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Mortgage Obligation FHLMC_4198 2033-01-15 3.000000 27839782.00 973198.98 Agency Collateralized Mortgage Obligation GNMA_16-38A 2046-03-20 3.500000 28571428.00 2145453.83 Agency Collateralized Mortgage Obligation FNMA_18-28D 2048-05-25 3.710120 30363779.00 5319925.27 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 3.710120 30846280.00 5071546.89 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 31346058.00 1658511.53 Agency Collateralized Mortgage Obligation FHLMC_4741B 2047-12-15 3.661250 35000000.00 5989847.21 Agency Collateralized Mortgage Obligation GNMA_15-138A 2045-09-20 3.185250 35333333.00 4195532.32 Agency Collateralized Mortgage Obligation FNMA_12-148 2028-01-25 3.000000 38334963.00 1055079.84 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 1326231.59 Agency Collateralized Mortgage Obligation FNMA_17-93B 2047-11-25 3.660120 39576276.00 6352637.73 Agency Collateralized Mortgage Obligation FNMA_12-67 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Collateralized Mortgage Obligation FNMA_13-26 2043-04-25 3.660120 99268317.00 7412302.99 Agency Collateralized Mortgage Obligation GNMA_16-178 2058-09-16 0.629870 96400000.00 4574647.78 Agency Collateralized Mortgage Obligation FHSTR_304 2027-12-15 3.000000 75640114.00 1481534.97 Agency Collateralized Mortgage Obligation FHLMC_3910 2037-12-15 5.000000 73145400.00 1289951.40 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 2.728750 58715877.00 5348852.46 Agency Collateralized Mortgage Obligation GNMA_10-164C 2039-01-20 3.615250 58374950.00 682476.32 Agency Collateralized Mortgage Obligation FNMA_17-86C 2047-11-25 3.660120 50775172.00 8460061.89 Agency Collateralized Mortgage Obligation FHLMC_4473 2045-05-15 3.111250 50227920.00 3630710.59 Agency Collateralized Mortgage Obligation GNMA_18-115E 2048-08-20 3.715250 50000000.00 5026415.05 Agency Collateralized Mortgage Obligation GNMA_17-H10 2067-04-20 2.080170 48588437.00 3729629.84 Agency Collateralized Mortgage Obligation GNMA_15-64B 2045-05-20 4.000000 47721777.00 5307915.20 Agency Collateralized Mortgage Obligation FNMA_12-97 2027-09-25 3.000000 46297557.00 1283112.88 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 3.511250 42654372.00 3359527.31 Agency Collateralized Mortgage Obligation FHLMC_41-73 2028-03-15 3.000000 41743008.00 1083126.77 Agency Collateralized Mortgage Obligation GNMA_16-156D 2046-11-20 4.000000 39597334.00 5765369.14 Agency Collateralized Mortgage Obligation FNMA_12-100 2027-09-25 3.500000 38922117.00 937792.46 Agency Collateralized Mortgage Obligation FNMA_12-71C 2042-07-25 4.110120 36126447.00 1004135.84 Agency Collateralized Mortgage Obligation FHLMC_40-83 2027-07-15 3.000000 35391843.00 1000293.31 Agency Collateralized Mortgage Obligation FNMA_12-52 2027-05-25 3.500000 35279797.00 561469.02 Agency Collateralized Mortgage Obligation FHLMC_44-35 2033-02-15 3.000000 31624607.00 938913.62 Agency Collateralized Mortgage Obligation FNMA_18-15M 2058-03-25 1.569160 31472669.00 1294488.01 Agency Collateralized Mortgage Obligation FNMA_1318 2033-03-25 3.000000 30937500.00 1257968.77 Agency Collateralized Mortgage Obligation GNMA_16-153D 2046-11-20 3.500000 28571428.00 4033070.80 Agency Collateralized Mortgage Obligation FHLMC_4215 2038-03-15 3.500000 28052142.00 415056.35 Agency Collateralized Mortgage Obligation GNMA_16-37V 2046-03-20 3.615250 25754870.00 2176058.38 Agency Collateralized Mortgage Obligation FHLMC_4138F 2027-12-15 3.000000 25403141.00 671084.84 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 3.565250 25000000.00 3055067.01 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 3.615250 23940171.00 2783020.32 Agency Collateralized Mortgage Obligation FHLMC_4105 2042-09-15 3.611250 23714285.00 1376384.75 Agency Collateralized Mortgage Obligation FHLMC_41-51 2033-01-15 3.000000 22735570.00 941760.42 Agency Collateralized Mortgage Obligation FHLMC_4842D 2048-11-15 3.661250 20177882.00 2717288.88 Agency 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(including strips) FHLMC_4833 2048-09-15 4.000000 3694000.00 3808498.30 Agency Collateralized Mortgage Obligation FHLMC_4663 2047-03-15 3.500000 4205000.00 4216660.81 Agency Collateralized Mortgage Obligation FNMA_14-49G 2041-09-25 3.500000 7991428.00 119009.75 Agency Collateralized Mortgage Obligation GNMA_18-166F 2048-12-20 5.500000 8755000.00 1416063.57 Agency Collateralized Mortgage Obligation FNMA_12-145 2033-01-25 3.500000 11428571.00 559458.35 Agency Collateralized Mortgage Obligation FNMA_13-127 2039-05-25 3.500000 11999834.00 271927.52 Agency Collateralized Mortgage Obligation FNMA_05-25 2035-04-25 7.000000 12500000.00 68068.10 Agency Collateralized Mortgage Obligation FHS_298 2042-12-15 3.661250 15566471.00 1166397.42 Agency Collateralized Mortgage Obligation FHLMC_4725D 2047-08-15 3.661250 16029782.00 2707151.62 Agency Collateralized Mortgage Obligation FNMA_13-100 2031-01-25 3.000000 16835048.00 332893.57 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-08-25 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4651723.84 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 3.565250 32805266.00 4288892.16 Agency Collateralized Mortgage Obligation FNMA_14-64 2032-04-25 3.500000 33338142.00 767498.37 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 1360759.14 Agency Collateralized Mortgage Obligation GNMA_11-H01 2060-11-20 1.239560 36929831.00 882460.00 Agency Collateralized Mortgage Obligation FHLMC_4153 2028-01-15 3.000000 39929466.00 1082916.33 Agency Collateralized Mortgage Obligation GNMA_18-135D 2048-10-20 3.665250 40000000.00 5792219.12 Agency Collateralized Mortgage Obligation FHLMC_4016 2041-07-15 4.011250 40419858.00 1434430.77 Agency Collateralized Mortgage Obligation FNMA_12-40B 2027-04-25 3.500000 43655597.00 967937.85 Agency Collateralized Mortgage Obligation FNMA_13-4 2028-02-25 3.000000 44453333.00 1201061.66 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 45307100.00 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Obligation GNMA_17-167 2047-11-20 4.500000 85235933.00 14956044.44 Agency Collateralized Mortgage Obligation GNMA_10-121 2040-09-20 3.565250 100000000.00 2285105.41 Agency Collateralized Mortgage Obligation GNMA_18-108A 2060-06-16 0.441910 101497619.00 8134059.11 Agency Collateralized Mortgage Obligation GNMA_13-141 2040-06-16 0.614000 182343540.00 1107808.92 Agency Collateralized Mortgage Obligation FNW_06-W1 2046-02-25 3.623530 313476935.00 2819696.18 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-29 0.000000 100.00 98.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 100.00 101.42 U.S. Treasuries (including strips) FNMA_17-M6 2029-04-25 3.090000 300.00 297.07 Agency Collateralized Mortgage Obligation FNSTR_337 2033-06-01 5.000000 70036.00 302.37 Agency Collateralized Mortgage Obligation FHLMC_4738D 2047-12-15 3.000000 764000.00 666196.25 Agency Collateralized Mortgage Obligation FNMA_12-89C 2042-08-25 3.500000 3268723.00 212151.45 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 3661500.00 3696754.07 U.S. Treasuries (including strips) GNMA_17-156D 2040-12-20 6.610190 7667765.00 5727397.21 Agency Collateralized Mortgage Obligation FNMA_14-49G 2041-07-25 3.000000 7944332.00 158142.35 Agency Collateralized Mortgage Obligation FHLMC_4747C 2045-02-15 4.000000 8488000.00 1253022.49 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 3.651250 10625000.00 122761.08 Agency Collateralized Mortgage Obligation FNMA_1353 2033-06-25 3.000000 10944383.00 656303.31 Agency Collateralized Mortgage Obligation FNMA_12-64 2042-06-25 3.510120 11846818.00 712028.39 Agency Collateralized Mortgage Obligation FHLMC_4136 2042-11-15 3.661250 15285714.00 1281032.03 Agency Collateralized Mortgage Obligation FNMA_12-134 2042-12-25 3.660120 16000000.00 1438186.03 Agency Collateralized Mortgage Obligation FHLMC_4824G 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FHLMC_4065 2026-12-15 3.000000 45632916.00 789683.71 Agency Collateralized Mortgage Obligation GNMA_18-122G 2048-09-20 3.715250 46173700.00 7097120.07 Agency Collateralized Mortgage Obligation GNMA_10-115C 2040-09-20 4.115250 46354711.00 1332952.83 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 3.510120 50000000.00 1502406.79 Agency Collateralized Mortgage Obligation GNMA_16-146F 2046-10-20 3.615250 50000000.00 8422430.73 Agency Collateralized Mortgage Obligation GNMA_19-3E 2049-01-20 3.665250 50000000.00 6049282.93 Agency Collateralized Mortgage Obligation GNMA_16-77G 2046-06-20 3.615250 55000000.00 5967955.48 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 3.195250 57000000.00 1132429.08 Agency Collateralized Mortgage Obligation GNMA_18-87 2060-04-16 0.336440 67181097.00 4527091.38 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 4.998000 70573820.00 1250136.49 Agency Mortgage-Backed Securities FNMA_14-79 2044-12-25 3.660120 88333920.00 8066003.22 Agency Collateralized Mortgage Obligation FNMA_10-99 2039-03-25 3.610120 90000000.00 76584.98 Agency Collateralized Mortgage Obligation FNMA_11-116 2038-02-25 3.500000 96785714.00 760695.06 Agency Collateralized Mortgage Obligation FHLMC_3622A 2037-06-15 1.254390 107568284.00 337213.55 Agency Collateralized Mortgage Obligation FNMA_12-67 2027-04-25 4.500000 114659332.00 1318317.80 Agency Collateralized Mortgage Obligation GNMA_18-136 2060-04-16 0.583610 118000000.00 8301316.55 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2019-03-01 2019-03-07 2019-03-07 Y NATIXIS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0249 1000000000.00 1000000000.00 0.0106 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 2.445 3130AFMJ3 2549001DPIFGXC1TOL40 US3130AFMJ37 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-24 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SCRT_18-2 2057-11-25 3.500000 205000.00 184619.90 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 6515000.00 2177013.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 13932400.00 18268811.93 U.S. Treasuries (including strips) SEASONED CREDIT RISK TRANSFER 2056-08-25 2.250000 240000.00 205371.42 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.500000 645000.00 225653.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 19526100.00 18066068.56 U.S. Treasuries (including strips) FREMF_14-K717 2021-11-25 0.000000 35798168.00 24957301.39 Agency Collateralized Mortgage Obligation FHMS_K062 2027-01-25 2.075690 75621052.00 10017672.00 Agency Collateralized Mortgage Obligation GNMA_19-15A 2040-11-20 3.500000 2152.00 2158.39 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-02-15 4.500000 60566.00 8111.67 Agency Mortgage-Backed Securities FHMS_KIR3 2027-08-25 3.038000 339398.00 338649.63 Agency Collateralized Mortgage Obligation SEASONED LOAN STRUCTURED TRANSACTION SLST_18-1 2028-06-25 3.500000 700000.00 661822.26 Agency Collateralized Mortgage Obligation FHMS_K061 2044-12-25 1.972990 1544377.00 197603.04 Agency Collateralized Mortgage Obligation FREMF_16-SB13 2036-01-25 3.519530 40089331.00 26286973.51 Agency Collateralized Mortgage Obligation FHMS_K055 2044-04-25 1.642580 88229235.00 8661375.77 Agency Collateralized Mortgage Obligation STACR_18-3 2057-08-25 3.000000 194200.00 177676.10 Agency Collateralized Mortgage Obligation SEASONED CREDIT RISK TRANSFER SCRT_18-1 2057-05-25 3.000000 215000.00 192230.20 Agency Collateralized Mortgage Obligation FHMS_K083 2028-10-25 2.290360 6669000.00 1159172.24 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 15317400.00 15513639.99 U.S. Treasuries (including strips) FREMF_17-KF34 2024-08-25 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Obligation GNMA_10-101 2040-08-16 0.000000 19715040.00 2067732.40 Agency Collateralized Mortgage Obligation FHLMC_3031 2035-08-15 4.201250 20276288.00 624847.01 Agency Collateralized Mortgage Obligation GNMA_16-135K 2046-10-20 3.500000 20593120.00 2095059.09 Agency Collateralized Mortgage Obligation FNMA_17-66C 2047-09-25 3.410120 24629952.00 3071097.34 Agency Collateralized Mortgage Obligation GNMA_03-41A 2033-05-20 5.215250 25000000.00 59552.98 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 3.565250 30122400.00 916059.53 Agency Collateralized Mortgage Obligation FNSTR_07-384 2037-09-01 4.500000 31086920.00 257043.06 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 4.000000 32437632.00 5051739.03 Agency Collateralized Mortgage Obligation GNMA_18-27E 2045-02-16 3.118620 36566784.00 3844250.33 Agency Collateralized Mortgage Obligation GNMA_14-100H 2040-05-20 0.150000 37224120.00 67062.39 Agency Collateralized Mortgage Obligation FNSTR_419 2044-04-25 3.500000 38000000.00 3916980.37 Agency Collateralized Mortgage Obligation FNMA_13-18 2043-03-25 3.610120 42736384.00 2924219.37 Agency Collateralized Mortgage Obligation FHLMC_43-65 2040-01-15 4.119730 44329920.00 2053233.96 Agency Collateralized Mortgage Obligation FHLMC_38-93 2039-09-15 4.000000 49570816.00 148374.34 Agency Collateralized Mortgage Obligation FHLMC_3469 2038-07-15 3.581250 50000000.00 137423.89 Agency Collateralized Mortgage Obligation GNMA_17-179B 2047-12-20 3.715250 57142848.00 8845884.24 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-07-15 4.111250 58846144.00 2639661.31 Agency Collateralized Mortgage Obligation FHLMC_4100 2042-08-15 3.561250 60343936.00 3408898.39 Agency Collateralized Mortgage Obligation FNMA_16-62D 2040-10-25 3.000000 70418688.00 4085249.39 Agency Collateralized Mortgage Obligation GNMA_14-122 2043-06-20 0.812890 72103424.00 298266.25 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-08-15 3.711250 75924992.00 3932016.88 Agency Collateralized Mortgage Obligation FHLMC_4378B 2044-08-15 3.611250 106256000.00 3848245.11 Agency Collateralized Mortgage Obligation FNMA_18-38B 2048-06-25 3.710120 121414656.00 17658263.15 Agency Collateralized Mortgage Obligation FNSTR_291 2027-11-01 8.000000 390744064.00 163628.28 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 239000.00 1458.57 Agency Collateralized Mortgage Obligation FHSTR_171 2024-07-01 8.000000 328916.00 85.09 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 957000.00 5756.76 Agency Collateralized Mortgage Obligation GNMA_14-133 2044-09-20 3.115250 1000000.00 42343.74 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 7.500000 1018000.00 4183.40 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 1852000.00 12512.60 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 1940000.00 15141.04 Agency Collateralized Mortgage Obligation GNMA_13-181 2043-11-20 3.615250 2000000.00 74299.29 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 2741000.00 19379.79 Agency Collateralized Mortgage Obligation GNMA_16-44A 2040-01-16 4.500000 2777776.00 284038.30 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 3415000.00 20855.61 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 3554000.00 21651.51 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 3707000.00 24864.99 Agency Collateralized Mortgage Obligation GNMA_08-93 2038-06-16 0.000000 4226456.00 1662725.46 Agency Collateralized Mortgage Obligation GNMA_18-63B 2040-01-20 4.500000 4372280.00 1824727.34 Agency Collateralized Mortgage Obligation FNSTR_383 2036-12-25 6.500000 4391000.00 23863.07 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 6188000.00 37322.98 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 6.500000 6787000.00 49339.23 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 3.660120 7000000.00 541175.84 Agency Collateralized Mortgage Obligation GNMA_14-139 2038-05-20 0.250000 9172224.00 27092.18 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 9403000.00 43958.61 Agency Collateralized Mortgage Obligation FHLMC_4833C 2042-04-15 0.050000 11581472.00 25572.01 Agency Collateralized Mortgage Obligation FHLMC_4682A 2047-05-15 4.000000 12375000.00 2577409.14 Agency Collateralized Mortgage Obligation FNMA_13-26 2041-02-25 3.660120 13323280.00 377604.97 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.161250 16485728.00 1178816.47 Agency Collateralized Mortgage Obligation FHLMC_02-2416 2032-02-15 5.611250 16687424.00 14968.57 Agency Collateralized Mortgage Obligation GNMA_18-105A 2048-08-20 4.000000 18477856.00 2437213.78 Agency Collateralized Mortgage Obligation FNSTR_386 2038-04-25 6.500000 21039200.00 98044.41 Agency Collateralized Mortgage Obligation GNMA_17-155E 2047-09-20 4.000000 22352240.00 2467328.83 Agency Collateralized Mortgage Obligation GNMA_15-170A 2045-11-20 3.215250 25515744.00 2467857.72 Agency Collateralized Mortgage Obligation GNMA_15-152E 2045-08-20 1.515250 26566912.00 110974.46 Agency Collateralized Mortgage Obligation GNMA_16-42 2045-11-20 1.490870 32147264.00 384035.48 Agency Collateralized Mortgage Obligation FNMA_18-19B 2048-04-25 3.760120 33237184.00 4746353.44 Agency Collateralized Mortgage Obligation FHLMC_4833C 2042-04-15 3.961250 33415560.00 5579131.68 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-07-15 4.161250 37686144.00 2163944.92 Agency Collateralized Mortgage Obligation FNMA_18-13C 2048-03-25 3.760120 38487424.00 4421091.58 Agency Collateralized Mortgage Obligation FNMA_17-53D 2046-04-25 3.500000 39374400.00 5505488.68 Agency Collateralized Mortgage Obligation GNMA_13-172A 2043-10-16 3.118620 44619584.00 2350668.47 Agency Collateralized Mortgage Obligation GNMA_13-31 2040-09-20 0.150000 45852224.00 7064.80 Agency Collateralized Mortgage Obligation GNMA_16-58G 2045-11-20 4.500000 50352640.00 6508585.35 Agency Collateralized Mortgage Obligation FNMA_11-94 2030-01-25 4.210120 52083328.00 40360.05 Agency Collateralized Mortgage Obligation FHLMC_4792A 2048-05-15 3.711250 60000000.00 9844597.01 Agency Collateralized Mortgage Obligation FNMA_17-66F 2042-10-25 0.050000 61478208.00 122654.95 Agency Collateralized Mortgage Obligation FNMA_14-11 2044-03-25 3.560120 63572864.00 1061051.12 Agency Collateralized Mortgage Obligation GNMA_18-6A 2048-01-20 4.000000 75533056.00 11773831.95 Agency Collateralized Mortgage Obligation FNSTR_301 2029-04-01 0.000000 76368000.00 180992.41 Agency Collateralized Mortgage Obligation FHLMC_4427 2045-01-15 3.111250 82000000.00 5255308.62 Agency Collateralized Mortgage Obligation FREDDIE MAC STRIPS FHSTR_214 2031-06-01 0.000000 131776768.00 501024.33 Agency Collateralized Mortgage Obligation FNMA_10-150 2040-10-25 3.960120 135801344.00 18312.22 Agency Collateralized Mortgage Obligation FHLMC_4792C 2048-02-15 4.000000 412500.00 71161.61 Agency Collateralized Mortgage Obligation GNMA_15-168D 2045-11-20 3.715250 550000.00 37914.19 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 587000.00 3790.28 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_303 2040-12-15 3.947510 1124190.00 57521.87 Agency Collateralized Mortgage Obligation GNMA_12-69 2041-03-16 4.000000 1309828.00 73273.78 Agency Collateralized Mortgage Obligation FNSTR_386 2038-03-25 7.000000 2105000.00 10091.23 Agency Collateralized Mortgage Obligation FNSTR_383 2037-05-25 6.500000 2276000.00 13783.13 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.500000 2372000.00 16275.87 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 2800000.00 13221.36 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.000000 2872000.00 21391.99 Agency Collateralized Mortgage Obligation FNSTR_386 2037-12-25 5.500000 2898000.00 20419.78 Agency Collateralized Mortgage Obligation FNSTR_383 2037-12-25 6.000000 3791000.00 18030.18 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 6.500000 3993000.00 21718.75 Agency Collateralized Mortgage Obligation FHLMC_4584D 2043-08-15 1.940870 4685528.00 88013.79 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 4892000.00 24139.54 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 0.100000 7305624.00 33648.30 Agency Collateralized Mortgage Obligation FNSTR_383 2038-04-25 6.000000 7910000.00 36792.71 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 1.010120 8156752.00 482932.90 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 0.000000 10000000.00 1289336.18 Agency Collateralized Mortgage Obligation GNMA_12-138A 2042-11-16 4.000000 10083392.00 760696.48 Agency Collateralized Mortgage Obligation GNMA_17-80G 2039-07-16 0.270000 10576832.00 36501.34 Agency Collateralized Mortgage Obligation GNMA_14-94 2034-10-16 0.100000 13514656.00 24794.76 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 1060667.72 Agency Collateralized Mortgage Obligation GNMA_13-34 2039-12-16 0.350000 18588096.00 37123.00 Agency Collateralized Mortgage Obligation GNMA_17-103C 2047-07-20 4.500000 18733152.00 2376670.22 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 22638800.00 24686417.54 U.S. Treasuries (including strips) FNSTR_07-384 2037-09-01 4.500000 23438080.00 181106.65 Agency Collateralized Mortgage Obligation GNMA_14-139 2037-11-20 0.250000 24365376.00 89938.60 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1598191.58 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 4.061250 28571424.00 1055404.37 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-10-25 3.710120 29478880.00 1597450.97 Agency Collateralized Mortgage Obligation FNMA_18-49B 2048-07-25 3.710120 33665960.00 5180919.22 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 0.050000 34129216.00 76928.75 Agency Collateralized Mortgage Obligation FHSTR_345 2045-08-15 4.500000 39683392.00 5222408.41 Agency Collateralized Mortgage Obligation FNMA_17-26H 2047-04-25 1.542110 40963456.00 904531.55 Agency Collateralized Mortgage Obligation GNMA_13-84 2040-04-16 0.150000 41875776.00 119978.62 Agency Collateralized Mortgage Obligation GNMA_13-66 2042-12-20 0.050000 46679104.00 72355.00 Agency Collateralized Mortgage Obligation FHLMC_4248 2039-06-15 3.461250 47295616.00 2952346.70 Agency Collateralized Mortgage Obligation FNSTR_252 2023-11-01 7.500000 48388544.00 8285.26 Agency Collateralized Mortgage Obligation FNMA_18-39D 2048-06-25 1.538220 53025792.00 2040535.47 Agency Collateralized Mortgage Obligation FHLMC_41-81 2043-03-15 3.671250 54553280.00 2845453.85 Agency Collateralized Mortgage Obligation FHSTR_222 2032-06-15 0.000000 55636224.00 200799.39 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_293 2024-12-01 6.000000 66900000.00 39960.29 Agency Collateralized Mortgage Obligation FNMA_18-38D 2048-06-25 3.710120 67347584.00 10656171.01 Agency Collateralized Mortgage Obligation FNMA_15-28A 2044-08-25 4.000000 93337800.00 8991336.10 Agency Collateralized Mortgage Obligation GNMA_12-82 2039-10-16 0.200000 97893628.00 6126.30 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 3.111250 101112832.00 6652445.86 Agency Collateralized Mortgage Obligation FHLMC_3913 2041-08-15 3.481250 150000000.00 3650674.31 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.461250 197500000.00 17119478.21 Agency Collateralized Mortgage Obligation FNSTR_249 2023-10-25 6.500000 272138560.00 73933.56 Agency Collateralized Mortgage Obligation FNMA_385 2038-01-25 5.000000 576441.00 4312.82 Agency Collateralized Mortgage Obligation FNSTR_404 2040-05-25 4.500000 700000.00 16934.67 Agency Collateralized Mortgage Obligation FNSTR_0383 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Obligation FNSTR_383 2037-07-25 5.500000 4708000.00 28447.17 Agency Collateralized Mortgage Obligation FNMS_03-53 2034-08-01 5.000000 5000000.00 34916.41 Agency Collateralized Mortgage Obligation FNSTR_381 2037-07-01 6.500000 5458770.00 37402.97 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_370 2036-05-25 6.000000 7965000.00 50490.74 Agency Collateralized Mortgage Obligation FHSTR_239 2036-08-15 6.000000 8261000.00 31020.53 Agency Collateralized Mortgage Obligation FNSTR_377 2036-10-25 5.000000 10424816.00 81328.37 Agency Collateralized Mortgage Obligation FNSTR_383 2037-07-25 5.500000 10798000.00 58151.23 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 10301187.61 Agency Collateralized Mortgage Obligation FNMA_18-91A 2048-12-25 3.610120 14683600.00 2198762.55 Agency Collateralized Mortgage Obligation GNMA_13-132 2040-01-16 0.270000 15918624.00 40415.27 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 1.490870 18683808.00 905134.93 Agency Collateralized Mortgage Obligation GNMA_13-132 2039-12-20 0.120000 19033700.00 19945.44 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777888.00 491236.10 Agency Collateralized Mortgage Obligation FNMA_18-77D 2048-10-25 4.500000 23483744.00 4672868.02 Agency Collateralized Mortgage Obligation GNMA_17-170B 2047-10-20 4.000000 24457856.00 2702929.99 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 3.610120 29330112.00 2424656.27 Agency Collateralized Mortgage Obligation GNMA_17-80 2045-10-16 3.248620 29935552.00 2023258.90 Agency Collateralized Mortgage Obligation GNMA_15-116C 2039-08-20 4.000000 30268000.00 1901451.37 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 0.000000 34000000.00 63292.45 Agency Collateralized Mortgage Obligation FNMA_17-66E 2047-09-25 3.660120 34707600.00 5569768.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 3.610120 37000000.00 22039.20 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 40027400.00 40637728.08 U.S. Treasuries (including strips) FNMA_16-55 2046-08-25 3.510120 41146816.00 5090497.37 Agency Collateralized Mortgage Obligation FNSTR_324 2032-06-01 0.000000 42316240.00 198647.35 Agency Collateralized Mortgage Obligation FHSTR_202 2029-04-01 6.500000 48061632.00 40104.93 Agency Collateralized Mortgage Obligation FHLMC_41-5 2042-09-15 3.611250 49166656.00 2879120.95 Agency Collateralized Mortgage Obligation FNMA_15-42B 2045-05-25 2.040000 55329327.00 5511.49 Agency Collateralized Mortgage Obligation GNMA_17-88D 2047-06-20 3.715250 56061056.00 7765839.50 Agency Collateralized Mortgage Obligation FNMA_18-55A 2048-08-25 3.760120 58135872.00 8392992.05 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 3.620120 67130240.00 84422.49 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 3.660120 69321472.00 4154651.99 Agency Collateralized Mortgage Obligation FHSTR_244 2036-12-15 5.500000 70772608.00 246707.27 Agency Collateralized Mortgage Obligation FNMA_16-30 2046-05-25 1.417890 98172288.00 1748723.84 Agency Collateralized Mortgage Obligation FNMA_12-123 2042-11-25 3.130120 101482240.00 2895492.23 Agency Collateralized Mortgage Obligation FNSTR_304 2024-09-25 6.000000 212562687.00 132026.14 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_186 2027-08-01 8.000000 284858368.00 126416.23 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 0.000000 250000.00 26137.27 Agency Collateralized Mortgage Obligation FNMA_08-24 2038-02-25 0.000000 380084.00 105804.03 Agency Collateralized Mortgage Obligation FHSTR_147 2023-02-01 8.000000 425478.00 36.79 Agency Collateralized Mortgage Obligation GNMA_15-111 2045-08-20 3.715250 1000000.00 56649.54 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 1026000.00 4899.07 Agency Collateralized Mortgage Obligation FNSTR_383 2037-10-25 5.000000 1974000.00 21242.15 Agency Collateralized Mortgage Obligation FNSTR-389 2038-10-25 6.000000 2049000.00 12300.92 Agency Collateralized Mortgage Obligation GNMA_12-108 2042-03-16 4.268620 2118432.00 114696.41 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2751000.00 18823.63 Agency Collateralized Mortgage Obligation FNSTR_386 2038-01-25 7.000000 2783000.00 13886.80 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 6.500000 2803000.00 18018.41 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 7.500000 3499000.00 19871.96 Agency Collateralized Mortgage Obligation FNMA_18-83A 2048-11-25 4.000000 3591604.00 583495.96 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 1270.15 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 4386696.00 38005.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 7.000000 4528000.00 29246.02 Agency Collateralized Mortgage Obligation FNSTR_383 2037-06-25 6.000000 6790000.00 31771.17 Agency Collateralized Mortgage Obligation GNMA_13-132 2035-01-20 0.270000 7059128.00 15831.11 Agency Collateralized Mortgage Obligation FHLMC_4641D 2041-05-15 5.000000 7368480.00 961172.42 Agency Collateralized Mortgage Obligation FNMA_18-63B 2048-09-25 3.710120 9235552.00 1337216.40 Agency Collateralized Mortgage Obligation FHLMC_4219 2043-01-15 3.500000 9450112.00 625704.53 Agency Collateralized Mortgage Obligation FNSTR_07-385 2037-11-01 4.500000 10050768.00 81160.40 Agency Collateralized Mortgage Obligation FNMA_09-22 2037-02-25 0.000000 12564832.00 196423.10 Agency Collateralized Mortgage Obligation FNSTR_386 2038-07-25 6.000000 13331000.00 76932.85 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 3.761250 17142848.00 556312.02 Agency Collateralized Mortgage Obligation GNMA_17-120B 2047-08-20 4.500000 18557280.00 3018666.18 Agency Collateralized Mortgage Obligation GNMA_12-113 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(including strips) TINT 05/15/21 2021-05-15 0.000000 1.31 1.24 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.000000 1913802.78 1123555.34 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 19000000.00 19375055.38 U.S. Treasuries (including strips) 1 5/8 NOTE AC 19 2019-08-31 1.625000 20145000.00 20052937.35 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 443300.00 455670.96 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.000000 854060.80 481305.11 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.000000 2829660.16 2075335.01 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.000000 1493532.04 1130024.26 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.000000 2994949.12 2656079.61 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.000000 0.04 0.04 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.000000 0.14 0.13 U.S. Treasuries (including strips) 1 1/2 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2.000000 712200.00 704966.90 U.S. Treasuries (including strips) TRFR BA 04/30/20 2020-04-30 1.857500 18707800.00 18735096.92 U.S. Treasuries (including strips) 1 7/8 NOTE AU 20 2020-12-15 1.875000 19924000.00 19770651.43 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2019-03-01 2019-03-01 2019-03-01 N N N 0.0256 900000000.00 900000000.00 0.0095 N Y Y N Natixis SA Natixis SA 2.570 KX1WK48MPD4Y2NCUIZ63 BRTR734H5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 3.195000 1740.00 828.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-07-01 4.000000 3000.00 2984.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2030-02-12 3.370000 45000.00 44308.57 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 100.00 97.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 406900.00 408537.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 1864100.00 1886688.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 5503500.00 5554565.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 700.00 769.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-08-29 0.000000 1100.00 1086.35 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-15 0.000000 4796000.00 3555466.64 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 4.000000 17061023.00 9628447.83 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 139.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 124200.00 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B1V7KEBTPIMZEU4LTD58 2025-01-01 6.000000 1393.00 69.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2019-12-01 4.500000 2234.00 7.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-10-01 4.133000 2684.00 36.66 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 15670000.00 15478518.06 U.S. Treasuries (including strips) GNMA_18-154H 2045-01-20 4.000000 6521375.00 762911.40 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-01-20 4.000000 50450306.00 51918222.46 Agency Mortgage-Backed Securities FHLMC_4400S 2041-02-15 3.611250 74999900.00 3100505.67 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-09-20 4.500000 1238.00 71.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 4.639000 1806.00 35.79 Agency Mortgage-Backed Securities FNMA_12-39 2042-03-25 4.500000 2598000.00 113839.20 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 4637445.00 4211732.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 6471758.00 6715842.36 Agency Mortgage-Backed Securities FNMA_09-66 2039-09-25 3.610120 23849891.00 224277.08 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-20 3.715250 50000000.00 4307243.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 55942600.00 57001229.63 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-05-01 6.000000 2418.00 13.95 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 4.947000 3134.00 33.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 4.960000 3990.00 132.64 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 7945126.08 5957811.69 U.S. Treasuries (including strips) GNMA_18-66D 2041-02-20 3.515250 10651253.00 1433667.30 Agency Collateralized Mortgage 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B1V7KEBTPIMZEU4LTD58 2036-09-01 5.903000 3015.00 59.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-02-01 3.500000 6280073.00 6314242.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 4.000000 7825742.00 7362806.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 10066895.00 9871968.64 Agency Mortgage-Backed Securities GNMA_15-117D 2039-11-16 3.500000 53546982.00 3189349.09 Agency Collateralized Mortgage Obligation FNMA_12-56 2039-03-25 3.510120 85507432.00 1169759.51 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-57 2037-06-25 4.240120 186379283.00 1548273.54 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-15 6.500000 3394.00 221.86 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-11-20 4.125000 4656.00 595.86 Agency Mortgage-Backed Securities GNMA_17-66E 2047-03-20 3.500000 9912805.00 1063325.90 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 11430720.00 10829866.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 15985536.00 13723642.45 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.000000 130893924.13 76240475.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 0.12 0.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 100.00 100.20 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 4.533000 3813.00 143.42 Agency Mortgage-Backed Securities GNMA_08-27 2038-03-20 3.164750 6875.00 259.01 Agency Collateralized Mortgage Obligation FNMA_13-128A 2043-12-25 0.000000 706067.00 272645.28 Agency Collateralized Mortgage Obligation GNMA_17-60A 2038-10-20 4.015250 13083513.00 1202040.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-12-20 3.500000 18866872.00 16991006.77 Agency 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HSBC Securities USA, Inc. 2.580 CYYGQCGNHMHPSMRL3R97 BRTR73329 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2045-02-20 3.000000 1000.00 497.47 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 4.500000 1000.00 1027.32 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 4.500000 5010432.00 5098496.35 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 5000000.00 5000000.00 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 2.519 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2019-03-14 2020-12-14 2020-12-14 N N N 0.0255 446080388.96 446080388.96 0.0047 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 2.570 RUC0QBLBRPRCU4W1NE59 BRTR733N3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNHF RF 710075 H 2061-04-20 4.720000 798924.00 6283.66 Agency Mortgage-Backed Securities GNMI SF 687663 X 2038-06-15 6.050000 60018.00 10449.90 Agency Mortgage-Backed Securities GNII SF 543498 C 2030-10-20 6.100000 968970.00 15609.14 Agency Mortgage-Backed Securities GNII SF 532374 C 2030-05-20 6.100000 5504056.00 418873.57 Agency Mortgage-Backed Securities GNII SF 532157 C 2030-04-20 6.100000 4034055.00 128697.16 Agency Mortgage-Backed Securities GNII SF 584703 C 2032-03-20 6.100000 1190903.00 82219.46 Agency Mortgage-Backed Securities GNII SF 571582 C 2031-09-20 6.100000 272847.00 24572.13 Agency Mortgage-Backed Securities GNHF RF AI6929 H 2064-10-20 4.599000 3757742.00 3534495.87 Agency Mortgage-Backed Securities GNHF RF AF7344 H 2064-01-20 4.695000 3860916.00 3471803.78 Agency Mortgage-Backed Securities GNMI SF AD6385 X 2048-04-15 5.000000 8691.00 9093.51 Agency Mortgage-Backed Securities GNII SF BL4717 C 2049-02-20 5.000000 1315351.00 1402308.85 Agency Mortgage-Backed Securities GNII SF BL4046 C 2049-02-20 5.500000 1123640.00 1186398.66 Agency Mortgage-Backed Securities GNII SF BL3921 C 2049-02-20 4.500000 801723.00 836116.11 Agency Mortgage-Backed Securities GNHA ML BK8139 H 2068-11-20 4.169000 1389859.00 1460751.81 Agency Mortgage-Backed Securities GNII SF BK8961 C 2049-02-20 5.500000 1457307.00 1565764.16 Agency Mortgage-Backed Securities GNII SF BK6648 C 2049-02-20 5.000000 1685309.00 1810913.39 Agency Mortgage-Backed Securities GNII SF BJ9275 C 2048-12-20 5.500000 2372.00 2525.60 Agency Mortgage-Backed Securities GNHA AL BJ7953 H 2068-09-20 5.112000 2079497.00 2313758.24 Agency Mortgage-Backed Securities GNII SF BJ1332 C 2049-01-20 4.500000 1623746.00 1695410.03 Agency Mortgage-Backed Securities GNII SF BI9069 C 2048-09-20 4.500000 1192742.00 1238392.87 Agency Mortgage-Backed Securities GNHF RF BG6053 H 2068-04-20 4.634000 1444682.00 1584884.98 Agency Mortgage-Backed Securities GNMI SF BG5676 X 2048-07-15 4.500000 51910.00 54380.14 Agency Mortgage-Backed Securities GNPL PN BG4562 2053-11-15 3.750000 271968.00 276836.30 Agency Mortgage-Backed Securities GNII SF BE1668 C 2048-05-20 5.500000 1806537.00 1860561.80 Agency Mortgage-Backed Securities GNHF RF BE1020 H 2067-11-20 4.513000 3000000.00 3290379.28 Agency Mortgage-Backed Securities GNII SF BE1673 C 2048-06-20 5.500000 60761.00 64306.81 Agency Mortgage-Backed Securities GNII JM MA5703 M 2048-12-20 5.500000 386094.00 398935.98 Agency Mortgage-Backed Securities GNII SF MA5598 M 2048-09-20 5.500000 4046.00 4232.78 Agency Mortgage-Backed Securities GNII SF AA6262 C 2043-04-20 3.000000 1578362.00 952728.73 Agency Mortgage-Backed Securities GNMI SF 771361 X 2043-06-15 3.500000 123208.00 70771.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4563 2049-02-01 5.000000 1317790.00 1425656.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5487 2049-03-01 4.500000 2065424.00 2168401.91 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1395 2029-01-01 4.180000 2096000.00 2226295.74 Agency Mortgage-Backed Securities FNMS 05.000 CLAX2175 2044-11-01 5.000000 1597210.00 771687.27 Agency Mortgage-Backed Securities FNMS 04.000 CLAV4545 2044-02-01 4.000000 2334321.00 1261793.33 Agency Mortgage-Backed Securities FNMS 02.500 CIAR4626 2028-01-01 2.500000 2982390.00 1311076.07 Agency Mortgage-Backed Securities MNAR XX.XXX HY387937 2028-08-01 3.580000 115677.00 119480.81 Agency Mortgage-Backed Securities 1.50 FNSM A 06/20 2020-06-22 1.500000 5000.00 4944.16 Agency Debentures and Agency Strips 04.000 FGPC Q20344 G 2043-08-01 4.000000 1785676.00 924944.53 Agency Mortgage-Backed Securities 2.375 FHLB 20 G4931 2020-03-30 2.375000 190000.00 191513.52 Agency Debentures and Agency Strips 03.500 FGPC J25609 G 2028-09-01 3.500000 1935601.00 950111.90 Agency Mortgage-Backed Securities 02.500 FGPC G16623 G 2032-09-01 2.500000 36089759.00 33979011.29 Agency Mortgage-Backed Securities 03.500 FGPC G14042 G 2026-01-01 3.500000 7225000.00 965357.18 Agency Mortgage-Backed Securities 0 1/8 TRIN X 19 2019-04-15 0.125000 16300.00 17498.35 U.S. Treasuries (including strips) GNMI SF 636540 X 2028-06-15 5.500000 73364.00 5493.07 Agency Mortgage-Backed Securities GNMI SP 783580 X 2042-05-15 3.500000 1702836.00 1135273.62 Agency Mortgage-Backed Securities GNII SF 558106 C 2031-08-20 6.100000 1130011.00 53474.86 Agency Mortgage-Backed Securities GNII SF 734046 C 2040-11-20 4.000000 1575608.00 786812.07 Agency Mortgage-Backed Securities GNHA RM 892398 H 2060-01-20 3.787000 136952.00 77573.03 Agency Mortgage-Backed Securities GNHA ML AS4579 H 2066-02-20 4.291000 3687830.00 3259656.40 Agency Debentures and Agency Strips GNMI SF AP6502 X 2045-10-15 3.500000 2003444.00 1370114.40 Agency Mortgage-Backed Securities GNII SF AM4448 C 2045-05-20 3.000000 1307019.00 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1092741.00 1165949.18 Agency Mortgage-Backed Securities GNII SF BI6742 C 2049-02-20 5.500000 1278860.00 1375619.83 Agency Mortgage-Backed Securities GNHA ML BI4582 H 2068-07-20 4.503000 533861.00 565497.96 Agency Mortgage-Backed Securities GNII SF BF8776 C 2049-02-20 5.000000 3541802.00 3783576.03 Agency Mortgage-Backed Securities GNHA AL BE9464 H 2068-10-20 4.991000 951835.00 1068264.40 Agency Mortgage-Backed Securities GNHF RF BE0448 H 2068-02-20 4.384000 2022987.00 1892355.72 Agency Mortgage-Backed Securities GNHF RF BC0779 H 2067-07-20 4.604000 1940000.00 2149955.13 Agency Mortgage-Backed Securities GNMI SF BA1844 X 2048-08-15 4.500000 1826.00 1915.76 Agency Mortgage-Backed Securities GNII SF MA5332 M 2048-07-20 5.000000 1794488.00 1802925.87 Agency Mortgage-Backed Securities GNII SF MA2372 M 2044-11-20 4.000000 2020414.00 619866.44 Agency Mortgage-Backed Securities GNII SF MA1225 M 2043-08-20 4.000000 6464654.00 1648101.98 Agency Mortgage-Backed Securities GNHF RF 766548 H 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1881347.00 2037673.77 Agency Mortgage-Backed Securities GNII SF BJ5338 C 2049-02-20 5.500000 1112478.00 1187009.58 Agency Mortgage-Backed Securities GNHF RF BH4311 H 2068-07-20 4.664000 1077687.00 1172246.72 Agency Mortgage-Backed Securities GNHF RF BG6062 H 2068-05-20 4.143000 841173.00 896048.47 Agency Mortgage-Backed Securities GNMI SF BG5701 X 2048-10-15 5.000000 28979.00 30612.58 Agency Mortgage-Backed Securities GNHF RF BE5549 H 2068-06-20 4.115000 1638482.00 1737880.91 Agency Mortgage-Backed Securities GNHA AL BE5024 H 2067-12-20 5.018000 3208949.00 3484804.12 Agency Mortgage-Backed Securities GNMI SF BE1664 X 2048-04-15 4.500000 359601.00 374238.58 Agency Mortgage-Backed Securities GNII SF AO5547 C 2045-11-20 3.500000 633031.00 454113.50 Agency Mortgage-Backed Securities GNII JM MA5755 M 2049-01-20 5.000000 4786732.00 4939414.39 Agency Mortgage-Backed Securities GNII SF AA6329 C 2043-04-20 3.000000 1457452.00 760999.04 Agency Mortgage-Backed Securities GNII SF AA5761 C 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Agency Mortgage-Backed Securities GNHF RF AH1041 H 2065-03-20 4.644000 2688435.00 2697155.35 Agency Mortgage-Backed Securities GNII SF AG4151 C 2043-10-20 4.000000 1538531.00 969562.93 Agency Mortgage-Backed Securities GNII SF AE8263 C 2044-04-20 4.000000 3283109.00 2072560.12 Agency Mortgage-Backed Securities GNHA AL BL5159 H 2068-12-20 4.992000 141709.00 157605.87 Agency Debentures and Agency Strips GNII SF BL4721 C 2049-02-20 5.500000 1451884.00 1549152.97 Agency Mortgage-Backed Securities GNHA AL BL4122 H 2068-12-20 5.188000 4683905.00 5220479.02 Agency Mortgage-Backed Securities GNII SF BK9567 C 2049-02-20 5.000000 317231.00 336357.17 Agency Mortgage-Backed Securities GNII SF BK8962 C 2049-02-20 5.000000 1976277.00 2087211.36 Agency Mortgage-Backed Securities GNMI SF BK0746 X 2048-10-15 5.500000 1678135.00 1791760.33 Agency Mortgage-Backed Securities GNII SF BJ9631 C 2049-02-20 5.000000 7086658.00 7567416.88 Agency Mortgage-Backed Securities GNII SF BJ9899 C 2049-01-20 5.500000 2973624.00 3179663.42 Agency Mortgage-Backed Securities GNII SF BJ5361 C 2049-02-20 5.500000 5303978.00 5600226.39 Agency Mortgage-Backed Securities GNII SF BJ1333 C 2049-01-20 4.500000 1224719.00 1285214.00 Agency Mortgage-Backed Securities GNII SF BJ0272 C 2048-10-20 5.000000 1160733.00 1209067.02 Agency Mortgage-Backed Securities GNHF RF BG6057 H 2068-04-20 4.490000 93132.00 101196.11 Agency Mortgage-Backed Securities GNMI SF BG5692 X 2048-09-15 4.500000 163263.00 171615.18 Agency Mortgage-Backed Securities GNMI SF BE1640 X 2047-12-15 4.500000 476544.00 491646.94 Agency Mortgage-Backed Securities GNII SF BE1663 C 2048-04-20 5.500000 18029.00 19064.93 Agency Mortgage-Backed Securities GNHF RF AO0478 H 2065-07-20 4.514000 3975254.00 3622553.44 Agency Mortgage-Backed Securities GNII SF MA5709 M 2049-01-20 3.500000 485260.00 490539.33 Agency Mortgage-Backed Securities GNII SF MA5714 M 2049-01-20 6.000000 2424918.00 2580437.48 Agency Mortgage-Backed Securities GNII SF AA6136 C 2043-03-20 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Securities 03.500 FGPC Q25812 G 2044-04-01 3.500000 39698.00 19770.49 Agency Mortgage-Backed Securities 03.500 FGPC U91183 G 2043-04-01 3.500000 1559600.00 1000682.57 Agency Mortgage-Backed Securities 03.500 FGPC G08813 G 2048-05-01 3.500000 8219374.00 7906248.54 Agency Mortgage-Backed Securities 02.500 FGPC G14519 G 2027-07-01 2.500000 575000.00 173577.81 Agency Mortgage-Backed Securities GNMI SF 694230 X 2038-08-15 6.050000 10302.00 4664.15 Agency Mortgage-Backed Securities GNMI SF 687650 X 2038-05-15 6.050000 31074.00 4156.22 Agency Mortgage-Backed Securities GNMI SP 783465 X 2041-06-15 6.000000 2057329.00 295322.44 Agency Mortgage-Backed Securities GNII SF 532332 C 2030-06-20 6.100000 5834035.00 389651.15 Agency Mortgage-Backed Securities GNMI SF 738524 X 2041-07-15 4.000000 3066301.00 456637.08 Agency Mortgage-Backed Securities GNII SF 571506 C 2031-08-20 6.100000 931495.00 66052.65 Agency Mortgage-Backed Securities GNHF RF AY4783 H 2067-04-20 4.634000 2413188.00 2705315.16 Agency Mortgage-Backed Securities GNHF RF AR6646 H 2066-12-20 4.514000 6419941.00 6946324.05 Agency Mortgage-Backed Securities GNII SF AE8526 C 2044-06-20 4.000000 1511550.00 1014145.93 Agency Mortgage-Backed Securities GNMI SF AD6384 X 2048-04-15 4.500000 11197.00 10870.90 Agency Mortgage-Backed Securities GNII SF BL8873 C 2049-02-20 4.500000 4479078.00 4680045.27 Agency Mortgage-Backed Securities GNII SF BL4045 C 2049-02-20 5.500000 1793480.00 1913635.99 Agency Mortgage-Backed Securities GNII SF BL2970 C 2049-01-20 5.000000 1181577.00 1255325.00 Agency Mortgage-Backed Securities GNII SF BK7342 C 2049-02-20 5.000000 1160791.00 1240030.08 Agency Mortgage-Backed Securities GNII SF BK6129 C 2049-01-20 4.000000 806177.00 825036.75 Agency Mortgage-Backed Securities GNII SF BJ9064 C 2049-01-20 4.500000 1804889.00 1883626.58 Agency Mortgage-Backed Securities GNII SF BJ7253 C 2049-01-20 5.500000 1087912.00 1167715.13 Agency Mortgage-Backed Securities GNII SF BJ6555 C 2048-11-20 5.000000 4577.00 4783.44 Agency Mortgage-Backed Securities GNHF RF BJ1152 H 2068-08-20 3.988000 4417.00 4615.21 Agency Mortgage-Backed Securities GNII SF BI6753 C 2049-01-20 5.500000 1093431.00 1154503.50 Agency Mortgage-Backed Securities GNII SF BI6778 C 2049-02-20 5.500000 1994787.00 2143245.03 Agency Mortgage-Backed Securities GNMI SF BG5669 X 2048-06-15 5.000000 99959.00 104341.00 Agency Mortgage-Backed Securities GNHA AL BG2111 H 2068-09-20 5.188000 6518680.00 7440610.95 Agency Mortgage-Backed Securities GNHA RM BE0933 H 2067-10-20 3.791000 408702.00 320221.61 Agency Mortgage-Backed Securities GNHA AL BE0735 H 2067-12-20 5.458000 3239000.00 3586566.45 Agency Mortgage-Backed Securities GNII JM MA5702 M 2049-01-20 5.000000 2176470.00 2243385.32 Agency Mortgage-Backed Securities GNII SF MA5470 M 2039-02-20 6.000000 127199.00 123034.94 Agency Mortgage-Backed Securities GNII SF MA3912 M 2031-09-20 2.500000 11701.00 7913.05 Agency Mortgage-Backed Securities GNHF RF 771832 H 2065-04-20 4.589000 5135291.00 5253966.15 Agency Mortgage-Backed Securities GNMI SF 766753 X 2042-05-15 3.500000 1010852.00 376435.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3496 2040-04-01 4.057000 1231.00 73.69 Agency Debentures and Agency Strips FNMS 02.500 CJBM3684 2033-03-01 2.500000 822818.00 731051.95 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1369 2029-01-01 4.290000 1195000.00 1279710.56 Agency Mortgage-Backed Securities FNMS 04.000 CLAU6721 2043-10-01 4.000000 1440176.00 684523.30 Agency Mortgage-Backed Securities FNMS 03.000 CIAP9895 2027-10-01 3.000000 2100000.00 785208.42 Agency Mortgage-Backed Securities FNAR XX.XXX XXAL8579 2022-10-01 2.301000 255000.00 127694.07 Agency Mortgage-Backed Securities 2.375 FNSM A 01/23 2023-01-19 2.375000 500000.00 497494.96 Agency Debentures and Agency Strips FCFR 01LI X 21/09 2021-09-17 2.158940 15000.00 15011.46 Agency Debentures and Agency Strips 3.00 FHLB 20 RJ 2020-03-18 3.000000 10000.00 10176.66 Agency Debentures and Agency Strips 03.000 FGPC G31057 G 2038-02-01 3.000000 144352.00 130673.52 Agency Mortgage-Backed Securities 2.125 FHLB 20 G4929 2020-02-11 2.125000 100000.00 99718.45 Agency Debentures and Agency Strips 04.500 FGPC A91538 G 2040-03-01 4.500000 70000.00 7623.57 Agency Mortgage-Backed Securities 2 3/8 NOTE T 20 2020-12-31 2.375000 21479700.00 21495312.66 U.S. Treasuries (including strips) GNII SF 755111 C 2040-11-20 4.000000 1020705.00 233619.04 Agency Mortgage-Backed Securities GNII SF 557937 C 2031-06-20 6.100000 1176970.00 99509.50 Agency Mortgage-Backed Securities GNII SF 547468 C 2031-04-20 6.100000 1573376.00 85487.58 Agency Mortgage-Backed Securities GNMI SF 732087 X 2040-05-15 4.500000 3500000.00 392251.03 Agency Mortgage-Backed Securities GNII SF 005233 M 2041-11-20 4.000000 61230.00 13177.18 Agency Mortgage-Backed Securities GNII FS 004436 M 2039-05-20 4.500000 5000000.00 1000475.63 Agency Mortgage-Backed Securities GNII SF AM9881 C 2045-06-20 3.000000 1080264.00 683767.60 Agency Mortgage-Backed Securities GNHF RF AK8708 H 2064-11-20 4.550000 4815793.00 4964011.22 Agency Mortgage-Backed Securities GNII SF BL6014 C 2049-01-20 6.000000 1137773.00 1223091.18 Agency Mortgage-Backed Securities GNII SF BL5855 C 2049-02-20 5.000000 1000.00 1063.88 Agency Mortgage-Backed Securities GNII SF BL1302 C 2049-02-20 4.500000 1622647.00 1695448.68 Agency Mortgage-Backed Securities GNII SF BL0977 C 2049-02-20 5.500000 3163973.00 3399439.03 Agency Mortgage-Backed Securities GNII SF BL0848 C 2049-01-20 5.500000 1099330.00 1159595.81 Agency Mortgage-Backed Securities GNII SF BK5708 C 2049-02-20 5.000000 329513.00 350563.28 Agency Mortgage-Backed Securities GNII SF BK4541 C 2049-01-20 4.500000 573727.00 598705.71 Agency Mortgage-Backed Securities GNII SF BK2865 C 2048-12-20 4.500000 5842030.00 6107075.47 Agency Mortgage-Backed Securities GNHA ML BJ5489 H 2068-11-20 4.564000 2376235.00 2618586.52 Agency Mortgage-Backed Securities GNII SF BJ5369 C 2049-02-20 5.500000 3794369.00 4076768.71 Agency Mortgage-Backed Securities GNII SF BI6618 C 2049-01-20 5.500000 1140012.00 1223391.40 Agency Mortgage-Backed Securities GNHA ML BI2832 H 2069-01-20 4.902000 1590305.00 1731809.54 Agency Mortgage-Backed Securities GNPL PN BH1088 2053-09-15 3.880000 350000.00 359060.08 Agency Mortgage-Backed Securities GNII SF BF8775 C 2049-02-20 5.000000 2239133.00 2387164.32 Agency Mortgage-Backed Securities GNHF RF BE9452 H 2068-05-20 4.567000 1399468.00 1525225.50 Agency Mortgage-Backed Securities GNHF RF BE5548 H 2068-07-20 4.209000 1497509.00 1577531.76 Agency Mortgage-Backed Securities GNHF RF BE0413 H 2068-01-20 4.309000 1438758.00 1557477.53 Agency Mortgage-Backed Securities GNAR AS BB7379 C 2047-08-20 2.500000 563517.00 280325.03 Agency Debentures and Agency Strips GNMI SF AO9094 X 2045-11-15 4.000000 473100.00 183800.46 Agency Mortgage-Backed Securities GNII SF MA2074 M 2044-07-20 4.000000 2217371.00 639063.29 Agency Mortgage-Backed Securities GNII SF MA1761 M 2044-03-20 4.000000 28181.00 7389.35 Agency Mortgage-Backed Securities FNMS 05.000 CKMA3457 2048-07-01 5.000000 1000.00 970.94 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3596 2049-02-01 4.000000 1000.00 1013.37 Agency Mortgage-Backed Securities FNAR XX.XXX YL888829 2037-06-01 5.900000 724000.00 382495.73 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0951 2025-12-01 4.170000 1388625.00 1483971.53 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL0197 2025-10-01 3.460000 1043.00 1074.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBD7074 2047-03-01 3.000000 67302.00 58319.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAH7007 2041-03-01 4.000000 65000.00 14861.12 Agency Mortgage-Backed Securities FNMS 06.100 CL572360 2031-02-01 6.100000 475695.00 58566.80 Agency Mortgage-Backed Securities 05.500 FGPC Q61862 G 2049-03-01 5.500000 83435.00 89448.99 Agency Mortgage-Backed Securities 05.000 FGPC Q61760 G 2049-03-01 5.000000 2090191.00 2225277.95 Agency Mortgage-Backed Securities 03.500 FGPC G18720 G 2034-01-01 3.500000 37939185.00 37904858.22 Agency Mortgage-Backed Securities 04.000 FGPC G08866 G 2049-02-01 4.000000 1501835.00 1538385.16 Agency Mortgage-Backed Securities 03.500 FGPC G08830 G 2048-08-01 3.500000 3139356.00 3074948.13 Agency Mortgage-Backed Securities 2 1/2 NOTE H 26 2026-02-28 2.500000 30565300.00 30319341.03 U.S. Treasuries (including strips) BILL 05/02/19 2019-05-02 0.000000 30252000.00 30127240.75 U.S. Treasuries (including strips) GNII SF 557826 C 2031-05-20 6.100000 573401.00 126991.31 Agency Mortgage-Backed Securities GNII SF 547260 C 2031-03-20 6.100000 832427.00 100633.75 Agency Mortgage-Backed Securities GNII SF 004945 M 2041-02-20 4.000000 38844.00 8638.68 Agency Mortgage-Backed Securities GNII SF 590719 C 2032-06-20 6.100000 229426.00 46655.70 Agency Mortgage-Backed Securities GNII SF AM9860 C 2045-05-20 3.500000 1890580.00 1579250.41 Agency Mortgage-Backed Securities GNHF RF AK0216 H 2064-11-20 4.597000 3820647.00 3386009.99 Agency 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5281945.40 Agency Mortgage-Backed Securities GNII SF BJ5339 C 2049-02-20 5.500000 1309574.00 1382717.64 Agency Mortgage-Backed Securities GNHA RM BI5439 H 2068-06-20 3.836000 13355.00 11983.68 Agency Mortgage-Backed Securities GNMI SF BI1292 X 2048-11-15 4.500000 90293.00 95215.87 Agency Mortgage-Backed Securities GNMI SF BG6146 X 2048-05-15 4.500000 945686.00 989773.43 Agency Mortgage-Backed Securities GNHA ML BE5603 H 2068-11-20 4.402000 661155.00 706053.63 Agency Mortgage-Backed Securities GNHF RF BE5468 H 2067-12-20 4.604000 6145410.00 6738889.72 Agency Mortgage-Backed Securities GNHF RF BB0137 H 2067-10-20 4.641000 1213082.00 1304813.68 Agency Mortgage-Backed Securities GNII SF AO8403 C 2045-10-20 3.500000 1836653.00 1388935.34 Agency Mortgage-Backed Securities GNII SF MA5765 M 2049-01-20 5.000000 109402.00 114507.79 Agency Mortgage-Backed Securities GNII SF MA1920 M 2044-05-20 4.000000 33031.00 8974.16 Agency Mortgage-Backed Securities GNII SF MA0023 M 2042-04-20 4.000000 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Standard & Poor's A-1+ 2019-04-16 2019-04-16 2019-04-16 N N N 0.0239 144271669.94 144271669.94 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 200784390.63 200784390.63 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.453 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-04-30 2020-04-30 N N N 0.0249 116495710.14 116495710.14 0.0012 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.465 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-10-31 2020-10-31 N N N 0.0252 1398777772.00 1398777772.00 0.0148 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.535 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2021-01-31 2021-01-31 N N N 0.0258 1508175030.20 1508175030.20 0.0160 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828C65 254900HROIFWPRGM1V77 US912828C657 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-31 2019-03-31 2019-03-31 N N N 0.0239 48172827.02 48172827.02 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-04-30 2019-04-30 2019-04-30 N N N 0.0244 71575813.27 71575813.27 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.125 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-05-15 2019-05-15 2019-05-15 N N N 0.0247 74463487.52 74463487.52 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.750 912828S43 254900HROIFWPRGM1V77 US912828S430 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-07-15 2019-07-15 2019-07-15 N N N 0.0244 42385074.04 42385074.04 0.0004 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.875 912828TH3 254900HROIFWPRGM1V77 US912828TH30 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0245 81831196.50 81831196.50 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.000 912828TR1 254900HROIFWPRGM1V77 US912828TR12 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-09-30 2019-09-30 2019-09-30 N N N 0.0254 98250995.46 98250995.46 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828WS5 254900HROIFWPRGM1V77 US912828WS57 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-06-30 2019-06-30 2019-06-30 N N N 0.0250 138672538.71 138672538.71 0.0015 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.463 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2019-03-01 2020-07-31 2020-07-31 N N N 0.0250 1388812098.17 1388812098.17 0.0147 N Y Y N BlackRock Liquidity Funds 2019-03-05 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer