Form N-MFP1 EDWARD JONES MONEY MARKE For: Jul 29

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August 5, 2016 11:39 AM EDT
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    N-MFP1
    
      
        
          0000314650
          XXXXXXXX
        
      
      
    
  
  
    
      2016-07-29
      0000314650
      
      S000009066
      2
      N
      N
    
    
      002-66437
      
        PASSPORT RESEARCH LTD
        801-16217
      
      
        ERNST & YOUNG
        BOSTON
        MA
      
      
        FEDERATED ADMINISTRATIVE SERVICES
      
      
        EDWARD JONES
        0000810417
        084-01496
      
      N
      N
      N
      Exempt Government
      N
      42
      103
      
        7035812850.52
        6775927855.39
        6165984364.03
        6920588229.39
        7301683445.11
      
      
        8816015791.63
        8986523265.68
        9011611142.34
        9694257593.30
        10005556720.53
      
      
        .4823
        .4471
        .4032
        .4270
        .4452
      
      
        .6043
        .5929
        .5893
        .5982
        .6101
      
      154129.72
      16390953222.23
      16388622945.74
      8566904.31
      124055942.56
      16275618313.70
      16275563352.18
      1.0000
      .0043
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
    
    
      C000024632
      1.00
      12738359872.86
      12738316856.39
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        847655927.55
        852983943.54
      
      
        1043014391.58
        718625502.99
      
      
        1049813064.86
        769953913.88
      
      
        1335852557.25
        792577930.88
      
      
        1317727945.97
        978132338.11
      
      
        4971739063.61
        3443205838.02
      
      .0001
      Y
      Adviser:
Adv Fees - Min Yld 670,518
Other Fees - Min Yld 44,244
Federated Aff:
Admin Fees - Vol 20,259
TA Fees - Min Yld 427,976
Jones Aff:
Serv Fees - Min Yld 2,532,380
TA Fees - Min Yld 96,614
    
    
      C000024633
      1.00
      3537258440.84
      3537246495.79
      
        1.0000
        1.0000
        1.0000
        1.0000
        1.0000
      
      
        746118852.31
        720423425.77
      
      
        573214522.75
        568614909.64
      
      
        742533872.48
        697013940.82
      
      
        923373309.63
        818644892.35
      
      
        1002791641.82
        955645328.95
      
      
        3395896031.76
        3212823298.66
      
      .0001
      Y
      Adviser:
Adv Fees - Min Yld 191,920
Other Fees - Min Yld 46,449
Federated Aff:
Admin Fees - Vol 5,811
TA Fees - Min Yld 155,909
Jones Aff:
Serv Fees - Min Yld 726,372
TA Fees - Min Yld 231,354
    
    
      Barclays Capital, Inc.
      Barclays Capital, Inc., REPO,  0.330%, 8/1/2016
      068992007
      AC28XWWI3WIBK2824319
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 2 5/8 NOTE G 18
          
          
            2018-01-31
          
          2.625
          368.42
          383.74
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 1/2 BOND 26
          
          
            2026-11-15
          
          6.5
          73610.53
          109631.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 1/8 BOND 21/08
          
          
            2021-08-15
          
          8.125
          211768.42
          292495.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 5/8 NOTE F 20
          
          
            2020-11-15
          
          2.625
          1517857.89
          1626536.31
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE B 20
          
          
            2020-02-15
          
          3.625
          36.84
          40.94
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 NOTE R 19
          
          
            2019-10-31
          
          1.25
          375752.63
          381422.01
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE T 18
          
          
            2018-12-31
          
          1.375
          629336.84
          639163.66
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 NOTE E 18
          
          
            2018-08-15
          
          4
          4828121.05
          5243073.28
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 NOTE L 18
          
          
            2018-05-31
          
          2.375
          36842105.26
          38099951.91
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 7/8 NOTE J 18
          
          
            2018-03-31
          
          2.875
          331.58
          346.56
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE Q 17
          
          
            2017-09-30
          
          1.875
          3131.58
          3195.85
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE AC 17
          
          
            2017-08-31
          
          .625
          18460621.05
          18505084.16
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE P 17
          
          
            2017-08-31
          
          1.875
          18608578.95
          18998886.71
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 3/4 BOND 17
          
          
            2017-05-15
          
          8.75
          36.84
          39.85
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/4 NOTE J 17
          
          
            2017-03-31
          
          3.25
          93247.37
          95945.64
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AF 16
          
          
            2016-12-31
          
          .875
          368.42
          369.36
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE R 16
          
          
            2016-11-30
          
          2.75
          62631.58
          63408.34
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 NOTE P 16
          
          
            2016-09-30
          
          3
          36.84
          37.37
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 45
          
          
            2045-05-15
          
          3
          221.05
          258.84
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AH 18
          
          
            2018-01-15
          
          .875
          36.84
          36.95
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE Z 21
          
          
            2021-05-31
          
          1.375
          139506196.79
          141744787.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE AH 19
          
          
            2019-01-15
          
          1.125
          1069489.47
          1078973.70
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 08/18/16
          
          
            2016-08-18
          
          0
          736.84
          736.77
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE K 23
          
          
            2023-04-30
          
          1.625
          89609947.37
          91657013.56
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE AB 18
          
          
            2018-07-31
          
          1.375
          418857.89
          427138.07
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE S 21
          
          
            2021-11-30
          
          1.875
          16643052.63
          17312278.78
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE AF 19
          
          
            2019-11-30
          
          1.5
          48878421.05
          49964892.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 NOTE C 24
          
          
            2024-05-15
          
          2.5
          94075578.95
          102227708.47
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE AB 20
          
          
            2020-07-31
          
          1.625
          60852105.26
          62843412.17
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE AA 20
          
          
            2020-06-30
          
          1.625
          59898300.00
          61449101.17
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE T 21
          
          
            2021-12-31
          
          2.125
          814173.68
          856433.04
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE BK 16
          
          
            2016-12-31
          
          .625
          223742.11
          224062.17
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AT 17
          
          
            2017-11-15
          
          .875
          2729373.68
          2741490.16
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 NOTE BE 16
          
          
            2016-08-31
          
          .5
          32685947.37
          32758105.86
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AQ 17
          
          
            2017-08-15
          
          .875
          36.84
          37.08
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE AR 16
          
          
            2016-10-15
          
          .625
          4210942.11
          4221124.30
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE W 18
          
          
            2018-03-31
          
          .75
          35331.58
          35436.48
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE J 20
          
          
            2020-03-31
          
          1.125
          7026747.37
          7100447.58
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE B 23
          
          
            2023-02-15
          
          2
          1750957.89
          1843646.49
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE Y 17
          
          
            2017-04-30
          
          .875
          39678947.37
          39856865.61
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE U 17
          
          
            2017-01-31
          
          .875
          16542.11
          16649.88
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 08/11/16
          
          
            2016-08-11
          
          0
          188005.26
          187995.86
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AV 18
          
          
            2018-01-31
          
          .75
          120473.68
          121009.64
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 10/13/16
          
          
            2016-10-13
          
          0
          110.53
          110.47
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE AD 20
          
          
            2020-09-30
          
          1.375
          3311847.37
          3374766.50
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 NOTE AZ 17
          
          
            2017-04-30
          
          .5
          26821.05
          26843.39
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 NOTE E 23
          
          
            2023-08-15
          
          2.5
          6863573.68
          7482931.71
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AM 18
          
          
            2018-05-15
          
          1
          72210.53
          72710.08
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 42
          
          
            2042-05-15
          
          3
          282763.16
          332650.25
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0033
      700000000.00
      700000000.00
      .0430
      N
      Y
      Y
      N
    
    
      RBC Capital Markets, LLC
      RBC Capital Markets, LLC, REPO,  0.390%, 10/20/2016
      15499K002
      549300LCO2FLSSVFFR64
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.500 CLBC0890
          
          
            2046-05-01
          
          3.5
          120563423.24
          127491506.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6456
          
          
            2046-04-01
          
          3.5
          21093.80
          22305.99
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-10-20
      Y
      
        RBC Capital Markets, LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0040
      124955993.75
      124955993.75
      .0077
      N
      N
      Y
      N
    
    
      RBC Capital Markets, LLC
      RBC Capital Markets, LLC, REPO,  0.380%, 9/12/2016
      15499K002
      549300LCO2FLSSVFFR64
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 04.000 CLAS1648
          
          
            2044-02-01
          
          4
          5993447.28
          6432396.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL8381
          
          
            2029-07-01
          
          4
          37407705.81
          39915821.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5553
          
          
            2046-03-01
          
          3.5
          4434370.84
          4689192.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAL8382
          
          
            2025-05-01
          
          5.5
          55062436.10
          59221509.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS1887
          
          
            2044-03-01
          
          4
          5199386.15
          5579669.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC2730
          
          
            2046-04-01
          
          3.5
          8190616.27
          8661300.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2555
          
          
            2044-06-01
          
          4
          1255167.44
          1346788.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0825
          
          
            2046-04-01
          
          3.5
          322371.72
          340850.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1Q0956 G
          
          
            2040-03-01
          
          3.805
          68387.51
          71018.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7044
          
          
            2046-04-01
          
          3.5
          43811434.28
          46325913.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2120
          
          
            2044-04-01
          
          4
          2727290.99
          2926391.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2949
          
          
            2044-07-01
          
          4
          6768991.40
          7264753.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6985
          
          
            2046-04-01
          
          3.5
          7601.65
          8038.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI889390
          
          
            2023-03-01
          
          6
          35953.02
          39326.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2356
          
          
            2044-05-01
          
          4
          7288813.91
          7820861.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1H1427 G
          
          
            2038-05-01
          
          4.575
          39483.32
          42064.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2990
          
          
            2044-08-01
          
          4
          4899653.90
          5259117.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6456
          
          
            2046-04-01
          
          3.5
          47453.89
          50180.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2758
          
          
            2044-06-01
          
          4
          7291418.06
          7824931.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI890046
          
          
            2021-12-01
          
          6
          81445.93
          88653.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRA CL050FB R15F050
          
          
            2045-07-25
          
          .806
          140025.30
          138884.92
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-09-12
      Y
      
        RBC Capital Markets, LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0039
      199961114.00
      199961114.00
      .0123
      N
      N
      Y
      N
    
    
      RBC Capital Markets, LLC
      RBC Capital Markets, LLC, REPO,  0.350%, 8/1/2016
      15499K002
      549300LCO2FLSSVFFR64
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.500 CLAS6985
          
          
            2046-04-01
          
          3.5
          115110417.12
          121723881.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI889390
          
          
            2023-03-01
          
          6
          403056.14
          440871.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1171
          
          
            2046-06-01
          
          3.5
          310286560.14
          328116315.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3133
          
          
            2046-03-01
          
          4
          2310136.09
          2480933.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA7687
          
          
            2046-04-01
          
          4
          2130709.06
          2288236.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0825
          
          
            2046-04-01
          
          3.5
          1728747.91
          1827843.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6456
          
          
            2046-04-01
          
          3.5
          79089.82
          83634.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7044
          
          
            2046-04-01
          
          3.5
          48140701.64
          50903651.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI890046
          
          
            2021-12-01
          
          6
          829743.25
          903172.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA3151
          
          
            2046-04-01
          
          3.5
          264519.60
          279720.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRA CL050FB R15F050
          
          
            2045-07-25
          
          .806
          987421.10
          979379.43
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0035
      500000000.00
      500000000.00
      .0307
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.625%, 11/23/2016
      3130A3J70
      
      US3130A3J704
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-23
      2016-11-23
      2016-11-23
      N
      N
      N
      .0045
      44023892.00
      44023892.00
      .0027
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.432%, 1/17/2017
      3130A5X79
      
      US3130A5X791
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2017-01-17
      2017-01-17
      N
      N
      N
      .0045
      55995912.00
      55995912.00
      .0034
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.420%, 2/3/2017
      3130A65S2
      
      US3130A65S23
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2017-02-03
      2017-02-03
      N
      N
      N
      .0043
      81493317.00
      81493317.00
      .0050
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.497%, 2/7/2017
      3130A67B7
      
      US3130A67B79
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-07
      2017-02-07
      2017-02-07
      N
      N
      N
      .0037
      68043792.00
      68043792.00
      .0042
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.491%, 2/14/2017
      3130A6BE6
      
      US3130A6BE61
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-14
      2017-02-14
      2017-02-14
      N
      N
      N
      .0037
      59037229.00
      59037229.00
      .0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.480%, 8/21/2017
      3130A6DA2
      
      US3130A6DA22
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-21
      2017-08-21
      2017-08-21
      N
      N
      N
      .0056
      66939901.00
      66939901.00
      .0041
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.488%, 8/25/2017
      3130A6DC8
      
      US3130A6DC87
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-25
      2017-08-25
      2017-08-25
      N
      N
      N
      .0057
      33971066.00
      33971066.00
      .0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.542%, 8/25/2017
      3130A6ER4
      
      US3130A6ER48
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2017-08-25
      2017-08-25
      N
      N
      N
      .0050
      65029380.00
      65029380.00
      .0040
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.616%, 1/6/2017
      3130A6YJ0
      
      US3130A6YJ02
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-06
      2017-01-06
      2017-01-06
      N
      N
      N
      .0038
      75076350.00
      75076350.00
      .0046
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.530%, 8/1/2016
      3130A75D3
      
      US3130A75D36
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0036
      100000000.00
      100000000.00
      .0061
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.520%, 8/4/2016
      3130A76V2
      
      US3130A76V25
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      N
      N
      N
      .0030
      98001862.00
      98001862.00
      .0060
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.607%, 8/1/2017
      3130A76W0
      
      US3130A76W08
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2017-08-01
      2017-08-01
      N
      N
      N
      .0049
      37042587.00
      37042587.00
      .0023
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.605%, 8/10/2017
      3130A7B61
      
      US3130A7B611
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-10
      2017-08-10
      2017-08-10
      N
      N
      N
      .0049
      100119500.00
      100119500.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.624%, 8/21/2017
      3130A7BZ7
      
      US3130A7BZ73
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-21
      2017-08-21
      2017-08-21
      N
      N
      N
      .0051
      35040145.00
      35040145.00
      .0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.460%, 8/16/2016
      3130A7C60
      
      US3130A7C601
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      .0034
      200010400.00
      200010400.00
      .0123
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.626%, 2/16/2018
      3130A7CE3
      
      US3130A7CE36
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2018-02-16
      2018-02-16
      N
      N
      N
      .0058
      50030600.00
      50030600.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.520%, 9/9/2016
      3130A7GW9
      
      US3130A7GW97
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      .0038
      50007700.00
      50007700.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.520%, 9/9/2016
      3130A7GY5
      
      US3130A7GY53
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-09
      2016-09-09
      2016-09-09
      N
      N
      N
      .0037
      100016600.00
      100016600.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.850%, 4/17/2017
      3130A7L94
      
      US3130A7L941
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-17
      2017-04-17
      2017-04-17
      N
      N
      N
      .0048
      50039400.00
      50039400.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.780%, 4/25/2017
      3130A7NJ0
      
      US3130A7NJ04
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-25
      2017-04-25
      2017-04-25
      N
      N
      N
      .0048
      59041654.00
      59041654.00
      .0036
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.500%, 9/30/2016
      3130A7NT8
      
      US3130A7NT85
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-30
      2016-09-30
      2016-09-30
      N
      N
      N
      .0037
      35007525.00
      35007525.00
      .0022
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.579%, 4/6/2017
      3130A7NV3
      
      US3130A7NV32
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-06
      2017-04-06
      2017-04-06
      N
      N
      N
      .0045
      100084600.00
      100084600.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.577%, 4/7/2017
      3130A7P74
      
      US3130A7P744
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-07
      2017-04-07
      2017-04-07
      N
      N
      N
      .0046
      100082500.00
      100082500.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.550%, 2/3/2017
      3130A7W92
      
      US3130A7W922
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-03
      2017-02-03
      2017-02-03
      N
      N
      N
      .0056
      128994066.00
      128994066.00
      .0079
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.750%, 5/25/2017
      3130A7WA9
      
      US3130A7WA93
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-05-25
      2017-05-25
      2017-05-25
      N
      N
      N
      .0062
      60025200.00
      60025200.00
      .0037
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.537%, 11/9/2017
      3130A7ZK4
      
      US3130A7ZK49
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2017-11-09
      2017-11-09
      N
      N
      N
      .0052
      50009300.00
      50009300.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.596%, 12/7/2017
      3130A8EL3
      
      US3130A8EL34
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-07
      2017-12-07
      2017-12-07
      N
      N
      N
      .0057
      15005160.00
      15005160.00
      .0009
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.591%, 12/12/2017
      3130A8EU3
      
      US3130A8EU33
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-12
      2017-12-12
      2017-12-12
      N
      N
      N
      .0057
      50015050.00
      50015050.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.617%, 12/5/2017
      3130A8EV1
      
      US3130A8EV16
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-05
      2017-12-05
      2017-12-05
      N
      N
      N
      .0059
      100036200.00
      100036200.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.601%, 12/15/2017
      3130A8K36
      
      US3130A8K362
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-15
      2017-12-15
      2017-12-15
      N
      N
      N
      .0057
      56523278.00
      56523278.00
      .0035
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.589%, 12/21/2017
      3130A8K44
      
      US3130A8K446
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2017-12-21
      2017-12-21
      N
      N
      N
      .0056
      56520340.00
      56520340.00
      .0035
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.624%, 1/4/2018
      3130A8ML4
      
      US3130A8ML42
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-04
      2018-01-04
      2018-01-04
      N
      N
      N
      .0058
      65038285.00
      65038285.00
      .0040
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.440%, 1/11/2017
      3130A8PH0
      
      US3130A8PH03
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-11
      2017-01-11
      2017-01-11
      N
      N
      N
      .0054
      49977100.00
      49977100.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.460%, 1/20/2017
      3130A8S95
      
      US3130A8S951
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-20
      2017-01-20
      2017-01-20
      N
      N
      N
      .0053
      49984500.00
      49984500.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.470%, 1/27/2017
      3130A8T60
      
      US3130A8T603
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-27
      2017-01-27
      2017-01-27
      N
      N
      N
      .0056
      14993190.00
      14993190.00
      .0009
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.470%, 1/25/2017
      3130A8T78
      
      US3130A8T785
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-25
      2017-01-25
      2017-01-25
      N
      N
      N
      .0058
      49973150.00
      49973150.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.570%, 4/21/2017
      3130A8TG8
      
      US3130A8TG83
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-21
      2017-04-21
      2017-04-21
      N
      N
      N
      .0058
      59995980.00
      59995980.00
      .0037
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.470%, 1/27/2017
      3130A8TP8
      
      US3130A8TP82
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-27
      2017-01-27
      2017-01-27
      N
      N
      N
      .0048
      49997750.00
      49997750.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.470%, 1/25/2017
      3130A8TQ6
      
      US3130A8TQ65
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-25
      2017-01-25
      2017-01-25
      N
      N
      N
      .0050
      99986600.00
      99986600.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.470%, 1/27/2017
      3130A8U35
      
      US3130A8U353
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-27
      2017-01-27
      2017-01-27
      N
      N
      N
      .0048
      49997750.00
      49997750.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.490%, 2/1/2017
      3130A8X81
      
      US3130A8X811
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-01
      2017-02-01
      2017-02-01
      N
      N
      N
      .0049
      56999031.00
      56999031.00
      .0035
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.590%, 9/21/2016
      313312G79
      
      US313312G799
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2016-09-21
      2016-09-21
      N
      N
      N
      .0024
      24991100.00
      24991100.00
      .0015
      N
      N
      Y
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.650%, 10/17/2016
      313312K90
      
      US313312K908
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-17
      2016-10-17
      2016-10-17
      N
      N
      N
      .0034
      24981275.00
      24981275.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.500%, 11/23/2016
      313312Q60
      
      US313312Q608
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-23
      2016-11-23
      2016-11-23
      N
      N
      N
      .0034
      22974792.00
      22974792.00
      .0014
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.530%, 12/29/2016
      313312V23
      
      US313312V236
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-29
      2016-12-29
      2016-12-29
      N
      N
      N
      .0040
      24958325.00
      24958325.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.510%, 1/5/2017
      313313AE8
      
      US313313AE86
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-05
      2017-01-05
      2017-01-05
      N
      N
      N
      .0041
      24955625.00
      24955625.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.620%, 1/19/2017
      313313AU2
      
      US313313AU29
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-19
      2017-01-19
      2017-01-19
      N
      N
      N
      .0041
      24951675.00
      24951675.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.510%, 2/2/2017
      313313BJ6
      
      US313313BJ64
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-02
      2017-02-02
      2017-02-02
      N
      N
      N
      .0042
      19956740.00
      19956740.00
      .0012
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.630%, 2/8/2017
      313313BQ0
      
      US313313BQ08
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-08
      2017-02-08
      2017-02-08
      N
      N
      N
      .0044
      49883300.00
      49883300.00
      .0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.550%, 2/9/2017
      313313BR8
      
      US313313BR80
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-09
      2017-02-09
      2017-02-09
      N
      N
      N
      .0042
      74831625.00
      74831625.00
      .0046
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.560%, 2/14/2017
      313313BW7
      
      US313313BW75
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-14
      2017-02-14
      2017-02-14
      N
      N
      N
      .0042
      29930880.00
      29930880.00
      .0018
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.540%, 2/22/2017
      313313CE6
      
      US313313CE68
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-22
      2017-02-22
      2017-02-22
      N
      N
      N
      .0042
      17956854.00
      17956854.00
      .0011
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.540%, 2/24/2017
      313313CG1
      
      US313313CG17
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-24
      2017-02-24
      2017-02-24
      N
      N
      N
      .0042
      25937054.00
      25937054.00
      .0016
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.500%, 3/6/2017
      313313CS5
      
      US313313CS54
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-06
      2017-03-06
      2017-03-06
      N
      N
      N
      .0046
      14958315.00
      14958315.00
      .0009
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.560%, 3/7/2017
      313313CT3
      
      US313313CT38
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-07
      2017-03-07
      2017-03-07
      N
      N
      N
      .0046
      24930350.00
      24930350.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.560%, 3/8/2017
      313313CU0
      
      US313313CU01
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-08
      2017-03-08
      2017-03-08
      N
      N
      N
      .0046
      24929900.00
      24929900.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.600%, 3/14/2017
      313313DA3
      
      US313313DA38
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-14
      2017-03-14
      2017-03-14
      N
      N
      N
      .0046
      12962625.00
      12962625.00
      .0008
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.500%, 3/16/2017
      313313DC9
      
      US313313DC93
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-16
      2017-03-16
      2017-03-16
      N
      N
      N
      .0046
      19941860.00
      19941860.00
      .0012
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.560%, 3/22/2017
      313313DJ4
      
      US313313DJ47
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-22
      2017-03-22
      2017-03-22
      N
      N
      N
      .0046
      4985080.00
      4985080.00
      .0003
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.570%, 3/27/2017
      313313DP0
      
      US313313DP07
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-27
      2017-03-27
      2017-03-27
      N
      N
      N
      .0046
      29908560.00
      29908560.00
      .0018
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.590%, 4/4/2017
      313313DX3
      
      US313313DX31
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-04
      2017-04-04
      2017-04-04
      N
      N
      N
      .0050
      12955579.00
      12955579.00
      .0008
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.620%, 4/4/2017
      313313DX3
      
      US313313DX31
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-04
      2017-04-04
      2017-04-04
      N
      N
      N
      .0050
      17938494.00
      17938494.00
      .0011
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.600%, 4/11/2017
      313313EE4
      
      US313313EE41
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-11
      2017-04-11
      2017-04-11
      N
      N
      N
      .0050
      12954318.00
      12954318.00
      .0008
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.610%, 4/19/2017
      313313EN4
      
      US313313EN40
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-19
      2017-04-19
      2017-04-19
      N
      N
      N
      .0050
      34374937.50
      34374937.50
      .0021
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.565%, 12/6/2016
      31331K2G4
      
      US31331K2G44
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-06
      2016-12-06
      2016-12-06
      N
      N
      N
      .0040
      37021275.00
      37021275.00
      .0023
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  1.625%, 12/9/2016
      313371PV2
      
      US313371PV20
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      .0044
      10544740.50
      10544740.50
      .0006
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.300%, 8/1/2016
      313384A41
      
      US313384A411
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0010
      150000000.00
      150000000.00
      .0092
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.514%, 8/3/2016
      313384A66
      
      US313384A668
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      N
      N
      N
      .0020
      84999150.00
      84999150.00
      .0052
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.530%, 8/8/2016
      313384B32
      
      US313384B328
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2016-08-08
      2016-08-08
      N
      N
      N
      .0020
      59997840.00
      59997840.00
      .0037
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 8/9/2016
      313384B40
      
      US313384B401
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2016-08-09
      2016-08-09
      N
      N
      N
      .0020
      49997900.00
      49997900.00
      .0031
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 8/10/2016
      313384B57
      
      US313384B575
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-10
      2016-08-10
      2016-08-10
      N
      N
      N
      .0020
      49997650.00
      49997650.00
      .0031
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.550%, 8/16/2016
      313384C31
      
      US313384C318
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2016-08-16
      2016-08-16
      N
      N
      N
      .0020
      49996100.00
      49996100.00
      .0031
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.530%, 8/29/2016
      313384D89
      
      US313384D894
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-29
      2016-08-29
      2016-08-29
      N
      N
      N
      .0027
      66990285.00
      66990285.00
      .0041
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.509%, 8/31/2016
      313384E21
      
      US313384E215
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-31
      2016-08-31
      2016-08-31
      N
      N
      N
      .0022
      31993600.00
      31993600.00
      .0020
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.500%, 9/16/2016
      313384G29
      
      US313384G293
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-16
      2016-09-16
      2016-09-16
      N
      N
      N
      .0024
      44985555.00
      44985555.00
      .0028
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.509%, 9/21/2016
      313384G78
      
      US313384G780
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2016-09-21
      2016-09-21
      N
      N
      N
      .0029
      49978750.00
      49978750.00
      .0031
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.500%, 9/26/2016
      313384H44
      
      US313384H440
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-26
      2016-09-26
      2016-09-26
      N
      N
      N
      .0024
      47981280.00
      47981280.00
      .0029
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.380%, 9/27/2016
      313384H51
      
      US313384H515
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-27
      2016-09-27
      2016-09-27
      N
      N
      N
      .0024
      99960300.00
      99960300.00
      .0061
      N
      N
      Y
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.340%, 9/30/2016
      313384H85
      
      US313384H853
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-30
      2016-09-30
      2016-09-30
      N
      N
      N
      .0029
      139230350.00
      139230350.00
      .0086
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.390%, 11/14/2016
      313384P52
      
      US313384P526
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-14
      2016-11-14
      2016-11-14
      N
      N
      N
      .0037
      69284161.64
      69284161.64
      .0043
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.405%, 11/14/2016
      313384P52
      
      US313384P526
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-14
      2016-11-14
      2016-11-14
      N
      N
      N
      .0037
      99892100.00
      99892100.00
      .0061
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.579%, 11/23/2016
      313384Q69
      
      US313384Q698
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-23
      2016-11-23
      2016-11-23
      N
      N
      N
      .0034
      20976984.00
      20976984.00
      .0013
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.400%, 11/25/2016
      313384Q85
      
      US313384Q854
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-25
      2016-11-25
      2016-11-25
      N
      N
      N
      .0034
      49944250.00
      49944250.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.598%, 11/30/2016
      313384R50
      
      US313384R506
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-30
      2016-11-30
      2016-11-30
      N
      N
      N
      .0037
      57428470.00
      57428470.00
      .0035
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.800%, 12/5/2016
      313384S26
      
      US313384S264
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-05
      2016-12-05
      2016-12-05
      N
      N
      N
      .0040
      45935600.00
      45935600.00
      .0028
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.470%, 12/9/2016
      313384S67
      
      US313384S678
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      .0040
      55719424.80
      55719424.80
      .0034
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.500%, 12/9/2016
      313384S67
      
      US313384S678
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-09
      2016-12-09
      2016-12-09
      N
      N
      N
      .0040
      34949460.00
      34949460.00
      .0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.500%, 12/12/2016
      313384S91
      
      US313384S918
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-12
      2016-12-12
      2016-12-12
      N
      N
      N
      .0035
      49935150.00
      49935150.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 12/12/2016
      313384S91
      
      US313384S918
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-12
      2016-12-12
      2016-12-12
      N
      N
      N
      .0035
      76900131.00
      76900131.00
      .0047
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.400%, 12/19/2016
      313384T82
      
      US313384T825
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-19
      2016-12-19
      2016-12-19
      N
      N
      N
      .0040
      29953320.00
      29953320.00
      .0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.429%, 1/4/2017
      313385AD8
      
      US313385AD80
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-04
      2017-01-04
      2017-01-04
      N
      N
      N
      .0043
      199627400.00
      199627400.00
      .0123
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.500%, 1/23/2017
      313385AY2
      
      US313385AY28
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-23
      2017-01-23
      2017-01-23
      N
      N
      N
      .0043
      120747110.00
      120747110.00
      .0074
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.550%, 1/27/2017
      313385BC9
      
      US313385BC98
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-01-27
      2017-01-27
      2017-01-27
      N
      N
      N
      .0041
      23951424.00
      23951424.00
      .0015
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.480%, 2/3/2017
      313385BK1
      
      US313385BK15
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-03
      2017-02-03
      2017-02-03
      N
      N
      N
      .0042
      79327087.50
      79327087.50
      .0049
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.550%, 2/17/2017
      313385BZ8
      
      US313385BZ83
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-17
      2017-02-17
      2017-02-17
      N
      N
      N
      .0044
      26934012.00
      26934012.00
      .0017
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.540%, 2/17/2017
      313385BZ8
      
      US313385BZ83
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-02-17
      2017-02-17
      2017-02-17
      N
      N
      N
      .0044
      49877800.00
      49877800.00
      .0031
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.550%, 4/28/2017
      313385EX0
      
      US313385EX09
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-04-28
      2017-04-28
      2017-04-28
      N
      N
      N
      .0050
      28891250.00
      28891250.00
      .0018
      N
      N
      N
      N
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.580%, 5/1/2017
      313385FA9
      
      US313385FA96
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-05-01
      2017-05-01
      2017-05-01
      N
      N
      N
      .0051
      65747220.00
      65747220.00
      .0040
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.504%, 10/11/2016
      3133ED4J8
      
      US3133ED4J86
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-11
      2016-10-11
      2016-10-11
      N
      N
      N
      .0036
      10002760.00
      10002760.00
      .0006
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.518%, 2/13/2017
      3133EDFB3
      
      US3133EDFB39
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-13
      2017-02-13
      2017-02-13
      N
      N
      N
      .0045
      23233035.85
      23233035.85
      .0014
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.499%, 9/14/2016
      3133EDH21
      
      US3133EDH218
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-14
      2016-09-14
      2016-09-14
      N
      N
      N
      .0035
      47008742.00
      47008742.00
      .0029
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.489%, 11/14/2016
      3133EDLJ9
      
      US3133EDLJ90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-14
      2016-11-14
      2016-11-14
      N
      N
      N
      .0039
      17004709.00
      17004709.00
      .0010
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.503%, 3/13/2017
      3133EDNA6
      
      US3133EDNA63
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-13
      2017-03-13
      2017-03-13
      N
      N
      N
      .0047
      38282808.10
      38282808.10
      .0024
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.528%, 3/24/2017
      3133EDP30
      
      US3133EDP302
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2017-03-24
      2017-03-24
      N
      N
      N
      .0051
      61007808.00
      61007808.00
      .0037
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.452%, 8/1/2016
      3133EDR38
      
      US3133EDR381
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0031
      27750000.00
      27750000.00
      .0017
      N
      Y
      Y
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.455%, 9/6/2016
      3133EDRH7
      
      US3133EDRH70
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-06
      2016-09-06
      2016-09-06
      N
      N
      N
      .0033
      32003936.00
      32003936.00
      .0020
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.494%, 3/9/2017
      3133EDUL4
      
      US3133EDUL46
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2017-03-09
      2017-03-09
      N
      N
      N
      .0046
      53009858.00
      53009858.00
      .0033
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.467%, 10/17/2016
      3133EDYM8
      
      US3133EDYM82
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2016-10-17
      2016-10-17
      N
      N
      N
      .0038
      65012545.00
      65012545.00
      .0040
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.518%, 7/25/2017
      3133EDYR7
      
      US3133EDYR79
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-25
      2017-07-25
      2017-07-25
      N
      N
      N
      .0052
      25000000.00
      25000000.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.473%, 10/24/2016
      3133EDZL9
      
      US3133EDZL90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-24
      2016-10-24
      2016-10-24
      N
      N
      N
      .0044
      16001056.00
      16001056.00
      .0010
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.429%, 11/14/2016
      3133EE3R9
      
      US3133EE3R93
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-11-14
      2016-11-14
      N
      N
      N
      .0039
      50005200.00
      50005200.00
      .0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.462%, 7/17/2017
      3133EE4Y3
      
      US3133EE4Y36
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2017-07-17
      2017-07-17
      N
      N
      N
      .0053
      99930500.00
      99930500.00
      .0061
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.473%, 5/19/2017
      3133EEM72
      
      US3133EEM729
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2017-05-19
      2017-05-19
      N
      N
      N
      .0051
      49985250.00
      49985250.00
      .0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.513%, 10/19/2017
      3133EETS9
      
      US3133EETS90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-19
      2017-10-19
      2017-10-19
      N
      N
      N
      .0057
      19986580.00
      19986580.00
      .0012
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.464%, 6/9/2017
      3133EEV56
      
      US3133EEV563
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-09
      2017-06-09
      2017-06-09
      N
      N
      N
      .0051
      22491157.50
      22491157.50
      .0014
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.472%, 4/17/2017
      3133EEYZ7
      
      US3133EEYZ78
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-17
      2017-04-17
      2017-04-17
      N
      N
      N
      .0049
      60990667.00
      60990667.00
      .0037
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.457%, 8/1/2017
      3133EFBX4
      
      US3133EFBX43
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2017-08-01
      2017-08-01
      N
      N
      N
      .0051
      24987250.00
      24987250.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.534%, 8/10/2017
      3133EFNV5
      
      US3133EFNV58
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-10
      2017-08-10
      2017-08-10
      N
      N
      N
      .0054
      24999550.00
      24999550.00
      .0015
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.595%, 12/4/2017
      3133EFRR0
      
      US3133EFRR01
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2017-12-04
      2017-12-04
      N
      N
      N
      .0056
      92542550.00
      92542550.00
      .0057
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.622%, 6/16/2017
      3133EFTF4
      
      US3133EFTF45
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2017-06-16
      2017-06-16
      N
      N
      N
      .0052
      50044050.00
      50044050.00
      .0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.630%, 7/21/2017
      3133EFTQ0
      
      US3133EFTQ00
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-21
      2017-07-21
      2017-07-21
      N
      N
      N
      .0054
      75065925.00
      75065925.00
      .0046
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.653%, 11/28/2017
      3133EFUC9
      
      US3133EFUC94
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-28
      2017-11-28
      2017-11-28
      N
      N
      N
      .0059
      50043400.00
      50043400.00
      .0031
      N
      N
      N
      N
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.636%, 1/12/2018
      3133EFUQ8
      
      US3133EFUQ80
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2018-01-12
      2018-01-12
      N
      N
      N
      .0058
      37030044.00
      37030044.00
      .0023
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Notes,  0.625%, 11/1/2016
      3134G3S50
      
      US3134G3S507
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-01
      2016-11-01
      2016-11-01
      N
      N
      N
      .0039
      39023673.00
      39023673.00
      .0024
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Floating Rate Notes,  0.466%, 12/12/2016
      3134G5UB9
      
      US3134G5UB95
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2016-12-12
      2016-12-12
      N
      N
      N
      .0042
      181528132.50
      181528132.50
      .0112
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Floating Rate Notes,  0.481%, 1/12/2017
      3134G5Z24
      
      US3134G5Z242
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-12
      2017-01-12
      2017-01-12
      N
      N
      N
      .0044
      125021000.00
      125021000.00
      .0077
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Notes,  0.750%, 3/9/2017
      3134G8LG2
      
      US3134G8LG23
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2017-03-09
      2017-03-09
      2017-03-09
      N
      N
      N
      .0052
      54013932.00
      54013932.00
      .0033
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Floating Rate Notes,  0.681%, 3/8/2018
      3134G8PF0
      
      US3134G8PF04
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-08
      2018-03-08
      2018-03-08
      N
      N
      N
      .0059
      100143500.00
      100143500.00
      .0061
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Discount Notes,  0.500%, 9/1/2016
      313588E35
      B1V7KEBTPIMZEU4LTD58
      US313588E351
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-01
      2016-09-01
      2016-09-01
      N
      N
      N
      .0028
      119969040.00
      119969040.00
      .0074
      N
      N
      Y
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Discount Notes,  0.520%, 12/16/2016
      313588T54
      B1V7KEBTPIMZEU4LTD58
      US313588T540
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-12-16
      2016-12-16
      2016-12-16
      N
      N
      N
      .0035
      67909152.00
      67909152.00
      .0042
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.483%, 9/8/2017
      3135G0E66
      B1V7KEBTPIMZEU4LTD58
      US3135G0E668
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-08
      2017-09-08
      2017-09-08
      N
      N
      N
      .0052
      66970520.00
      66970520.00
      .0041
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.492%, 8/16/2017
      3135G0F24
      B1V7KEBTPIMZEU4LTD58
      US3135G0F244
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-16
      2017-08-16
      2017-08-16
      N
      N
      N
      .0053
      124948125.00
      124948125.00
      .0077
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.507%, 7/20/2017
      3135G0F81
      B1V7KEBTPIMZEU4LTD58
      US3135G0F814
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-20
      2017-07-20
      2017-07-20
      N
      N
      N
      .0053
      49990350.00
      49990350.00
      .0031
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.594%, 3/21/2018
      3135G0L35
      B1V7KEBTPIMZEU4LTD58
      US3135G0L358
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-09-21
      2018-03-21
      2018-03-21
      N
      N
      N
      .0057
      100032600.00
      100032600.00
      .0061
      N
      N
      N
      N
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.635%, 1/11/2018
      3135G0M34
      B1V7KEBTPIMZEU4LTD58
      US3135G0M349
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-11
      2018-01-11
      2018-01-11
      N
      N
      N
      .0057
      89377065.90
      89377065.90
      .0055
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Notes,  0.875%, 10/14/2016
      3137EADS5
      
      US3137EADS56
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-10-14
      2016-10-14
      2016-10-14
      N
      N
      N
      .0042
      24898283.00
      24898283.00
      .0015
      N
      N
      N
      N
    
    
      Credit Suisse Securities (USA) LLC
      Credit Suisse Securities (USA) LLC, REPO,  0.350%, 8/1/2016
      319981007
      1V8Y6QCX6YMJ2OELII46
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          0 1/4 TRIN A 25
          
          
            2025-01-15
          
          .25
          19257959.32
          19592337.71
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN D 26
          
          
            2026-07-15
          
          .125
          11882619.32
          12033646.81
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN D 24
          
          
            2024-07-15
          
          .125
          13100401.55
          13229015.38
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN X 19
          
          
            2019-04-15
          
          .125
          723509.16
          733876.05
          U.S. Treasuries (including strips)
          
        
        
          0 5/8 TRIN D 21
          
          
            2021-07-15
          
          .625
          84153244.94
          88021580.92
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN X 21
          
          
            2021-04-15
          
          .125
          7312814.82
          7441891.99
          U.S. Treasuries (including strips)
          
        
        
          0 5/8 TRIN A 26
          
          
            2026-01-15
          
          .625
          834934.72
          878543.37
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN X 20
          
          
            2020-04-15
          
          .125
          43507367.27
          44213304.07
          U.S. Treasuries (including strips)
          
        
        
          2 3/8 TRIB 25
          
          
            2025-01-15
          
          2.375
          42885170.79
          51155298.63
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN D 22
          
          
            2022-07-15
          
          .125
          5814629.55
          5914162.02
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN A 22
          
          
            2022-01-15
          
          .125
          6636856.42
          6728362.71
          U.S. Treasuries (including strips)
          
        
        
          1 1/8 TRIN A 21
          
          
            2021-01-15
          
          1.125
          367912.23
          390836.08
          U.S. Treasuries (including strips)
          
        
        
          1 1/4 TRIN D 20
          
          
            2020-07-15
          
          1.25
          12914933.21
          13784050.82
          U.S. Treasuries (including strips)
          
        
        
          1 3/8 TRIN A 20
          
          
            2020-01-15
          
          1.375
          12790783.17
          13567735.65
          U.S. Treasuries (including strips)
          
        
        
          2 1/8 TRIN A 19
          
          
            2019-01-15
          
          2.125
          4142485.50
          4412900.34
          U.S. Treasuries (including strips)
          
        
        
          1 3/8 TRIN D 18
          
          
            2018-07-15
          
          1.375
          7581126.33
          7892279.38
          U.S. Treasuries (including strips)
          
        
        
          1 5/8 TRIN A 18
          
          
            2018-01-15
          
          1.625
          49762229.20
          51302777.51
          U.S. Treasuries (including strips)
          
        
        
          2 5/8 TRIN D 17
          
          
            2017-07-15
          
          2.625
          6073142.47
          6272879.37
          U.S. Treasuries (including strips)
          
        
        
          0 1/8 TRIN X 17
          
          
            2017-04-15
          
          .125
          115718184.65
          115800194.10
          U.S. Treasuries (including strips)
          
        
        
          2 3/8 TRIN A 17
          
          
            2017-01-15
          
          2.375
          46091064.20
          46635102.89
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0035
      500000000.00
      500000000.00
      .0307
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co.
      Goldman Sachs & Co., REPO,  0.300%, 8/17/2016
      381905009
      
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR TRFR BA 04/30/17
          
          
            2017-04-30
          
          0
          18000000.00
          18021709.36
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE Z 17
          
          
            2017-05-31
          
          .625
          18619800.00
          18642842.26
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE L 17
          
          
            2017-05-31
          
          2.75
          19344400.00
          19777754.41
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE L 21
          
          
            2021-05-31
          
          2
          17686680.00
          18495386.53
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 NOTE BE 16
          
          
            2016-08-31
          
          .5
          19233220.00
          19275679.84
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE H 21
          
          
            2021-02-28
          
          2
          18600160.00
          19522960.84
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 03/30/17
          
          
            2017-03-30
          
          0
          18113040.00
          18061236.71
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE BL 17
          
          
            2017-12-31
          
          1
          19701240.00
          19803647.90
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE AG 18
          
          
            2018-12-31
          
          1.5
          2151220.00
          2191753.43
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AM 18
          
          
            2018-05-15
          
          1
          11114820.00
          11191712.81
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE V 18
          
          
            2018-02-28
          
          .75
          19970000.00
          20044636.79
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 42
          
          
            2042-05-15
          
          3
          16150240.00
          18999580.50
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-08-17
      Y
      
        Goldman Sachs & Co.
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0030
      199977716.00
      199977716.00
      .0123
      N
      N
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC, REPO,  0.320%, 8/3/2016
      461997009
      KBVRJ5K57JZ3E2AVWX40
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAR 1Q0544 G
          
          
            2038-04-01
          
          2.896
          5845726.83
          6198532.23
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 849687 G
          
          
            2045-05-01
          
          2.46
          23349055.58
          24070965.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B1371 G
          
          
            2043-06-01
          
          2.48
          19333141.94
          20016755.88
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B4094 G
          
          
            2045-04-01
          
          2.4
          20331841.39
          20968532.52
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1M0018 G
          
          
            2036-02-01
          
          3.171
          4218993.53
          4522481.61
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3136 G
          
          
            2044-09-01
          
          2.821
          17563432.52
          18301391.75
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1G2527 G
          
          
            2036-11-01
          
          5.722
          1815812.98
          1888431.11
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 849280 G
          
          
            2044-03-01
          
          3.123
          18222600.89
          19018106.50
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1J1168 G
          
          
            2038-07-01
          
          2.958
          3551950.26
          3764322.97
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1Q0867 G
          
          
            2039-11-01
          
          3.966
          4944756.51
          5111539.36
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B7696 G
          
          
            2040-10-01
          
          2.717
          2224380.78
          2333630.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B7721 G
          
          
            2040-10-01
          
          2.663
          711234.17
          747413.27
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2167 G
          
          
            2044-01-01
          
          2.963
          14503757.04
          15100432.95
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B4579 G
          
          
            2040-01-01
          
          3.719
          2487063.96
          2585904.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 849042 G
          
          
            2043-03-01
          
          2.468
          20852747.02
          21584340.48
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3320 G
          
          
            2044-10-01
          
          3.024
          15431944.77
          15984952.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3425 G
          
          
            2044-11-01
          
          2.963
          22847918.67
          23809104.38
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-03
      2016-08-03
      2016-08-03
      Y
      
        ING Financial Markets LLC
        
          N/A
          N/A
        
        1.0000
        5
        N
      
      N
      N
      .0032
      200000000.00
      200000000.00
      .0123
      N
      N
      Y
      N
    
    
      Mizuho Securities USA, Inc.
      Mizuho Securities USA, Inc., REPO,  0.350%, 8/1/2016
      65999B002
      5493004GRDTUI7EMIZ82
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          GNMA GNII SF AT3701 C
          
          
            2046-05-20
          
          4.5
          222509.46
          245854.04
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7329 C
          
          
            2046-04-20
          
          4
          259630.70
          284455.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS7411
          
          
            2046-06-01
          
          4.5
          3656070.06
          4120175.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU7046 C
          
          
            2046-06-20
          
          4
          148660.00
          163596.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS7563
          
          
            2046-07-01
          
          4.5
          2929741.26
          3271949.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1412 C
          
          
            2046-04-20
          
          4
          248389.38
          265787.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AQ4573 C
          
          
            2046-04-20
          
          4
          230804.85
          254052.47
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2360 C
          
          
            2046-06-20
          
          4
          171076.24
          188264.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2433 C
          
          
            2046-06-20
          
          4
          470568.64
          517847.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0863
          
          
            2046-06-01
          
          4
          418856.95
          459887.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2438 C
          
          
            2046-06-20
          
          4.5
          264507.51
          292259.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2205 C
          
          
            2046-03-20
          
          4
          253144.15
          277406.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9383 C
          
          
            2046-06-20
          
          4.5
          186131.23
          203693.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2440 C
          
          
            2046-06-20
          
          4.5
          163943.68
          179412.75
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7012 C
          
          
            2046-06-20
          
          4
          135280.01
          148215.09
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7486 C
          
          
            2046-05-20
          
          4.5
          136920.19
          151285.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4202 C
          
          
            2046-07-20
          
          4
          1236960.27
          1355232.36
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6812 C
          
          
            2046-06-20
          
          4
          231209.00
          254439.06
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS5510 C
          
          
            2046-03-20
          
          4.5
          199606.13
          218486.87
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT2648 C
          
          
            2046-05-20
          
          4
          171081.60
          187439.59
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3065 C
          
          
            2046-05-20
          
          4
          248924.20
          273934.38
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5866 C
          
          
            2046-04-20
          
          4
          366901.38
          402064.15
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU1868 C
          
          
            2046-06-20
          
          4
          221393.21
          242563.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS3694 C
          
          
            2046-03-20
          
          4.5
          205306.71
          226902.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4212 C
          
          
            2046-04-20
          
          4
          281244.93
          308200.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3066 C
          
          
            2046-05-20
          
          4
          329686.34
          362810.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS2709 C
          
          
            2046-03-20
          
          4.5
          246505.64
          266779.75
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5862 C
          
          
            2046-03-20
          
          4
          172017.01
          189340.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7978 C
          
          
            2046-05-20
          
          4
          138058.11
          150684.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR4348 C
          
          
            2046-05-20
          
          4
          556852.83
          612803.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AP3194 C
          
          
            2046-06-20
          
          4
          223029.34
          244354.76
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3072 C
          
          
            2046-05-20
          
          4.5
          280463.71
          309889.68
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT7139 C
          
          
            2046-05-20
          
          4
          151607.03
          166102.50
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS3906 C
          
          
            2046-05-20
          
          4
          227998.12
          249795.91
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS3996 C
          
          
            2046-03-20
          
          4.5
          245849.24
          269101.17
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4120 C
          
          
            2046-06-20
          
          4
          450117.27
          495341.95
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9541 C
          
          
            2046-07-20
          
          4.5
          220090.13
          241612.53
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS5509 C
          
          
            2046-03-20
          
          4.5
          156553.86
          171899.89
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G60505 G
          
          
            2046-04-01
          
          4
          5624436.18
          6163870.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU0066 C
          
          
            2046-05-20
          
          4
          260719.34
          284593.95
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4292 C
          
          
            2046-06-20
          
          4
          665972.54
          719745.91
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3071 C
          
          
            2046-05-20
          
          4.5
          244136.16
          271142.26
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4145 C
          
          
            2046-05-20
          
          4.5
          256146.39
          277736.20
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS3997 C
          
          
            2046-03-20
          
          4.5
          275327.03
          298588.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0086 C
          
          
            2046-05-20
          
          4
          155160.06
          170748.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS6972 C
          
          
            2046-05-20
          
          4
          179705.99
          196888.60
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1804 C
          
          
            2046-05-20
          
          4
          469361.81
          514239.42
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5948 C
          
          
            2046-05-20
          
          4.5
          165117.74
          180697.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD1975
          
          
            2046-07-01
          
          4.5
          321469.60
          362277.92
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU0021 C
          
          
            2046-05-20
          
          4
          183980.82
          201572.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WZ894451
          
          
            2046-09-01
          
          2.706
          323426.37
          345212.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2814 C
          
          
            2046-07-20
          
          4
          135366.00
          148309.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD2965
          
          
            2046-07-01
          
          4.5
          228955.87
          258020.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9381 C
          
          
            2046-06-20
          
          4.5
          309213.09
          343417.94
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0158 C
          
          
            2046-05-20
          
          4
          975889.71
          1069199.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF AR2919 X
          
          
            2046-04-15
          
          4
          671757.34
          725050.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS9547 C
          
          
            2046-06-20
          
          4
          163820.25
          179484.44
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0671 C
          
          
            2046-05-20
          
          4
          138777.79
          152721.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLMA2670
          
          
            2046-06-01
          
          3
          87214.45
          90803.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AQ0506 C
          
          
            2046-06-20
          
          4
          154107.13
          168200.71
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3024 C
          
          
            2046-06-20
          
          4
          220521.07
          242677.73
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR9918 C
          
          
            2046-05-20
          
          4
          326630.88
          357864.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2929 C
          
          
            2046-04-20
          
          4
          221483.48
          241786.89
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4130 C
          
          
            2046-05-20
          
          4.5
          274690.01
          305076.50
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AM0681 C
          
          
            2046-05-20
          
          4
          416835.10
          456691.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8671
          
          
            2046-05-01
          
          3.5
          8684983.64
          9184033.42
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3067 C
          
          
            2046-05-20
          
          4
          365113.22
          400023.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CQMA2687
          
          
            2046-06-01
          
          4
          102114.61
          111672.14
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4891 C
          
          
            2046-05-20
          
          4
          261260.05
          287509.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD1581
          
          
            2046-07-01
          
          4.5
          226672.67
          255446.49
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4048 C
          
          
            2046-05-20
          
          4
          157183.17
          172212.73
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4287 C
          
          
            2046-05-20
          
          4.5
          141058.56
          156662.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR4350 C
          
          
            2046-05-20
          
          4
          700027.47
          766962.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40019 G
          
          
            2046-04-01
          
          4
          1127271.23
          1223837.92
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT3970 C
          
          
            2046-07-20
          
          4
          456650.13
          502012.89
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41604 G
          
          
            2046-07-01
          
          4
          140322.93
          154776.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7417 C
          
          
            2046-04-20
          
          4.5
          137807.85
          153089.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CQAS7422
          
          
            2046-06-01
          
          4
          309326.26
          338278.92
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9382 C
          
          
            2046-06-20
          
          4.5
          219708.24
          242759.81
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AQ4574 C
          
          
            2046-04-20
          
          4
          272109.14
          298188.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4186 C
          
          
            2046-07-20
          
          4.5
          226954.40
          252060.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC5940
          
          
            2046-05-01
          
          4.5
          77811.12
          86111.55
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4767 C
          
          
            2046-04-20
          
          4
          211328.66
          231583.48
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3803 M
          
          
            2046-07-20
          
          3.5
          565950.13
          602780.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL8767
          
          
            2046-06-01
          
          4.5
          468207.33
          529298.55
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5299 C
          
          
            2046-03-20
          
          4.5
          183348.90
          200689.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1844 C
          
          
            2046-05-20
          
          4.5
          141371.02
          156203.38
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AQ4668 C
          
          
            2046-06-20
          
          4
          232911.74
          254212.25
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR6845 C
          
          
            2046-03-20
          
          4.5
          45097.81
          48830.78
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2439 C
          
          
            2046-06-20
          
          4.5
          244038.48
          267903.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT7059 C
          
          
            2046-05-20
          
          4
          208686.68
          228640.48
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU7092 C
          
          
            2046-07-20
          
          4.5
          141002.93
          156599.41
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40225 G
          
          
            2046-05-01
          
          4
          252939.28
          278838.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9907 C
          
          
            2046-05-20
          
          4
          442835.58
          485178.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT7453 C
          
          
            2046-05-20
          
          4
          208341.64
          229272.71
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AP6160 C
          
          
            2046-04-20
          
          4.5
          151234.37
          167140.15
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU1925 C
          
          
            2046-06-20
          
          4
          380468.41
          415263.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3073 C
          
          
            2046-05-20
          
          4.5
          232329.80
          255050.03
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7011 C
          
          
            2046-06-20
          
          4
          174077.53
          191567.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA2549
          
          
            2046-03-01
          
          3.5
          3214755.98
          3398444.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7418 C
          
          
            2046-04-20
          
          4.5
          144321.49
          159499.50
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4012 C
          
          
            2046-05-20
          
          4
          206335.24
          226065.04
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF AR2914 X
          
          
            2046-04-15
          
          4
          609029.10
          657270.97
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS9002 C
          
          
            2046-04-20
          
          4
          582850.20
          638713.54
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR0799 C
          
          
            2046-05-20
          
          4
          437727.99
          477759.14
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2361 C
          
          
            2046-06-20
          
          4
          165921.42
          181785.36
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9294 C
          
          
            2046-06-20
          
          4
          665818.98
          729482.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4128 C
          
          
            2046-06-20
          
          4
          438937.57
          480906.63
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B5397 G
          
          
            2046-06-01
          
          3.005
          1385312.00
          1449010.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41306 G
          
          
            2046-06-01
          
          4
          144763.72
          159675.42
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4111 C
          
          
            2046-05-20
          
          4
          335232.73
          367287.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1923 C
          
          
            2046-05-20
          
          4
          144875.66
          158727.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6881
          
          
            2046-03-01
          
          3.5
          14053085.46
          14856391.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9906 C
          
          
            2046-05-20
          
          4
          416479.54
          458325.37
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR7932 C
          
          
            2046-04-20
          
          4
          604855.98
          662824.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4143 C
          
          
            2046-05-20
          
          4
          216277.24
          236957.48
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR8084 C
          
          
            2046-04-20
          
          4
          155874.12
          170813.11
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2404 C
          
          
            2046-06-20
          
          4
          299822.93
          329947.07
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT2306 C
          
          
            2046-06-20
          
          4.5
          155198.05
          170375.96
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9281 C
          
          
            2046-06-20
          
          4
          445092.89
          489812.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD3342
          
          
            2046-07-01
          
          4.5
          183080.67
          206322.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0829
          
          
            2046-04-01
          
          4
          4063145.86
          4460164.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7823
          
          
            2046-05-01
          
          3.5
          731119.30
          773131.04
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2988 C
          
          
            2046-04-20
          
          4.5
          191456.24
          211590.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT2290 C
          
          
            2046-05-20
          
          4
          320748.98
          352976.59
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7481 C
          
          
            2046-05-20
          
          4.5
          143259.50
          156776.75
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3802 M
          
          
            2046-07-20
          
          3
          40541.47
          42619.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1141
          
          
            2046-03-01
          
          3.5
          189131.90
          202884.29
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0778 C
          
          
            2046-06-20
          
          4
          134280.81
          147120.76
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2405 C
          
          
            2046-06-20
          
          4
          601362.65
          658863.81
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT5563 C
          
          
            2046-06-20
          
          4
          443030.39
          485390.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CQMA2656
          
          
            2046-05-01
          
          4
          39985.60
          43728.06
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2437 C
          
          
            2046-06-20
          
          4.5
          239601.06
          266106.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4098 C
          
          
            2046-06-20
          
          4.5
          168636.95
          186329.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU0020 C
          
          
            2046-05-20
          
          4
          148802.72
          163753.25
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2926 C
          
          
            2046-04-20
          
          4
          687743.75
          753657.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS7314 C
          
          
            2046-04-20
          
          4.5
          151396.83
          168143.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS7567
          
          
            2046-07-01
          
          4.5
          3216503.81
          3624806.80
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6813 C
          
          
            2046-06-20
          
          4
          218705.55
          239618.41
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT1451 C
          
          
            2046-06-20
          
          4
          232085.40
          254275.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6102 C
          
          
            2046-06-20
          
          4
          148831.67
          163062.38
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41262 G
          
          
            2046-06-01
          
          4
          349158.12
          385123.54
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT3700 C
          
          
            2046-05-20
          
          4.5
          359947.22
          399764.22
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6752 C
          
          
            2046-06-20
          
          4.5
          162300.99
          179329.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6033
          
          
            2046-05-01
          
          3.5
          310332.06
          328131.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0862
          
          
            2046-06-01
          
          4
          192930.79
          212487.63
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3664 M
          
          
            2046-05-20
          
          4
          14389.47
          15408.68
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4261 C
          
          
            2046-05-20
          
          4.5
          134877.07
          149027.97
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6728 C
          
          
            2046-06-20
          
          4
          544388.32
          596441.71
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2927 C
          
          
            2046-04-20
          
          4
          226386.52
          248084.11
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS2726 C
          
          
            2046-04-20
          
          4
          267168.71
          292453.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS9008 C
          
          
            2046-04-20
          
          4.5
          154813.51
          169455.62
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4766 C
          
          
            2046-04-20
          
          4
          220856.42
          241101.69
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4136 C
          
          
            2046-05-20
          
          4.5
          222169.84
          243897.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AG1223 C
          
          
            2046-04-20
          
          4
          135232.40
          148852.08
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4191 C
          
          
            2046-07-20
          
          4
          434304.67
          477940.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF AR2879 X
          
          
            2046-04-15
          
          4
          670999.88
          724198.83
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6751 C
          
          
            2046-06-20
          
          4.5
          208133.93
          231158.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08702 G
          
          
            2046-04-01
          
          3.5
          36136.89
          38187.37
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6766 C
          
          
            2046-06-20
          
          4
          192966.32
          211416.43
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4466 C
          
          
            2046-06-20
          
          4
          192331.53
          210721.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS2718 C
          
          
            2046-05-20
          
          4
          272082.01
          296998.49
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3031 C
          
          
            2046-05-20
          
          4
          790372.84
          865945.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40189 G
          
          
            2046-04-01
          
          4
          647848.44
          703348.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7952
          
          
            2046-05-01
          
          3.5
          32659.62
          34571.65
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0087 C
          
          
            2046-05-20
          
          4
          163568.12
          179207.71
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT7134 C
          
          
            2046-05-20
          
          4
          779456.53
          853982.01
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT0369 C
          
          
            2046-05-20
          
          4
          237113.59
          258827.29
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT1327 C
          
          
            2046-05-20
          
          4
          253011.50
          277203.73
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4072 C
          
          
            2046-04-20
          
          4
          306807.07
          336212.41
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40201 G
          
          
            2046-04-01
          
          4
          175771.47
          190829.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4902 C
          
          
            2046-05-20
          
          4
          244599.79
          267986.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6327 C
          
          
            2046-05-20
          
          4.5
          133120.33
          147845.04
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2989 C
          
          
            2046-04-20
          
          4.5
          188129.65
          206571.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6943
          
          
            2046-04-01
          
          3.5
          10184598.90
          10769573.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7389
          
          
            2046-06-01
          
          3.5
          39305308.86
          41564036.47
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1333 C
          
          
            2046-03-20
          
          4
          301549.79
          330058.35
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS3773 C
          
          
            2046-04-20
          
          4.5
          120842.52
          131029.79
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4294 C
          
          
            2046-06-20
          
          4
          665805.54
          718455.52
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS6105 C
          
          
            2046-04-20
          
          4
          140297.30
          153743.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS7199
          
          
            2046-05-01
          
          4.5
          4078683.44
          4596427.43
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5873 C
          
          
            2046-03-20
          
          4
          173039.68
          189623.65
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4126 C
          
          
            2046-06-20
          
          4
          1156216.13
          1266769.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B5437 G
          
          
            2046-06-01
          
          3.118
          194800.53
          202591.80
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR3030 C
          
          
            2046-05-20
          
          4
          676561.61
          744537.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBD3812
          
          
            2046-08-01
          
          2.584
          4304112.27
          4471816.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4112 C
          
          
            2046-06-20
          
          4.5
          340924.35
          378638.08
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40197 G
          
          
            2046-04-01
          
          4
          1186461.79
          1307931.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4278 C
          
          
            2046-05-20
          
          4.5
          153713.28
          168745.21
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5988 C
          
          
            2046-06-20
          
          4
          139618.39
          152967.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT5007 C
          
          
            2046-05-20
          
          4.5
          169633.68
          187431.65
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT2291 C
          
          
            2046-05-20
          
          4
          275887.86
          302267.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR9230 C
          
          
            2046-07-20
          
          4.5
          214150.93
          236619.22
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII JM MA3729 M
          
          
            2046-06-20
          
          5
          55003.22
          57113.09
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6727 C
          
          
            2046-06-20
          
          4
          380713.87
          418965.76
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU7044 C
          
          
            2046-07-20
          
          4
          152753.60
          167359.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3602 M
          
          
            2046-04-20
          
          6
          245005.58
          282751.55
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2434 C
          
          
            2046-06-20
          
          4
          285631.77
          312942.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4163 C
          
          
            2046-05-20
          
          4
          300807.09
          329569.40
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2928 C
          
          
            2046-04-20
          
          4
          764534.59
          834621.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBC0930
          
          
            2046-06-01
          
          2.947
          1327530.25
          1388526.43
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR2199 C
          
          
            2046-03-20
          
          4
          290943.34
          318551.86
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS9003 C
          
          
            2046-04-20
          
          4
          390376.16
          426162.76
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF AR2858 X
          
          
            2046-03-15
          
          4
          593558.95
          640437.12
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT6814 C
          
          
            2046-06-20
          
          4
          247473.17
          270106.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AP5329 C
          
          
            2046-03-20
          
          4
          396042.33
          435936.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD2052
          
          
            2046-07-01
          
          4.5
          163490.67
          184245.48
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS4114 C
          
          
            2046-05-20
          
          4.5
          295635.64
          326654.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU1867 C
          
          
            2046-06-20
          
          4
          220488.97
          242644.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT5282 C
          
          
            2046-06-20
          
          4
          246408.65
          268942.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AR5896 C
          
          
            2046-05-20
          
          4
          169113.27
          185283.40
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9410 C
          
          
            2046-06-20
          
          4
          223265.81
          244614.29
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9409 C
          
          
            2046-06-20
          
          4
          201177.24
          221390.75
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AS1799 C
          
          
            2046-05-20
          
          4
          153511.34
          168934.79
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AU2364 C
          
          
            2046-06-20
          
          4.5
          141354.60
          156991.95
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT4208 C
          
          
            2046-07-20
          
          4
          333277.60
          365144.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AT9384 C
          
          
            2046-06-20
          
          4.5
          199839.40
          218695.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0903
          
          
            2046-05-01
          
          4
          4520047.86
          4962443.53
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0035
      180000000.00
      180000000.00
      .0111
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto, REPO,  0.500%, 10/20/2016
      809990005
      L3I9ZG2KFGXZ61BMYR72
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNAR XX.XXX LBAE5763
          
          
            2041-05-01
          
          2.891
          1016104.81
          1072931.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1278
          
          
            2042-01-01
          
          3.245
          2610019.49
          2753006.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL0090
          
          
            2041-03-01
          
          2.669
          1455847.13
          1532232.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS3177
          
          
            2044-08-01
          
          4.5
          266378.29
          293591.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE1852
          
          
            2040-08-01
          
          2.506
          2395211.40
          2527822.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G13922 G
          
          
            2025-11-01
          
          4.5
          31649.43
          34279.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBD1221
          
          
            2046-05-01
          
          4.5
          1971193.86
          2181470.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1770
          
          
            2042-05-01
          
          2.826
          586166.49
          610814.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB890573
          
          
            2044-06-01
          
          2.914
          17550.87
          18171.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849660 G
          
          
            2045-04-01
          
          2.95
          1867620.92
          1941618.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLBC5998
          
          
            2046-05-01
          
          3
          165169.93
          171967.72
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q27999 G
          
          
            2044-08-01
          
          4
          107949.78
          115801.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK1794
          
          
            2042-06-01
          
          2.636
          538034.85
          556456.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40873 G
          
          
            2046-06-01
          
          3.5
          2071678.26
          2193768.93
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC U40925 G
          
          
            2028-07-01
          
          3
          2700600.76
          2841119.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD7118
          
          
            2040-08-01
          
          3.455
          188279.61
          198396.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7363
          
          
            2046-04-01
          
          4
          1985639.48
          2138841.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0445
          
          
            2040-08-01
          
          4.061
          638471.15
          674823.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX1999
          
          
            2044-08-01
          
          2.657
          92503.41
          95405.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4880
          
          
            2040-06-01
          
          3.044
          824336.58
          871334.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5053
          
          
            2046-04-01
          
          3.5
          1986616.02
          2126172.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK1790
          
          
            2042-02-01
          
          2.746
          875962.95
          911460.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2281
          
          
            2044-04-01
          
          4.5
          30626.94
          33548.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1347
          
          
            2035-09-01
          
          2.574
          1451600.63
          1535035.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7968 G
          
          
            2041-01-01
          
          3.217
          1623672.80
          1700053.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAP3886
          
          
            2042-10-01
          
          3.5
          49898.12
          53286.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0163
          
          
            2046-01-01
          
          3.5
          11377.46
          12029.18
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41003 G
          
          
            2046-06-01
          
          3.5
          2098852.81
          2238061.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2799
          
          
            2046-07-01
          
          3.5
          38111.62
          40378.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAZ1849
          
          
            2045-05-01
          
          2.312
          560995.54
          576772.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7364
          
          
            2046-04-01
          
          3.5
          1536660.16
          1644609.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5580
          
          
            2044-11-01
          
          2.96
          230771.41
          239352.00
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2670 G
          
          
            2044-05-01
          
          2.82
          1598521.16
          1663330.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV6297
          
          
            2028-12-01
          
          3.5
          9939.98
          10682.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL8107
          
          
            2031-02-01
          
          3
          357.59
          378.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849491 G
          
          
            2044-08-01
          
          3.141
          4239785.69
          4416300.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL5265
          
          
            2044-04-01
          
          2.714
          2537580.73
          2627205.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1277
          
          
            2041-05-01
          
          3.244
          6031.46
          6368.99
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2555 G
          
          
            2044-05-01
          
          3.142
          1332720.18
          1386083.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC4999
          
          
            2046-04-01
          
          3.5
          2068199.01
          2213492.52
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q11260 G
          
          
            2042-09-01
          
          3.5
          6802649.27
          7210360.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6861
          
          
            2046-06-01
          
          3.5
          2134133.24
          2256773.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL6341
          
          
            2045-02-01
          
          2.789
          2845414.28
          2940730.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK5405
          
          
            2042-02-01
          
          2.874
          2441276.80
          2543669.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7743 G
          
          
            2040-10-01
          
          3.759
          2418331.35
          2566866.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA4755
          
          
            2046-01-01
          
          3.5
          172908.20
          182826.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK9720
          
          
            2042-04-01
          
          2.791
          21932.08
          22761.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH1123
          
          
            2026-01-01
          
          3.5
          32807.13
          34835.99
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41311 G
          
          
            2046-06-01
          
          3.5
          2022343.29
          2139030.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC8574
          
          
            2046-05-01
          
          4.5
          1999086.31
          2200662.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB901919
          
          
            2036-11-01
          
          2.933
          1079394.50
          1155854.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3114
          
          
            2046-07-01
          
          3.5
          1978807.82
          2127563.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2798
          
          
            2046-07-01
          
          3.5
          2148219.96
          2273328.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA1960
          
          
            2034-07-01
          
          4
          219860.44
          238331.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ8333
          
          
            2042-01-01
          
          2.794
          1192745.31
          1240947.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C03836 G
          
          
            2042-04-01
          
          4
          902550.96
          982485.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH9328
          
          
            2041-04-01
          
          3.324
          3435924.59
          3611532.40
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G14486 G
          
          
            2026-09-01
          
          4
          52129.55
          55747.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL4125
          
          
            2040-07-01
          
          4.392
          132829.83
          141065.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2961 G
          
          
            2044-08-01
          
          2.895
          305260.26
          317098.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE8207
          
          
            2040-11-01
          
          4
          436430.27
          476344.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2866
          
          
            2042-11-01
          
          3.5
          2403232.86
          2548215.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO2308
          
          
            2044-05-01
          
          2.837
          71764.67
          74662.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5597
          
          
            2045-02-01
          
          2.789
          439931.78
          456095.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS4887
          
          
            2035-05-01
          
          3
          657145.97
          690661.95
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC U90354 G
          
          
            2042-11-01
          
          3.5
          5142.99
          5489.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1302
          
          
            2028-12-01
          
          3.5
          221275.43
          237010.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5625
          
          
            2045-09-01
          
          2.725
          2178384.61
          2257012.19
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-10-20
      Y
      
        Bank of Nova Scotia, Toronto
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0051
      84990536.95
      84990536.95
      .0052
      N
      N
      Y
      N
    
    
      Bank of Nova Scotia, Toronto
      Bank of Nova Scotia, Toronto, REPO,  0.340%, 8/1/2016
      809990005
      L3I9ZG2KFGXZ61BMYR72
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.500 CRAP7444
          
          
            2042-10-01
          
          3.5
          485834.96
          518786.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1278
          
          
            2042-01-01
          
          3.245
          3808.99
          4017.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAT4968
          
          
            2028-05-01
          
          3
          42855.12
          45026.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH6252
          
          
            2041-04-01
          
          3.328
          3164545.83
          3334853.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP1194
          
          
            2042-08-01
          
          3
          546923.41
          570517.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6147
          
          
            2046-07-01
          
          3.5
          20336.00
          21764.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA7246
          
          
            2045-12-01
          
          3.5
          652788.96
          691305.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5981
          
          
            2046-04-01
          
          3.5
          20557449.74
          22052309.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAC8420
          
          
            2040-01-01
          
          2.5
          294462.62
          309397.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2266
          
          
            2044-04-01
          
          4.5
          44327619.03
          49687980.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G13922 G
          
          
            2025-11-01
          
          4.5
          84925.95
          91984.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC3751
          
          
            2046-02-01
          
          3.5
          4861906.76
          5141287.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL3194
          
          
            2042-06-01
          
          4
          21047904.01
          22692568.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI5620
          
          
            2041-07-01
          
          4.5
          2702975.60
          2967491.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLBC5998
          
          
            2046-05-01
          
          3
          5502764.89
          5729238.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAC7992
          
          
            2040-01-01
          
          2.747
          123.14
          130.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD7118
          
          
            2040-08-01
          
          3.455
          86325.72
          90964.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAH6796
          
          
            2041-03-01
          
          5
          2512261.06
          2800025.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX1999
          
          
            2044-08-01
          
          2.657
          16114.93
          16620.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW4025
          
          
            2044-06-01
          
          4
          9366697.10
          10203237.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV7112
          
          
            2044-03-01
          
          4.5
          13477148.42
          14894499.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK4281
          
          
            2042-03-01
          
          4
          1738708.48
          1874757.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4880
          
          
            2040-06-01
          
          3.044
          961.48
          1016.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2594
          
          
            2042-09-01
          
          3.5
          16986125.00
          18257098.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC4422
          
          
            2046-03-01
          
          4
          21572214.09
          23580826.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK1790
          
          
            2042-02-01
          
          2.746
          1064133.87
          1107256.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC6649
          
          
            2039-12-01
          
          5
          6735181.90
          7644821.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT7621
          
          
            2043-05-01
          
          3
          1181024.78
          1232339.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS4192
          
          
            2030-01-01
          
          3
          3027526.89
          3195928.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL3031
          
          
            2042-11-01
          
          3.5
          21062637.32
          22336278.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAL3359
          
          
            2028-04-01
          
          2.5
          688281.69
          715182.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0494
          
          
            2046-07-01
          
          3.5
          28032.00
          29856.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS5041
          
          
            2035-05-01
          
          3
          1458025.85
          1532231.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0449
          
          
            2046-06-01
          
          4
          22101915.24
          23924353.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAS3889
          
          
            2034-11-01
          
          3.5
          851343.77
          906705.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK8239
          
          
            2042-04-01
          
          4
          8319712.37
          9054418.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0163
          
          
            2046-01-01
          
          3.5
          135051.72
          142787.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1J0722 G
          
          
            2037-11-01
          
          2.956
          30517.92
          32393.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK2714
          
          
            2042-02-01
          
          4
          4663224.43
          5027408.79
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2670 G
          
          
            2044-05-01
          
          2.82
          15230.32
          15847.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB975322
          
          
            2038-05-01
          
          2.497
          136.12
          143.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS0303
          
          
            2043-08-01
          
          3
          30720032.59
          32054828.24
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2555 G
          
          
            2044-05-01
          
          3.142
          394682.56
          410485.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAO6758
          
          
            2042-06-01
          
          4
          35118225.07
          38121258.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI6592
          
          
            2026-07-01
          
          4
          822955.08
          880414.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAT3047
          
          
            2043-04-01
          
          4
          2830505.56
          3099989.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB2049
          
          
            2026-01-01
          
          3
          16806330.95
          17799607.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAK5410
          
          
            2027-03-01
          
          3
          3160815.36
          3325836.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK6757
          
          
            2042-03-01
          
          4
          52821996.03
          56948244.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK2413
          
          
            2042-02-01
          
          4
          14109499.88
          15313267.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2673 G
          
          
            2044-06-01
          
          3.105
          656.79
          682.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAB2806
          
          
            2026-04-01
          
          4.5
          1341189.12
          1451349.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH1123
          
          
            2026-01-01
          
          3.5
          226656.72
          240673.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL4494
          
          
            2043-11-01
          
          4.5
          9768745.85
          10950080.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL4450
          
          
            2043-12-01
          
          4.5
          16443128.40
          17977847.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL1137
          
          
            2041-11-01
          
          4
          5740267.80
          6256226.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1902441
          
          
            2036-11-01
          
          2.741
          66.21
          70.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH9069
          
          
            2041-04-01
          
          4.5
          11992989.22
          13166287.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV2763
          
          
            2044-03-01
          
          4.5
          636367.37
          713329.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ6056
          
          
            2026-12-01
          
          3
          26010.77
          27450.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6945
          
          
            2046-04-01
          
          3.5
          42223915.23
          44648506.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6029
          
          
            2046-05-01
          
          3.5
          26603500.72
          28344546.13
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2477 G
          
          
            2044-04-01
          
          3.006
          1021.53
          1056.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6521
          
          
            2046-01-01
          
          3.5
          3523527.41
          3725627.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB9170
          
          
            2028-05-01
          
          2.5
          5194687.25
          5413869.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3663 M
          
          
            2046-05-20
          
          3.5
          3697281.12
          3935020.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAW9529
          
          
            2045-03-01
          
          3.5
          5504277.61
          5819382.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK4660
          
          
            2042-03-01
          
          4
          2601405.94
          2823917.48
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2961 G
          
          
            2044-08-01
          
          2.895
          150235.44
          156061.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE8207
          
          
            2040-11-01
          
          4
          2449635.20
          2673671.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8374 G
          
          
            2041-06-01
          
          3.8
          636.70
          670.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS7537
          
          
            2046-07-01
          
          3
          10435155.68
          10954642.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2866
          
          
            2042-11-01
          
          3.5
          9651195.87
          10233435.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL4763
          
          
            2044-01-01
          
          4
          681641.98
          748529.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS0330
          
          
            2043-08-01
          
          3
          827431.47
          863377.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0451
          
          
            2046-06-01
          
          4
          23265049.84
          25259146.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0452
          
          
            2046-06-01
          
          4
          20390565.26
          22090875.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB6681
          
          
            2042-10-01
          
          3
          5402904.59
          5637695.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS4887
          
          
            2035-05-01
          
          3
          1236829.03
          1299910.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAK2627
          
          
            2027-01-01
          
          3
          13821.87
          14544.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAL3534
          
          
            2042-12-01
          
          3.5
          141210.31
          150783.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW6261
          
          
            2029-06-01
          
          3.5
          461343.44
          489735.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ6625
          
          
            2030-12-01
          
          3
          1151407.10
          1210301.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ7478
          
          
            2045-09-01
          
          3.5
          1376883.67
          1455707.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAX8781
          
          
            2030-02-01
          
          3
          23447.61
          24635.43
          Agency Mortgage-Backed Securities
          
        
        
          USTR 0 3/8 TRIN D 23
          
          
            2023-07-15
          
          .375
          3767781.17
          3882859.24
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0034
      650000000.00
      650000000.00
      .0399
      N
      Y
      Y
      N
    
    
      Societe Generale, Paris
      Societe Generale, Paris, REPO,  0.350%, 8/22/2016
      8336P1001
      O2RNE8IBXP4R0TD8PU41
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 4 3/8 BOND 38
          
          
            2038-02-15
          
          4.375
          20.00
          29.08
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 3/4 BOND 37
          
          
            2037-02-15
          
          4.75
          280860.00
          425713.71
          U.S. Treasuries (including strips)
          
        
        
          USTR 5 1/4 BOND 29
          
          
            2029-02-15
          
          5.25
          20.00
          28.69
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 3/8 BOND 27
          
          
            2027-08-15
          
          6.375
          20.00
          30.37
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE B 22
          
          
            2022-02-15
          
          2
          17507860.00
          18438033.94
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 BOND 21
          
          
            2021-11-15
          
          8
          469820.00
          643091.66
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE B 21
          
          
            2021-02-15
          
          3.625
          1183200.00
          1336491.85
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/8 NOTE K 17
          
          
            2017-04-30
          
          3.125
          220.00
          225.88
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE V 17
          
          
            2017-02-28
          
          .875
          27380.00
          27542.10
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/4 NOTE S 16
          
          
            2016-12-31
          
          3.25
          11380.00
          11542.51
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 45
          
          
            2045-05-15
          
          3
          40.00
          46.84
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE V 21
          
          
            2021-02-28
          
          1.125
          74838100.00
          75411821.48
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/8 BOND 44
          
          
            2044-05-15
          
          3.375
          200.00
          251.13
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE M 22
          
          
            2022-06-30
          
          2.125
          159740.00
          168138.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN A 23
          
          
            2023-01-15
          
          .125
          20.80
          21.01
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE F 24
          
          
            2024-11-15
          
          2.25
          37523640.00
          40073206.15
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/8 TRIN D 23
          
          
            2023-07-15
          
          .375
          1213556.11
          1250621.35
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 NOTE AT 18
          
          
            2018-11-15
          
          1.25
          16041480.00
          16260888.21
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AJ 19
          
          
            2019-02-15
          
          .75
          22960.00
          23019.23
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE P 22
          
          
            2022-08-31
          
          1.875
          2534820.00
          2646209.15
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 10/13/16
          
          
            2016-10-13
          
          0
          40.00
          39.98
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AP 18
          
          
            2018-07-15
          
          .875
          598640.00
          600616.64
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN X 20
          
          
            2020-04-15
          
          .125
          54466351.82
          55352988.13
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 TRIB 40
          
          
            2040-02-15
          
          2.125
          18640.90
          25042.42
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 TRIB 29
          
          
            2029-01-15
          
          2.5
          22.37
          28.44
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 TRIB 28
          
          
            2028-01-15
          
          1.75
          36653.24
          42976.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 TRIB 27
          
          
            2027-01-15
          
          2.375
          23.81
          29.24
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 TRIB 26
          
          
            2026-01-15
          
          2
          44736.92
          52608.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 TRIB 25
          
          
            2025-01-15
          
          2.375
          1699275.88
          2026970.24
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN A 22
          
          
            2022-01-15
          
          .125
          1909.55
          1935.88
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 TRIN D 20
          
          
            2020-07-15
          
          1.25
          33480775.60
          35733882.59
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 NOTE AZ 17
          
          
            2017-04-30
          
          .5
          32960.00
          32987.45
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE C 25
          
          
            2025-05-15
          
          2.125
          537240.00
          568255.32
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 BOND 43
          
          
            2043-08-15
          
          3.625
          21668600.00
          28650504.73
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 42
          
          
            2042-05-15
          
          3
          22301280.00
          26235830.84
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-08-22
      Y
      
        Societe Generale, Paris
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0035
      299964861.00
      299964861.00
      .0184
      N
      N
      Y
      N
    
    
      TD Securities (USA) LLC
      TD Securities (USA) LLC, REPO,  0.330%, 8/2/2016
      891960007
      SUVUFHICNZMP2WKHG940
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.000 CTMA1527
          
          
            2033-08-01
          
          3
          5459570.01
          5748388.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ8339
          
          
            2026-12-01
          
          3
          5048405.11
          5309399.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2487
          
          
            2044-05-01
          
          4
          17123424.90
          18652719.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL0518
          
          
            2026-06-01
          
          4
          16654897.15
          17902967.03
          Agency Mortgage-Backed Securities
          
        
        
          USTR 3 BOND 44
          
          
            2044-11-15
          
          3
          46445633.33
          54385891.97
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/8 BOND 44
          
          
            2044-08-15
          
          3.125
          5200.00
          6275.47
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-02
      2016-08-02
      2016-08-02
      Y
      
        TD Securities (USA) LLC
        
          N/A
          N/A
        
        1.0000
        4
        N
      
      N
      N
      .0033
      100000000.00
      100000000.00
      .0061
      N
      N
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  4.875%, 8/15/2016
      912828FQ8
      
      US912828FQ84
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      .0026
      65117000.00
      65117000.00
      .0040
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  0.500%, 11/30/2016
      912828G46
      
      US912828G468
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-30
      2016-11-30
      2016-11-30
      N
      N
      N
      .0035
      15007410.00
      15007410.00
      .0009
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  3.250%, 7/31/2016
      912828LD0
      
      US912828LD08
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-31
      2016-07-31
      2016-07-31
      N
      N
      N
      .0030
      150000000.00
      150000000.00
      .0092
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  3.000%, 8/31/2016
      912828LL2
      
      US912828LL24
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-31
      2016-08-31
      2016-08-31
      N
      N
      N
      .0044
      125286000.00
      125286000.00
      .0077
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  2.750%, 11/30/2016
      912828MA5
      
      US912828MA59
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-30
      2016-11-30
      2016-11-30
      N
      N
      N
      .0041
      171346400.00
      171346400.00
      .0105
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  0.875%, 11/30/2016
      912828RU6
      
      US912828RU68
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-11-30
      2016-11-30
      2016-11-30
      N
      N
      N
      .0036
      46079672.00
      46079672.00
      .0028
      N
      Y
      Y
      N
    
    
      United States Treasury
      United States Treasury Notes,  0.390%, 7/31/2016
      912828WV8
      
      US912828WV86
      U.S. Treasury Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-31
      2016-07-31
      2016-07-31
      N
      N
      N
      .0031
      100000000.00
      100000000.00
      .0061
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      BNP Paribas SA, REPO,  0.360%, 8/1/2016
      928WJB005
      R0MUWSFPU8MPRO8K5P83
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 04.000 CNMA1113
          
          
            2022-05-01
          
          4
          304400.86
          316862.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0893
          
          
            2040-01-01
          
          2.712
          2459742.26
          2581028.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082550 M
          
          
            2040-06-20
          
          1.75
          24697.31
          25413.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV3948
          
          
            2044-01-01
          
          5
          480413.79
          538499.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAB9303
          
          
            2033-05-01
          
          3
          617267.85
          651464.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT6935
          
          
            2043-07-01
          
          3.5
          1318740.68
          1410105.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CWAB9717
          
          
            2028-06-01
          
          2.5
          524740.44
          541971.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B5171 G
          
          
            2046-03-01
          
          2.66
          703981.68
          726909.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA3468 M
          
          
            2045-12-20
          
          3.5
          710947.74
          743010.92
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC B90438 G
          
          
            2032-01-01
          
          7.5
          257949.98
          292708.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX3969
          
          
            2030-01-01
          
          3.5
          403018.83
          428152.78
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008375 M
          
          
            2024-02-20
          
          2
          44591.64
          46020.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR8316
          
          
            2043-05-01
          
          3
          2323689.32
          2424656.72
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J26343 G
          
          
            2028-11-01
          
          3.5
          2192513.25
          2344189.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW5429
          
          
            2029-07-01
          
          3.5
          743894.00
          789507.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081370 M
          
          
            2035-06-20
          
          1.75
          66871.91
          69653.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL881419
          
          
            2036-06-01
          
          6.5
          24.64
          28.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKAR5723
          
          
            2043-02-01
          
          3
          1285873.64
          1322931.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA3610 M
          
          
            2046-03-20
          
          3
          3750.39
          3904.12
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2602 M
          
          
            2045-02-20
          
          4
          1667032.43
          1783784.90
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC J20466 G
          
          
            2027-09-01
          
          2.5
          499806.60
          519143.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995422
          
          
            2023-11-01
          
          5.5
          587558.85
          637664.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR5169
          
          
            2043-05-01
          
          3
          127118.54
          132641.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CTMA0538
          
          
            2030-10-01
          
          4.5
          489244.45
          537386.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FB 082447 M
          
          
            2039-11-20
          
          2.5
          56.31
          57.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1893955
          
          
            2036-09-01
          
          2.49
          255290.45
          270686.17
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008532 M
          
          
            2024-10-20
          
          2.5
          149616.45
          156809.18
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008518 M
          
          
            2024-10-20
          
          2
          42258.04
          43515.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC3671
          
          
            2039-10-01
          
          5
          90.43
          101.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WD773224
          
          
            2035-01-01
          
          2.276
          351584.03
          366236.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX5801
          
          
            2044-11-01
          
          3.5
          405155.67
          432840.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB3424
          
          
            2026-09-01
          
          3.5
          3065224.33
          3267597.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAU2872
          
          
            2033-08-01
          
          3.5
          1744524.80
          1877620.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW0305
          
          
            2029-02-01
          
          3.5
          1143438.41
          1225951.47
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2537 G
          
          
            2044-05-01
          
          2.599
          1390786.70
          1431815.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4398
          
          
            2028-01-01
          
          2.5
          1369111.43
          1421480.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT743457
          
          
            2023-10-01
          
          5.5
          248352.01
          280552.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ4667
          
          
            2045-08-01
          
          4
          364827.16
          392760.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082462 M
          
          
            2040-01-20
          
          2
          599820.92
          620101.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1893773
          
          
            2036-09-01
          
          2.38
          738245.42
          779201.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008651 M
          
          
            2025-07-20
          
          1.875
          25738.21
          26591.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY8422
          
          
            2045-08-01
          
          3.5
          1392343.92
          1492620.84
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082536 M
          
          
            2040-05-20
          
          2
          59689.76
          61838.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAR6420
          
          
            2027-07-01
          
          4
          762609.94
          821481.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB5460
          
          
            2042-06-01
          
          3
          379198.72
          395675.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WSAA3956
          
          
            2035-05-01
          
          2.558
          215088.38
          226656.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0371
          
          
            2039-09-01
          
          6
          63.42
          72.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL775506
          
          
            2034-05-01
          
          5
          957619.25
          1069118.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA3612 M
          
          
            2046-03-20
          
          3.5
          462978.21
          484221.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAV4921
          
          
            2033-12-01
          
          4
          1604164.11
          1739438.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAD8035
          
          
            2040-08-01
          
          4.5
          379354.92
          416442.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAS1350
          
          
            2033-11-01
          
          4
          221900.01
          238165.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV5971
          
          
            2043-12-01
          
          4
          890836.92
          966320.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0775
          
          
            2040-12-01
          
          3.157
          816966.08
          857295.97
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082482 M
          
          
            2040-02-20
          
          2.5
          23825.54
          24292.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB6782
          
          
            2027-11-01
          
          2.5
          629208.87
          653194.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVMA1558
          
          
            2028-07-01
          
          3.5
          271268.45
          288277.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082464 M
          
          
            2040-01-20
          
          2
          1252870.10
          1295925.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAU7294
          
          
            2033-10-01
          
          4
          499249.51
          541349.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIMA1023
          
          
            2027-02-01
          
          4
          482997.28
          510292.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT3242
          
          
            2028-06-01
          
          2.5
          3649575.24
          3796165.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS976682
          
          
            2037-07-01
          
          5.801
          756736.98
          808078.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAS5511
          
          
            2030-07-01
          
          3
          1455815.40
          1530592.38
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008587 M
          
          
            2025-01-20
          
          3
          181323.69
          189817.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1592
          
          
            2044-01-01
          
          4.5
          44181.80
          48265.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI726110
          
          
            2018-07-01
          
          4.5
          19443.99
          19995.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAU6681
          
          
            2028-09-01
          
          3
          4621089.84
          4858259.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS1040
          
          
            2043-11-01
          
          4
          25660858.56
          27925586.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS3902
          
          
            2044-11-01
          
          3.5
          175128.46
          187093.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAU7318
          
          
            2028-09-01
          
          2.5
          1132812.70
          1175861.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAP2759
          
          
            2027-11-01
          
          3
          846404.52
          890174.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO8612
          
          
            2027-07-01
          
          3
          2396263.97
          2528926.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B1524 G
          
          
            2043-07-01
          
          2.124
          780864.04
          800494.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAO3662
          
          
            2042-05-01
          
          4
          1546622.56
          1675737.87
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT MA2543 M
          
          
            2045-01-20
          
          2.5
          1074476.58
          1099410.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL2201
          
          
            2042-08-01
          
          2.709
          496546.55
          516307.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082533 M
          
          
            2040-05-20
          
          1.75
          63647.05
          64437.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC J23450 G
          
          
            2028-04-01
          
          2.5
          1517196.08
          1578354.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD0206
          
          
            2039-09-01
          
          5.5
          136396.70
          155839.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL845328
          
          
            2035-12-01
          
          5.5
          36631.50
          41634.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAT9218
          
          
            2043-07-01
          
          3.5
          955007.05
          1019467.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC0358
          
          
            2045-12-01
          
          4.5
          841165.96
          933729.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB8306
          
          
            2027-06-01
          
          3
          451357.67
          475330.78
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082713 M
          
          
            2041-01-20
          
          2.5
          2464348.62
          2546841.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082249 M
          
          
            2038-12-20
          
          2
          19.21
          19.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA4414
          
          
            2039-03-01
          
          4.5
          9850.88
          10812.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082556 M
          
          
            2040-06-20
          
          2
          65033.97
          66740.75
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC U89039 G
          
          
            2034-10-01
          
          3.5
          1413701.28
          1514598.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVAU7218
          
          
            2028-09-01
          
          3.5
          2073286.94
          2202494.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB802718
          
          
            2034-10-01
          
          2.21
          135843.09
          142010.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBA6094
          
          
            2035-12-01
          
          3
          499739.87
          525541.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY9730
          
          
            2030-07-01
          
          3.5
          486487.85
          520072.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAS6801
          
          
            2031-03-01
          
          2.5
          59514.37
          61715.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS1296
          
          
            2028-12-01
          
          3
          9290068.20
          9817970.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889260
          
          
            2038-04-01
          
          5
          2678431.94
          2973179.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR1706
          
          
            2028-01-01
          
          2.5
          969106.10
          1006072.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR7905
          
          
            2028-03-01
          
          3
          1140289.41
          1206554.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS5802
          
          
            2030-09-01
          
          3
          501442.59
          528231.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX5488
          
          
            2030-10-01
          
          3.5
          359000.23
          382233.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE2246
          
          
            2040-08-01
          
          4.5
          7114.03
          7783.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL749179
          
          
            2033-10-01
          
          5
          243711.62
          272013.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2594
          
          
            2046-03-01
          
          4.5
          229416.39
          252003.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAS2421
          
          
            2029-05-01
          
          3
          927546.48
          974911.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR6402
          
          
            2028-04-01
          
          3
          1444060.44
          1529858.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FB 082196 M
          
          
            2038-10-20
          
          2.5
          34.67
          35.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0608
          
          
            2043-11-01
          
          4.5
          481606.85
          539846.13
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC A97038 G
          
          
            2041-02-01
          
          4
          3862309.24
          4204436.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1667
          
          
            2044-02-01
          
          4.5
          8257489.68
          9032752.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV3129
          
          
            2043-11-01
          
          4
          361229.07
          392087.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008135 M
          
          
            2023-02-20
          
          2
          22000.48
          22656.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX6149
          
          
            2044-11-01
          
          4.5
          528569.10
          588142.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL950797
          
          
            2037-10-01
          
          6.5
          24510.15
          28393.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WD923275
          
          
            2036-07-01
          
          2.76
          997278.99
          1063405.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4823
          
          
            2028-01-01
          
          2.5
          2962785.30
          3076865.70
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082635 M
          
          
            2040-09-20
          
          1.875
          99553.81
          102174.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082466 M
          
          
            2040-01-20
          
          2.5
          61222.50
          62913.07
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082466 M
          
          
            2040-01-20
          
          2.5
          61222.50
          62913.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAU5727
          
          
            2028-09-01
          
          3
          1118631.05
          1183067.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU4902
          
          
            2043-08-01
          
          3.5
          977323.87
          1033145.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB6224
          
          
            2042-09-01
          
          3.5
          7204344.75
          7641167.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1452
          
          
            2044-10-01
          
          4.5
          493647.96
          555073.57
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B4241 G
          
          
            2045-06-01
          
          2.946
          135655.00
          141102.82
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR TL 082863 M
          
          
            2041-06-20
          
          2.25
          249517.15
          254981.57
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q21759 G
          
          
            2043-09-01
          
          4
          2619629.55
          2810131.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD3118
          
          
            2025-04-01
          
          4.5
          273956.83
          297206.18
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082702 M
          
          
            2040-12-20
          
          3
          238750.17
          245278.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD1605
          
          
            2046-07-01
          
          4
          371437.38
          402377.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI7678
          
          
            2026-07-01
          
          4
          1470701.23
          1574569.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0301
          
          
            2046-03-01
          
          4
          1528660.30
          1660203.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB899368
          
          
            2037-09-01
          
          2.461
          2127841.52
          2244243.20
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849790 G
          
          
            2045-03-01
          
          2.639
          363305.27
          377620.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM8272
          
          
            2025-03-01
          
          2.7
          1922022.89
          2022731.12
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC A92565 G
          
          
            2040-06-01
          
          5.5
          342620.10
          387638.59
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.000 FGPC G07881 G
          
          
            2038-01-01
          
          6
          8015280.95
          9272771.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM9021
          
          
            2027-05-01
          
          2.9
          1754495.46
          1869975.57
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G14994 G
          
          
            2029-01-01
          
          3
          5954259.67
          6301823.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB974213
          
          
            2038-02-01
          
          2.688
          389617.58
          410972.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2701
          
          
            2045-01-01
          
          3.5
          296656.81
          313696.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAU6221
          
          
            2043-09-01
          
          5
          788127.75
          883983.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP1195
          
          
            2042-08-01
          
          3.5
          1521906.64
          1627009.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM5435
          
          
            2024-04-01
          
          3.57
          690137.35
          769072.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1345
          
          
            2043-07-01
          
          3
          956242.66
          997792.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CKMA2663
          
          
            2046-05-01
          
          4
          287471.79
          302316.00
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G08715 G
          
          
            2046-08-01
          
          3
          2754888.89
          2866140.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW5587
          
          
            2044-04-01
          
          4.5
          438590.05
          479328.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY2697
          
          
            2030-02-01
          
          3.5
          912400.90
          968346.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5170
          
          
            2043-06-01
          
          3.5
          1697945.11
          1815197.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT7250
          
          
            2028-08-01
          
          2.5
          983849.18
          1025275.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1080
          
          
            2022-06-01
          
          3
          474929.50
          499370.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBD1881
          
          
            2046-06-01
          
          2.634
          316772.29
          327663.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1544
          
          
            2045-05-01
          
          4
          1171737.14
          1271564.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745932
          
          
            2036-11-01
          
          6.5
          266594.12
          308828.37
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082711 M
          
          
            2041-01-20
          
          2
          486317.48
          501127.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1800
          
          
            2045-07-01
          
          4
          1380929.17
          1486651.88
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC C04210 G
          
          
            2042-08-01
          
          3.5
          122129.84
          129442.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB8308
          
          
            2027-07-01
          
          3
          526622.43
          553300.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0150
          
          
            2019-08-01
          
          4
          310739.87
          322708.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082517 M
          
          
            2040-04-20
          
          2.25
          431889.06
          444523.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1898
          
          
            2029-03-01
          
          3.5
          458186.50
          490796.20
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT MA3129 M
          
          
            2045-09-20
          
          2
          224537.86
          228384.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY7973
          
          
            2030-05-01
          
          3.5
          355313.62
          381914.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS1741
          
          
            2029-02-01
          
          3
          120726.61
          127591.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6827
          
          
            2046-03-01
          
          3.5
          11394495.42
          12251056.36
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008456 M
          
          
            2024-07-20
          
          1.875
          121171.62
          124910.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX5154
          
          
            2044-11-01
          
          4.5
          801721.38
          878269.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR2600
          
          
            2043-02-01
          
          3
          436750.18
          455725.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1587
          
          
            2044-01-01
          
          4.5
          1093460.50
          1194791.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW7902
          
          
            2044-08-01
          
          5
          478917.10
          544200.15
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008552 M
          
          
            2024-11-20
          
          2.5
          179275.01
          187907.90
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080285 M
          
          
            2029-05-20
          
          1.75
          10222.60
          10474.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7222
          
          
            2046-04-01
          
          4
          416737.15
          447548.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080107 M
          
          
            2027-08-20
          
          1.875
          71743.21
          74347.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP884930
          
          
            2036-05-01
          
          6
          6.64
          6.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC G18439 G
          
          
            2027-07-01
          
          2.5
          10241707.83
          10638005.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008580 M
          
          
            2025-01-20
          
          2
          123141.08
          127238.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA2666
          
          
            2031-01-01
          
          3
          607879.96
          642105.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA0103 M
          
          
            2042-05-20
          
          3.5
          142409.18
          147956.90
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082474 M
          
          
            2040-02-20
          
          2
          107671.93
          111370.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV6093
          
          
            2044-01-01
          
          4
          136881.94
          150331.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW2656
          
          
            2029-08-01
          
          3.5
          265227.53
          284134.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL969729
          
          
            2038-01-01
          
          7
          343101.89
          379211.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX6363
          
          
            2044-12-01
          
          4
          280210.33
          300738.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX8943
          
          
            2045-01-01
          
          4.5
          360627.34
          394070.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA1618
          
          
            2030-11-01
          
          3.5
          529572.37
          568222.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP3817
          
          
            2042-09-01
          
          3
          613274.37
          643618.17
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 083023 M
          
          
            2042-01-20
          
          2.5
          631065.52
          651489.60
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082816 M
          
          
            2041-04-20
          
          2.25
          123379.75
          128438.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAY3952
          
          
            2035-03-01
          
          3.5
          496963.63
          534535.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1133
          
          
            2043-11-01
          
          4.5
          1346052.16
          1472944.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT8943
          
          
            2028-07-01
          
          2.5
          277945.93
          288512.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU4898
          
          
            2043-08-01
          
          3.5
          1467711.63
          1551566.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0130
          
          
            2039-08-01
          
          6.5
          430541.30
          498748.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082820 M
          
          
            2041-04-20
          
          3.5
          96476.18
          100865.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVMA1949
          
          
            2029-05-05
          
          3
          488600.05
          513602.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA1152
          
          
            2022-06-01
          
          4
          479006.59
          498819.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008628 M
          
          
            2025-05-20
          
          1.75
          93593.33
          96771.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTBA4548
          
          
            2035-11-01
          
          4
          11606.90
          12586.87
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082846 M
          
          
            2041-05-20
          
          3.5
          90399.03
          94488.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1N0176 G
          
          
            2036-07-01
          
          2.243
          1354792.28
          1425952.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC V81252 G
          
          
            2044-07-01
          
          4
          4310384.05
          4693418.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ6619
          
          
            2045-12-01
          
          4
          406339.82
          438198.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAT2464
          
          
            2043-06-01
          
          4
          150844.67
          162473.15
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FB 082948 M
          
          
            2041-09-20
          
          3
          68506.06
          70627.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CNMA2676
          
          
            2026-06-01
          
          2.5
          2430532.11
          2526038.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008830 M
          
          
            2026-03-20
          
          2
          9887.89
          10248.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2616
          
          
            2040-03-01
          
          3.5
          349157.39
          370111.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMB0280
          
          
            2044-02-01
          
          4.5
          362389.40
          406214.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP891424
          
          
            2036-03-01
          
          6
          444693.76
          499499.46
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J29224 G
          
          
            2029-09-01
          
          3
          2204172.09
          2327952.52
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B5012 G
          
          
            2045-12-01
          
          2.663
          1405428.32
          1450459.96
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J26422 G
          
          
            2028-11-01
          
          3.5
          55834.34
          59775.53
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081404 M
          
          
            2035-07-20
          
          1.875
          261405.64
          271668.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT653890
          
          
            2022-08-01
          
          6
          23436.41
          26858.36
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082739 M
          
          
            2041-02-20
          
          2
          208324.17
          214878.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0459
          
          
            2020-07-01
          
          4
          273553.41
          284496.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY1358
          
          
            2045-04-01
          
          4
          459249.58
          500472.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA1301
          
          
            2045-12-01
          
          4
          711714.52
          772982.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI761698
          
          
            2019-01-01
          
          5
          15.38
          15.92
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AQ 081594 M
          
          
            2035-12-20
          
          2
          29.45
          30.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0275
          
          
            2043-11-01
          
          4.5
          1373432.29
          1539521.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008173 M
          
          
            2023-04-20
          
          1.75
          61223.68
          62991.27
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q16517 G
          
          
            2043-03-01
          
          3.5
          1414047.77
          1509277.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0687
          
          
            2035-11-01
          
          6
          269698.85
          313801.54
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082480 M
          
          
            2040-02-20
          
          2
          67601.47
          69923.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNAR8199
          
          
            2023-03-01
          
          3
          668604.06
          703163.09
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082557 M
          
          
            2040-06-20
          
          2.5
          79150.09
          81240.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082557 M
          
          
            2040-06-20
          
          2.5
          193048.99
          198146.34
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082557 M
          
          
            2040-06-20
          
          2.5
          66041.44
          67785.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080657 M
          
          
            2032-12-20
          
          2
          4264.54
          4421.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1324
          
          
            2046-02-01
          
          3.5
          363644.84
          389002.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV7996
          
          
            2029-01-01
          
          3
          36283.25
          38319.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW3319
          
          
            2044-06-01
          
          5
          525319.07
          594030.22
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082222 M
          
          
            2038-11-20
          
          2
          23.39
          23.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ4632
          
          
            2045-08-01
          
          4.5
          772626.86
          861756.32
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082842 M
          
          
            2041-05-20
          
          3.5
          201116.84
          209760.28
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082842 M
          
          
            2041-05-20
          
          3.5
          18161.55
          18942.08
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082800 M
          
          
            2041-04-20
          
          3.5
          196584.33
          206820.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CNMA1264
          
          
            2022-11-01
          
          2
          468002.69
          477828.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR8718
          
          
            2043-04-01
          
          3.5
          377584.82
          405270.18
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q34537 G
          
          
            2045-07-01
          
          4
          1576060.20
          1710241.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL3957
          
          
            2042-06-01
          
          3.578
          5364271.57
          5663978.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAV5727
          
          
            2029-03-01
          
          4
          264986.86
          288653.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS783244
          
          
            2044-04-01
          
          1.638
          1039047.90
          1057183.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC3291
          
          
            2024-10-01
          
          4.5
          627199.26
          679796.81
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082856 M
          
          
            2041-06-20
          
          3
          238095.25
          246008.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI772198
          
          
            2019-06-01
          
          4.5
          35.21
          36.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAV9623
          
          
            2044-02-01
          
          3.197
          3142746.67
          3282034.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV7782
          
          
            2044-01-01
          
          4.5
          311043.90
          348392.81
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082490 M
          
          
            2040-03-20
          
          2
          157867.89
          162700.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS5478
          
          
            2045-07-01
          
          4
          1173351.89
          1289099.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008089 M
          
          
            2022-12-20
          
          2
          148550.50
          152459.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI725530
          
          
            2019-06-01
          
          5
          9323.87
          9672.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY0449
          
          
            2030-02-01
          
          3.5
          349667.34
          375265.87
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q25770 G
          
          
            2044-04-01
          
          4
          7771214.98
          8328528.53
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082520 M
          
          
            2040-04-20
          
          3
          350145.24
          363784.21
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082520 M
          
          
            2040-04-20
          
          3
          494507.68
          513769.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW8709
          
          
            2044-08-01
          
          4.5
          356401.43
          395048.89
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 856822 C
          
          
            2035-01-20
          
          2
          118402.95
          120123.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW5413
          
          
            2044-07-01
          
          5
          393016.65
          440817.25
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q27462 G
          
          
            2044-07-01
          
          4
          51375.40
          55054.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS0636
          
          
            2028-10-01
          
          3.5
          921643.06
          983127.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0539
          
          
            2031-02-01
          
          3
          814515.94
          860344.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ0678
          
          
            2045-09-01
          
          4
          376403.97
          411093.77
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008643 M
          
          
            2025-06-20
          
          2
          7.15
          7.42
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082497 M
          
          
            2040-03-20
          
          2
          656632.16
          678589.65
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082828 M
          
          
            2041-05-20
          
          4
          274772.74
          287326.86
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082828 M
          
          
            2041-05-20
          
          4
          35428.11
          37046.79
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082885 M
          
          
            2041-07-20
          
          1.875
          615311.55
          633380.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082885 M
          
          
            2041-07-20
          
          1.875
          635139.92
          653791.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAV4907
          
          
            2033-12-01
          
          4
          626483.20
          679312.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0361
          
          
            2046-06-01
          
          4
          3606135.39
          3872744.59
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082840 M
          
          
            2041-05-20
          
          2.25
          228216.86
          236579.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAR5203
          
          
            2028-11-01
          
          3.5
          1468022.30
          1560995.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX5257
          
          
            2044-11-01
          
          4.5
          821669.87
          906901.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ8818
          
          
            2045-09-01
          
          4.5
          824112.77
          924655.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL940768
          
          
            2037-06-01
          
          6
          31.60
          36.29
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 083054 M
          
          
            2042-03-20
          
          2.5
          13922.41
          14360.50
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082518 M
          
          
            2040-04-20
          
          2.5
          429624.46
          442453.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082833 M
          
          
            2041-05-20
          
          2
          78222.68
          79916.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX1674
          
          
            2029-10-01
          
          3.5
          722803.27
          777161.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR TL 083060 M
          
          
            2042-02-20
          
          2.625
          72640.27
          73630.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB6534
          
          
            2042-10-01
          
          3.5
          243398.73
          257948.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1868851
          
          
            2036-04-01
          
          2.842
          931122.48
          988020.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV8173
          
          
            2044-01-01
          
          5
          967023.82
          1087001.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082827 M
          
          
            2041-05-20
          
          3.5
          330433.77
          342188.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL872280
          
          
            2036-05-01
          
          6
          1551415.79
          1780602.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS2103
          
          
            2029-04-01
          
          3.5
          946784.84
          1012986.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD8925
          
          
            2040-06-01
          
          3.05
          268.47
          285.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0298
          
          
            2020-01-01
          
          4
          179751.50
          186718.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW7238
          
          
            2044-06-01
          
          5
          331759.85
          378606.96
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C03840 G
          
          
            2042-04-01
          
          4
          1103340.61
          1202781.51
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC H01774 G
          
          
            2037-09-01
          
          6.5
          21508.02
          24188.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS0867
          
          
            2028-10-01
          
          3.5
          2787165.12
          2995695.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC Q11213 G
          
          
            2042-09-01
          
          3
          3481359.32
          3627831.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL973574
          
          
            2038-03-01
          
          5
          288435.03
          320175.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB751585
          
          
            2033-10-01
          
          2.583
          24.14
          25.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4888
          
          
            2042-04-01
          
          3.5
          1454626.45
          1564048.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAS2649
          
          
            2034-06-01
          
          4
          27462.01
          29889.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5467
          
          
            2037-06-01
          
          3.5
          2194570.28
          2327085.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB884741
          
          
            2036-07-01
          
          2.673
          367124.42
          391587.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAW6906
          
          
            2034-06-01
          
          4
          1005927.83
          1094639.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL0491
          
          
            2041-07-01
          
          3.056
          46753.87
          49678.60
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082712 M
          
          
            2041-01-20
          
          2
          1370843.10
          1424401.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2569
          
          
            2046-03-01
          
          4.5
          335104.47
          368097.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082463 M
          
          
            2040-01-20
          
          2
          299924.55
          310168.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV6585
          
          
            2029-03-01
          
          3
          758455.32
          801491.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX PA845051
          
          
            2035-11-01
          
          2.391
          163119.98
          170713.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB974506
          
          
            2038-03-01
          
          2.75
          51.99
          54.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAS0123
          
          
            2028-08-01
          
          4
          310541.89
          327268.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3133
          
          
            2046-03-01
          
          4
          1900397.66
          2040901.87
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA2459 M
          
          
            2044-12-20
          
          3.5
          495226.45
          514181.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888881
          
          
            2037-12-01
          
          6.5
          103617.99
          120033.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0267
          
          
            2019-12-01
          
          4
          1058284.99
          1099337.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0380
          
          
            2020-04-01
          
          4
          429675.07
          446585.84
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008520 M
          
          
            2024-10-20
          
          2
          48435.98
          49892.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI754291
          
          
            2018-11-01
          
          4.5
          14.39
          14.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAR5200
          
          
            2028-09-01
          
          4
          315238.20
          331139.16
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40370 G
          
          
            2046-05-01
          
          4
          253661.96
          276813.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q37994 G
          
          
            2045-12-01
          
          4.5
          410219.15
          456378.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW6949
          
          
            2044-07-01
          
          5
          434564.06
          488480.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA2901
          
          
            2045-11-01
          
          3.5
          254354.52
          272223.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1362
          
          
            2044-10-01
          
          4.5
          863156.04
          954835.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR MA2844 M
          
          
            2045-04-20
          
          1.5
          11428.65
          11674.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CVMA1736
          
          
            2028-11-01
          
          4
          438502.71
          469331.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G07563 G
          
          
            2043-11-01
          
          4.5
          1632095.55
          1795218.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082540 M
          
          
            2040-05-20
          
          3
          1085915.99
          1123492.31
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082540 M
          
          
            2040-05-20
          
          3
          198056.27
          204909.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS806483
          
          
            2035-05-01
          
          1.928
          325502.86
          339835.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0747
          
          
            2043-10-01
          
          4.5
          273155.58
          301670.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HY874366
          
          
            2017-03-01
          
          5.56
          700769.21
          709538.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI735742
          
          
            2020-07-01
          
          5
          14337.25
          14857.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CQAS5489
          
          
            2035-07-01
          
          3
          1643289.95
          1731784.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD9193
          
          
            2040-09-01
          
          5
          439203.33
          489801.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 KL925162
          
          
            2037-08-01
          
          6.5
          4941.15
          5725.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082457 M
          
          
            2040-01-20
          
          2
          33294.64
          34432.74
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082457 M
          
          
            2040-01-20
          
          2
          55491.07
          57387.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKMA2711
          
          
            2046-07-01
          
          3
          270003.80
          277855.60
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 970020 G
          
          
            2023-01-01
          
          2.508
          110360.00
          116368.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL659376
          
          
            2032-11-01
          
          5.5
          12741.07
          14477.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2625
          
          
            2044-06-01
          
          4.5
          2253854.86
          2498120.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1215
          
          
            2028-12-01
          
          3.5
          1042480.64
          1111920.50
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082736 M
          
          
            2041-02-20
          
          2
          493592.13
          510307.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAW3330
          
          
            2029-06-01
          
          4
          340201.60
          359105.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA5687
          
          
            2045-12-01
          
          4
          584679.71
          629807.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB888403
          
          
            2034-07-01
          
          2.711
          135354.82
          143301.31
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 848510 G
          
          
            2041-03-01
          
          3.476
          389825.97
          405881.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS6704
          
          
            2036-02-01
          
          3
          27167826.76
          28577058.16
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082853 M
          
          
            2041-06-20
          
          3.5
          68.23
          70.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX1274
          
          
            2044-09-01
          
          4
          928560.17
          1013033.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB888498
          
          
            2034-09-01
          
          2.693
          112085.20
          117770.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBC3792
          
          
            2031-02-01
          
          3
          505702.37
          534235.28
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082594 M
          
          
            2040-08-20
          
          1.875
          9.19
          9.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV6134
          
          
            2029-01-01
          
          3.5
          2475702.89
          2661301.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV5580
          
          
            2044-01-01
          
          5
          945214.11
          1052298.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ6032
          
          
            2030-11-01
          
          3
          812919.24
          858590.94
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40718 G
          
          
            2046-05-01
          
          3.5
          33823.15
          35742.35
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AQ 081916 M
          
          
            2037-05-20
          
          1.75
          128.80
          130.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4892
          
          
            2046-06-01
          
          4
          2026139.46
          2175934.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAT4117
          
          
            2043-04-01
          
          2.047
          921838.65
          946325.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7615
          
          
            2046-07-01
          
          3.5
          190606.47
          203996.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL865905
          
          
            2036-03-01
          
          6
          50590.07
          58607.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL888411
          
          
            2033-09-01
          
          8
          331979.45
          397433.59
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC Q11422 G
          
          
            2042-09-01
          
          3
          1850780.90
          1928543.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC2888
          
          
            2046-02-01
          
          4
          869742.08
          940181.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAE8425
          
          
            2025-11-01
          
          3.5
          2910680.81
          3105440.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAZ5793
          
          
            2030-08-01
          
          3.5
          341283.61
          365993.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE0885
          
          
            2022-03-01
          
          4
          417504.67
          433608.28
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082761 M
          
          
            2041-03-20
          
          2
          192231.34
          198432.83
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082761 M
          
          
            2041-03-20
          
          2
          370566.44
          382521.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU4381
          
          
            2043-10-01
          
          4.5
          1805663.63
          1973929.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAR4469
          
          
            2028-03-01
          
          2
          2470240.78
          2526388.25
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082730 M
          
          
            2041-01-20
          
          3
          23125.85
          24083.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAR5415
          
          
            2043-02-01
          
          4
          276386.86
          300171.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB1666
          
          
            2025-11-01
          
          3.5
          1276032.85
          1360072.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1219
          
          
            2028-12-01
          
          3.5
          961356.15
          1033365.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4827
          
          
            2028-01-01
          
          2.5
          988300.04
          1026964.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB6886
          
          
            2027-11-01
          
          3
          90463.22
          95638.38
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 083020 M
          
          
            2042-01-20
          
          2
          0.27
          0.27
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 083020 M
          
          
            2042-01-20
          
          2
          11.31
          11.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAA7982
          
          
            2039-06-01
          
          2.982
          333750.78
          354146.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL950329
          
          
            2037-09-01
          
          7
          24024.48
          27076.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1301
          
          
            2044-09-01
          
          4.5
          1707054.44
          1872276.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0099
          
          
            2019-06-01
          
          4
          523682.25
          543807.41
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT MA0729 M
          
          
            2043-01-20
          
          2
          81911.84
          83325.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAS0727
          
          
            2033-10-01
          
          3.5
          78299.57
          83698.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR8661
          
          
            2028-03-01
          
          3
          1910883.84
          2022011.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA0035 M
          
          
            2042-04-20
          
          3
          1674369.61
          1737532.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI777535
          
          
            2019-08-01
          
          5.5
          12921.45
          13250.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAS1019
          
          
            2033-10-01
          
          3.5
          759961.14
          811989.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVMA1633
          
          
            2028-09-01
          
          3
          528500.74
          555552.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU7223
          
          
            2028-10-01
          
          3.5
          470464.21
          503964.65
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008931 M
          
          
            2022-03-20
          
          2
          23183.07
          23829.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL6887
          
          
            2044-04-01
          
          4.5
          266540.42
          291967.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY7981
          
          
            2030-05-01
          
          3.5
          352474.62
          377938.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL995245
          
          
            2039-01-01
          
          5
          647671.76
          718944.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC A95259 G
          
          
            2040-12-01
          
          4
          8264770.87
          8897663.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR7440
          
          
            2043-08-01
          
          3.5
          1868334.98
          1978841.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAR5921
          
          
            2028-03-01
          
          2
          2068941.57
          2116023.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ2645
          
          
            2045-09-01
          
          4
          2628117.49
          2866664.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1173
          
          
            2046-04-01
          
          3.5
          1842644.41
          1981143.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV4863
          
          
            2028-11-01
          
          3.5
          270502.11
          287113.44
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082348 M
          
          
            2039-06-20
          
          1.75
          34.23
          35.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008998 M
          
          
            2022-06-20
          
          1.75
          85476.99
          87720.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0767
          
          
            2037-07-01
          
          5
          35323.73
          39450.70
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1J0764 G
          
          
            2037-12-01
          
          1.532
          543758.50
          568184.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW6734
          
          
            2044-06-01
          
          4.5
          844853.68
          936374.14
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FL 082838 M
          
          
            2041-05-20
          
          3.5
          6741.30
          6783.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1134
          
          
            2041-12-01
          
          2.586
          65508.62
          68984.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL723255
          
          
            2032-09-01
          
          5
          527195.10
          598205.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD1603
          
          
            2046-07-01
          
          4
          1437121.78
          1549767.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP879838
          
          
            2035-12-01
          
          5.5
          762698.51
          844236.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT0939
          
          
            2043-04-01
          
          3
          10325.85
          10821.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP900174
          
          
            2036-08-01
          
          6
          22.31
          24.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ7512
          
          
            2041-12-01
          
          2.84
          4412779.57
          4607488.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725797
          
          
            2018-12-01
          
          4.5
          19988.67
          20567.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G07786 G
          
          
            2044-08-01
          
          4
          24230.22
          26561.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K0878693
          
          
            2036-02-01
          
          6.5
          486816.83
          556970.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082446 M
          
          
            2039-12-20
          
          2.5
          114543.09
          118260.07
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082458 M
          
          
            2040-01-20
          
          2
          77555.40
          80210.94
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082458 M
          
          
            2040-01-20
          
          2
          79949.07
          82686.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKAT0240
          
          
            2043-02-01
          
          3
          1560381.26
          1605356.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB933307
          
          
            2038-03-01
          
          2.75
          191883.24
          200462.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAQ9375
          
          
            2027-12-01
          
          2.5
          1312222.94
          1362245.46
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J28697 G
          
          
            2029-07-01
          
          3.5
          914356.63
          974903.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX8759
          
          
            2045-02-01
          
          4
          1608583.52
          1762539.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB940339
          
          
            2036-09-01
          
          2.37
          90586.40
          95089.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL819260
          
          
            2035-07-01
          
          6
          45196.72
          51795.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAS1715
          
          
            2044-02-01
          
          5
          992053.09
          1113938.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB1840
          
          
            2040-11-01
          
          4
          416072.19
          456510.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888215
          
          
            2036-12-01
          
          6.5
          594784.53
          715100.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB818858
          
          
            2035-01-01
          
          2.237
          98289.67
          98973.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2909
          
          
            2044-07-01
          
          4.5
          2441468.76
          2705928.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC0416
          
          
            2031-01-01
          
          3.5
          604695.81
          646795.47
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080181 M
          
          
            2028-03-20
          
          2
          82351.35
          83824.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082524 M
          
          
            2040-04-20
          
          2
          192.39
          198.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY9351
          
          
            2030-04-01
          
          3.5
          299050.60
          320596.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU8045
          
          
            2043-09-01
          
          4.5
          338016.26
          369279.39
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G08537 G
          
          
            2043-07-01
          
          3
          2987357.69
          3110536.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAS3070
          
          
            2044-08-01
          
          5
          1881354.01
          2094149.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX9237
          
          
            2044-12-01
          
          4.5
          326053.06
          361468.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CTMA1471
          
          
            2033-06-01
          
          2.5
          6296.32
          6499.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CJAE9013
          
          
            2018-01-01
          
          4.5
          77.17
          77.17
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.000 FGPC J10987 G
          
          
            2024-10-01
          
          5
          617506.29
          665850.17
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082801 M
          
          
            2041-04-20
          
          3
          10591.21
          10927.25
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J30509 G
          
          
            2030-01-01
          
          3
          5736602.26
          6059752.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS6702
          
          
            2036-02-01
          
          3
          966718.29
          1016863.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR1425
          
          
            2028-01-01
          
          2.5
          6578210.63
          6829126.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 NPAE0290
          
          
            2040-03-01
          
          4.5
          1101927.83
          1206538.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA2321
          
          
            2046-02-01
          
          3.5
          1550004.17
          1656072.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA2090
          
          
            2045-08-01
          
          4
          5625176.18
          6133760.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR4430
          
          
            2043-03-01
          
          3
          1685275.52
          1758496.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAR1033
          
          
            2033-02-01
          
          3
          530620.30
          562632.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAD0310
          
          
            2038-12-01
          
          7
          199631.32
          237940.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKAP8918
          
          
            2042-10-01
          
          3
          520168.73
          535162.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB828902
          
          
            2035-05-01
          
          2.126
          2241085.00
          2314905.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS6228
          
          
            2045-11-01
          
          4
          1917849.24
          2089995.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ2158
          
          
            2041-09-01
          
          3.067
          3484857.19
          3673922.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J26722 G
          
          
            2028-12-01
          
          3.5
          1635159.55
          1748659.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008371 M
          
          
            2024-02-20
          
          2
          61559.12
          63533.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082911 M
          
          
            2041-07-20
          
          3.5
          198400.90
          205068.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAX5421
          
          
            2044-10-01
          
          5
          211.16
          237.42
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080141 M
          
          
            2027-12-20
          
          2
          107434.93
          111156.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082218 M
          
          
            2038-11-20
          
          2.5
          14.25
          14.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAT6214
          
          
            2029-03-01
          
          3.5
          440639.75
          467658.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CLAD0045
          
          
            2032-10-01
          
          8
          254775.08
          320665.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU6237
          
          
            2043-09-01
          
          4.5
          669973.11
          735060.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1Q0389 G
          
          
            2038-01-01
          
          2.464
          50977.94
          53435.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3970
          
          
            2044-12-01
          
          4
          324561.93
          348312.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBC2406
          
          
            2046-01-01
          
          2.625
          137871.96
          142543.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008506 M
          
          
            2024-09-20
          
          2.5
          6646.57
          6960.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ1219
          
          
            2046-04-01
          
          3.5
          3150753.33
          3354749.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1903
          
          
            2043-01-01
          
          3.5
          874218.27
          930564.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CZ963071
          
          
            2048-05-01
          
          5.5
          5571.72
          6090.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q25817 G
          
          
            2044-04-01
          
          4
          13773008.51
          14931581.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBC0866
          
          
            2046-04-01
          
          2.573
          372262.00
          385733.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX3078
          
          
            2044-10-01
          
          4
          305.22
          332.48
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008633 M
          
          
            2025-05-20
          
          2.5
          26866.07
          28268.54
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT MA2542 M
          
          
            2045-01-20
          
          2
          1207369.43
          1231958.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAV7131
          
          
            2029-03-01
          
          4
          517813.78
          567120.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5752
          
          
            2043-02-01
          
          3.5
          427190.45
          451686.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI2350
          
          
            2041-06-01
          
          3.038
          264645.70
          280658.59
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3245 M
          
          
            2045-11-20
          
          4
          2603741.95
          2783559.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC Q13638 G
          
          
            2042-11-01
          
          3
          2811718.44
          2929606.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082200 M
          
          
            2038-10-20
          
          2
          25.65
          26.59
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1N0060 G
          
          
            2035-11-01
          
          2.462
          477000.00
          502784.18
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008480 M
          
          
            2024-08-20
          
          1.875
          0.64
          0.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082735 M
          
          
            2041-02-20
          
          2.5
          88809.65
          91751.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL994103
          
          
            2038-11-01
          
          7
          80091.97
          83835.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WD813570
          
          
            2034-10-01
          
          2.554
          139748.13
          148211.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G07961 G
          
          
            2045-03-01
          
          3.5
          234774.45
          250327.84
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082445 M
          
          
            2039-12-20
          
          2
          163925.75
          168603.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735228
          
          
            2035-02-01
          
          5.5
          40892.00
          46498.61
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082538 M
          
          
            2040-05-20
          
          2.5
          859310.67
          884771.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAU6265
          
          
            2043-10-01
          
          5
          538157.09
          603609.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAY7178
          
          
            2045-03-01
          
          2.708
          110396.56
          114680.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL811694
          
          
            2035-04-01
          
          5.5
          771076.82
          898806.30
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR TL 082440 M
          
          
            2039-11-20
          
          2.5
          231671.93
          238684.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY0012
          
          
            2045-01-01
          
          4
          15439.82
          16573.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B4398 G
          
          
            2045-06-01
          
          2.658
          4455852.95
          4628300.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB825678
          
          
            2035-07-01
          
          3.533
          239767.55
          254635.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA2055
          
          
            2046-03-01
          
          4.5
          389542.03
          432412.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR5151
          
          
            2028-04-01
          
          2.5
          1335777.52
          1386846.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX3853
          
          
            2045-04-01
          
          3.5
          372364.21
          396432.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS6890
          
          
            2030-12-01
          
          3
          1053881.34
          1113258.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAC7319
          
          
            2039-12-01
          
          4.5
          419666.54
          469217.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA1124
          
          
            2042-06-01
          
          3.5
          530545.21
          566319.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081711 M
          
          
            2036-07-20
          
          2.375
          37628.50
          38632.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTMA1332
          
          
            2032-12-01
          
          3.5
          334779.25
          357239.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL937886
          
          
            2037-06-01
          
          6.5
          248955.53
          298390.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW8822
          
          
            2044-12-01
          
          4.5
          404982.70
          442443.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB967674
          
          
            2036-05-01
          
          5.817
          119986.67
          127477.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL8076
          
          
            2046-01-01
          
          4
          17083959.31
          18771514.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4525
          
          
            2045-12-01
          
          4
          15139487.87
          16438836.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1759
          
          
            2043-06-01
          
          3
          153365.22
          160028.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082527 M
          
          
            2040-04-20
          
          3.5
          117046.55
          123445.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT3613
          
          
            2043-05-01
          
          3.5
          935635.61
          989289.84
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AS 082741 M
          
          
            2041-02-20
          
          3
          209548.66
          217659.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0577
          
          
            2040-01-01
          
          5
          475084.78
          537695.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAZ2081
          
          
            2030-09-01
          
          3.5
          1119608.25
          1200462.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS1830
          
          
            2044-02-01
          
          4
          56442.78
          61998.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE8356
          
          
            2040-10-01
          
          2.543
          400961.13
          421148.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08554 G
          
          
            2043-10-01
          
          3.5
          3081054.98
          3265339.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.000 FGPC Q24380 G
          
          
            2043-12-01
          
          5
          655898.40
          736322.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB8533
          
          
            2043-03-01
          
          3
          81801.68
          85776.62
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C91860 G
          
          
            2035-12-01
          
          4
          59946.65
          64874.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082499 M
          
          
            2040-03-20
          
          2
          47265.33
          48759.36
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082825 M
          
          
            2041-05-20
          
          1.75
          42171.28
          43529.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4763
          
          
            2037-03-01
          
          3.5
          2068485.23
          2190160.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU7549
          
          
            2028-10-01
          
          3.5
          267977.29
          287292.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1185
          
          
            2041-09-01
          
          4.5
          54103.85
          59979.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2512
          
          
            2046-01-01
          
          4
          405045.23
          435001.21
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081235 M
          
          
            2035-02-20
          
          2
          1496558.95
          1559958.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1967
          
          
            2043-07-01
          
          3
          966316.80
          1008304.55
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J25183 G
          
          
            2028-08-01
          
          3
          513929.52
          543895.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ2181
          
          
            2030-07-01
          
          3
          407203.78
          430867.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC6213
          
          
            2039-11-01
          
          5
          508269.94
          573460.58
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 080578 M
          
          
            2032-02-20
          
          2
          67249.64
          70059.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB841855
          
          
            2035-08-01
          
          2.596
          182516.12
          192455.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1126
          
          
            2043-02-01
          
          3.5
          600054.03
          642730.01
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082478 M
          
          
            2040-02-20
          
          2
          245773.00
          254204.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV7081
          
          
            2030-07-01
          
          3.5
          324600.83
          348799.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAW1284
          
          
            2029-07-01
          
          3
          336448.06
          353761.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL884114
          
          
            2036-05-01
          
          6.5
          16.17
          18.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVAS5512
          
          
            2030-06-01
          
          3.5
          513003.48
          545239.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAX6947
          
          
            2044-11-01
          
          5
          315171.17
          354355.42
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC E01497 G
          
          
            2018-11-01
          
          5.5
          26913.67
          28012.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO6766
          
          
            2042-06-01
          
          3.5
          1286504.38
          1383288.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CWAT7755
          
          
            2028-06-01
          
          2.5
          1145252.39
          1182764.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR3456
          
          
            2043-01-01
          
          3.5
          980707.85
          1053285.35
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081405 M
          
          
            2035-07-20
          
          2.375
          11480.24
          11872.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVAS0479
          
          
            2028-09-01
          
          3.5
          34159.47
          36290.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1363
          
          
            2044-10-01
          
          4.5
          1343424.23
          1486112.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS3788
          
          
            2044-10-01
          
          4.5
          452824.17
          494713.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBC3738
          
          
            2031-02-01
          
          3
          565572.19
          594361.70
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC J21333 G
          
          
            2027-12-01
          
          2.5
          290279.48
          301459.43
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 008996 M
          
          
            2022-06-20
          
          1.75
          124299.35
          127489.01
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AR 081495 M
          
          
            2035-10-20
          
          2
          471856.43
          489112.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5475
          
          
            2043-02-01
          
          3.5
          2194734.88
          2345013.25
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FGRA 04333W 05/15/38
          
          
            2038-05-15
          
          5.553
          396341.24
          439068.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL063BD R14F063
          
          
            2033-06-25
          
          2.5
          7327881.30
          7493047.67
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4200LC 05/15/33
          
          
            2033-05-15
          
          2
          10009307.70
          9963380.55
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2008-27 FA
          
          
            2038-03-20
          
          1.0165
          3976945.61
          4001587.26
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC070BG R14F070
          
          
            2039-09-25
          
          3
          270.41
          278.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2005
          
          
            2045-03-25
          
          7.5
          0.03
          0.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2008-27 FC
          
          
            2038-03-20
          
          1.1665
          2341746.34
          2366141.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-102 AW
          
          
            2039-08-20
          
          6.254
          1360873.47
          1563130.87
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2013-133 KQ
          
          
            2038-08-20
          
          7.325
          1008675.66
          1219953.09
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-160 GB
          
          
            2044-10-20
          
          7.228
          2997425.36
          3584395.52
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2012-060 JN
          
          
            2042-05-20
          
          7
          287827.13
          338643.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2006
          
          
            2045-12-25
          
          7
          119.09
          139.84
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-10 W
          
          
            2039-07-20
          
          6.4
          1695318.05
          2017092.42
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC041CH R16F041
          
          
            2046-07-25
          
          2
          12811450.42
          12759609.60
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2178PB 08/15/29
          
          
            2029-08-15
          
          7
          230732.64
          265999.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4360KA 05/15/40
          
          
            2040-05-15
          
          3
          9208876.94
          9517469.48
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNPL PN AU4916
          
          
            2051-07-15
          
          2.79
          291209.64
          313435.64
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNHA ML AS8201 H
          
          
            2066-03-20
          
          2.743
          458.62
          491.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX JUAL8515
          
          
            2049-01-01
          
          6.591
          417828.81
          500180.08
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNHF RF AS5928 H
          
          
            2066-04-20
          
          4.729
          3531.55
          3742.99
          Agency Mortgage-Backed Securities
          
        
        
          USTR BILL 11/10/16
          
          
            2016-11-10
          
          0
          35.78
          35.75
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/8 BOND 44
          
          
            2044-05-15
          
          3.375
          1052510.67
          1321562.28
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 09/01/16
          
          
            2016-09-01
          
          0
          124685.56
          124661.87
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0037
      644000000.00
      644000000.00
      .0396
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      BNP Paribas SA, REPO,  0.340%, 8/1/2016
      928WJB005
      R0MUWSFPU8MPRO8K5P83
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR TRFR BE 07/31/17
          
          
            2017-07-31
          
          0
          5843000.00
          5849191.10
          U.S. Treasuries (including strips)
          
        
        
          USTR TRFR BA 04/30/17
          
          
            2017-04-30
          
          0
          10563894.74
          10576635.59
          U.S. Treasuries (including strips)
          
        
        
          USTR TRFR AW 01/31/17
          
          
            2017-01-31
          
          0
          44319473.68
          44373591.11
          U.S. Treasuries (including strips)
          
        
        
          USTR TRFR BD 07/31/16
          
          
            2016-07-31
          
          0
          13.16
          13.17
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/4 NOTE M 16
          
          
            2016-07-31
          
          3.25
          431394.74
          438401.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/2 NOTE B 18
          
          
            2018-02-15
          
          3.5
          105.26
          111.44
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 5/8 NOTE G 18
          
          
            2018-01-31
          
          2.625
          15424078.95
          16065269.77
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/4 BOND 39
          
          
            2039-05-15
          
          4.25
          647986.84
          917856.96
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 3/4 BOND 37
          
          
            2037-02-15
          
          4.75
          3289434.21
          4985961.86
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/2 BOND 36
          
          
            2036-02-15
          
          4.5
          0.13
          0.19
          U.S. Treasuries (including strips)
          
        
        
          USTR 5 1/4 BOND 29
          
          
            2029-02-15
          
          5.25
          105.26
          150.98
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 3/8 BOND 27
          
          
            2027-08-15
          
          6.375
          1539.47
          2337.34
          U.S. Treasuries (including strips)
          
        
        
          USTR 7 5/8 BOND 25
          
          
            2025-02-15
          
          7.625
          13.16
          20.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 1/4 BOND 23
          
          
            2023-08-15
          
          6.25
          13.16
          17.90
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE E 22
          
          
            2022-08-15
          
          1.625
          679276.32
          699351.70
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 1/8 BOND 21/08
          
          
            2021-08-15
          
          8.125
          79407.89
          109678.61
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 5/8 NOTE F 20
          
          
            2020-11-15
          
          2.625
          2505210.53
          2684583.26
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 5/8 NOTE E 20
          
          
            2020-08-15
          
          2.625
          2985144.74
          3212368.10
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE B 20
          
          
            2020-02-15
          
          3.625
          600131.58
          666818.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/8 NOTE F 19
          
          
            2019-11-15
          
          3.375
          1202250.00
          1308202.36
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 1/8 BOND 19
          
          
            2019-08-15
          
          8.125
          13.16
          16.52
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE E 19
          
          
            2019-08-15
          
          3.625
          3750.00
          4125.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE N 19
          
          
            2019-07-31
          
          .875
          1501144.74
          1509750.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE L 19
          
          
            2019-05-31
          
          1.125
          23328.95
          23581.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE S 18
          
          
            2018-11-30
          
          1.375
          6578947.37
          6687871.91
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/4 NOTE F 17
          
          
            2017-11-15
          
          4.25
          7425421.05
          7830846.70
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE R 17
          
          
            2017-10-31
          
          1.875
          35710.53
          36409.94
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 7/8 BOND 17
          
          
            2017-08-15
          
          8.875
          78.95
          88.90
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 NOTE N 17
          
          
            2017-07-31
          
          2.375
          26.32
          27.08
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE Z 17
          
          
            2017-05-31
          
          .625
          164460.53
          164664.05
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 3/4 BOND 17
          
          
            2017-05-15
          
          8.75
          1026.32
          1110.21
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/8 NOTE K 17
          
          
            2017-04-30
          
          3.125
          29605131.58
          30395756.25
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE W 17
          
          
            2017-03-31
          
          1
          8065.79
          8117.96
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 NOTE H 17
          
          
            2017-02-28
          
          3
          2997947.37
          3078885.30
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 45
          
          
            2045-05-15
          
          3
          13.16
          15.41
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 45
          
          
            2045-05-15
          
          3
          4131526.32
          4837844.33
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/4 BOND 43
          
          
            2043-11-15
          
          3.75
          13.16
          17.67
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/4 BOND 43
          
          
            2043-11-15
          
          3.75
          38356986.84
          51505710.65
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE F 23
          
          
            2023-11-15
          
          2.75
          3290789.47
          3630598.43
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE Z 21
          
          
            2021-05-31
          
          1.375
          6659647.76
          6766512.04
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 08/18/16
          
          
            2016-08-18
          
          0
          551710.53
          551655.36
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 07/20/17
          
          
            2017-07-20
          
          0
          13.16
          13.09
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 12/29/16
          
          
            2016-12-29
          
          0
          36759078.95
          36704675.51
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 6/22/17
          
          
            2017-06-22
          
          0
          15789.47
          15722.53
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE AA 21
          
          
            2021-06-30
          
          1.125
          197447.37
          197938.33
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AN 19
          
          
            2019-06-15
          
          .875
          1184210.53
          1187256.21
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE C 26
          
          
            2026-05-15
          
          1.625
          16355.26
          16578.05
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 10/06/16
          
          
            2016-10-06
          
          0
          71315.79
          71285.12
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN D 24
          
          
            2024-07-15
          
          .125
          3552788.41
          3587668.11
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AN 17
          
          
            2017-06-15
          
          .875
          22460394.74
          22539273.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE Z 19
          
          
            2019-05-31
          
          1.5
          360526.32
          368383.28
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE N 20
          
          
            2020-07-31
          
          2
          1084315.79
          1137734.73
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE J 23
          
          
            2023-03-31
          
          1.5
          2736697.37
          2780090.53
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE AE 19
          
          
            2019-10-31
          
          1.5
          4636184.21
          4744663.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/8 NOTE BG 16
          
          
            2016-10-31
          
          .375
          3046710.53
          3049504.72
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/2 NOTE BF 16
          
          
            2016-09-30
          
          .5
          26328.95
          26380.35
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE M 21
          
          
            2021-06-30
          
          2.125
          13.16
          13.82
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE N 22
          
          
            2022-07-31
          
          2
          23182644.74
          24424309.74
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/8 BOND 44
          
          
            2044-05-15
          
          3.375
          21319263.16
          26769072.22
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN A 23
          
          
            2023-01-15
          
          .125
          3864039.92
          3902323.10
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AT 17
          
          
            2017-11-15
          
          .875
          39.47
          39.65
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN X 19
          
          
            2019-04-15
          
          .125
          134.83
          136.76
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AK 17
          
          
            2017-03-15
          
          .75
          4230657.89
          4248899.39
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE H 21
          
          
            2021-02-28
          
          2
          18644157.89
          19569141.58
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE Q 20
          
          
            2020-09-30
          
          2
          33552631.58
          35113411.99
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE F 22
          
          
            2022-11-15
          
          1.625
          13.16
          13.47
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE S 19
          
          
            2019-11-30
          
          1
          19868421.05
          19968757.01
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE AR 16
          
          
            2016-10-15
          
          .625
          13.16
          13.19
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 12/08/16
          
          
            2016-12-08
          
          0
          532842.11
          532261.31
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE M 20
          
          
            2020-06-30
          
          1.875
          3499500.00
          3624966.11
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 7/8 BOND 43
          
          
            2043-05-15
          
          2.875
          11782934.21
          13501585.63
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE K 20
          
          
            2020-04-30
          
          1.125
          6578947.37
          6637114.20
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE W 18
          
          
            2018-03-31
          
          .75
          2354421.05
          2361411.37
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE G 20
          
          
            2020-01-31
          
          1.375
          2450263.16
          2504927.18
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE U 18
          
          
            2018-01-31
          
          .875
          26.32
          26.50
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AG 17
          
          
            2017-12-31
          
          .75
          297236.84
          297668.14
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/4 BOND 40
          
          
            2040-11-15
          
          4.25
          67118.42
          95428.08
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/4 BOND 40
          
          
            2040-11-15
          
          4.25
          423394.74
          601977.00
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AA 17
          
          
            2017-06-30
          
          .75
          197368.42
          197731.78
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN X 21
          
          
            2021-04-15
          
          .125
          534684.91
          544148.09
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AL 18
          
          
            2018-04-15
          
          .75
          3237921.05
          3246406.48
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AL 18
          
          
            2018-04-15
          
          .75
          1543815.79
          1547861.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 7/8 BOND 45
          
          
            2045-08-15
          
          2.875
          157881.58
          181721.90
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 10/27/16
          
          
            2016-10-27
          
          0
          9184.21
          9178.70
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AK 19
          
          
            2019-03-15
          
          1
          3196513.16
          3226194.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE U 21
          
          
            2021-01-31
          
          1.375
          9498184.21
          9691562.02
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AV 18
          
          
            2018-01-31
          
          .75
          131.58
          132.16
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 NOTE AG 20
          
          
            2020-12-31
          
          1.75
          26000157.89
          26818098.84
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AP 18
          
          
            2018-07-15
          
          .875
          4605.26
          4620.47
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 TRIB 28
          
          
            2028-01-15
          
          1.75
          5906927.81
          6926025.03
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 TRIN D 20
          
          
            2020-07-15
          
          1.25
          843706.02
          900483.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 TRIN A 20
          
          
            2020-01-15
          
          1.375
          2191.50
          2324.62
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 TRIN A 17
          
          
            2017-01-15
          
          2.375
          78315.91
          79240.32
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE AP 16
          
          
            2016-08-15
          
          .625
          9631.58
          9658.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AM 18
          
          
            2018-05-15
          
          1
          65.79
          66.24
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE Z 18
          
          
            2018-05-31
          
          1
          447407.89
          450384.06
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE V 18
          
          
            2018-02-28
          
          .75
          383118.42
          384550.31
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/4 BOND 41
          
          
            2041-08-15
          
          3.75
          3289473.68
          4393909.96
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 BOND 42
          
          
            2042-08-15
          
          2.75
          170526.32
          192608.90
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 42
          
          
            2042-05-15
          
          3
          1447355.26
          1702708.00
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0034
      500000000.00
      500000000.00
      .0307
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.340%, 8/1/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 3 1/2 NOTE B 18
          
          
            2018-02-15
          
          3.5
          55238.10
          58479.38
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE E 21
          
          
            2021-08-15
          
          2.125
          1903619.05
          2015649.99
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE B 19
          
          
            2019-02-15
          
          2.75
          33737190.48
          35855166.06
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 7/8 NOTE C 18
          
          
            2018-05-15
          
          3.875
          1562952.38
          1664921.61
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 3/4 NOTE E 17
          
          
            2017-08-15
          
          4.75
          2025571.43
          2155587.99
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 BOND 46
          
          
            2046-05-15
          
          2.5
          42857.14
          45375.00
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 BOND 45
          
          
            2045-02-15
          
          2.5
          76360809.52
          81497633.07
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE F 24
          
          
            2024-11-15
          
          2.25
          12980809.52
          13862798.39
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE N 21
          
          
            2021-07-31
          
          2.25
          29538857.14
          31498062.42
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE K 21
          
          
            2021-04-30
          
          2.25
          2842476.19
          3010900.63
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE J 21
          
          
            2021-03-31
          
          2.25
          377619.05
          400554.51
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/8 TRIN D 23
          
          
            2023-07-15
          
          .375
          8818157.93
          9087487.96
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 BOND 46
          
          
            2046-02-15
          
          2.5
          31438190.48
          33587412.62
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE F 25
          
          
            2025-11-15
          
          2.25
          24033000.00
          25696939.12
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 TRIN A 26
          
          
            2026-01-15
          
          .625
          2057611.20
          2165569.48
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN D 22
          
          
            2022-07-15
          
          .125
          37284440.41
          37922658.84
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN X 17
          
          
            2017-04-15
          
          .125
          228754624.54
          228916721.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 NOTE T 20
          
          
            2020-12-31
          
          2.375
          540809.52
          572561.32
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0034
      500000000.00
      500000000.00
      .0307
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.410%, 9/6/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.500 CLBC6777
          
          
            2046-05-01
          
          3.5
          3683727.76
          3895421.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC0315
          
          
            2031-03-01
          
          3.5
          398854.09
          427387.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC4419
          
          
            2046-03-01
          
          4
          1485270.18
          1595074.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL8754
          
          
            2031-06-01
          
          3
          2683073.03
          2841396.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6372
          
          
            2046-03-01
          
          3.5
          1022108.33
          1080843.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7567
          
          
            2046-05-01
          
          3.5
          1251359.93
          1323270.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0764
          
          
            2046-04-01
          
          3.5
          3771525.25
          3988260.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA2726
          
          
            2026-07-01
          
          3
          8322290.71
          8767286.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL8755
          
          
            2031-06-01
          
          3
          3610590.13
          3819738.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA7686
          
          
            2046-04-01
          
          3.5
          3676747.07
          3888032.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7664
          
          
            2046-04-01
          
          3.5
          1760012.19
          1861153.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1171
          
          
            2046-06-01
          
          3.5
          20696471.51
          21885736.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC2562
          
          
            2046-04-01
          
          3.5
          236977.22
          250595.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7799
          
          
            2046-04-01
          
          3.5
          850051.53
          898900.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC3253
          
          
            2046-04-01
          
          3.5
          2455267.39
          2596357.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6037
          
          
            2046-06-01
          
          3.5
          715758.71
          756813.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7096
          
          
            2046-04-01
          
          3.5
          1356597.09
          1434558.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6685
          
          
            2046-05-01
          
          3.5
          475303.91
          502619.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC3278
          
          
            2046-04-01
          
          3.5
          2382698.40
          2519625.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5436
          
          
            2046-04-01
          
          3.5
          2132753.55
          2255314.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7444
          
          
            2046-04-01
          
          3.5
          582017.86
          615464.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC3603
          
          
            2041-04-01
          
          3.5
          291364.11
          309130.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6425
          
          
            2046-04-01
          
          3.5
          142946.04
          151160.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7093
          
          
            2046-04-01
          
          3.5
          5393336.55
          5703276.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5431
          
          
            2046-04-01
          
          3.5
          1123768.70
          1188347.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBC2580
          
          
            2031-06-01
          
          3
          772526.87
          816917.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA1154
          
          
            2031-03-01
          
          3.5
          1098642.89
          1179412.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6337
          
          
            2046-04-01
          
          3.5
          6892393.42
          7288473.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7934
          
          
            2046-05-01
          
          3.5
          6202553.31
          6558990.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7549
          
          
            2046-05-01
          
          3.5
          2430840.26
          2570533.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD1757
          
          
            2031-06-01
          
          3
          495515.21
          523527.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6470
          
          
            2046-05-01
          
          3.5
          6428763.88
          6798207.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6988
          
          
            2046-04-01
          
          3.5
          2466856.12
          2608612.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6409
          
          
            2046-03-01
          
          3.5
          124499.97
          131654.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA1185
          
          
            2031-04-01
          
          3.5
          469547.41
          499963.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD1937
          
          
            2031-06-01
          
          3
          507441.80
          536129.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6774
          
          
            2046-05-01
          
          3.5
          3659789.99
          3870104.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5414
          
          
            2046-04-01
          
          3.5
          1323106.53
          1399544.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5289
          
          
            2046-04-01
          
          3.5
          4693701.38
          4963411.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7387
          
          
            2046-06-01
          
          3.5
          12281547.28
          13006222.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC6019
          
          
            2031-05-01
          
          3.5
          218081.33
          231733.70
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-09-06
      Y
      
        Wells Fargo Securities LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0042
      124982393.75
      124982393.75
      .0077
      N
      N
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.360%, 8/1/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 04.000 CLBC6197
          
          
            2046-04-01
          
          4
          781926.90
          842258.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2687
          
          
            2046-07-01
          
          3.5
          4289526.45
          4536020.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5835
          
          
            2046-05-01
          
          4
          2954701.18
          3182674.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ7448
          
          
            2045-09-01
          
          4.5
          154347.90
          169484.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8887
          
          
            2046-05-01
          
          3.5
          715340.53
          765591.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC4407
          
          
            2046-03-01
          
          4
          14742873.17
          15862168.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD4404
          
          
            2031-07-01
          
          3
          181533.90
          191628.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CNMA2727
          
          
            2026-07-01
          
          3.5
          1318584.80
          1402350.83
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q37330 G
          
          
            2045-11-01
          
          4
          35306.45
          38173.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAY4682
          
          
            2046-03-01
          
          3.5
          193799.23
          206981.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2654
          
          
            2046-05-01
          
          4.5
          12424.74
          13650.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3693
          
          
            2046-08-01
          
          4
          2789799.26
          2998607.67
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40485 G
          
          
            2046-05-01
          
          3.5
          937304.35
          991386.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD2569
          
          
            2031-07-01
          
          3
          278919.95
          295208.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL8858
          
          
            2046-07-01
          
          4
          29553231.78
          31784592.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC4861
          
          
            2031-02-01
          
          3.5
          349344.00
          377165.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8879
          
          
            2046-07-01
          
          4
          111308.40
          119606.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7670
          
          
            2046-05-01
          
          4
          662636.97
          711627.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J34847 G
          
          
            2031-07-01
          
          3
          1061261.95
          1118255.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9771
          
          
            2046-07-01
          
          3.5
          198273.47
          212690.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA6746
          
          
            2046-06-01
          
          3.5
          1253129.19
          1325140.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1051
          
          
            2046-03-01
          
          4
          862791.84
          926560.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0858
          
          
            2046-06-01
          
          4
          938534.21
          1008498.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA2545
          
          
            2046-02-01
          
          3.5
          42314.59
          45192.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC9231
          
          
            2031-07-01
          
          3.5
          191643.39
          204087.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8942
          
          
            2046-06-01
          
          4
          141002.11
          151426.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0488
          
          
            2046-07-01
          
          3.5
          7048471.34
          7452752.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5660
          
          
            2046-07-01
          
          3.5
          635389.62
          671900.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC4194
          
          
            2031-04-01
          
          3.5
          636007.49
          686829.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL8856
          
          
            2046-07-01
          
          4
          4423292.88
          4768456.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0828
          
          
            2046-06-01
          
          3.5
          2064957.00
          2183622.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA7722
          
          
            2046-06-01
          
          4
          63522.38
          68218.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CKMA2725
          
          
            2046-06-01
          
          4.5
          210636.43
          222816.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0421
          
          
            2046-06-01
          
          4
          7596526.90
          8155746.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD1381
          
          
            2046-06-01
          
          3.5
          882461.51
          933172.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2794
          
          
            2046-07-01
          
          3.5
          2067456.52
          2186265.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5111
          
          
            2046-07-01
          
          3.5
          1191317.19
          1259778.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC3470
          
          
            2046-02-01
          
          4
          558430.00
          600829.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC8754
          
          
            2031-06-01
          
          3.5
          975324.89
          1038658.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0378
          
          
            2046-07-01
          
          3.5
          6346269.38
          6710940.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD1718
          
          
            2046-06-01
          
          3.5
          977055.96
          1033199.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7033
          
          
            2046-05-01
          
          4
          202742.78
          217950.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3355
          
          
            2046-08-01
          
          3.5
          1022653.73
          1081422.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW5730
          
          
            2044-04-01
          
          5
          89185.00
          98999.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3948
          
          
            2046-07-01
          
          3.5
          183853.93
          196771.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3133
          
          
            2046-03-01
          
          4
          1055906.53
          1133974.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC3921
          
          
            2046-04-01
          
          4.5
          288834.20
          317249.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC6043
          
          
            2046-06-01
          
          4
          4330002.87
          4648734.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC6457
          
          
            2046-04-01
          
          4
          1129599.47
          1213115.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBD2529
          
          
            2036-07-01
          
          3
          376776.14
          398525.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD1566
          
          
            2031-07-01
          
          3.5
          274854.62
          292704.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8975
          
          
            2046-07-01
          
          3.5
          424086.70
          454140.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD4391
          
          
            2031-07-01
          
          3.5
          183256.18
          196743.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA6798
          
          
            2046-01-01
          
          4
          778732.31
          836304.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8974
          
          
            2046-07-01
          
          3.5
          362399.80
          388752.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0834
          
          
            2046-06-01
          
          3.5
          1010419.06
          1068795.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC6499
          
          
            2046-05-01
          
          4
          889280.51
          955027.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC5809
          
          
            2031-04-01
          
          3.5
          819888.94
          882385.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC4195
          
          
            2031-04-01
          
          3.5
          667614.15
          718527.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC3478
          
          
            2046-02-01
          
          4.5
          207703.27
          228168.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC9961
          
          
            2046-07-01
          
          4
          243547.72
          261554.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9993
          
          
            2046-07-01
          
          3.5
          1185157.25
          1253263.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA2486
          
          
            2045-08-01
          
          4.5
          43872.56
          47945.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2191
          
          
            2046-07-01
          
          3.5
          1102460.67
          1165814.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0506
          
          
            2046-07-01
          
          4
          3184730.30
          3419180.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5872
          
          
            2046-04-01
          
          3.5
          735378.07
          790662.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6944
          
          
            2046-03-01
          
          3.5
          293576.00
          315437.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7641
          
          
            2046-06-01
          
          4
          1162112.34
          1248034.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7674
          
          
            2046-05-01
          
          3.5
          1058061.06
          1118863.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAY8404
          
          
            2045-08-01
          
          4.5
          14235.48
          15632.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5432
          
          
            2046-04-01
          
          4
          838542.93
          900539.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX5467
          
          
            2044-12-01
          
          4.5
          195593.71
          216183.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7590
          
          
            2046-05-01
          
          4
          1155733.35
          1241180.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA1632
          
          
            2045-12-01
          
          4
          54039.03
          58209.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4736
          
          
            2045-12-01
          
          4
          9233.71
          10167.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0907
          
          
            2046-07-01
          
          4
          963018.37
          1034217.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY4676
          
          
            2046-03-01
          
          4
          226565.79
          244324.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS7575
          
          
            2036-07-01
          
          3
          1445044.99
          1532001.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5646
          
          
            2046-07-01
          
          3.5
          998361.22
          1055733.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CQMA2537
          
          
            2046-02-01
          
          3.5
          145992.21
          155921.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1250
          
          
            2046-06-01
          
          3.5
          504202.66
          539627.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC3354
          
          
            2046-02-01
          
          4.5
          182972.73
          202491.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3379
          
          
            2046-08-01
          
          3.5
          953955.73
          1008777.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC3233
          
          
            2046-03-01
          
          4
          1121349.72
          1204255.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1361
          
          
            2046-02-01
          
          4
          251226.21
          274154.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC4075
          
          
            2046-05-01
          
          3.5
          232260.77
          249722.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3585
          
          
            2046-01-01
          
          4
          310283.33
          336984.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA2592
          
          
            2046-04-01
          
          3.5
          827853.78
          884157.13
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08711 G
          
          
            2046-06-01
          
          3.5
          9452515.73
          9988872.48
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40388 G
          
          
            2046-05-01
          
          3.5
          1151355.30
          1216688.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD2568
          
          
            2031-05-01
          
          3
          277691.78
          293392.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2811
          
          
            2046-07-01
          
          3.5
          6669359.20
          7052628.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G15865 G
          
          
            2031-07-01
          
          3
          6063747.49
          6383648.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC2026
          
          
            2046-07-01
          
          3.5
          195237.88
          209433.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1020
          
          
            2046-02-01
          
          4
          180809.41
          197312.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA2633
          
          
            2046-04-01
          
          3.5
          437721.00
          467491.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA2904
          
          
            2045-11-01
          
          4
          11339.38
          12368.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0911
          
          
            2046-07-01
          
          4
          1131328.43
          1219308.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3665
          
          
            2046-07-01
          
          3.5
          12206186.29
          12906311.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0966
          
          
            2045-11-01
          
          3.5
          231720.48
          247561.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA4348
          
          
            2045-09-01
          
          4.5
          71046.22
          77642.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5984
          
          
            2046-04-01
          
          4
          3294110.75
          3548261.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0174
          
          
            2046-06-01
          
          4
          1010258.42
          1084950.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC6530
          
          
            2046-05-01
          
          4
          943438.15
          1016230.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CQMA2632
          
          
            2046-05-01
          
          3.5
          69372.17
          74090.46
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40674 G
          
          
            2046-05-01
          
          3.5
          1414195.49
          1494440.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL8857
          
          
            2046-07-01
          
          4
          44259705.59
          48292389.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.760 MYAM4807
          
          
            2025-12-01
          
          3.76
          541151.39
          607408.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3690
          
          
            2046-08-01
          
          3.5
          15201858.07
          16073794.42
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40762 G
          
          
            2046-05-01
          
          3.5
          30904.59
          32658.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8985
          
          
            2046-07-01
          
          4
          418688.24
          449642.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0218
          
          
            2046-07-01
          
          3.5
          1949366.86
          2061383.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7610
          
          
            2046-05-01
          
          4
          1055304.50
          1133327.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC1453
          
          
            2046-07-01
          
          4.5
          1669341.26
          1837674.29
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40067 G
          
          
            2046-04-01
          
          3.5
          9972.65
          10538.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3157
          
          
            2046-04-01
          
          4
          496169.41
          532851.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2722
          
          
            2046-07-01
          
          4
          431914.28
          463846.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3367
          
          
            2046-08-01
          
          4
          940140.30
          1009650.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS7627
          
          
            2031-07-01
          
          3
          3630434.78
          3835668.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC5957
          
          
            2031-03-01
          
          3.5
          178338.39
          192582.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8331
          
          
            2046-05-01
          
          3.5
          714250.72
          763546.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0877
          
          
            2046-05-01
          
          4
          6619652.93
          7130399.60
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q35650 G
          
          
            2045-08-01
          
          4
          256053.11
          275007.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC8745
          
          
            2031-06-01
          
          3.5
          1010771.51
          1076402.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA2706
          
          
            2046-07-01
          
          3.5
          2563544.21
          2710851.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBD2508
          
          
            2036-05-01
          
          3
          273090.93
          289022.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC0827
          
          
            2046-04-01
          
          4.5
          611040.88
          671295.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC2050
          
          
            2046-03-01
          
          4.5
          181158.21
          200479.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0923
          
          
            2046-07-01
          
          3.5
          1162407.13
          1229208.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD2196
          
          
            2031-07-01
          
          3
          322296.93
          341107.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0833
          
          
            2046-06-01
          
          3.5
          1123044.07
          1187580.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC5812
          
          
            2031-04-01
          
          3.5
          684025.20
          734248.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL8805
          
          
            2046-07-01
          
          3.5
          28789198.80
          30756745.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC3330
          
          
            2046-02-01
          
          4.5
          296763.14
          326004.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2802
          
          
            2046-07-01
          
          3.5
          4408614.67
          4661961.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4781
          
          
            2046-01-01
          
          4
          12261.45
          13500.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA6403
          
          
            2045-12-01
          
          4
          95947.59
          103146.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA6878
          
          
            2046-01-01
          
          4
          306815.64
          336797.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD1938
          
          
            2031-06-01
          
          3.5
          183771.65
          197806.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC6015
          
          
            2046-05-01
          
          4
          5031970.52
          5403979.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5406
          
          
            2046-04-01
          
          4
          943309.63
          1013630.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8996
          
          
            2046-07-01
          
          3.5
          264368.62
          282941.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC2020
          
          
            2046-07-01
          
          3.5
          742100.08
          784741.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1442
          
          
            2046-07-01
          
          3.5
          127567297.99
          134898108.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2804
          
          
            2046-07-01
          
          3.5
          2535631.25
          2681346.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7023
          
          
            2046-04-01
          
          3.5
          1956802.69
          2069248.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5623
          
          
            2046-05-01
          
          4
          362056.07
          390213.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ5561
          
          
            2045-11-01
          
          4.5
          241908.01
          265668.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7640
          
          
            2046-06-01
          
          3.5
          2552790.88
          2699490.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2771
          
          
            2046-07-01
          
          3.5
          9764204.28
          10325277.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CQMA2590
          
          
            2046-03-01
          
          3.5
          27906.30
          29804.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2800
          
          
            2046-07-01
          
          3.5
          1767994.33
          1869594.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD2747
          
          
            2046-07-01
          
          4
          206105.95
          221659.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD2295
          
          
            2031-06-01
          
          3.5
          187690.02
          201499.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9770
          
          
            2046-07-01
          
          3.5
          200853.99
          215954.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC2025
          
          
            2046-07-01
          
          3.5
          196827.29
          210653.27
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q38970 G
          
          
            2046-02-01
          
          4
          1422448.77
          1542122.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC5935
          
          
            2031-05-01
          
          3.5
          906363.30
          964950.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA2671
          
          
            2046-06-01
          
          3.5
          17972731.11
          19005484.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC0905
          
          
            2046-05-01
          
          4.5
          673522.36
          740040.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0304
          
          
            2046-05-01
          
          3.5
          382210.64
          410946.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA1029
          
          
            2045-10-01
          
          4.5
          432272.00
          474763.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA0989
          
          
            2046-07-01
          
          4
          1478824.93
          1593836.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA7721
          
          
            2046-06-01
          
          3.5
          18418.11
          19476.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5599
          
          
            2046-03-01
          
          4
          332862.66
          357472.90
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40395 G
          
          
            2046-05-01
          
          3.5
          67952.73
          71808.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD1719
          
          
            2046-06-01
          
          4
          236745.23
          254394.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC4076
          
          
            2046-05-01
          
          3.5
          362830.25
          389214.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9773
          
          
            2046-07-01
          
          3.5
          1638846.88
          1733030.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5640
          
          
            2046-06-01
          
          4
          452580.95
          486040.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3366
          
          
            2046-08-01
          
          3.5
          895131.25
          946572.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8399
          
          
            2046-03-01
          
          4
          395172.94
          424814.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD1543
          
          
            2031-06-01
          
          3.5
          306575.97
          326486.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC8679
          
          
            2046-05-01
          
          4.5
          256649.11
          283000.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA5699
          
          
            2046-01-01
          
          4
          740002.78
          797097.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA2717
          
          
            2036-07-07
          
          4
          116767.67
          126624.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2691
          
          
            2046-06-01
          
          4.5
          152254.44
          167607.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0900
          
          
            2046-07-01
          
          3.5
          891697.85
          943215.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8315
          
          
            2046-03-01
          
          4
          145043.10
          155766.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBD2526
          
          
            2036-07-01
          
          3
          273959.87
          290447.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q39747 G
          
          
            2044-10-01
          
          3.5
          471480.75
          499832.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5413
          
          
            2046-04-01
          
          4
          1126315.50
          1209588.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3356
          
          
            2046-08-01
          
          4
          1099353.01
          1180636.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8884
          
          
            2046-05-01
          
          4
          518885.72
          557249.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC8743
          
          
            2031-06-01
          
          3.5
          702564.93
          754268.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ0699
          
          
            2045-11-01
          
          4
          188948.78
          206166.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS6009
          
          
            2045-10-01
          
          4
          16694.76
          18364.42
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40005 G
          
          
            2041-04-01
          
          3.5
          253009.88
          268221.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6532
          
          
            2046-05-01
          
          3.5
          820046.44
          867170.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD4693
          
          
            2046-08-01
          
          3.5
          4686474.89
          4955788.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0869
          
          
            2046-06-01
          
          3.5
          1784859.12
          1887976.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3350
          
          
            2046-07-01
          
          4
          1101259.72
          1182682.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD3764
          
          
            2031-07-01
          
          3
          263319.97
          278694.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5004
          
          
            2046-04-01
          
          4
          1171417.36
          1278406.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD0443
          
          
            2046-06-01
          
          3.5
          3042016.36
          3239967.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7354
          
          
            2046-04-01
          
          4
          187970.92
          201866.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC1579
          
          
            2046-02-01
          
          4.5
          619188.34
          680149.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC5023
          
          
            2046-03-01
          
          4.5
          6599.19
          7250.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CQMA2517
          
          
            2046-01-01
          
          3.5
          98717.37
          105431.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7625
          
          
            2046-06-01
          
          3.5
          1786510.46
          1889172.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0474
          
          
            2046-07-01
          
          4
          5699672.25
          6119265.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0435
          
          
            2046-06-01
          
          4
          8643692.74
          9288910.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC6141
          
          
            2031-05-01
          
          3.5
          182668.92
          194530.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD2561
          
          
            2031-05-01
          
          3
          277421.13
          293106.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6388
          
          
            2046-04-01
          
          3.5
          277246.80
          298089.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL8304
          
          
            2046-03-01
          
          3.5
          3584691.38
          3829978.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3692
          
          
            2046-08-01
          
          4
          2585861.94
          2776223.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD2749
          
          
            2046-07-01
          
          4
          604088.74
          651069.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ9301
          
          
            2045-10-01
          
          4
          332774.99
          358867.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9382
          
          
            2046-06-01
          
          3.5
          4544795.94
          4805963.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS7460
          
          
            2031-04-01
          
          3.5
          457105.17
          485784.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2683
          
          
            2046-06-01
          
          4
          134137.31
          144054.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY4678
          
          
            2046-03-01
          
          4
          182813.95
          198209.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8976
          
          
            2046-07-01
          
          3.5
          832243.41
          890707.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9683
          
          
            2046-06-01
          
          3.5
          90633.01
          95841.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ5035
          
          
            2045-10-01
          
          4.5
          238920.16
          262387.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1544
          
          
            2046-01-01
          
          4
          358342.24
          391708.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0360
          
          
            2045-12-01
          
          4
          819341.11
          882071.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8084
          
          
            2046-06-01
          
          3.5
          1686401.54
          1783305.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ9243
          
          
            2045-10-01
          
          4
          3041.49
          3347.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8062
          
          
            2046-05-01
          
          3.5
          211978.28
          226870.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA2690
          
          
            2046-06-01
          
          3.5
          93000.25
          99325.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8982
          
          
            2046-07-01
          
          4
          292079.19
          320915.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA0853
          
          
            2046-04-01
          
          4.5
          350940.76
          385574.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY6028
          
          
            2045-09-01
          
          4
          332350.22
          360917.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CKMA2736
          
          
            2046-07-01
          
          4.5
          383555.43
          405736.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2724
          
          
            2046-07-01
          
          4.5
          191845.97
          211191.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA3376
          
          
            2046-03-01
          
          3.5
          218274.62
          233339.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC0900
          
          
            2046-05-01
          
          4.5
          1249495.20
          1387005.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8319
          
          
            2046-05-01
          
          3.5
          280344.78
          299691.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ8615
          
          
            2045-09-01
          
          4
          375298.51
          409362.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA2729
          
          
            2031-07-01
          
          3.5
          54456.52
          57992.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2667
          
          
            2046-07-01
          
          3.5
          1053410.74
          1113945.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD3671
          
          
            2046-07-01
          
          4
          448828.84
          482420.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7717
          
          
            2046-04-01
          
          3.5
          304307.50
          326435.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC3617
          
          
            2046-03-01
          
          4
          2148862.42
          2307734.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8973
          
          
            2046-07-01
          
          3.5
          307222.64
          330320.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7642
          
          
            2046-06-01
          
          4
          932017.10
          1002355.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC4439
          
          
            2046-04-01
          
          4
          10635819.00
          11422105.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0495
          
          
            2046-07-01
          
          4
          1984810.79
          2130926.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA6923
          
          
            2046-02-01
          
          4.5
          397147.71
          439513.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1039
          
          
            2046-02-01
          
          4
          183680.12
          200162.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7181
          
          
            2046-08-01
          
          3.5
          887172.07
          938157.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD4696
          
          
            2046-08-01
          
          3.5
          2724980.21
          2881574.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CKMA2735
          
          
            2046-07-01
          
          5
          196952.54
          213433.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD3691
          
          
            2046-08-01
          
          3.5
          8424678.04
          8912965.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBD4402
          
          
            2031-07-01
          
          3
          194998.46
          206023.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC2900
          
          
            2046-02-01
          
          4
          182658.34
          199329.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL8855
          
          
            2046-07-01
          
          3.5
          4897960.79
          5215638.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA2685
          
          
            2031-06-01
          
          3.5
          81487.47
          86778.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY4680
          
          
            2046-03-01
          
          4
          583677.17
          627994.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC8981
          
          
            2046-07-01
          
          4
          216465.76
          238409.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC5973
          
          
            2046-04-01
          
          4
          2888978.21
          3111860.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBD2746
          
          
            2046-07-01
          
          3.5
          495074.77
          523524.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC7028
          
          
            2046-05-01
          
          4
          235584.15
          253906.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBD2518
          
          
            2036-07-01
          
          3
          276371.75
          292494.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC9887
          
          
            2046-07-01
          
          4
          2311440.28
          2491203.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC5636
          
          
            2046-07-01
          
          3.5
          1087663.92
          1150163.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC1904
          
          
            2046-02-01
          
          4
          85792.43
          92188.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS7454
          
          
            2031-06-01
          
          3.5
          1776736.12
          1910208.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA1191
          
          
            2031-04-01
          
          3.5
          389179.13
          417770.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G18608 G
          
          
            2031-08-01
          
          3
          4036490.02
          4244382.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBD1728
          
          
            2031-06-01
          
          3.5
          385483.20
          413850.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3588
          
          
            2045-12-01
          
          4
          186364.97
          200629.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3371
          
          
            2046-03-01
          
          4
          897647.42
          965802.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7633
          
          
            2046-06-01
          
          3.5
          873455.13
          923917.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA5881
          
          
            2046-04-01
          
          4.5
          223519.18
          245577.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0361
          
          
            2045-12-01
          
          4
          751020.02
          809903.83
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G15863 G
          
          
            2031-07-01
          
          3
          13852559.42
          14595435.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL8861
          
          
            2031-07-01
          
          3
          7150601.10
          7608578.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL8804
          
          
            2031-07-01
          
          3.5
          9494241.34
          10232344.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G15864 G
          
          
            2031-07-01
          
          3
          14743839.51
          15534512.31
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0037
      668000000.00
      668000000.00
      .0410
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.410%, 9/8/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 03.500 CLBA4884
          
          
            2046-05-01
          
          3.5
          2559231.55
          2706298.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC9364
          
          
            2046-06-01
          
          3.5
          4536811.78
          4797507.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7586
          
          
            2046-05-01
          
          3.5
          1509365.17
          1596099.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7715
          
          
            2046-04-01
          
          3.5
          261018.04
          276298.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7674
          
          
            2046-05-01
          
          3.5
          14466.56
          15297.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8397
          
          
            2046-05-01
          
          3.5
          9288523.64
          9819086.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1532
          
          
            2046-05-01
          
          3.5
          250231.70
          264611.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2624
          
          
            2046-05-01
          
          4
          34166.45
          36692.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY7920
          
          
            2046-05-01
          
          3.5
          2463985.56
          2605571.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8337
          
          
            2046-03-01
          
          3.5
          4793015.37
          5066779.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC6989
          
          
            2046-04-01
          
          3.5
          2322176.67
          2455621.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC8375
          
          
            2046-02-01
          
          3.5
          333843.93
          352932.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC3281
          
          
            2046-04-01
          
          3.5
          2455376.47
          2596477.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1853
          
          
            2046-05-01
          
          3.5
          7034189.48
          7438403.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7609
          
          
            2046-05-01
          
          3.5
          1131777.77
          1196813.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC7975
          
          
            2046-05-01
          
          3.5
          2589960.88
          2738796.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS7387
          
          
            2046-06-01
          
          3.5
          54674819.70
          57900919.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ0654
          
          
            2045-07-01
          
          4
          153068.61
          164835.16
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-05
      2016-08-05
      2016-09-08
      Y
      
        Wells Fargo Securities LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0042
      99985134.00
      99985134.00
      .0061
      N
      N
      Y
      N
    
    
      Credit Agricole Corporate and Investment Bank
      Credit Agricole Corporate and Investment Bank, REPO,  0.330%, 8/1/2016
      973ZMF009
      1VUV7VQFKUOQSJ21A208
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 3 5/8 NOTE B 20
          
          
            2020-02-15
          
          3.625
          188625000.00
          209585011.03
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE E 19
          
          
            2019-08-15
          
          3.625
          188625000.00
          207521830.79
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 45
          
          
            2045-05-15
          
          3
          182392830.00
          213574367.22
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE B 25
          
          
            2025-02-15
          
          2
          37580550.98
          39549243.24
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE AA 20
          
          
            2020-06-30
          
          1.625
          214003211.10
          219543876.36
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE G 20
          
          
            2020-01-31
          
          1.375
          200315600.25
          204784531.23
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 1/8 TRIN X 21
          
          
            2021-04-15
          
          .125
          205762331.59
          209404038.14
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 NOTE AG 20
          
          
            2020-12-31
          
          1.75
          25245079.58
          26039266.46
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE B 24
          
          
            2024-02-15
          
          2.75
          188254012.35
          209220174.08
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0033
      1509000000.00
      1509000000.00
      .0927
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc., REPO,  0.330%, 8/4/2016
      99CBF2906
      MBNUM2BPBDO7JBLYG310
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          GNMA GNII SF MA2522 M
          
          
            2045-01-20
          
          4
          14690397.99
          15719256.34
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2448 M
          
          
            2044-12-20
          
          5
          3140122.02
          3428664.35
          Agency Mortgage-Backed Securities
          
        
        
          FCSB FCFR 01LI CZ 18/05
          
          
            2018-05-29
          
          .6257
          12231750.00
          12229548.29
          Agency Debentures and Agency Strips
          
        
        
          FCSB FCFR 01LI CP 18/05
          
          
            2018-05-25
          
          .5779
          50589500.00
          50542158.91
          Agency Debentures and Agency Strips
          
        
        
          FHLB FHFR 01LI 12/17 VH
          
          
            2017-12-15
          
          .551
          60001250.00
          59981106.25
          Agency Debentures and Agency Strips
          
        
        
          FMAC FGRM 4445WJ 11/15/43
          
          
            2043-11-15
          
          2.5
          1113120.66
          1143613.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL029KA R05F029
          
          
            2035-02-25
          
          4.5
          3732.90
          3806.26
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3267FM 01/15/37
          
          
            2037-01-15
          
          .7313
          1557835.61
          1549339.79
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL130DF R03F130
          
          
            2034-01-25
          
          1.4533
          34861.10
          35548.54
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2005-098 DY
          
          
            2035-12-20
          
          5.5
          9250.00
          10610.36
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01395G 10/15/22
          
          
            2022-10-15
          
          6
          1580.60
          1718.34
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 04104F 09/15/42
          
          
            2042-09-15
          
          .842
          1956125.16
          1943608.79
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-065 PG
          
          
            2038-08-20
          
          6
          13875.39
          15936.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL040PY R16F040
          
          
            2046-07-25
          
          3
          2106885.00
          2175138.24
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-042 PX
          
          
            2039-06-20
          
          4.5
          9000.00
          9815.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4528BF 07/15/45
          
          
            2045-07-15
          
          .8313
          4662586.10
          4649788.62
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-09 PW
          
          
            2038-02-20
          
          5.25
          6000.00
          6793.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3741PC 07/15/39
          
          
            2039-07-15
          
          4
          3250.00
          3593.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1652PL 01/15/24
          
          
            2024-01-15
          
          7
          1267.82
          1407.43
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 01235A 04/15/22
          
          
            2022-04-15
          
          1.43
          0.06
          0.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01392D 10/15/22
          
          
            2022-10-15
          
          7
          1118.08
          1240.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4077KC 11/15/41
          
          
            2041-11-15
          
          2
          1360283.03
          1383414.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3843GL 10/15/39
          
          
            2039-10-15
          
          3
          18457.45
          19128.41
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-180 YH
          
          
            2045-08-20
          
          3
          316094.85
          329913.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01347I 08/15/22
          
          
            2022-08-15
          
          8
          1327.59
          1483.72
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01761K 11/15/24
          
          
            2024-11-15
          
          8.5
          1122.58
          1284.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-020 MD
          
          
            2037-11-20
          
          5.5
          5827.24
          6563.99
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-99 BY
          
          
            2045-07-20
          
          3.5
          15202.50
          16990.24
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-164 KE
          
          
            2039-01-20
          
          3.5
          44862.89
          46765.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL093BF R15F093
          
          
            2045-08-25
          
          .8379
          2843219.69
          2827096.07
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-007 PQ
          
          
            2038-02-20
          
          5
          7000.00
          8190.20
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3762WP 12/15/39
          
          
            2039-12-15
          
          4
          8500.00
          9207.79
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-049 PA
          
          
            2038-06-20
          
          4.5
          1926.55
          2095.55
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-162 EB
          
          
            2044-09-20
          
          2.5
          6139802.84
          6318234.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1424PK 11/15/22
          
          
            2022-11-15
          
          7
          1504.52
          1658.51
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-14 CG
          
          
            2039-03-20
          
          4.5
          550732.00
          591510.95
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2003-60 MW
          
          
            2033-07-16
          
          4.5
          231.19
          244.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL087FB R07F087
          
          
            2037-03-25
          
          .973
          26.54
          26.63
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1142IA 10/15/21
          
          
            2021-10-15
          
          7
          1257.78
          1385.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL019LF R13F019
          
          
            2042-12-25
          
          .7879
          1836313.67
          1820375.47
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-013 PD
          
          
            2041-01-20
          
          4.5
          5750.00
          6563.85
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-035 JL
          
          
            2041-01-16
          
          2
          396326.20
          398542.68
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-154 PB
          
          
            2039-10-20
          
          3
          84955.58
          87491.78
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2153GG 05/15/29
          
          
            2029-05-15
          
          6
          584141.89
          661397.97
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 02277B 01/15/31
          
          
            2031-01-15
          
          7.5
          4423.55
          5100.26
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01119H 08/15/21
          
          
            2021-08-15
          
          7.75
          8.81
          9.62
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01087I 06/15/21
          
          
            2021-06-15
          
          8.5
          1482.98
          1642.68
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 03839C 11/15/40
          
          
            2040-11-15
          
          5
          1250.00
          1283.19
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3017TA 08/15/35
          
          
            2035-08-15
          
          4.5
          60882.83
          65623.59
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-166 DP
          
          
            2039-02-20
          
          2.5
          491381.78
          497787.66
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC064AB R10F064
          
          
            2020-12-25
          
          2.5
          45300.39
          46061.41
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC040CA R16F040
          
          
            2043-07-25
          
          3
          12023605.07
          12417165.72
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2692QE 10/15/23
          
          
            2023-10-15
          
          5
          2806209.80
          3047838.18
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01904D 10/15/26
          
          
            2024-10-15
          
          7.5
          1068.88
          1222.77
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00186E 08/15/21
          
          
            2021-08-15
          
          6
          1028.29
          1075.61
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01603K 10/15/23
          
          
            2023-10-15
          
          6.5
          1058.08
          1167.53
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2624QH 06/15/33
          
          
            2033-06-15
          
          5
          2761.46
          3018.75
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01068E 04/15/21
          
          
            2021-04-15
          
          7
          1034.77
          1120.46
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL163M RT92-163
          
          
            2022-09-25
          
          7.75
          1433.81
          1596.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-036 AN
          
          
            2039-05-20
          
          5.5
          10863.78
          12083.74
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-168 GN
          
          
            2040-12-20
          
          4.5
          4000.00
          4586.23
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-025 MA
          
          
            2037-04-20
          
          5.5
          609271.69
          670322.40
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL070KP R05F070
          
          
            2035-06-25
          
          5
          6250.00
          6984.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3996MK 02/15/42
          
          
            2042-02-15
          
          3.5
          33170.42
          34726.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL113A R09F113
          
          
            2023-12-25
          
          3.5
          47176.41
          48216.71
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-060 JN
          
          
            2038-07-20
          
          5.5
          2750.00
          3170.79
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-128 JC
          
          
            2039-06-20
          
          4
          3750.00
          4073.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3940MA 02/15/40
          
          
            2040-02-15
          
          4
          54985.39
          55958.42
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-127 PL
          
          
            2038-10-20
          
          4.25
          171704.61
          179056.41
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01122G 08/15/21
          
          
            2021-08-15
          
          7
          1548.50
          1666.69
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-078 NC
          
          
            2039-09-20
          
          5
          8250.00
          9490.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2001-50 GJ
          
          
            2031-11-20
          
          6
          2733.35
          3113.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4160HP 01/15/33
          
          
            2033-01-15
          
          2.5
          180480.42
          186473.17
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2013-117 VB
          
          
            2032-02-20
          
          3.5
          3750.00
          4035.92
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-083 AK
          
          
            2022-10-16
          
          4.25
          12227.83
          12331.52
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01729K 05/15/24
          
          
            2024-05-15
          
          7.5
          2601.15
          2918.36
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC040YG R05F040
          
          
            2025-05-25
          
          5
          22901.74
          24375.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL049LC R14F049
          
          
            2054-07-25
          
          3
          6541868.87
          6791593.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL052NA R12F052
          
          
            2039-12-25
          
          3.5
          2078427.78
          2133095.05
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2003-03 PC
          
          
            2033-11-20
          
          5.5
          126186.05
          141888.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BU 04/15/46
          
          
            2046-04-15
          
          3
          351368.34
          351490.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3626ME 01/15/40
          
          
            2040-01-15
          
          5
          3750.00
          4399.44
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01312I 07/15/22
          
          
            2022-07-15
          
          8
          88.60
          99.50
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01753D 09/15/24
          
          
            2024-09-15
          
          8.5
          984.52
          1135.01
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-20 BY
          
          
            2046-02-20
          
          3
          2905616.00
          3068183.28
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FRRM G051KA 05/17/60
          
          
            2026-05-17
          
          7.25
          394.13
          439.34
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01459M 01/15/23
          
          
            2023-01-15
          
          7.5
          2857.33
          3172.42
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4114PK 10/15/42
          
          
            2042-10-15
          
          3.5
          6536.15
          6829.77
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00121D 03/15/21
          
          
            2021-03-15
          
          4.5
          1547.76
          1599.33
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3082PW 12/15/35
          
          
            2035-12-15
          
          5.5
          1352.33
          1537.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC061AE R11F061
          
          
            2038-08-25
          
          4.5
          1357.37
          1363.20
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL060F1 R02F060
          
          
            2032-06-25
          
          .8879
          5.29
          5.28
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL111DE R10F111
          
          
            2020-10-25
          
          2.5
          56761.76
          57629.95
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-73 LD
          
          
            2039-02-20
          
          4.5
          4000.00
          4318.28
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01057E 03/15/21
          
          
            2021-03-15
          
          8
          1638.82
          1800.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2694BL 06/15/31
          
          
            2031-06-15
          
          4
          6250.00
          6858.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL040PA R16F040
          
          
            2045-07-25
          
          3
          21636517.08
          22795917.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BP 04/15/46
          
          
            2046-04-15
          
          3
          6724840.97
          7044690.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC146EY R11F146
          
          
            2042-01-25
          
          4
          11087.10
          12247.91
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL034PE R06F034
          
          
            2036-05-25
          
          6
          4563110.72
          5138800.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528MA 05/15/53
          
          
            2053-05-15
          
          3.75
          1935536.87
          2034442.16
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3533GX 06/15/36
          
          
            2036-06-15
          
          4.5
          3500.00
          4149.69
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-026 PE
          
          
            2040-07-20
          
          3
          39496.42
          40931.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4593PE 06/15/46
          
          
            2046-06-15
          
          3.5
          2770750.00
          3071604.19
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-021 NC
          
          
            2039-04-20
          
          4.5
          25000.00
          26959.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-037 PG
          
          
            2037-04-16
          
          5.5
          4750.00
          5554.76
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00127E 03/15/21
          
          
            2021-03-15
          
          5
          2231.63
          2288.36
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BQ 04/15/46
          
          
            2046-04-15
          
          3
          448430.76
          449240.77
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-094 GE
          
          
            2032-09-20
          
          4.5
          11250.00
          13349.34
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL046BA R12F046
          
          
            2042-05-25
          
          6
          46170.39
          53001.29
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3786TJ 07/15/25
          
          
            2025-07-15
          
          4
          35780.81
          37413.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4593PA 07/15/44
          
          
            2044-07-15
          
          3.5
          4013496.30
          4278279.59
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01482I 03/15/23
          
          
            2023-03-15
          
          6
          1093.86
          1192.90
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2008-34 WC
          
          
            2037-09-20
          
          1.835
          957.17
          950.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01379H 10/15/22
          
          
            2022-10-15
          
          7
          1320.16
          1458.84
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-034 WE
          
          
            2038-02-20
          
          4
          2500.00
          2654.81
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-049 PB
          
          
            2038-06-20
          
          4.75
          28641.35
          31419.84
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528BC 11/15/45
          
          
            2045-11-15
          
          3.5
          743202.25
          806306.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3240FY 11/15/36
          
          
            2036-11-15
          
          0
          45979.24
          44121.54
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-68 DL
          
          
            2046-05-20
          
          3
          390323.75
          409919.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL76KA RT94-76
          
          
            2024-04-25
          
          7
          62.76
          70.63
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3538DE 07/15/23
          
          
            2023-07-15
          
          3.5
          176.73
          177.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3346FT 10/15/33
          
          
            2033-10-15
          
          .792
          353652.89
          353036.12
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL79PL RT93-79
          
          
            2023-06-25
          
          7
          413.37
          457.83
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-28 PG
          
          
            2036-11-16
          
          5.5
          101112.79
          108274.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4298PD 04/15/43
          
          
            2043-04-15
          
          2.5
          430822.83
          442874.00
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL096DB R09F096
          
          
            2029-11-25
          
          4
          12857.32
          13531.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3910CT 12/15/39
          
          
            2039-12-15
          
          4
          12000.00
          12965.56
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-043 JA
          
          
            2037-09-20
          
          3
          47351.21
          47698.46
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4048PA 11/15/41
          
          
            2041-11-15
          
          2
          593464.80
          602783.72
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-116 HB
          
          
            2040-09-20
          
          4
          6699.74
          7235.26
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-169 AW
          
          
            2040-12-20
          
          4.5
          12500.00
          13922.20
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL011EF R03F011
          
          
            2033-02-25
          
          .9033
          9555.37
          9574.42
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4459DA 10/15/35
          
          
            2035-10-15
          
          5.5
          39968.58
          41391.70
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01391D 10/15/22
          
          
            2022-10-15
          
          6
          1224.94
          1330.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1128IB 08/15/21
          
          
            2021-08-15
          
          7
          884.17
          935.18
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL006JT R13F006
          
          
            2043-01-25
          
          1.5
          890262.13
          874354.63
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-46 CJ
          
          
            2039-10-16
          
          3.25
          56820.66
          58774.82
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01283K 06/15/22
          
          
            2022-06-15
          
          7
          2185.58
          2415.38
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-111 FA
          
          
            2040-09-20
          
          .8365
          1714249.69
          1710461.42
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2559PB 08/15/30
          
          
            2030-08-15
          
          5.5
          48.19
          50.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3893PU 07/15/41
          
          
            2041-07-15
          
          4
          8500.00
          9516.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528MB 05/15/53
          
          
            2053-05-15
          
          3.75
          2530250.00
          2605974.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4475CL 05/15/45
          
          
            2045-05-15
          
          3.5
          1259852.75
          1365560.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4338HP 11/15/43
          
          
            2043-11-15
          
          3
          2541826.08
          2634054.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL117MA R11F117
          
          
            2040-08-25
          
          2
          595175.68
          603629.89
          Agency Collateralized Mortgage Obligation
          
        
        
          038MBFREMF MTG TR 2014-K71
          
          
            2047-01-25
          
          3.9807
          29706.50
          29284.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FREMF MTG TR 2015-K72
          
          
            2047-11-25
          
          3.565
          111605.50
          109037.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRM CL002A1 R12M002
          
          
            2022-02-25
          
          1.824
          18297.67
          18543.53
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNRA 2009-051 C
          
          
            2049-10-16
          
          5.351
          21948.05
          22543.61
          Agency Mortgage-Backed Securities
          
        
        
          USTR TINT 11/15/19
          
          
            2019-11-15
          
          0
          1749.75
          1696.06
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 02/15/17
          
          
            2017-02-15
          
          0
          114993.50
          114702.57
          U.S. Treasuries (including strips)
          
        
        
          USTR TINT 08/15/16
          
          
            2016-08-15
          
          0
          67710.00
          67699.86
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-04
      2016-08-04
      2016-08-04
      Y
      
        Citigroup Global Markets, Inc.
        
          N/A
          N/A
        
        1.0000
        6
        N
      
      N
      N
      .0033
      250000000.00
      250000000.00
      .0154
      N
      N
      Y
      N
    
    
      EDWARD JONES MONEY MARKET FUND
      2016-08-05
      Stephen Van Meter
      Stephen Van Meter
      Chief Compliance Officer
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