collateralized Mortgage Obligation GNRA 2013-184 SK 2043-12-20 0.901570 51753000.00 468072.99 Agency Collateralized Mortgage Obligation GNRA 2013-188 KS 2043-12-20 0.401570 132000000.00 842961.27 Agency Collateralized Mortgage Obligation GNRA 2013-188 MS 2043-12-16 0.444570 33000000.00 297665.22 Agency Collateralized Mortgage Obligation GNRA 2013-190 KS 2043-12-20 0.401570 43369209.00 124615.87 Agency Collateralized Mortgage Obligation GNRM 2013-86 IP 2043-09-20 5.000000 14700000.00 105312.75 Agency Collateralized Mortgage Obligation GNRM 2013-83 CI 2042-12-16 4.500000 54005500.00 33444.54 Agency Collateralized Mortgage Obligation GNRA 2013-110 BS 2042-10-16 1.094570 10887142.00 82910.52 Agency Collateralized Mortgage Obligation GNRM 2013-082 TI 2043-05-20 3.500000 8351857.00 303266.67 Agency Collateralized Mortgage Obligation GNRM 2013-087 PI 2041-02-20 4.500000 6833711.00 70986.09 Agency Collateralized Mortgage Obligation GNRA 2013-69 SM 2043-05-20 1.051570 28603895.00 95314.61 Agency Collateralized Mortgage Obligation GNRA 2013-090 KS 2043-06-16 1.044570 26500000.00 410722.34 Agency Collateralized Mortgage Obligation GNRA 2013-170 SA 2043-11-20 0.000000 77333553.00 228799.14 Agency Collateralized Mortgage Obligation GNRA 2013-144 SJ 2043-01-20 0.951570 2750000.00 32514.99 Agency Collateralized Mortgage Obligation GNRA 2013-136 SA 2043-09-20 1.051570 73333333.00 508434.73 Agency Collateralized Mortgage Obligation GNRA 2013-147 PS 2043-07-20 1.051570 17272370.00 85492.26 Agency Collateralized Mortgage Obligation GNRA 2013-152 MS 2043-06-20 1.101570 15000000.00 12165.05 Agency Collateralized Mortgage Obligation GNRA 2013-152 SG 2043-06-20 1.001570 64075000.00 505564.67 Agency Collateralized Mortgage Obligation GNRA 2013-98 SA 2043-07-20 1.101570 29000000.00 289673.59 Agency Collateralized Mortgage Obligation GNRA 2013-98 GS 2042-09-16 1.094570 27708066.00 62859.25 Agency Collateralized Mortgage Obligation GNRA 2013-134 S 2043-09-20 0.451570 68045228.00 652010.46 Agency Collateralized Mortgage Obligation GNRA 2013-135 SA 2043-09-20 1.001570 36206662.00 157035.01 Agency Collateralized Mortgage Obligation GNRA 2013-113 SK 2043-08-20 1.501570 29641601.00 361754.85 Agency Collateralized Mortgage Obligation GNRA 2013-113 SX 2043-08-16 0.994570 37514550.00 293592.85 Agency Collateralized Mortgage Obligation GNRA 2013-167 QS 2043-11-16 0.444570 66782668.00 383260.59 Agency Collateralized Mortgage Obligation GNRA 2013-81 SA 2043-11-20 0.951570 82231197.00 835902.59 Agency Collateralized Mortgage Obligation GNRA 2013-165 ST 2043-11-20 1.001570 37269289.00 142036.93 Agency Collateralized Mortgage Obligation GNRA 2014-051 SA 2044-03-20 0.451570 46718608.00 173377.93 Agency Collateralized Mortgage Obligation GNRA 2014-030 AS 2044-01-20 1.601570 85277575.00 817562.57 Agency Collateralized Mortgage Obligation GNRM 2014-043 IG 2044-03-16 5.500000 34904033.00 492252.57 Agency Collateralized 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Collateralized Mortgage Obligation GNRA 2014-127 SA 2044-08-20 0.451570 34400000.00 497563.14 Agency Collateralized Mortgage Obligation GNRA 2014-127 SW 2044-08-20 2.211120 22894670.00 136249.52 Agency Collateralized Mortgage Obligation GNRM 2014-122 HI 2044-05-20 5.000000 9261106.00 135119.20 Agency Collateralized Mortgage Obligation GNRA 2015-178 HS 2045-12-20 1.001570 28571428.00 758246.54 Agency Collateralized Mortgage Obligation GNRA 2015-157 SA 2045-10-20 0.571570 43805827.00 245206.02 Agency Collateralized Mortgage Obligation GNRA 2015-167 SA 2045-11-20 1.101570 26477206.00 439811.70 Agency Collateralized Mortgage Obligation GNRA 2015-165 ES 2045-10-20 0.571570 35000000.00 196747.60 Agency Collateralized Mortgage Obligation GNRA 2014-161 PS 2044-11-20 0.451570 9500000.00 147086.09 Agency Collateralized Mortgage Obligation GNRA 2014-129 SK 2044-09-20 1.051570 39093773.00 205503.23 Agency Collateralized Mortgage Obligation GNRM 2014-146 GI 2029-09-20 3.500000 18000000.00 119028.16 Agency Collateralized Mortgage Obligation GNRA 2014-158 SA 2044-10-16 0.494570 66231125.00 725371.84 Agency Collateralized Mortgage Obligation GNRA 2015-013 SL 2040-10-20 1.471570 14361249.00 50791.03 Agency Collateralized Mortgage Obligation GNRA 2015-001 S 2045-01-20 0.451570 63760190.00 886621.81 Agency Collateralized Mortgage Obligation GNRM 2014-188 CI 2044-05-20 4.000000 27602812.00 540588.21 Agency Collateralized Mortgage Obligation GNRM 2014-188 IB 2044-12-20 4.000000 15235000.00 195170.08 Agency Collateralized Mortgage Obligation GNRA 2014-183 SG 2044-12-20 1.051570 29461770.00 223664.19 Agency Collateralized Mortgage Obligation GNRM 2015-028 IA 2045-02-16 4.000000 9328677.00 131645.06 Agency Collateralized Mortgage Obligation GNRM 2015-018 LI 2045-02-16 6.000000 38029926.00 940573.23 Agency Collateralized Mortgage Obligation GNRA 2015-053 ES 2045-04-20 0.451570 19626700.00 233792.05 Agency Collateralized Mortgage Obligation GNRM 2015-052 IK 2045-04-20 3.500000 15629051.00 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0.531570 44885490.00 374564.38 Agency Collateralized Mortgage Obligation GNRA 2016-12 MS 2046-01-20 0.491570 30193362.00 263915.37 Agency Collateralized Mortgage Obligation GNRA 2016-05 YS 2046-01-20 0.865860 17474886.00 126137.08 Agency Collateralized Mortgage Obligation GNRA 2016-05 CS 2046-01-20 1.001570 2436135.00 44278.37 Agency Collateralized Mortgage Obligation GNRA 2016-04 SM 2046-01-20 0.501570 36225000.00 506823.91 Agency Collateralized Mortgage Obligation GNRA 2016-01 LS 2046-01-20 1.051570 64912745.00 1574654.73 Agency Collateralized Mortgage Obligation GNRA 2016-021 ST 2046-02-20 1.001570 3500000.00 109376.39 Agency Collateralized Mortgage Obligation GNRA 2016-20 GS 2046-02-20 0.865860 17548852.00 142921.08 Agency Collateralized Mortgage Obligation GNRM 2016-23 IO 2039-06-20 4.500000 7165270.00 120020.07 Agency Collateralized Mortgage Obligation GNRM 2016-37 CI 2045-12-20 3.500000 5350984.00 67460.20 Agency Collateralized Mortgage Obligation GNRA 2016-32 SD 2046-03-20 0.901570 20142857.00 359780.79 Agency Collateralized Mortgage Obligation GNRA 2016-49 MS 2046-04-20 0.851570 36853079.00 375526.51 Agency Collateralized Mortgage Obligation GNRM 2016-69 IO 2046-05-20 4.000000 16849250.00 315158.78 Agency Collateralized Mortgage Obligation GNRM 2016-058 PI 2045-10-20 4.000000 56071519.00 281900.44 Agency Collateralized Mortgage Obligation GNRM 2016-68 IK 2046-05-20 4.000000 9625875.00 197612.08 Agency Collateralized Mortgage Obligation GNRM 2016-77 CI 2045-11-20 4.000000 9796228.00 265995.33 Agency Collateralized Mortgage Obligation GNRM 2016-04 IO 2043-05-16 5.000000 18322189.00 224662.90 Agency Collateralized Mortgage Obligation GNRM 2016-11 GI 2046-08-20 3.500000 7142857.00 424296.41 Agency Collateralized Mortgage Obligation GNRM 2016-09 IO 2036-09-16 5.500000 19473899.00 946129.02 Agency Collateralized Mortgage Obligation GNRM 2016-46 KI 2046-10-20 4.000000 10625000.00 342621.00 Agency Collateralized Mortgage Obligation GNRA 2016-18 ES 2046-09-20 0.951570 19781353.00 568393.31 Agency Collateralized Mortgage Obligation GNRM 2016-60 IG 2046-08-20 3.500000 19800000.00 1241070.94 Agency Collateralized Mortgage Obligation GNRA 2016-36 CS 2046-10-16 0.865860 13253848.00 365179.21 Agency Collateralized Mortgage Obligation GNRA 2016-59 SN 2045-10-20 1.101570 56350717.00 1231199.86 Agency Collateralized Mortgage Obligation GNRM 2016-49 CI 2046-11-16 5.000000 26428870.00 1048596.35 Agency Collateralized Mortgage Obligation GNRM 2016-161 PD 2046-06-20 2.000000 230053000.00 56885987.06 Agency Collateralized Mortgage Obligation GNRA 2016-41 SL 2046-10-20 0.951570 26601199.00 889707.96 Agency Collateralized Mortgage Obligation GNRM 2017-032 IO 2043-09-20 6.000000 12022470.00 388691.88 Agency Collateralized Mortgage Obligation GNRA 2017-25 MI 2036-05-20 3.493220 32325751.00 788129.57 Agency Collateralized Mortgage Obligation GNRM 2017-095 QI 2046-08-20 4.000000 10298210.00 337452.78 Agency Collateralized Mortgage Obligation GNRA 2017-088 SA 2047-06-20 1.051570 22186064.00 515108.14 Agency Collateralized Mortgage Obligation GNRA 2017-088 SK 2047-06-20 1.051570 18540877.00 481217.92 Agency Collateralized Mortgage Obligation GNRA 2017-113 JS 2047-07-16 1.144570 52958685.00 1194299.85 Agency Collateralized Mortgage Obligation GNRA 2017-34 ES 2047-09-20 1.051570 8016197.00 252776.43 Agency Collateralized Mortgage Obligation GNRM 2017-20 IE 2046-08-20 4.000000 6776299.00 354906.41 Agency Collateralized Mortgage Obligation GNRA 2017-67 SB 2047-11-20 1.051570 30121153.00 571681.14 Agency Collateralized Mortgage Obligation GNRM 2017-53 GB 2047-09-20 2.750000 206455000.00 61253436.20 Agency Collateralized Mortgage Obligation GNRM 2017-36 GI 2047-09-20 3.500000 9011428.00 84803.75 Agency Collateralized Mortgage Obligation GNRM 2017-72 DI 2047-11-20 3.500000 16862903.00 141525.82 Agency Collateralized Mortgage Obligation GNRM 2017-64 GI 2047-11-20 3.500000 43406142.00 380489.90 Agency Collateralized Mortgage Obligation GNRA 2018-018 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2018-66 SU 2043-10-16 0.944570 6170386.00 209768.27 Agency Collateralized Mortgage Obligation GNRA 2018-66 SD 2048-05-20 1.101570 11354168.00 353182.64 Agency Collateralized Mortgage Obligation GNRA 2018-70 SC 2048-05-20 0.000000 60000000.00 349595.63 Agency Collateralized Mortgage Obligation GNRA 2018-54 AS 2048-04-20 0.571570 30000000.00 532109.10 Agency Collateralized Mortgage Obligation GNRM 2018-76 HI 2047-10-20 4.000000 22349777.00 620912.53 Agency Collateralized Mortgage Obligation GNRA 2018-76 SA 2042-03-20 1.451570 8000000.00 256069.08 Agency Collateralized Mortgage Obligation GNRA 2018-76 SN 2048-05-20 1.051570 5359620.00 131876.63 Agency Collateralized Mortgage Obligation GNRA 2018-13 LS 2048-08-20 0.000000 100000000.00 396238.00 Agency Collateralized Mortgage Obligation GNRA 2018-04 KS 2048-08-20 1.051570 10287430.00 262162.20 Agency Collateralized Mortgage Obligation GNRA 2018-84 SA 2048-06-20 1.051570 12096774.00 285959.23 Agency Collateralized Mortgage Obligation GNRA 2018-083 SH 2048-06-20 1.101570 24698979.00 481949.60 Agency Collateralized Mortgage Obligation GNRA 2018-083 SA 2043-07-20 0.000000 54424493.00 306709.53 Agency Collateralized Mortgage Obligation GNRA 2018-90 JS 2048-06-20 1.101570 14500000.00 289403.38 Agency Collateralized Mortgage Obligation GNRA 2018-25 SQ 2048-09-20 1.051570 10613109.00 165701.58 Agency Collateralized Mortgage Obligation GNRA 2018-25 CS 2048-09-20 1.101570 46000000.00 1102861.63 Agency Collateralized Mortgage Obligation GNRA 2018-05 SE 2048-08-20 1.051570 11563352.00 130815.03 Agency Collateralized Mortgage Obligation GNRA 2018-24 AS 2048-09-20 1.101570 20536786.00 723630.76 Agency Collateralized Mortgage Obligation GNRA 2018-20 SJ 2048-09-20 1.051570 77108333.00 664685.02 Agency Collateralized Mortgage Obligation GNRA 2018-20 JS 2048-09-20 1.051570 19565606.00 230268.46 Agency Collateralized Mortgage Obligation GNRA 2018-155 PS 2048-11-20 0.000000 160104000.00 649606.28 Agency Collateralized Mortgage Obligation 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Obligation GNRA 2019-86 CS 2049-03-20 0.951570 19007904.00 413820.06 Agency Collateralized Mortgage Obligation GNRA 2019-86 SH 2049-07-20 0.401570 45169891.00 381303.47 Agency Collateralized Mortgage Obligation GNRA 2019-72 CS 2049-06-20 0.901570 29576285.00 1029704.05 Agency Collateralized Mortgage Obligation GNRA 2019-72 SH 2049-06-20 0.000000 75000000.00 387207.16 Agency Collateralized Mortgage Obligation GNRA 2019-92 SH 2049-07-20 0.951570 16000000.00 332723.97 Agency Collateralized Mortgage Obligation GNRA 2019-078 SA 2049-06-20 0.901570 1825623.00 53463.21 Agency Collateralized Mortgage Obligation GNRA 2019-92 SE 2049-07-20 0.951570 24720896.00 499076.00 Agency Collateralized Mortgage Obligation GNRA 2019-078 MS 2047-09-20 1.051570 8721213.00 275323.58 Agency Collateralized Mortgage Obligation GNRA 2019-078 S 2049-06-20 0.500000 50000000.00 715978.25 Agency Collateralized Mortgage Obligation GNRA 2019-078 SL 2049-06-20 0.000000 70000000.00 488580.80 Agency Collateralized Mortgage 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Mortgage Obligation GNRA 2019-15 SY 2049-09-20 0.901570 10950000.00 483954.54 Agency Collateralized Mortgage Obligation GNRA 2019-143 GS 2047-10-20 0.951570 28344859.00 716929.78 Agency Collateralized Mortgage Obligation GNRA 2019-21 SB 2049-08-20 0.951570 29872427.00 572691.09 Agency Collateralized Mortgage Obligation GNRA 2019-28 GS 2049-10-20 0.000000 20000000.00 194420.45 Agency Collateralized Mortgage Obligation GNRA 2019-28 TI 2045-02-20 0.444440 50674709.00 150837.03 Agency Collateralized Mortgage Obligation GNRA 2019-140 SG 2049-11-20 0.901570 49643799.00 637791.14 Agency Collateralized Mortgage Obligation GNRA 2020-011 IO 2048-10-20 0.000000 24564186.00 138244.04 Agency Collateralized Mortgage Obligation GNRA 2020-011 SY 2050-01-20 0.951570 2540000.00 64055.68 Agency Collateralized Mortgage Obligation GNRM 2019-153 MI 2049-12-20 3.500000 5979787.00 66263.71 Agency Collateralized Mortgage Obligation GNRA 2019-159 IT 2046-03-20 0.000000 56803643.00 398681.28 Agency Collateralized Mortgage Obligation GNRA 2020-004 ST 2050-01-20 0.901570 2200001.00 29076.10 Agency Collateralized Mortgage Obligation GNRM 2020-035 AI 2050-03-20 3.500000 27098285.00 196466.25 Agency Collateralized Mortgage Obligation GNRA 2020-018 ES 2049-08-20 0.951570 11060000.00 231761.95 Agency Collateralized Mortgage Obligation GNRA 2020-001 SA 2050-01-20 0.901570 19880943.00 1840931.77 Agency Collateralized Mortgage Obligation GNRA 2020-017 IW 2040-04-20 0.395360 138116787.00 790982.35 Agency Collateralized Mortgage Obligation GNRA 2020-015 ST 2050-02-20 0.901570 20459891.00 280611.81 Agency Collateralized Mortgage Obligation GNRA 2020-016 WS 2044-08-20 0.865860 14000000.00 437287.57 Agency Collateralized Mortgage Obligation GNRA 2020-021 S 2050-02-20 0.000000 200000000.00 781433.79 Agency Collateralized Mortgage Obligation GNRM 2020-021 MI 2047-11-20 4.000000 16165142.00 856138.73 Agency Collateralized Mortgage Obligation GNRA 2020-032 IA 2047-03-20 3.957810 4452000.00 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2023-06-08 2023-06-08 2023-06-08 N N N 0.0391 143577061.78 143577061.78 0.0009 N N Y N BlackRock Liquidity Funds 2023-06-07 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer