Form N-MFP1/A EDWARD JONES MONEY MARKE For: Jun 30

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August 8, 2016 4:30 PM EDT
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    N-MFP1/A
    
      
        
          0000314650
          XXXXXXXX
        
      
      
    
  
  
    
      2016-06-30
      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
      39
      106
      
        6511808787.01
        6345946751.17
        6564260509.50
        6677276008.72
      
      
        8863372964.78
        8884451907.28
        8874781639.19
        9218879881.63
      
      
        .4449
        .4360
        .4484
        .4369
      
      
        .6055
        .6103
        .6062
        .6032
      
      950895.91
      14559153725.33
      14557280559.67
      4594040.47
      703241.26
      14563995420.45
      14563957393.49
      1.0000
      .0049
      
        1.0001
        1.0001
        1.0001
        1.0001
      
    
    
      C000024632
      1.00
      11209812899.90
      11209783630.80
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        744911694.68
        597706095.08
      
      
        767825681.77
        745589704.41
      
      
        833047172.25
        817781502.28
      
      
        765259008.57
        811032060.71
      
      
        3590475391.18
        3477091330.07
      
      .0001
      Y
      Adviser:
Adv Fees - Min Yld 554,591
Other Fees - Min Yld 26,850
Federated Aff:
Admin Fees - Vol 18,520
TA Fees - Min Yld 395,169
Jones Aff:
Serv Fees - Min Yld 2,314,972
TA Fees - Min Yld 112,498
    
    
      C000024633
      1.00
      3354182520.55
      3354173762.69
      
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        523938904.06
        494028989.60
      
      
        593228934.80
        581799994.44
      
      
        686942987.65
        675271226.66
      
      
        643113291.04
        612177766.24
      
      
        2920016506.20
        2776733240.66
      
      .0001
      Y
      Adviser:
Adv Fees - Min Yld 161,332
Other Fees - Min Yld 28,333
Federated Aff:
Admin Fees - Vol 5,401
TA Fees - Min Yld 146,992
Jones Aff:
Serv Fees - Min Yld 675,171
TA Fees - Min Yld 227,779
    
    
      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
      .0049
      44023628.00
      44023628.00
      .0030
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.400%, 7/11/2016
      3130A5NR6
      
      US3130A5NR63
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-07-11
      2016-07-11
      N
      N
      N
      .0024
      67003216.00
      67003216.00
      .0046
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.410%, 7/13/2016
      3130A5Q44
      
      US3130A5Q449
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2016-07-13
      2016-07-13
      N
      N
      N
      .0024
      40002400.00
      40002400.00
      .0027
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.396%, 1/17/2017
      3130A5X79
      
      US3130A5X791
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-18
      2017-01-17
      2017-01-17
      N
      N
      N
      .0046
      55981632.00
      55981632.00
      .0038
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.425%, 2/3/2017
      3130A65S2
      
      US3130A65S23
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-03
      2017-02-03
      2017-02-03
      N
      N
      N
      .0047
      81470986.00
      81470986.00
      .0056
      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
      .0048
      68004624.00
      68004624.00
      .0047
      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
      .0048
      59003835.00
      59003835.00
      .0041
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.443%, 8/21/2017
      3130A6DA2
      
      US3130A6DA22
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2017-08-21
      2017-08-21
      N
      N
      N
      .0052
      66938494.00
      66938494.00
      .0046
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.453%, 8/25/2017
      3130A6DC8
      
      US3130A6DC87
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2017-08-25
      2017-08-25
      N
      N
      N
      .0053
      33969978.00
      33969978.00
      .0023
      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
      .0056
      64989015.00
      64989015.00
      .0045
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.590%, 1/6/2017
      3130A6YJ0
      
      US3130A6YJ02
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2017-01-06
      2017-01-06
      N
      N
      N
      .0050
      75034875.00
      75034875.00
      .0051
      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
      .0028
      100021000.00
      100021000.00
      .0069
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.500%, 7/26/2016
      3130A75K7
      
      US3130A75K78
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-26
      2016-07-26
      2016-07-26
      N
      N
      N
      .0026
      48008352.00
      48008352.00
      .0033
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Notes,  0.500%, 7/25/2016
      3130A75L5
      
      US3130A75L51
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2016-07-25
      2016-07-25
      N
      N
      N
      .0026
      50008200.00
      50008200.00
      .0034
      N
      N
      N
      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
      .0031
      98019110.00
      98019110.00
      .0067
      N
      N
      N
      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
      .0055
      37023273.00
      37023273.00
      .0025
      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
      .0054
      100068900.00
      100068900.00
      .0069
      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
      .0057
      35020370.00
      35020370.00
      .0024
      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
      .0026
      200051800.00
      200051800.00
      .0137
      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
      .0060
      50024250.00
      50024250.00
      .0034
      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
      .0040
      50011600.00
      50011600.00
      .0034
      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
      .0040
      100023200.00
      100023200.00
      .0069
      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
      50055500.00
      50055500.00
      .0034
      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
      .0047
      59057348.00
      59057348.00
      .0041
      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
      .0035
      35013370.00
      35013370.00
      .0024
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.553%, 4/6/2017
      3130A7NV3
      
      US3130A7NV32
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2017-04-06
      2017-04-06
      N
      N
      N
      .0051
      100032500.00
      100032500.00
      .0069
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.547%, 4/7/2017
      3130A7P74
      
      US3130A7P744
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2017-04-07
      2017-04-07
      N
      N
      N
      .0050
      100030700.00
      100030700.00
      .0069
      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
      .0043
      129090945.00
      129090945.00
      .0089
      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
      .0061
      60033480.00
      60033480.00
      .0041
      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
      .0058
      49969550.00
      49969550.00
      .0034
      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
      .0062
      14994630.00
      14994630.00
      .0010
      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
      .0062
      49981900.00
      49981900.00
      .0034
      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
      .0064
      99964300.00
      99964300.00
      .0069
      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
      .0062
      56487683.00
      56487683.00
      .0039
      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
      .0060
      56487513.50
      56487513.50
      .0039
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Floating Rate Notes,  0.601%, 1/4/2018
      3130A8ML4
      
      US3130A8ML42
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-04
      2018-01-04
      2018-01-04
      N
      N
      N
      .0065
      64970750.00
      64970750.00
      .0045
      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
      .0028
      24984050.00
      24984050.00
      .0017
      N
      N
      N
      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
      .0036
      24973000.00
      24973000.00
      .0017
      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
      .0038
      22964787.00
      22964787.00
      .0016
      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
      .0041
      24949725.00
      24949725.00
      .0017
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Discount Notes,  0.640%, 7/20/2016
      313312ZQ6
      
      US313312ZQ68
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-20
      2016-07-20
      2016-07-20
      N
      N
      N
      .0016
      24997750.00
      24997750.00
      .0017
      N
      N
      Y
      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
      .0043
      24945175.00
      24945175.00
      .0017
      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
      .0043
      24941075.00
      24941075.00
      .0017
      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
      .0045
      19947200.00
      19947200.00
      .0014
      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
      .0045
      49864350.00
      49864350.00
      .0034
      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
      .0045
      74795550.00
      74795550.00
      .0051
      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
      .0045
      29916390.00
      29916390.00
      .0021
      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
      .0045
      17948088.00
      17948088.00
      .0012
      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
      .0045
      25924366.00
      25924366.00
      .0018
      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
      .0047
      24920450.00
      24920450.00
      .0017
      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
      .0047
      24920150.00
      24920150.00
      .0017
      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
      .0047
      12957477.00
      12957477.00
      .0009
      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
      .0047
      4983135.00
      4983135.00
      .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
      .0047
      29896890.00
      29896890.00
      .0021
      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
      .0051
      12949989.00
      12949989.00
      .0009
      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
      .0051
      17930754.00
      17930754.00
      .0012
      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
      .0051
      12948728.00
      12948728.00
      .0009
      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
      .0051
      34360068.00
      34360068.00
      .0024
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.558%, 12/6/2016
      31331K2G4
      
      US31331K2G44
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-12-06
      2016-12-06
      N
      N
      N
      .0046
      37015059.00
      37015059.00
      .0025
      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
      .0049
      10552384.50
      10552384.50
      .0007
      N
      N
      N
      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
      .0025
      84980535.00
      84980535.00
      .0058
      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
      .0025
      59984160.00
      59984160.00
      .0041
      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
      .0025
      49986450.00
      49986450.00
      .0034
      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
      .0025
      49986100.00
      49986100.00
      .0034
      N
      N
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 8/15/2016
      313384C23
      
      US313384C235
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-08-15
      2016-08-15
      2016-08-15
      N
      N
      N
      .0025
      49984400.00
      49984400.00
      .0034
      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
      .0025
      49984050.00
      49984050.00
      .0034
      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
      .0025
      66972530.00
      66972530.00
      .0046
      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
      .0025
      31986432.00
      31986432.00
      .0022
      N
      N
      N
      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
      .0028
      44973045.00
      44973045.00
      .0031
      N
      N
      N
      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
      .0028
      49968100.00
      49968100.00
      .0034
      N
      N
      N
      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
      .0028
      47967504.00
      47967504.00
      .0033
      N
      N
      N
      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
      .0028
      99931600.00
      99931600.00
      .0069
      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
      .0038
      20967849.00
      20967849.00
      .0014
      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
      .0038
      57407770.00
      57407770.00
      .0039
      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
      45919776.00
      45919776.00
      .0031
      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
      34937385.00
      34937385.00
      .0024
      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
      55700173.80
      55700173.80
      .0038
      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
      .0040
      49908900.00
      49908900.00
      .0034
      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
      .0040
      76859706.00
      76859706.00
      .0053
      N
      N
      N
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 7/1/2016
      313384YV5
      
      US313384YV57
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0020
      125000000.00
      125000000.00
      .0086
      N
      Y
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 7/6/2016
      313384ZA0
      
      US313384ZA02
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      N
      N
      N
      .0015
      39999040.00
      39999040.00
      .0027
      N
      N
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.600%, 7/18/2016
      313384ZN2
      
      US313384ZN23
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-18
      2016-07-18
      2016-07-18
      N
      N
      N
      .0016
      64994800.00
      64994800.00
      .0045
      N
      N
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.580%, 7/19/2016
      313384ZP7
      
      US313384ZP70
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-19
      2016-07-19
      2016-07-19
      N
      N
      N
      .0016
      49995750.00
      49995750.00
      .0034
      N
      N
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.295%, 7/26/2016
      313384ZW2
      
      US313384ZW22
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-26
      2016-07-26
      2016-07-26
      N
      N
      N
      .0017
      64992330.00
      64992330.00
      .0045
      N
      N
      Y
      N
      
    
    
      Federal Home Loan Bank System
      Federal Home Loan Bank System Discount Notes,  0.520%, 7/29/2016
      313384ZZ5
      
      US313384ZZ52
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-29
      2016-07-29
      2016-07-29
      N
      N
      N
      .0017
      91987856.00
      91987856.00
      .0063
      N
      N
      Y
      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
      120709237.00
      120709237.00
      .0083
      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
      .0043
      23941200.00
      23941200.00
      .0016
      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
      .0045
      79289166.00
      79289166.00
      .0054
      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
      .0045
      26923779.00
      26923779.00
      .0018
      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
      .0045
      49858850.00
      49858850.00
      .0034
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.477%, 10/11/2016
      3133ED4J8
      
      US3133ED4J86
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-11
      2016-10-11
      2016-10-11
      N
      N
      N
      .0041
      10001770.00
      10001770.00
      .0007
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.487%, 2/13/2017
      3133EDFB3
      
      US3133EDFB39
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2017-02-13
      2017-02-13
      N
      N
      N
      .0049
      23225209.03
      23225209.03
      .0016
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.467%, 9/14/2016
      3133EDH21
      
      US3133EDH218
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-09-14
      2016-09-14
      N
      N
      N
      .0039
      47007003.00
      47007003.00
      .0032
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.457%, 11/14/2016
      3133EDLJ9
      
      US3133EDLJ90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-11-14
      2016-11-14
      N
      N
      N
      .0044
      17001360.00
      17001360.00
      .0012
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.472%, 3/13/2017
      3133EDNA6
      
      US3133EDNA63
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-13
      2017-03-13
      2017-03-13
      N
      N
      N
      .0050
      38268416.70
      38268416.70
      .0026
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.492%, 3/24/2017
      3133EDP30
      
      US3133EDP302
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2017-03-24
      2017-03-24
      N
      N
      N
      .0050
      60996889.00
      60996889.00
      .0042
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.427%, 7/8/2016
      3133EDQ47
      
      US3133EDQ474
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2016-07-08
      2016-07-08
      N
      N
      N
      .0036
      72701163.20
      72701163.20
      .0050
      N
      N
      Y
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.442%, 8/1/2016
      3133EDR38
      
      US3133EDR381
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-08-01
      2016-08-01
      N
      N
      N
      .0034
      27752247.75
      27752247.75
      .0019
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.448%, 9/6/2016
      3133EDRH7
      
      US3133EDRH70
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-09-06
      2016-09-06
      N
      N
      N
      .0038
      32004256.00
      32004256.00
      .0022
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.466%, 3/9/2017
      3133EDUL4
      
      US3133EDUL46
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-09
      2017-03-09
      2017-03-09
      N
      N
      N
      .0049
      52991361.00
      52991361.00
      .0036
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.431%, 10/17/2016
      3133EDYM8
      
      US3133EDYM82
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2016-10-17
      2016-10-17
      N
      N
      N
      .0041
      65004160.00
      65004160.00
      .0045
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.483%, 7/25/2017
      3133EDYR7
      
      US3133EDYR79
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-25
      2017-07-25
      2017-07-25
      N
      N
      N
      .0052
      24991025.00
      24991025.00
      .0017
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.437%, 10/24/2016
      3133EDZL9
      
      US3133EDZL90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-24
      2016-10-24
      2016-10-24
      N
      N
      N
      .0042
      16000912.00
      16000912.00
      .0011
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.397%, 11/14/2016
      3133EE3R9
      
      US3133EE3R93
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-14
      2016-11-14
      2016-11-14
      N
      N
      N
      .0043
      49992900.00
      49992900.00
      .0034
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.426%, 7/17/2017
      3133EE4Y3
      
      US3133EE4Y36
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-07-17
      2017-07-17
      N
      N
      N
      .0050
      99923200.00
      99923200.00
      .0069
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.438%, 5/19/2017
      3133EEM72
      
      US3133EEM729
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-19
      2017-05-19
      2017-05-19
      N
      N
      N
      .0049
      49977950.00
      49977950.00
      .0034
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.478%, 10/19/2017
      3133EETS9
      
      US3133EETS90
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-19
      2017-10-19
      2017-10-19
      N
      N
      N
      .0054
      19984320.00
      19984320.00
      .0014
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.436%, 6/9/2017
      3133EEV56
      
      US3133EEV563
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-09
      2017-06-09
      2017-06-09
      N
      N
      N
      .0050
      22486275.00
      22486275.00
      .0015
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.436%, 4/17/2017
      3133EEYZ7
      
      US3133EEYZ78
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-17
      2017-04-17
      2017-04-17
      N
      N
      N
      .0049
      60972977.00
      60972977.00
      .0042
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.447%, 8/1/2017
      3133EFBX4
      
      US3133EFBX43
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2017-08-01
      2017-08-01
      N
      N
      N
      .0054
      24976675.00
      24976675.00
      .0017
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.505%, 8/10/2017
      3133EFNV5
      
      US3133EFNV58
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-10
      2017-08-10
      2017-08-10
      N
      N
      N
      .0052
      24996775.00
      24996775.00
      .0017
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.593%, 12/4/2017
      3133EFRR0
      
      US3133EFRR01
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-04
      2017-12-04
      2017-12-04
      N
      N
      N
      .0057
      92525807.50
      92525807.50
      .0064
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.582%, 6/16/2017
      3133EFTF4
      
      US3133EFTF45
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-16
      2017-06-16
      2017-06-16
      N
      N
      N
      .0050
      50040000.00
      50040000.00
      .0034
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.593%, 7/21/2017
      3133EFTQ0
      
      US3133EFTQ00
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-21
      2017-07-21
      2017-07-21
      N
      N
      N
      .0051
      75063375.00
      75063375.00
      .0051
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.609%, 11/28/2017
      3133EFUC9
      
      US3133EFUC94
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-28
      2017-11-28
      2017-11-28
      N
      N
      N
      .0056
      50035950.00
      50035950.00
      .0034
      N
      N
      N
      N
      
    
    
      Federal Farm Credit System
      Federal Farm Credit System Floating Rate Notes,  0.607%, 1/12/2018
      3133EFUQ8
      
      US3133EFUQ80
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-12
      2018-01-12
      2018-01-12
      N
      N
      N
      .0057
      37022163.00
      37022163.00
      .0025
      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
      .0045
      39023400.00
      39023400.00
      .0027
      N
      N
      N
      N
      
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Floating Rate Notes,  0.437%, 12/12/2016
      3134G5UB9
      
      US3134G5UB95
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-12
      2016-12-12
      2016-12-12
      N
      N
      N
      .0046
      181485117.00
      181485117.00
      .0125
      N
      N
      N
      N
      
    
    
      Federal Home Loan Mortgage Corp.
      Federal Home Loan Mortgage Corp. Floating Rate Notes,  0.452%, 1/12/2017
      3134G5Z24
      
      US3134G5Z242
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-12
      2017-01-12
      2017-01-12
      N
      N
      N
      .0046
      124996625.00
      124996625.00
      .0086
      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
      .0050
      54025218.00
      54025218.00
      .0037
      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
      .0065
      100043100.00
      100043100.00
      .0069
      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
      119942160.00
      119942160.00
      .0082
      N
      N
      N
      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
      .0041
      67873044.00
      67873044.00
      .0047
      N
      N
      N
      N
      
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.457%, 9/8/2017
      3135G0E66
      B1V7KEBTPIMZEU4LTD58
      US3135G0E668
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-08
      2017-09-08
      2017-09-08
      N
      N
      N
      .0050
      66967840.00
      66967840.00
      .0046
      N
      N
      N
      N
      
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.452%, 8/16/2017
      3135G0F24
      B1V7KEBTPIMZEU4LTD58
      US3135G0F244
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-16
      2017-08-16
      2017-08-16
      N
      N
      N
      .0051
      124915000.00
      124915000.00
      .0086
      N
      N
      N
      N
      
    
    
      Federal National Mortgage Association
      Federal National Mortgage Association Floating Rate Notes,  0.468%, 7/20/2017
      3135G0F81
      B1V7KEBTPIMZEU4LTD58
      US3135G0F814
      U.S. Government Agency Debt
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-20
      2017-07-20
      2017-07-20
      N
      N
      N
      .0051
      49977750.00
      49977750.00
      .0034
      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
      .0043
      24906690.75
      24906690.75
      .0017
      N
      N
      N
      N
      
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York, REPO,  0.250%, 7/1/2016
      31399L008
      
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 3 1/2 NOTE C 20
          
          
            2020-05-15
          
          3.5
          3626087600.00
          4000027883.75
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0025
      4000000000.00
      4000000000.00
      .2746
      N
      Y
      Y
      N
      
    
    
      Natixis Financial Products LLC
      Natixis Financial Products LLC, REPO,  0.370%, 7/5/2016
      45099F004
      WGYX5OQ1IY3N5AOSQ066
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAC FMAR 849307 G
          
          
            2044-05-01
          
          2.826
          2091592.53
          2171312.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAK8174
          
          
            2027-03-01
          
          3
          2626324.89
          2763699.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5068
          
          
            2045-06-01
          
          3.5
          34467934.50
          36436344.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW7429
          
          
            2042-02-01
          
          4
          23332238.69
          25125256.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL777053
          
          
            2034-04-01
          
          6
          8.45
          9.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB783942
          
          
            2034-05-01
          
          4.422
          2.17
          2.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRM CL046LV R15F046
          
          
            2028-07-25
          
          3.5
          1600675.79
          1694346.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2438NB 04/15/32
          
          
            2032-04-15
          
          6.5
          11.19
          12.64
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC050LA R12F050
          
          
            2040-09-25
          
          3.5
          93.57
          97.67
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC089PA R12F089
          
          
            2042-08-25
          
          3
          7173915.99
          7364043.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL080HV R15F080
          
          
            2028-11-25
          
          3.5
          1220806.14
          1292233.61
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4579VA 07/15/28
          
          
            2028-07-15
          
          3.5
          2718623.57
          2894565.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4588FA 06/15/46
          
          
            2046-06-15
          
          0
          14730362.00
          14713053.83
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA GRANTOR TRUST 20
          
          
            2042-07-25
          
          6.5
          16.34
          19.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL030MD R11F030
          
          
            2039-02-25
          
          4
          3728745.00
          3964037.10
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-037 FK
          
          
            2037-06-16
          
          .7444
          3570764.50
          3566738.42
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-88 DX
          
          
            2038-11-20
          
          4
          735000.00
          767275.48
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2012-26 FP
          
          
            2042-02-20
          
          .798
          4309600.32
          4296945.90
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2012-013 FC
          
          
            2042-01-20
          
          .798
          8231948.99
          8211160.57
          Agency Collateralized Mortgage Obligation
          
        
        
          USTR 1 1/2 NOTE P 18
          
          
            2018-08-31
          
          1.5
          250.00
          255.81
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE U 18
          
          
            2018-01-31
          
          .875
          25.00
          25.19
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE N 21
          
          
            2021-07-31
          
          2.25
          200.00
          213.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 TRIB 40
          
          
            2040-02-15
          
          2.125
          2766575.00
          3642858.75
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 7/8 BOND 40
          
          
            2040-08-15
          
          3.875
          1282650.00
          1727501.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 BOND 42
          
          
            2042-08-15
          
          2.75
          125.00
          139.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 TRIB 45
          
          
            2045-02-15
          
          .75
          25.39
          25.61
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 7/8 BOND 45
          
          
            2045-08-15
          
          2.875
          499975.00
          568857.94
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AU 17
          
          
            2017-12-15
          
          1
          225.00
          226.39
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 TRIN D 20
          
          
            2020-07-15
          
          1.25
          6306312.50
          6803722.21
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE E 21
          
          
            2021-08-15
          
          2.125
          25.00
          26.53
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      Y
      
        Natixis Financial Products LLC
        
          N/A
          N/A
        
        1.0000
        5
        N
      
      N
      N
      .0038
      125000000.00
      125000000.00
      .0086
      N
      N
      Y
      N
      
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC, REPO,  0.400%, 7/6/2016
      461997009
      KBVRJ5K57JZ3E2AVWX40
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAR 2B1166 G
          
          
            2043-03-01
          
          2.045
          5280773.98
          5460288.96
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B0745 G
          
          
            2042-08-01
          
          2.281
          4787423.76
          4948262.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B0417 G
          
          
            2042-05-01
          
          2.264
          4439295.12
          4670978.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B0209 G
          
          
            2042-01-01
          
          2.686
          8451810.76
          8910750.17
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1Q1744 G
          
          
            2038-04-01
          
          3.082
          12055367.36
          12769924.50
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1Q1046 G
          
          
            2040-06-01
          
          2.955
          3473614.37
          3629150.16
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1N1708 G
          
          
            2037-09-01
          
          2.675
          2397491.56
          2518050.80
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1J0131 G
          
          
            2036-09-01
          
          2.515
          4102568.57
          4370947.57
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B8006 G
          
          
            2041-02-01
          
          2.777
          2089676.30
          2220419.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B7966 G
          
          
            2041-01-01
          
          2.746
          4034404.79
          4272618.03
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1G1834 G
          
          
            2036-02-01
          
          3.26
          1757238.07
          1875814.87
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1G0210 G
          
          
            2035-04-01
          
          2.876
          2233634.73
          2373233.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B8521 G
          
          
            2041-08-01
          
          3.156
          1714896.13
          1802467.79
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B7720 G
          
          
            2040-10-01
          
          3.076
          2384864.13
          2525550.97
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B7080 G
          
          
            2036-06-01
          
          2.735
          452869.29
          475808.93
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B4946 G
          
          
            2040-09-01
          
          3.7
          1091631.75
          1161291.03
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B4579 G
          
          
            2040-01-01
          
          3.722
          2736669.76
          2855421.52
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B3939 G
          
          
            2035-11-01
          
          2.676
          1106661.36
          1169884.83
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B3757 G
          
          
            2038-03-01
          
          2.993
          1989127.93
          2118293.17
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B3546 G
          
          
            2037-09-01
          
          2.484
          182015.93
          185725.11
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1B3340 G
          
          
            2037-04-01
          
          5.752
          1346076.61
          1426646.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 970046 G
          
          
            2024-10-01
          
          2.639
          326419.09
          343083.53
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 849093 G
          
          
            2043-07-01
          
          2.483
          13617205.25
          14069629.38
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 849029 G
          
          
            2043-05-01
          
          2.494
          8786487.69
          9086724.97
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 847586 G
          
          
            2036-07-01
          
          2.606
          695207.53
          737063.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 611354 G
          
          
            2031-10-01
          
          2.754
          224571.93
          234338.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B4951 G
          
          
            2045-12-01
          
          2.255
          4532563.42
          4656479.40
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2545 G
          
          
            2044-05-01
          
          2.669
          9329161.43
          9632435.12
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2304 G
          
          
            2044-03-01
          
          2.881
          5551672.82
          5750012.84
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2167 G
          
          
            2044-01-01
          
          2.963
          14546550.20
          15166724.95
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2098 G
          
          
            2044-01-01
          
          2.517
          6495800.95
          6720637.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3136 G
          
          
            2044-09-01
          
          2.82
          18549093.81
          19320154.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3033 G
          
          
            2044-08-01
          
          2.753
          17510025.52
          18144766.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2639 G
          
          
            2044-05-01
          
          3.156
          7923292.09
          8249362.39
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2044 G
          
          
            2043-12-01
          
          2.754
          5278028.74
          5484169.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B1437 G
          
          
            2043-06-01
          
          2.333
          6098248.38
          6287234.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B1371 G
          
          
            2043-06-01
          
          2.476
          5523316.77
          5724916.49
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B1203 G
          
          
            2043-02-01
          
          1.949
          4511837.23
          4656577.40
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      Y
      
        ING Financial Markets LLC
        
          N/A
          N/A
        
        1.0000
        6
        N
      
      N
      N
      .0041
      200000000.00
      200000000.00
      .0137
      N
      N
      Y
      N
      
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC, REPO,  0.400%, 7/6/2016
      461997009
      KBVRJ5K57JZ3E2AVWX40
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAR 1J0959 G
          
          
            2038-03-01
          
          2.795
          6569406.66
          7002290.19
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B3480 G
          
          
            2044-12-01
          
          2.887
          31332811.87
          32696019.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B2582 G
          
          
            2044-05-01
          
          2.97
          4968772.70
          5176982.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 2B0977 G
          
          
            2042-11-01
          
          2.125
          21592474.09
          22243779.51
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1J1764 G
          
          
            2037-07-01
          
          2.825
          7495203.15
          7956155.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1J0618 G
          
          
            2037-09-01
          
          2.707
          3113355.22
          3309773.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAR 1G0849 G
          
          
            2035-08-01
          
          2.046
          3825263.37
          4016663.53
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-06
      2016-07-06
      2016-07-06
      Y
      
        ING Financial Markets LLC
        
          N/A
          N/A
        
        1.0000
        6
        N
      
      N
      N
      .0041
      80000000.00
      80000000.00
      .0055
      N
      N
      Y
      N
      
    
    
      Mizuho Securities USA, Inc.
      Mizuho Securities USA, Inc., REPO,  0.480%, 7/1/2016
      65999B002
      5493004GRDTUI7EMIZ82
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNAR XX.XXX LBAA9835
          
          
            2039-07-01
          
          2.5
          246548.13
          260136.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAB2061
          
          
            2026-01-01
          
          4
          160390.14
          171704.58
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J15183 G
          
          
            2026-05-01
          
          3.5
          6162.85
          6548.37
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J18015 G
          
          
            2027-02-01
          
          3.5
          13257.82
          14104.46
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J17544 G
          
          
            2026-12-01
          
          3
          2133891.02
          2261795.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J18129 G
          
          
            2027-03-01
          
          3
          380384.49
          403166.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8141 G
          
          
            2041-04-01
          
          3.681
          871560.85
          913063.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J18297 G
          
          
            2027-03-01
          
          3
          727514.18
          769496.60
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J19499 G
          
          
            2027-06-01
          
          3.5
          8067.49
          8566.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1N1630 G
          
          
            2037-08-01
          
          2.26
          1283.93
          1354.55
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7481 G
          
          
            2037-09-01
          
          2.797
          3312.80
          3526.41
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7562 G
          
          
            2037-11-01
          
          1.945
          1232.38
          1297.44
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7922 G
          
          
            2041-01-01
          
          3.243
          632611.87
          669385.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD3786
          
          
            2040-05-01
          
          3.604
          377720.18
          401895.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD3787
          
          
            2040-05-01
          
          2.861
          429352.69
          453143.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD3849
          
          
            2040-05-01
          
          2.788
          82626.65
          87032.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4965
          
          
            2040-07-01
          
          2.611
          197891.90
          210826.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD5484
          
          
            2025-05-01
          
          4
          485234.30
          518786.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CLAD0980
          
          
            2032-11-01
          
          8
          22665.01
          27672.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD1522
          
          
            2040-03-01
          
          2.906
          929807.93
          985726.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD2942
          
          
            2040-04-01
          
          2.749
          126374.27
          134908.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD3436
          
          
            2040-03-01
          
          2.935
          90889.94
          95576.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD6405
          
          
            2040-07-01
          
          3.639
          252352.67
          267978.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4475
          
          
            2040-05-01
          
          3.052
          523955.22
          558119.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB701043
          
          
            2033-04-01
          
          2.722
          2006.35
          2122.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL725035
          
          
            2033-07-01
          
          7.5
          19381.93
          24551.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745636
          
          
            2035-06-01
          
          6.5
          48862.43
          59437.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS725191
          
          
            2034-01-01
          
          2.603
          120202.80
          127521.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL735488
          
          
            2034-12-01
          
          7
          135694.31
          168030.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL738254
          
          
            2033-10-01
          
          7
          44011.03
          54381.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 GO745319
          
          
            2034-06-01
          
          7.5
          106014.25
          124676.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 K0745370
          
          
            2033-09-01
          
          7
          21995.39
          25243.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL745527
          
          
            2034-05-01
          
          7
          52656.04
          65027.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL745638
          
          
            2033-04-01
          
          7.5
          51136.81
          64933.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL745808
          
          
            2036-01-01
          
          7.5
          18135.46
          22044.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL745878
          
          
            2036-10-01
          
          5.5
          6026.94
          6816.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL745942
          
          
            2034-04-01
          
          6
          241668.55
          280938.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB830611
          
          
            2035-06-01
          
          2.256
          1791428.05
          1867824.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL745963
          
          
            2034-01-01
          
          8.5
          50405.48
          60642.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K0754503
          
          
            2034-01-01
          
          6.5
          37118.21
          41681.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K0783476
          
          
            2034-11-01
          
          6.5
          72049.47
          78054.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB822154
          
          
            2036-02-01
          
          2.872
          666192.21
          703265.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB825847
          
          
            2035-04-01
          
          3.6
          92880.77
          99364.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB826800
          
          
            2035-08-01
          
          2.177
          641806.50
          681781.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAL0570
          
          
            2036-08-01
          
          7
          161169.04
          198277.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1937
          
          
            2042-06-01
          
          2.605
          343807.41
          355234.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAL2724
          
          
            2039-03-01
          
          7
          381615.13
          459840.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL4779
          
          
            2041-10-01
          
          3.496
          3572501.49
          3767185.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAO9529
          
          
            2042-07-01
          
          4
          100165.13
          109857.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAL5245
          
          
            2039-01-01
          
          6.5
          275754.09
          321517.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO2275
          
          
            2042-09-01
          
          2.733
          625857.36
          653213.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO4387
          
          
            2042-07-01
          
          3.5
          128928.14
          138886.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO4570
          
          
            2042-05-01
          
          2.573
          227948.83
          235848.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO5823
          
          
            2042-06-01
          
          2.508
          433715.54
          447817.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO8681
          
          
            2042-07-01
          
          2.922
          311795.58
          324962.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO9611
          
          
            2027-07-01
          
          3
          87132.18
          91594.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAP4348
          
          
            2042-08-01
          
          4
          64325.21
          69827.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAQ8309
          
          
            2042-12-01
          
          2.079
          823590.17
          848265.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAQ8310
          
          
            2042-11-01
          
          2.212
          380630.87
          395720.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAQ8311
          
          
            2042-12-01
          
          2.308
          1872498.76
          1929509.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAT1742
          
          
            2043-04-01
          
          1.934
          2272130.67
          2324914.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAU3633
          
          
            2043-07-01
          
          2.271
          102172.93
          106095.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW5329
          
          
            2044-06-01
          
          4
          866.72
          933.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI6801
          
          
            2041-07-01
          
          3.628
          442903.47
          470965.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAI8871
          
          
            2026-08-01
          
          3.5
          1163369.66
          1237219.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ1040
          
          
            2042-01-01
          
          2.809
          565753.94
          591254.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ4587
          
          
            2041-11-01
          
          3.184
          238599.13
          251541.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CLAL0398
          
          
            2036-01-01
          
          7.5
          89910.97
          104711.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAJ6419
          
          
            2026-12-01
          
          3.5
          80708.21
          86019.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ7515
          
          
            2041-12-01
          
          3.092
          959149.63
          1003327.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ9277
          
          
            2042-01-01
          
          2.327
          2213159.46
          2312177.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAK3260
          
          
            2027-02-01
          
          3
          4180791.94
          4428004.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK4889
          
          
            2042-02-01
          
          2.475
          546786.99
          576875.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CLAL0287
          
          
            2032-04-01
          
          7.5
          267600.84
          335036.16
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF 005154 M
          
          
            2039-01-20
          
          6.5
          106824.31
          132055.80
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI MH 455990 X
          
          
            2029-01-15
          
          7
          429185.82
          510674.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF 723156 X
          
          
            2039-08-15
          
          5
          2867187.07
          3224134.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI MH 728156 X
          
          
            2029-02-15
          
          7
          81193.84
          93447.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 783047 X
          
          
            2031-11-15
          
          6.45
          117512.21
          137556.12
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 781402 X
          
          
            2032-02-15
          
          7.5
          131003.30
          163708.23
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 781931 X
          
          
            2035-05-15
          
          6.5
          88500.35
          108251.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 782167 X
          
          
            2037-06-15
          
          6
          158418.67
          184624.81
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 783520 X
          
          
            2042-01-15
          
          4
          192.83
          208.37
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 782712 X
          
          
            2039-07-15
          
          5
          4061044.80
          4566619.60
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 782764 X
          
          
            2036-10-15
          
          7.5
          45570.78
          57075.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 783061 X
          
          
            2035-07-15
          
          7
          169533.73
          210568.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SP 783063 X
          
          
            2032-07-15
          
          8.5
          213686.93
          261030.17
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI JP 783228 X
          
          
            2024-04-15
          
          6.5
          127990.40
          141658.00
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF 659672 X
          
          
            2036-10-15
          
          7
          151913.39
          197057.62
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNMI SF 677306 X
          
          
            2038-09-15
          
          7
          66741.85
          81639.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD7788
          
          
            2025-07-01
          
          4
          1048253.81
          1122879.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD8477
          
          
            2040-09-01
          
          3.425
          946573.47
          994555.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD8554
          
          
            2040-09-01
          
          3.439
          485566.57
          514759.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAE0079
          
          
            2034-07-01
          
          7
          192423.98
          231024.78
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF 005340 M
          
          
            2036-07-20
          
          6.5
          159488.54
          191333.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAE1774
          
          
            2025-09-01
          
          4.5
          327895.57
          354455.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE6692
          
          
            2041-06-01
          
          3.671
          738157.65
          784691.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE7692
          
          
            2041-01-01
          
          3.197
          879285.24
          922616.73
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA0325 M
          
          
            2031-08-20
          
          7
          88883.52
          109865.98
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2447 M
          
          
            2044-12-20
          
          4.5
          1270.19
          1369.41
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF 002988 M
          
          
            2030-10-20
          
          8
          156566.46
          202685.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 783214 G
          
          
            2037-08-01
          
          6.21
          5668.19
          5700.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL190371
          
          
            2036-07-01
          
          6.5
          536962.17
          633241.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL256080
          
          
            2035-12-01
          
          7
          73579.84
          83414.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL257458
          
          
            2038-10-01
          
          7
          46839.66
          55077.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH0580
          
          
            2040-12-01
          
          3.311
          169043.76
          177410.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS323831
          
          
            2029-06-01
          
          2.682
          45759.82
          47887.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX GW458126
          
          
            2028-10-15
          
          6.394
          85383.59
          98113.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL545376
          
          
            2030-10-01
          
          8.5
          15933.42
          18513.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545485
          
          
            2032-02-01
          
          7
          115029.00
          140797.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO555012
          
          
            2030-12-01
          
          8
          34479.46
          39741.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 GL563310
          
          
            2030-06-01
          
          7
          115878.72
          135131.15
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G01729 G
          
          
            2032-11-01
          
          7
          50350.24
          62195.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC G01375 G
          
          
            2031-09-01
          
          7.5
          59070.23
          70069.91
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G01397 G
          
          
            2032-04-01
          
          7
          39608.62
          48159.17
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G01499 G
          
          
            2033-01-01
          
          7
          71465.13
          88338.69
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC G30379 G
          
          
            2027-11-01
          
          6.5
          325013.24
          374007.40
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC C69977 G
          
          
            2032-08-01
          
          7.5
          17992.91
          21018.89
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 846180 G
          
          
            2019-10-01
          
          2.351
          934.15
          962.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 846105 G
          
          
            2025-04-01
          
          2.5
          457.81
          469.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 09.000 FGPC P51358 G
          
          
            2036-10-01
          
          9
          22447.49
          26971.22
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.000 FGPC P58013 G
          
          
            2034-11-01
          
          5
          38725.84
          41380.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.000 FGPC P58016 G
          
          
            2037-08-01
          
          6
          463181.00
          528432.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889399
          
          
            2038-05-01
          
          5
          1532196.31
          1705976.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889982
          
          
            2038-11-01
          
          5.5
          1291861.16
          1459351.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1893515
          
          
            2036-09-01
          
          2.437
          137602.23
          145977.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WZ894451
          
          
            2046-09-01
          
          2.704
          331353.41
          353604.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 GO954636
          
          
            2036-09-01
          
          7
          40046.78
          43635.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL897645
          
          
            2037-05-01
          
          7
          57505.91
          68560.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL904389
          
          
            2036-11-01
          
          6
          72488.73
          83149.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP911722
          
          
            2037-01-01
          
          5.5
          208030.11
          228775.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB933306
          
          
            2038-03-01
          
          2.75
          413497.07
          436678.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL940767
          
          
            2037-06-01
          
          6
          116876.63
          134338.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL949507
          
          
            2037-09-01
          
          6.5
          87354.75
          105925.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G05807 G
          
          
            2038-11-01
          
          7
          217236.32
          275402.63
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G06862 G
          
          
            2037-10-01
          
          7
          122521.90
          145235.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G06042 G
          
          
            2033-11-01
          
          7
          224880.73
          275357.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC G06374 G
          
          
            2035-11-01
          
          6.5
          189155.90
          226693.15
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC J12036 G
          
          
            2025-05-01
          
          4
          300964.82
          322101.95
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC G07151 G
          
          
            2039-09-01
          
          6.5
          598299.28
          701246.31
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G14820 G
          
          
            2026-12-01
          
          3.5
          7184.66
          7633.19
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1G0373 G
          
          
            2035-10-01
          
          2.582
          428055.57
          455151.46
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1J1920 G
          
          
            2038-10-01
          
          2.773
          518.51
          543.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C91361 G
          
          
            2031-03-01
          
          4
          2473245.61
          2679470.32
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC J11674 G
          
          
            2025-02-01
          
          4.5
          42.18
          45.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAC1404
          
          
            2039-08-01
          
          4.426
          165631.65
          174979.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAC1509
          
          
            2039-08-01
          
          6
          280806.23
          322198.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAC1574
          
          
            2039-10-01
          
          2.57
          308000.96
          327748.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAC2580
          
          
            2039-10-01
          
          4.271
          485106.48
          508583.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAD0766
          
          
            2036-08-01
          
          7
          106129.01
          129460.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAC3146
          
          
            2039-09-01
          
          6.5
          109360.42
          134222.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAD0020
          
          
            2037-12-01
          
          7
          163311.13
          201854.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CLAD0131
          
          
            2034-01-01
          
          7.5
          206722.36
          263210.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD0265
          
          
            2039-01-01
          
          2.547
          297374.97
          313896.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CLAD0667
          
          
            2031-02-01
          
          8.5
          43231.57
          50451.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAD0726
          
          
            2033-12-01
          
          7
          351088.88
          427943.60
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8377 G
          
          
            2041-06-01
          
          3.205
          430975.28
          450583.28
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8807 G
          
          
            2041-09-01
          
          2.659
          728829.88
          765053.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8890 G
          
          
            2041-10-01
          
          3.013
          1432706.52
          1497989.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8960 G
          
          
            2041-11-01
          
          2.991
          1164957.87
          1216746.56
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC A27017 G
          
          
            2031-03-01
          
          7.5
          64832.01
          77929.16
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8979 G
          
          
            2041-12-01
          
          2.954
          1138493.96
          1187827.87
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 08.000 FGPC A80171 G
          
          
            2036-11-01
          
          8
          133228.64
          165161.20
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC A82534 G
          
          
            2038-10-01
          
          6.5
          60969.36
          72611.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC E02895 G
          
          
            2026-05-01
          
          3.5
          4659.56
          4950.36
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC E04045 G
          
          
            2027-08-01
          
          3.5
          6054.96
          6434.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC A24389 G
          
          
            2034-07-01
          
          6.5
          84679.28
          99194.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH1200
          
          
            2041-01-01
          
          3.144
          1164284.05
          1234069.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH3238
          
          
            2026-02-01
          
          4
          373483.51
          400651.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH3631
          
          
            2026-01-01
          
          4
          427548.36
          457717.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH8842
          
          
            2041-06-01
          
          3.106
          1735157.40
          1823827.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI5504
          
          
            2026-07-01
          
          4
          158797.75
          170127.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH9027
          
          
            2026-03-01
          
          4
          1181306.66
          1255325.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI0599
          
          
            2041-05-01
          
          3.037
          413960.35
          436815.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI1980
          
          
            2041-04-01
          
          2.875
          428127.93
          452475.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAI3430
          
          
            2026-05-01
          
          3.5
          304390.18
          323621.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI4745
          
          
            2026-06-01
          
          4
          363910.37
          390224.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI4761
          
          
            2041-07-01
          
          3.565
          455945.16
          479635.52
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 846317 G
          
          
            2026-08-01
          
          2.464
          179.71
          184.58
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 846510 G
          
          
            2025-04-01
          
          2.486
          1204.57
          1251.10
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B4546 G
          
          
            2040-01-01
          
          2.625
          334405.25
          350519.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC A45753 G
          
          
            2031-10-01
          
          7.5
          144946.10
          181796.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 08.000 FGPC G01903 G
          
          
            2034-01-01
          
          8
          259155.10
          326267.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0854 G
          
          
            2042-11-01
          
          2.167
          2271088.54
          2344795.90
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0088 G
          
          
            2041-12-01
          
          3.079
          764751.01
          800565.29
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0274 G
          
          
            2042-02-01
          
          2.22
          629898.89
          654296.97
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0316 G
          
          
            2042-03-01
          
          2.2
          1591631.39
          1664232.41
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0392 G
          
          
            2042-04-01
          
          2.381
          300494.50
          312871.27
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0671 G
          
          
            2042-08-01
          
          2.525
          520189.11
          536403.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL955020
          
          
            2037-09-01
          
          6.5
          37787.76
          43655.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB956674
          
          
            2038-04-01
          
          2.895
          714066.79
          755674.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB959382
          
          
            2037-12-01
          
          2.635
          233895.31
          246994.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1962570
          
          
            2038-04-01
          
          3.076
          568665.87
          606048.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL985841
          
          
            2038-08-01
          
          7
          58207.98
          67369.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB965992
          
          
            2038-01-01
          
          2.535
          236716.09
          249156.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL966695
          
          
            2038-01-01
          
          7
          68689.29
          81552.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS969600
          
          
            2038-01-01
          
          2.596
          3616.18
          3842.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB971838
          
          
            2038-02-01
          
          2.837
          162321.17
          171564.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS979882
          
          
            2038-04-01
          
          2.685
          810450.27
          862340.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL983211
          
          
            2038-05-01
          
          5.5
          107454.49
          121016.49
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC J12101 G
          
          
            2025-04-01
          
          4
          185517.95
          198424.10
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J12490 G
          
          
            2025-05-01
          
          3.5
          22335.85
          23715.28
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC J12766 G
          
          
            2025-08-01
          
          4
          702631.35
          751661.12
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC J12801 G
          
          
            2025-08-01
          
          4.5
          1299082.36
          1387132.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J14793 G
          
          
            2021-03-01
          
          3.5
          124742.59
          132446.49
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC J12944 G
          
          
            2025-09-01
          
          4
          131794.83
          140656.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC J13182 G
          
          
            2025-10-01
          
          4
          368752.14
          394513.24
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J13249 G
          
          
            2025-10-01
          
          3.5
          22540.49
          23959.85
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J13669 G
          
          
            2020-11-01
          
          3.5
          27272.69
          28957.01
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J13760 G
          
          
            2025-12-01
          
          3.5
          1877.85
          1995.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC J13947 G
          
          
            2025-12-01
          
          3.5
          81902.04
          87876.50
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC A30638 G
          
          
            2032-03-01
          
          7
          123547.07
          144074.90
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849247 G
          
          
            2044-02-01
          
          2.813
          3455378.64
          3591534.47
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC K00042 G
          
          
            2037-07-01
          
          6.5
          111480.04
          129622.99
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0992 G
          
          
            2042-12-01
          
          2.124
          2440293.75
          2545880.38
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 611311 G
          
          
            2022-12-01
          
          3.034
          34029.47
          35069.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B1063 G
          
          
            2043-01-01
          
          2.036
          2519108.32
          2611335.67
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC U70556 G
          
          
            2028-07-01
          
          3
          102937.60
          108318.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL832633
          
          
            2035-09-01
          
          7
          73530.39
          87411.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL834758
          
          
            2029-05-01
          
          8
          31034.39
          37702.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS844051
          
          
            2035-11-01
          
          2.237
          256030.48
          264699.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB847987
          
          
            2035-12-01
          
          2.695
          279320.41
          295662.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL888640
          
          
            2035-01-01
          
          7
          254715.97
          318472.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL849971
          
          
            2029-03-01
          
          7.5
          74333.27
          82975.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL852866
          
          
            2020-07-01
          
          9.5
          34077.24
          37277.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC V60094 G
          
          
            2025-02-01
          
          3.5
          51260.49
          54531.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 08.000 FRPC G80314 G
          
          
            2033-11-15
          
          8
          44313.11
          52610.10
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FRPC G80379 G
          
          
            2032-10-15
          
          7
          138725.93
          166387.04
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 08.000 FRPC G80361 G
          
          
            2040-09-01
          
          8
          296668.17
          361562.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB878321
          
          
            2036-01-01
          
          2.588
          10367.17
          10660.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB879868
          
          
            2036-02-01
          
          2.61
          380098.99
          399389.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL885296
          
          
            2036-06-01
          
          7.5
          25880.25
          27906.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888460
          
          
            2036-10-01
          
          6.5
          155825.04
          180022.50
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC G01955 G
          
          
            2034-11-01
          
          7.5
          22588.42
          26614.98
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 09.500 FGPC G02151 G
          
          
            2031-02-01
          
          9.5
          26662.23
          31494.75
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 08.500 FGPC G02652 G
          
          
            2030-08-01
          
          8.5
          46397.54
          54038.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G03999 G
          
          
            2033-12-01
          
          7
          159580.81
          193975.88
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC G05801 G
          
          
            2032-12-01
          
          7.5
          1175224.73
          1467401.66
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC G05100 G
          
          
            2034-11-01
          
          7.5
          492943.74
          622012.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.000 FGPC G05900 G
          
          
            2040-03-01
          
          6
          145459.35
          166815.30
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G05394 G
          
          
            2035-05-01
          
          7
          1064085.78
          1313223.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.000 FGPC G05402 G
          
          
            2039-01-01
          
          7
          201522.08
          231861.01
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC G05723 G
          
          
            2038-11-01
          
          6.5
          301828.80
          370328.58
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 07.500 FGPC G05742 G
          
          
            2036-11-01
          
          7.5
          40120.97
          51201.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL991938
          
          
            2038-12-01
          
          7
          300004.90
          346188.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB993460
          
          
            2039-08-01
          
          3.94
          39920.04
          41957.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL995572
          
          
            2034-08-01
          
          8
          76386.35
          95796.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB995129
          
          
            2037-10-01
          
          2.601
          356476.35
          377924.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB6481
          
          
            2027-10-01
          
          2.5
          1222198.19
          1272206.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995370
          
          
            2036-09-01
          
          6
          56678.47
          65093.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL995780
          
          
            2032-04-01
          
          8.5
          155361.99
          201071.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS995990
          
          
            2036-01-01
          
          2.499
          799775.40
          847603.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAA9834
          
          
            2039-08-01
          
          2.524
          211887.29
          221604.28
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FTRA 3600CB 06/15/38
          
          
            2038-06-15
          
          2.598
          1163716.74
          1223593.27
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 3578JK 08/15/37
          
          
            2037-08-15
          
          2.677
          1712337.34
          1959930.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 3588TE 12/15/37
          
          
            2037-12-15
          
          2.571
          1983219.94
          2212363.32
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2011-003 FG
          
          
            2041-01-20
          
          .888
          402960.53
          403580.15
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-032 FV
          
          
            2034-03-16
          
          .784
          172829.40
          173580.32
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2011-090 FM
          
          
            2041-06-16
          
          .784
          362986.87
          363069.95
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-006 W
          
          
            2038-07-20
          
          6.834
          100978.32
          117519.59
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-014 QF
          
          
            2040-02-16
          
          .884
          390400.93
          392521.89
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-167 FL
          
          
            2040-12-20
          
          .788
          382005.09
          381203.60
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-91 WA
          
          
            2040-12-20
          
          6.297
          160793.70
          187022.95
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-126 A
          
          
            2043-05-20
          
          6.379
          698613.35
          821889.01
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-151 WK
          
          
            2039-01-20
          
          6.129
          1009834.19
          1197376.81
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2012-149 PC
          
          
            2042-12-20
          
          6.271
          368729.57
          444769.58
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2013-044 TK
          
          
            2036-09-20
          
          6.732
          396235.21
          468432.84
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2013-23 W
          
          
            2043-02-20
          
          6.834
          476003.76
          556354.23
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2013-062 PA
          
          
            2040-07-20
          
          2.5
          140812.18
          144083.79
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-113 WA
          
          
            2039-04-20
          
          7.007
          1125887.44
          1340191.70
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-006 WX
          
          
            2039-04-20
          
          6.692
          126546.82
          150964.26
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2013-86 W
          
          
            2037-11-20
          
          7.084
          680183.30
          813345.20
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-069 W
          
          
            2034-11-20
          
          7.259
          415500.55
          498880.51
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-081 W
          
          
            2040-03-20
          
          6.913
          667723.63
          804357.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2014-167 GA
          
          
            2044-11-20
          
          2
          12893267.05
          12911950.82
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-016 GM
          
          
            2042-03-20
          
          2
          9324016.95
          9405164.91
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 03612A 10/15/39
          
          
            2039-10-15
          
          3.911
          525046.18
          546371.73
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FTRA 03607B 12/15/37
          
          
            2037-12-15
          
          2.537
          1439702.05
          1529991.09
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0049
      150000000.00
      150000000.00
      .0103
      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 LBAX5580
          
          
            2044-11-01
          
          2.96
          235401.74
          244252.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5597
          
          
            2045-02-01
          
          2.795
          446173.22
          463535.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5625
          
          
            2045-09-01
          
          2.725
          2182465.44
          2266654.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX5922
          
          
            2044-10-01
          
          2.666
          571661.10
          591089.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAZ1849
          
          
            2045-05-01
          
          2.322
          602605.87
          621082.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA4755
          
          
            2046-01-01
          
          3.5
          175801.08
          185893.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB890573
          
          
            2044-06-01
          
          2.915
          18013.84
          18688.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB901919
          
          
            2036-11-01
          
          2.933
          1079818.24
          1156920.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA1960
          
          
            2034-07-01
          
          4
          223796.11
          242879.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4880
          
          
            2040-06-01
          
          2.998
          859282.97
          909209.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD7118
          
          
            2040-08-01
          
          3.429
          201709.55
          213390.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1278
          
          
            2042-01-01
          
          3.245
          2673131.14
          2819963.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1347
          
          
            2035-09-01
          
          2.547
          1482344.06
          1569747.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL4125
          
          
            2040-07-01
          
          4.392
          133151.55
          141482.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL4857
          
          
            2043-12-01
          
          2.688
          142704.77
          148575.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL5265
          
          
            2044-04-01
          
          2.709
          2610184.41
          2708868.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL6341
          
          
            2045-02-01
          
          2.798
          2923718.36
          3027434.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL8107
          
          
            2031-02-01
          
          3
          361.22
          382.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO2308
          
          
            2044-05-01
          
          2.837
          76518.90
          79924.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAP3886
          
          
            2042-10-01
          
          3.5
          49992.63
          53363.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAP6614
          
          
            2042-09-01
          
          2.301
          770775.15
          796038.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAQ8312
          
          
            2042-11-01
          
          2.276
          270960.70
          279875.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0445
          
          
            2040-08-01
          
          4.061
          665893.92
          703471.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE1852
          
          
            2040-08-01
          
          2.5
          2403537.55
          2547302.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE5763
          
          
            2041-05-01
          
          2.891
          1020194.91
          1079273.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE8207
          
          
            2040-11-01
          
          4
          457044.50
          501137.51
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3663 M
          
          
            2046-05-20
          
          3.5
          2161601.91
          2302450.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1302
          
          
            2028-12-01
          
          3.5
          224863.03
          240812.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2281
          
          
            2044-04-01
          
          4.5
          31177.38
          34162.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS3177
          
          
            2044-08-01
          
          4.5
          275656.49
          304951.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS4887
          
          
            2035-05-01
          
          3
          10662.74
          11221.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6521
          
          
            2046-01-01
          
          3.5
          17944.29
          18974.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6882
          
          
            2046-03-01
          
          3.5
          69521.10
          73508.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAU1301
          
          
            2043-07-01
          
          1.785
          1740236.91
          1774267.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAV4481
          
          
            2043-11-01
          
          2.295
          769232.99
          798108.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAW4118
          
          
            2044-04-01
          
          2.502
          1095326.53
          1134004.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX1999
          
          
            2044-08-01
          
          2.663
          93341.36
          96485.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WSAX2702
          
          
            2044-03-01
          
          2.172
          2821141.86
          2920967.03
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2555 G
          
          
            2044-05-01
          
          3.156
          1400025.13
          1458760.85
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2902 G
          
          
            2044-07-01
          
          2.991
          295.93
          308.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2903 G
          
          
            2044-07-01
          
          2.694
          2189972.24
          2258853.80
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2961 G
          
          
            2044-08-01
          
          2.895
          306166.20
          318869.67
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B3184 G
          
          
            2044-09-01
          
          2.895
          2039917.39
          2118580.85
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B3185 G
          
          
            2044-09-01
          
          2.615
          21497.88
          22231.00
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC U40925 G
          
          
            2028-07-01
          
          3
          2803047.29
          2949721.41
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q11260 G
          
          
            2042-09-01
          
          3.5
          6968046.87
          7366789.48
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40871 G
          
          
            2046-06-01
          
          4
          1210098.78
          1309333.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH9328
          
          
            2041-04-01
          
          3.326
          3638357.76
          3855947.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI1929
          
          
            2041-05-01
          
          3.423
          518738.51
          547697.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI2062
          
          
            2041-05-01
          
          2.973
          642549.63
          683106.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ8333
          
          
            2042-01-01
          
          2.773
          1244052.58
          1294864.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK1790
          
          
            2042-02-01
          
          2.746
          910161.03
          948097.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK1794
          
          
            2042-06-01
          
          2.636
          539949.14
          558782.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK3428
          
          
            2042-02-01
          
          2.496
          1048237.25
          1105842.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK5405
          
          
            2042-02-01
          
          2.872
          2444211.71
          2543235.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK9720
          
          
            2042-04-01
          
          2.785
          22339.28
          23192.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL0234
          
          
            2041-04-01
          
          3.221
          432207.50
          457096.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1770
          
          
            2042-05-01
          
          2.82
          602278.62
          628839.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL1277
          
          
            2041-05-01
          
          3.244
          6034.21
          6378.15
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G30584 G
          
          
            2032-04-01
          
          3.5
          97778.47
          104929.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0843 G
          
          
            2042-10-01
          
          2.212
          32855.79
          33925.51
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0548 G
          
          
            2042-06-01
          
          2.179
          4073530.93
          4216663.83
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7743 G
          
          
            2040-10-01
          
          3.759
          2425262.55
          2555489.65
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B7968 G
          
          
            2041-01-01
          
          3.213
          1698231.55
          1793922.23
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C03836 G
          
          
            2042-04-01
          
          4
          923151.23
          1008208.75
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849491 G
          
          
            2044-08-01
          
          3.141
          4364337.19
          4567672.75
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849660 G
          
          
            2045-04-01
          
          2.95
          1912032.46
          1994432.24
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0916 G
          
          
            2042-11-01
          
          2.266
          1698690.11
          1753059.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B1137 G
          
          
            2043-02-01
          
          2.195
          3998623.50
          4114764.30
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2670 G
          
          
            2044-05-01
          
          2.819
          1673828.47
          1748204.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA 7.25 FNSM BB 05/30
          
          
            2030-05-15
          
          7.25
          17680.00
          28288.01
          Agency Debentures and Agency Strips
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-10-20
      Y
      
        Bank of Nova Scotia, Toronto
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0051
      84973876.95
      84973876.95
      .0058
      N
      N
      Y
      N
      
    
    
      Societe Generale, Paris
      Societe Generale, Paris, REPO,  0.450%, 7/5/2016
      8336P1001
      O2RNE8IBXP4R0TD8PU41
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          GNMA GNRA 2007-027 F
          
          
            2037-05-20
          
          .7384
          1523192.86
          1518044.64
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-21 F
          
          
            2037-04-16
          
          .7423
          10449.95
          10419.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-22 F
          
          
            2037-04-20
          
          .648
          2963362.59
          2945695.02
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-020 FA
          
          
            2037-04-20
          
          .7384
          598037.74
          596383.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-020 FM
          
          
            2037-04-20
          
          .738
          1276832.93
          1272612.99
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-026 FL
          
          
            2037-05-20
          
          .638
          20142.81
          20017.45
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2013-037 LG
          
          
            2042-01-20
          
          2
          9402889.72
          9496590.56
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2005-48 BF
          
          
            2032-04-17
          
          .6423
          1716044.91
          1706165.54
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2005-48 DF
          
          
            2031-03-18
          
          .646
          18988.21
          18934.86
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2006-022 FO
          
          
            2036-05-20
          
          .598
          448289.24
          444621.84
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2006-062 FA
          
          
            2036-10-20
          
          .5584
          735692.92
          729054.85
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2006-062 FB
          
          
            2036-11-20
          
          .5984
          660273.79
          655315.28
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2006-064 FA
          
          
            2036-11-20
          
          .5784
          1032646.96
          1025103.13
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2006-61 FD
          
          
            2036-11-20
          
          .608
          650527.41
          645868.26
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-032 PF
          
          
            2032-03-16
          
          .6923
          521736.45
          520803.18
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-66 F
          
          
            2034-08-16
          
          .734
          170.47
          170.86
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-70 FP
          
          
            2034-07-20
          
          .798
          2024691.30
          2026555.37
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-087 FA
          
          
            2032-06-20
          
          .648
          1068174.05
          1062728.50
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2005-007 AF
          
          
            2035-02-16
          
          .6723
          37426.77
          37493.34
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-109 WF
          
          
            2034-12-20
          
          .6884
          1177967.68
          1179559.38
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-04 FK
          
          
            2033-07-20
          
          .748
          390683.07
          390890.05
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-106 F
          
          
            2034-12-16
          
          .6923
          3072556.52
          3079872.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-106 HF
          
          
            2034-12-16
          
          .6923
          726723.21
          728099.06
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2005-05 FD
          
          
            2035-01-20
          
          .698
          385494.58
          384874.66
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2005-63 FA
          
          
            2032-12-20
          
          .648
          586006.19
          586223.60
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-01 FL
          
          
            2037-01-20
          
          .588
          1465455.04
          1454344.45
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-006 FA
          
          
            2037-02-20
          
          .5884
          405883.16
          402684.58
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-027 FB
          
          
            2037-05-20
          
          .7384
          1732384.61
          1728779.71
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2007-027 FD
          
          
            2037-05-20
          
          .7384
          163.48
          163.00
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC103FM R09F103
          
          
            2039-11-25
          
          1.146
          868839.88
          877447.63
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2001-21 FN
          
          
            2022-08-16
          
          .6423
          137953.12
          137713.47
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2000-35 FA
          
          
            2030-11-16
          
          .9923
          160530.76
          161902.80
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2003-46 FA
          
          
            2032-04-17
          
          .796
          1220013.68
          1220824.31
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2003-46 FB
          
          
            2033-06-16
          
          .6623
          569578.68
          567063.74
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2003-46 FC
          
          
            2032-06-17
          
          .796
          1464229.00
          1464343.86
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2001-28 FT
          
          
            2031-06-16
          
          .6423
          85412.56
          85234.08
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2001-42 F
          
          
            2025-09-16
          
          .7923
          371015.89
          372229.52
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2003-35 CF
          
          
            2033-03-16
          
          .7344
          454309.12
          454779.61
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2003-97 MF
          
          
            2033-03-20
          
          .748
          1000873.24
          1001828.85
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2004-032 FD
          
          
            2027-12-16
          
          .6344
          1286830.66
          1285091.79
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL82FB RT93-82
          
          
            2023-05-25
          
          1.1533
          167405.59
          168635.38
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC010KC R15F010
          
          
            2040-07-25
          
          2.25
          8290303.35
          8350055.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL027AP R15F027
          
          
            2043-06-25
          
          3
          11059446.84
          11683096.42
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4224KA 05/15/32
          
          
            2032-05-15
          
          1.5
          4555402.36
          4507175.84
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4383CH 11/15/32
          
          
            2032-11-15
          
          3
          10446154.88
          10845925.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4451CA 03/15/45
          
          
            2045-03-15
          
          1.5
          7894735.57
          7770538.22
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4472MA 05/15/45
          
          
            2045-05-15
          
          3
          10507603.87
          10911460.12
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL126FC R03F126
          
          
            2033-12-25
          
          .746
          20955.60
          20921.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL116AF R07F116
          
          
            2037-05-25
          
          1.4533
          91527.75
          93234.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL058EF R08F058
          
          
            2038-07-25
          
          1.446
          988399.24
          1009694.13
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      Y
      
        Societe Generale, Paris
        
          N/A
          N/A
        
        1.0000
        5
        N
      
      N
      N
      .0046
      95001745.15
      95001745.15
      .0065
      N
      N
      Y
      N
      
    
    
      TD Securities (USA) LLC
      TD Securities (USA) LLC, REPO,  0.420%, 7/5/2016
      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 03.500 CLAL1584
          
          
            2042-04-01
          
          3.5
          14054126.37
          15139631.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL2063
          
          
            2042-01-01
          
          4.5
          14894190.84
          16380765.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAL4454
          
          
            2033-11-01
          
          4
          1472163.30
          1598313.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL5359
          
          
            2044-05-01
          
          4
          16544748.48
          18099511.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL5761
          
          
            2044-09-01
          
          4
          13635064.42
          14886534.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ9325
          
          
            2043-01-01
          
          3.5
          13501376.60
          14522005.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR8293
          
          
            2043-05-01
          
          3
          14545230.72
          15137464.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5179
          
          
            2045-06-01
          
          3.5
          15820394.01
          16724995.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT1599
          
          
            2043-07-01
          
          3
          13392572.47
          13937525.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT2722
          
          
            2043-05-01
          
          3
          8168912.79
          8501164.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW6406
          
          
            2044-06-01
          
          4
          15669474.72
          17182914.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX6137
          
          
            2044-11-01
          
          4
          14865761.91
          16235927.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA2811
          
          
            2030-10-01
          
          3
          14733145.79
          15483013.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB6189
          
          
            2027-09-01
          
          2.5
          16182385.47
          16818885.44
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G07088 G
          
          
            2041-10-01
          
          4
          13040678.94
          14379164.08
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G14478 G
          
          
            2026-03-01
          
          4.5
          13342002.15
          14409682.53
          Agency Mortgage-Backed Securities
          
        
        
          USTR 2 1/4 NOTE F 24
          
          
            2024-11-15
          
          2.25
          65925.00
          70565.63
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      Y
      
        TD Securities (USA) LLC
        
          N/A
          N/A
        
        1.0000
        5
        N
      
      N
      N
      .0043
      225000000.00
      225000000.00
      .0154
      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
      .0034
      65371995.00
      65371995.00
      .0045
      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
      .0037
      15008070.00
      15008070.00
      .0010
      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
      .0034
      125558500.00
      125558500.00
      .0086
      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
      .0038
      50494150.00
      50494150.00
      .0035
      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
      .0038
      46094300.00
      46094300.00
      .0032
      N
      Y
      Y
      N
      
    
    
      BNP Paribas SA
      BNP Paribas SA, REPO,  0.400%, 7/1/2016
      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 04.500 CLAV6395
          
          
            2044-01-01
          
          4.5
          2717063.69
          2982420.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV6585
          
          
            2029-03-01
          
          3
          1229813.24
          1300019.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV7996
          
          
            2029-01-01
          
          3
          58874.22
          62218.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV7782
          
          
            2044-01-01
          
          4.5
          502286.73
          561126.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV8885
          
          
            2045-01-01
          
          4.5
          558947.25
          612349.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV8173
          
          
            2044-01-01
          
          5
          1561402.53
          1760843.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAV9623
          
          
            2044-02-01
          
          3.191
          5158663.34
          5409753.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW0305
          
          
            2029-02-01
          
          3.5
          1858469.48
          1992252.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW0950
          
          
            2044-04-01
          
          4.5
          72419.54
          79359.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAW1284
          
          
            2029-07-01
          
          3
          545355.52
          573455.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW2656
          
          
            2029-08-01
          
          3.5
          430811.75
          461506.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIMA1023
          
          
            2027-02-01
          
          4
          792231.86
          838796.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1080
          
          
            2022-06-01
          
          3
          787267.92
          827863.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA1113
          
          
            2022-05-01
          
          4
          498542.16
          520095.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA1152
          
          
            2022-06-01
          
          4
          784153.43
          818444.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRMA1124
          
          
            2042-06-01
          
          3.5
          872378.99
          930957.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS1830
          
          
            2044-02-01
          
          4
          91168.47
          100267.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1898
          
          
            2029-03-01
          
          3.5
          742855.00
          795589.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS2103
          
          
            2029-04-01
          
          3.5
          1573722.41
          1684190.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS2221
          
          
            2029-04-01
          
          3
          2447789.22
          2589165.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAS2421
          
          
            2029-05-01
          
          3
          1562997.34
          1642848.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2909
          
          
            2044-07-01
          
          4.5
          3943560.45
          4384604.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAS3070
          
          
            2044-08-01
          
          5
          3300575.06
          3689352.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS3464
          
          
            2029-10-01
          
          3
          1265866.10
          1340202.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CNMA1264
          
          
            2022-11-01
          
          2
          776510.17
          793998.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTMA1332
          
          
            2032-12-01
          
          3.5
          547873.42
          584385.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CTMA1471
          
          
            2033-06-01
          
          2.5
          10281.68
          10608.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVMA1558
          
          
            2028-07-01
          
          3.5
          439986.10
          468041.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVMA1633
          
          
            2028-09-01
          
          3
          869446.88
          913990.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2569
          
          
            2046-03-01
          
          4.5
          541312.54
          594731.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS3788
          
          
            2044-10-01
          
          4.5
          837753.28
          924154.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3774
          
          
            2044-11-01
          
          4
          3133887.29
          3430432.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS3902
          
          
            2044-11-01
          
          3.5
          284527.98
          304174.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTBA6094
          
          
            2035-12-01
          
          3
          808406.46
          848781.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA6854
          
          
            2031-02-01
          
          3.5
          1361569.82
          1450804.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA7232
          
          
            2046-01-01
          
          3.5
          2749077.17
          2907076.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBBC0866
          
          
            2046-04-01
          
          2.571
          611752.08
          635915.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC0301
          
          
            2046-03-01
          
          4
          2469093.00
          2685805.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBC0358
          
          
            2045-12-01
          
          4.5
          1358962.34
          1516433.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC0416
          
          
            2031-01-01
          
          3.5
          979608.23
          1045276.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC0694
          
          
            2046-02-01
          
          3.5
          4377690.66
          4629313.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBC2888
          
          
            2046-02-01
          
          4
          1404394.32
          1520057.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC3756
          
          
            2031-02-01
          
          3.5
          733952.31
          787796.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBC3738
          
          
            2031-02-01
          
          3
          916124.91
          962756.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CWAT7755
          
          
            2028-06-01
          
          2.5
          1872862.09
          1933398.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAT9218
          
          
            2043-07-01
          
          3.5
          1568439.53
          1674375.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1345
          
          
            2043-07-01
          
          3
          1545158.87
          1607916.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1629
          
          
            2043-07-01
          
          3
          0.94
          0.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAU2669
          
          
            2028-10-01
          
          2.5
          1305082.77
          1367583.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1967
          
          
            2043-07-01
          
          3
          1562573.78
          1626038.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAU2872
          
          
            2033-08-01
          
          3.5
          2823438.39
          3037591.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU4381
          
          
            2043-10-01
          
          4.5
          2916114.08
          3192065.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU5387
          
          
            2043-07-01
          
          3
          1487813.71
          1548242.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU4898
          
          
            2043-08-01
          
          3.5
          2370844.59
          2505511.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAU6221
          
          
            2043-09-01
          
          5
          1272515.05
          1431945.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB971853
          
          
            2038-02-01
          
          2.849
          3310971.49
          3461061.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB974506
          
          
            2038-03-01
          
          2.75
          1.02
          1.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS976682
          
          
            2037-07-01
          
          5.801
          1220257.51
          1306211.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL983077
          
          
            2038-05-01
          
          5
          127626.25
          142101.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL994103
          
          
            2038-11-01
          
          7
          129613.22
          135797.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995422
          
          
            2023-11-01
          
          5.5
          970937.88
          1054340.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB1666
          
          
            2025-11-01
          
          3.5
          2132222.05
          2282968.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAB2637
          
          
            2026-05-01
          
          4
          2045440.90
          2194122.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAB2651
          
          
            2041-05-01
          
          5
          768650.07
          876197.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB1840
          
          
            2040-11-01
          
          4
          672620.91
          739446.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAB3275
          
          
            2041-07-01
          
          4.5
          3219693.56
          3617061.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW3319
          
          
            2044-06-01
          
          5
          848219.28
          962272.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAW3330
          
          
            2029-06-01
          
          4
          551521.46
          580772.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW5429
          
          
            2029-07-01
          
          3.5
          1205796.40
          1281526.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW5413
          
          
            2044-07-01
          
          5
          634626.92
          707147.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW5587
          
          
            2044-04-01
          
          4.5
          708213.47
          775323.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW6734
          
          
            2044-06-01
          
          4.5
          1364354.48
          1517048.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAW6906
          
          
            2034-06-01
          
          4
          1628022.64
          1773784.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW6949
          
          
            2044-07-01
          
          5
          701683.84
          783754.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW7238
          
          
            2044-06-01
          
          5
          535706.00
          613314.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW7902
          
          
            2044-08-01
          
          5
          773256.27
          881494.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW8709
          
          
            2044-08-01
          
          4.5
          575535.84
          639985.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2594
          
          
            2046-03-01
          
          4.5
          370418.84
          406973.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2595
          
          
            2046-04-01
          
          4
          514776.38
          553803.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CKMA2663
          
          
            2046-05-01
          
          4
          464215.66
          488407.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVMA1949
          
          
            2029-05-05
          
          3
          792242.15
          832816.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CNMA2475
          
          
            2025-12-01
          
          2.5
          530404.88
          551972.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA2486
          
          
            2030-12-01
          
          3.5
          499262.68
          531924.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2512
          
          
            2046-01-01
          
          4
          661296.16
          711311.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CLAD0045
          
          
            2032-10-01
          
          8
          417795.45
          533646.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0130
          
          
            2039-08-01
          
          6.5
          745059.93
          862981.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAD0310
          
          
            2038-12-01
          
          7
          336513.70
          407322.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0577
          
          
            2040-01-01
          
          5
          777596.42
          882738.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3970
          
          
            2044-12-01
          
          4
          533167.48
          572883.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS4696
          
          
            2045-04-01
          
          3.5
          532.56
          567.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS6228
          
          
            2045-11-01
          
          4
          3112980.25
          3405264.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CQAS5489
          
          
            2035-07-01
          
          3
          2658018.09
          2796545.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS5478
          
          
            2045-07-01
          
          4
          1896312.11
          2085975.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CVAS5511
          
          
            2030-07-01
          
          3
          2358631.65
          2479928.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVAS5512
          
          
            2030-06-01
          
          3.5
          832458.07
          885637.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS5802
          
          
            2030-09-01
          
          3
          812668.54
          856541.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS7099
          
          
            2046-05-01
          
          3
          39302481.90
          40851261.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS6702
          
          
            2036-02-01
          
          3
          1563446.71
          1641856.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS6704
          
          
            2036-02-01
          
          3
          44561021.44
          46795786.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBC3792
          
          
            2031-02-01
          
          3
          825907.65
          873136.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBD0361
          
          
            2046-06-01
          
          4
          5822698.27
          6265323.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL884114
          
          
            2036-05-01
          
          6.5
          25.88
          29.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP884930
          
          
            2036-05-01
          
          6
          6.04
          6.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888215
          
          
            2036-12-01
          
          6.5
          968897.25
          1161839.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX XY889221
          
          
            2018-02-01
          
          5.791
          1194653.24
          1273262.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889260
          
          
            2038-04-01
          
          5
          4439562.19
          4943087.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL888411
          
          
            2033-09-01
          
          8
          539561.95
          648924.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888817
          
          
            2037-08-01
          
          5.5
          125740.56
          143056.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888881
          
          
            2037-12-01
          
          6.5
          172506.75
          200334.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL889690
          
          
            2036-01-01
          
          6.5
          1385584.30
          1659158.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU6237
          
          
            2043-09-01
          
          4.5
          1081877.94
          1189297.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAU5727
          
          
            2028-09-01
          
          3
          1882264.40
          1990770.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU8045
          
          
            2043-09-01
          
          4.5
          754137.68
          825500.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CVAU7218
          
          
            2028-09-01
          
          3.5
          3514055.31
          3736601.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU7223
          
          
            2028-10-01
          
          3.5
          763537.33
          817767.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAU7294
          
          
            2033-10-01
          
          4
          807699.26
          876914.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAU7318
          
          
            2028-09-01
          
          2.5
          1854775.59
          1926722.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU7549
          
          
            2028-10-01
          
          3.5
          447062.48
          479204.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0275
          
          
            2043-11-01
          
          4.5
          2218330.34
          2479738.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0608
          
          
            2043-11-01
          
          4.5
          791565.33
          884689.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0747
          
          
            2043-10-01
          
          4.5
          441514.68
          487966.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB3424
          
          
            2026-09-01
          
          3.5
          5016404.24
          5349917.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4763
          
          
            2037-03-01
          
          3.5
          3845548.33
          4075929.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4888
          
          
            2042-04-01
          
          3.5
          2450255.82
          2639512.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB5460
          
          
            2042-06-01
          
          3
          617098.58
          642174.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5467
          
          
            2037-06-01
          
          3.5
          3552567.95
          3765439.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB6782
          
          
            2027-11-01
          
          2.5
          1033241.37
          1073279.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB8306
          
          
            2027-06-01
          
          3
          736670.63
          779503.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB8308
          
          
            2027-07-01
          
          3
          855779.00
          899338.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAB9303
          
          
            2033-05-01
          
          3
          999101.68
          1053962.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CWAB9717
          
          
            2028-06-01
          
          2.5
          851377.41
          878966.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC3291
          
          
            2024-10-01
          
          4.5
          1047835.37
          1134011.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW8822
          
          
            2044-12-01
          
          4.5
          654074.78
          715976.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX1674
          
          
            2029-10-01
          
          3.5
          1174121.93
          1265119.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX1274
          
          
            2044-09-01
          
          4
          1499656.08
          1641352.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1301
          
          
            2044-09-01
          
          4.5
          2756628.85
          3029339.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1362
          
          
            2044-10-01
          
          4.5
          1393745.93
          1529921.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6827
          
          
            2046-03-01
          
          3.5
          18480000.55
          19906443.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS6890
          
          
            2030-12-01
          
          3
          1709860.73
          1807435.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS7231
          
          
            2046-05-01
          
          3
          264279.49
          274693.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CLAT0333
          
          
            2043-04-01
          
          2.5
          344319.35
          348908.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT0939
          
          
            2043-04-01
          
          3
          16929.59
          17792.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT2023
          
          
            2043-04-01
          
          3.5
          1926224.67
          2039599.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT3242
          
          
            2028-06-01
          
          2.5
          5930856.66
          6179637.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT3613
          
          
            2043-05-01
          
          3.5
          1511666.70
          1597672.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAT6214
          
          
            2029-03-01
          
          3.5
          714479.83
          759353.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT6935
          
          
            2043-07-01
          
          3.5
          2131398.11
          2279113.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT7250
          
          
            2028-08-01
          
          2.5
          1621991.83
          1699779.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP891424
          
          
            2036-03-01
          
          6
          718859.91
          806083.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1893773
          
          
            2036-09-01
          
          2.379
          1191042.24
          1260175.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB899368
          
          
            2037-09-01
          
          2.396
          3442113.15
          3632276.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WD923275
          
          
            2036-07-01
          
          2.742
          1614840.02
          1717073.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 KL925162
          
          
            2037-08-01
          
          6.5
          7982.89
          9279.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB933603
          
          
            2038-06-01
          
          2.833
          2097634.30
          2208379.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL937886
          
          
            2037-06-01
          
          6.5
          402174.84
          483869.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1363
          
          
            2044-10-01
          
          4.5
          2169362.19
          2393266.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX1452
          
          
            2044-10-01
          
          4.5
          797217.67
          897195.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WDAX2704
          
          
            2044-03-01
          
          2.641
          5959695.73
          6193652.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX3078
          
          
            2044-10-01
          
          4
          494.74
          540.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX3853
          
          
            2045-04-01
          
          3.5
          601338.67
          640243.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX3969
          
          
            2030-01-01
          
          3.5
          655817.16
          697394.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0687
          
          
            2035-11-01
          
          6
          441307.68
          514023.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0767
          
          
            2037-07-01
          
          5
          57956.76
          64929.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD3118
          
          
            2025-04-01
          
          4.5
          446115.26
          483834.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD6212
          
          
            2025-06-01
          
          4.5
          812908.66
          878168.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAD8035
          
          
            2040-08-01
          
          4.5
          621791.05
          683624.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD9193
          
          
            2040-09-01
          
          5
          723940.93
          811924.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0775
          
          
            2040-12-01
          
          3.157
          1318130.54
          1391462.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE0885
          
          
            2022-03-01
          
          4
          708146.81
          737175.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0893
          
          
            2040-01-01
          
          2.712
          4173800.95
          4387343.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0371
          
          
            2039-09-01
          
          6
          66.00
          75.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAE0392
          
          
            2039-12-01
          
          5.5
          47.30
          53.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAV3505
          
          
            2044-02-01
          
          2.628
          3722240.37
          3863908.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV3129
          
          
            2043-11-01
          
          4
          632389.68
          690265.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV3948
          
          
            2044-01-01
          
          5
          775908.64
          865632.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV4863
          
          
            2028-11-01
          
          3.5
          439457.17
          467057.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAV4921
          
          
            2033-12-01
          
          4
          2687354.50
          2917645.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV5580
          
          
            2044-01-01
          
          5
          1655787.48
          1867270.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAV5727
          
          
            2029-03-01
          
          4
          430331.75
          459683.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV5971
          
          
            2043-12-01
          
          4
          1531027.42
          1662879.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV6093
          
          
            2044-01-01
          
          4
          221196.53
          243529.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV7081
          
          
            2030-07-01
          
          3.5
          525805.14
          564799.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAV7131
          
          
            2029-03-01
          
          4
          839912.08
          899885.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC3671
          
          
            2039-10-01
          
          5
          146.80
          164.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC6213
          
          
            2039-11-01
          
          5
          821528.33
          930005.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAC7319
          
          
            2039-12-01
          
          4.5
          678737.33
          749372.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0099
          
          
            2019-06-01
          
          4
          895010.94
          931668.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0150
          
          
            2019-08-01
          
          4
          529274.41
          550831.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0267
          
          
            2019-12-01
          
          4
          1779642.42
          1852924.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0298
          
          
            2020-01-01
          
          4
          302338.89
          314806.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0380
          
          
            2020-04-01
          
          4
          721237.66
          751307.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0459
          
          
            2020-07-01
          
          4
          459453.06
          479056.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CTMA0538
          
          
            2030-10-01
          
          4.5
          816425.65
          899060.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CVMA1736
          
          
            2028-11-01
          
          4
          760356.23
          815784.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS0636
          
          
            2028-10-01
          
          3.5
          1540971.22
          1652040.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAS1715
          
          
            2044-02-01
          
          5
          1602008.04
          1804434.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAS1019
          
          
            2033-10-01
          
          3.5
          1294613.20
          1382598.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS1040
          
          
            2043-11-01
          
          4
          39526820.13
          43144125.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1133
          
          
            2043-11-01
          
          4.5
          2316697.93
          2538357.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1215
          
          
            2028-12-01
          
          3.5
          1691152.16
          1804468.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1219
          
          
            2028-12-01
          
          3.5
          1585603.49
          1704070.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS1296
          
          
            2028-12-01
          
          3
          213947.61
          226187.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1587
          
          
            2044-01-01
          
          4.5
          1812216.05
          1983548.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1592
          
          
            2044-01-01
          
          4.5
          73139.43
          80040.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2625
          
          
            2044-06-01
          
          4.5
          3718910.15
          4135089.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA1618
          
          
            2030-11-01
          
          3.5
          858774.85
          921580.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA2666
          
          
            2031-01-01
          
          3
          984684.68
          1040840.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLBA2055
          
          
            2046-03-01
          
          4.5
          629125.74
          702034.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA2090
          
          
            2045-08-01
          
          4
          9085131.54
          9932458.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA2901
          
          
            2045-11-01
          
          3.5
          411137.02
          440076.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA3133
          
          
            2046-03-01
          
          4
          3069772.62
          3302667.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA3352
          
          
            2045-12-01
          
          3.5
          1526592.47
          1632054.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTBA4548
          
          
            2035-11-01
          
          4
          19283.98
          20938.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4892
          
          
            2046-06-01
          
          4
          3271760.19
          3520300.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA4917
          
          
            2045-11-01
          
          4
          813076.38
          891664.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL865905
          
          
            2036-03-01
          
          6
          81810.03
          94835.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1868851
          
          
            2036-04-01
          
          2.774
          1506134.70
          1598969.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL872280
          
          
            2036-05-01
          
          6
          2707605.40
          3117754.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K0878693
          
          
            2036-02-01
          
          6.5
          786675.58
          902654.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP879838
          
          
            2035-12-01
          
          5.5
          1232980.96
          1362776.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ8818
          
          
            2045-09-01
          
          4.5
          1330675.95
          1495493.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBA0290
          
          
            2030-11-01
          
          3.5
          708426.97
          760236.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0539
          
          
            2031-02-01
          
          3
          1379634.72
          1458305.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1173
          
          
            2046-04-01
          
          3.5
          2977777.96
          3207598.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA1301
          
          
            2045-12-01
          
          4
          1149765.20
          1250671.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA1324
          
          
            2046-02-01
          
          3.5
          587238.61
          628097.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLBA5687
          
          
            2045-12-01
          
          4
          944040.19
          1017617.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL940768
          
          
            2037-06-01
          
          6
          51.07
          58.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL950797
          
          
            2037-10-01
          
          6.5
          39603.02
          45752.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CZ963071
          
          
            2048-05-01
          
          5.5
          9050.97
          9906.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL969729
          
          
            2038-01-01
          
          7
          554632.61
          614528.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL723255
          
          
            2032-09-01
          
          5
          852819.92
          970613.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI725530
          
          
            2019-06-01
          
          5
          15671.10
          16281.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725797
          
          
            2018-12-01
          
          4.5
          34434.99
          35471.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI726110
          
          
            2018-07-01
          
          4.5
          33470.67
          34456.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735228
          
          
            2035-02-01
          
          5.5
          426865.16
          485973.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI735742
          
          
            2020-07-01
          
          5
          24129.08
          25047.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL737880
          
          
            2033-12-01
          
          5.5
          59246.66
          67312.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT743457
          
          
            2023-10-01
          
          5.5
          404485.45
          457679.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745209
          
          
            2019-09-01
          
          5.5
          14150.86
          14548.93
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8085 G
          
          
            2041-01-01
          
          3.478
          1131401.72
          1191977.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8311 G
          
          
            2041-05-01
          
          3.548
          2283725.23
          2405936.76
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849249 G
          
          
            2044-02-01
          
          3.003
          2630488.30
          2744670.13
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2537 G
          
          
            2044-05-01
          
          2.6
          2251619.94
          2318214.85
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B4398 G
          
          
            2045-06-01
          
          2.658
          7218221.89
          7485470.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B5012 G
          
          
            2045-12-01
          
          2.671
          2440108.67
          2528205.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY0012
          
          
            2045-01-01
          
          4
          25505.17
          27410.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY0449
          
          
            2030-02-01
          
          3.5
          566647.49
          607900.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY1358
          
          
            2045-04-01
          
          4
          741752.78
          811399.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2616
          
          
            2040-03-01
          
          3.5
          564224.26
          597832.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY2697
          
          
            2030-02-01
          
          3.5
          1558480.86
          1662455.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2701
          
          
            2045-01-01
          
          3.5
          479090.93
          506428.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAY3793
          
          
            2045-01-01
          
          2.795
          3371403.98
          3488814.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAY3952
          
          
            2035-03-01
          
          3.5
          803915.95
          864333.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY5779
          
          
            2045-05-01
          
          3.5
          6590327.66
          6964667.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAY6923
          
          
            2045-03-01
          
          2.822
          3450328.74
          3577867.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY7973
          
          
            2030-05-01
          
          3.5
          576468.10
          619412.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082348 M
          
          
            2039-06-20
          
          1.75
          55.43
          57.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAR6420
          
          
            2027-07-01
          
          4
          1252877.22
          1339800.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR6402
          
          
            2028-04-01
          
          3
          2369945.81
          2510231.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR7440
          
          
            2043-08-01
          
          3.5
          3062148.06
          3241762.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR7905
          
          
            2028-03-01
          
          3
          1898677.75
          2009223.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNAR8199
          
          
            2023-03-01
          
          3
          1151109.42
          1210813.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR8316
          
          
            2043-05-01
          
          3
          3781691.64
          3935385.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR8661
          
          
            2028-03-01
          
          3
          3122432.16
          3304287.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR8718
          
          
            2043-04-01
          
          3.5
          610016.79
          655991.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS0867
          
          
            2028-10-01
          
          3.5
          4585903.03
          4928100.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS0893
          
          
            2043-11-01
          
          4.5
          9571181.87
          10636234.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAS0123
          
          
            2028-08-01
          
          4
          504095.56
          532475.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745932
          
          
            2036-11-01
          
          6.5
          442047.89
          513611.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL749179
          
          
            2033-10-01
          
          5
          398955.95
          446651.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB751585
          
          
            2033-10-01
          
          2.583
          39.10
          41.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI761698
          
          
            2019-01-01
          
          5
          26.27
          27.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL775506
          
          
            2034-05-01
          
          5
          1550641.38
          1736544.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI777535
          
          
            2019-08-01
          
          5.5
          21426.42
          21995.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS783244
          
          
            2044-04-01
          
          1.61
          1681519.90
          1710668.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL811694
          
          
            2035-04-01
          
          5.5
          1250517.53
          1459213.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL819260
          
          
            2035-07-01
          
          6
          81775.42
          94494.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB828902
          
          
            2035-05-01
          
          2.101
          3711700.99
          3837997.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL845328
          
          
            2035-12-01
          
          5.5
          286217.65
          323268.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL2201
          
          
            2042-08-01
          
          2.712
          812179.92
          845905.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM5435
          
          
            2024-04-01
          
          3.689
          1114516.07
          1238904.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM8272
          
          
            2025-03-01
          
          2.79
          3104189.52
          3257482.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HYAM9021
          
          
            2027-05-01
          
          2.996
          2833372.01
          3021166.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAQ8818
          
          
            2028-01-01
          
          2.5
          993376.75
          1032095.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAQ9375
          
          
            2027-12-01
          
          2.5
          2187126.26
          2272253.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMB0280
          
          
            2044-02-01
          
          4.5
          585295.61
          654156.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY7981
          
          
            2030-05-01
          
          3.5
          571300.59
          612681.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY8422
          
          
            2045-08-01
          
          3.5
          2258283.74
          2421285.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY9730
          
          
            2030-07-01
          
          3.5
          557592.57
          592612.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ0330
          
          
            2045-10-01
          
          4
          813039.13
          891630.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ0678
          
          
            2045-09-01
          
          4
          608158.09
          666501.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ1219
          
          
            2046-04-01
          
          3.5
          5087142.61
          5387413.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1544
          
          
            2045-05-01
          
          4
          1922055.51
          2089566.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ2611
          
          
            2045-08-01
          
          3.5
          675509.58
          714023.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ2645
          
          
            2045-09-01
          
          4
          4244647.34
          4641599.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1800
          
          
            2045-07-01
          
          4
          2230410.28
          2404222.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAZ2081
          
          
            2030-09-01
          
          3.5
          1814409.37
          1947382.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR1706
          
          
            2028-01-01
          
          2.5
          1608457.31
          1671104.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAR1033
          
          
            2033-02-01
          
          3
          858956.96
          909297.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1126
          
          
            2043-02-01
          
          3.5
          969580.70
          1038584.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR1425
          
          
            2028-01-01
          
          2.5
          10722953.96
          11138939.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR2600
          
          
            2043-02-01
          
          3
          705740.81
          734528.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1903
          
          
            2043-01-01
          
          3.5
          1412432.71
          1503394.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKAR2566
          
          
            2043-02-01
          
          3
          2641145.31
          2712938.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR3456
          
          
            2043-01-01
          
          3.5
          1586007.97
          1705457.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4398
          
          
            2028-01-01
          
          2.5
          2222849.55
          2309627.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR4430
          
          
            2043-03-01
          
          3
          2755620.75
          2867955.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAR4469
          
          
            2028-03-01
          
          2
          4033611.63
          4119963.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ2181
          
          
            2030-07-01
          
          3
          660097.52
          698129.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ4632
          
          
            2045-08-01
          
          4.5
          1247535.79
          1397457.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ4667
          
          
            2045-08-01
          
          4
          589141.84
          635057.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAZ5793
          
          
            2030-08-01
          
          3.5
          553058.03
          593224.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ6032
          
          
            2030-11-01
          
          3
          1318791.89
          1393820.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ6524
          
          
            2045-08-01
          
          4
          568.54
          613.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ6619
          
          
            2045-12-01
          
          4
          656141.30
          708484.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ6654
          
          
            2046-01-01
          
          3.5
          1179673.57
          1261250.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT653890
          
          
            2022-08-01
          
          6
          38564.77
          44236.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL659376
          
          
            2032-11-01
          
          5.5
          20609.62
          23446.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1G5166 G
          
          
            2035-07-01
          
          2.159
          4519292.80
          4762485.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8544 G
          
          
            2041-07-01
          
          3.647
          1404032.71
          1496555.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX9237
          
          
            2044-12-01
          
          4.5
          526485.59
          586689.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX5154
          
          
            2044-11-01
          
          4.5
          1295169.70
          1422365.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX5257
          
          
            2044-11-01
          
          4.5
          1326743.52
          1467637.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAX5421
          
          
            2044-10-01
          
          5
          340.95
          379.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX5488
          
          
            2030-10-01
          
          3.5
          581492.81
          619755.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX6149
          
          
            2044-11-01
          
          4.5
          853507.78
          951790.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX6363
          
          
            2044-12-01
          
          4
          453233.96
          487066.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAX6947
          
          
            2044-11-01
          
          5
          508870.72
          574001.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX8943
          
          
            2045-01-01
          
          4.5
          582371.15
          637599.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAX8302
          
          
            2044-11-01
          
          2.933
          814832.05
          847701.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX8759
          
          
            2045-02-01
          
          4
          2598262.55
          2853142.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CZAE0520
          
          
            2049-01-01
          
          6
          35.60
          39.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE2246
          
          
            2040-08-01
          
          4.5
          11464.96
          12566.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAE8425
          
          
            2025-11-01
          
          3.5
          4747152.81
          5067393.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CJAE9013
          
          
            2018-01-01
          
          4.5
          168.71
          168.90
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA0103 M
          
          
            2042-05-20
          
          3.5
          230126.21
          239459.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF MA3610 M
          
          
            2046-03-20
          
          3
          6119.61
          6385.10
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AT 082594 M
          
          
            2040-08-20
          
          1.875
          17.57
          18.09
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082218 M
          
          
            2038-11-20
          
          2.5
          11.53
          11.93
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR FT 082222 M
          
          
            2038-11-20
          
          2
          38.01
          38.88
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNAR AF 082249 M
          
          
            2038-12-20
          
          2
          31.18
          32.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4823
          
          
            2028-01-01
          
          2.5
          4967237.20
          5176744.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4827
          
          
            2028-01-01
          
          2.5
          1605856.20
          1669017.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5170
          
          
            2043-06-01
          
          3.5
          2743021.78
          2931205.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR5151
          
          
            2028-04-01
          
          2.5
          2172021.61
          2256836.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAR5200
          
          
            2028-09-01
          
          4
          511001.16
          537852.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAR5203
          
          
            2028-11-01
          
          3.5
          2380240.71
          2533481.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CRAR5415
          
          
            2043-02-01
          
          4
          446507.98
          485540.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5475
          
          
            2043-02-01
          
          3.5
          3593581.91
          3845321.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKAR5723
          
          
            2043-02-01
          
          3
          2257921.10
          2319096.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR5752
          
          
            2043-02-01
          
          3.5
          690143.07
          729404.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAR5921
          
          
            2028-03-01
          
          2
          3361640.85
          3434010.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI709473
          
          
            2018-07-01
          
          4
          32512.83
          33830.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FGRM 2178PB 08/15/29
          
          
            2029-08-15
          
          7
          378660.38
          438362.97
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC089PA R12F089
          
          
            2042-08-25
          
          3
          18524639.41
          19015591.75
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL142BA R12F142
          
          
            2027-11-25
          
          1.5
          11153006.26
          11123197.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL063BD R14F063
          
          
            2033-06-25
          
          2.5
          11538193.82
          11810482.37
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL049LC R14F049
          
          
            2054-07-25
          
          3
          2754125.07
          2865517.49
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2012-060 JN
          
          
            2042-05-20
          
          7
          465825.96
          549251.15
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-102 AW
          
          
            2039-08-20
          
          6.255
          1505769.60
          1734927.78
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2014-160 GB
          
          
            2044-10-20
          
          7.229
          4909334.26
          5890397.75
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2015-10 W
          
          
            2039-07-20
          
          6.4
          2822086.32
          3370574.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4150BE 02/15/42
          
          
            2042-02-15
          
          1.5
          9268145.07
          9193261.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 04333W 05/15/38
          
          
            2038-05-15
          
          5.549
          656682.26
          729335.64
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4360KA 05/15/40
          
          
            2040-05-15
          
          3
          14161349.41
          14707363.84
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2005
          
          
            2045-03-25
          
          7.5
          0.06
          0.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2006
          
          
            2045-12-25
          
          7
          197.05
          235.65
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNAR XX.XXX JUAL8515
          
          
            2049-01-01
          
          6.589
          686068.34
          824158.67
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNHA ML AE0449 H
          
          
            2063-11-20
          
          2.769
          608480.13
          652760.80
          Agency Mortgage-Backed Securities
          
        
        
          USTR 1 5/8 NOTE B 26
          
          
            2026-02-15
          
          1.625
          5823980.77
          5932606.33
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0041
      750000000.00
      750000000.00
      .0515
      N
      Y
      Y
      N
      
    
    
      BNP Paribas SA
      BNP Paribas SA, REPO,  0.400%, 7/1/2016
      928WJB005
      R0MUWSFPU8MPRO8K5P83
      
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      
      Y
      
        N
        
          USTR 6 BOND 26
          
          
            2026-02-15
          
          6
          278875.69
          399379.44
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 3/4 BOND 26
          
          
            2026-08-15
          
          6.75
          10764.92
          16407.10
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 3/8 BOND 27
          
          
            2027-08-15
          
          6.375
          504.00
          766.27
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 TRIB 28
          
          
            2028-04-15
          
          3.625
          1592586.15
          2217433.07
          U.S. Treasuries (including strips)
          
        
        
          USTR 6 1/8 BOND 29
          
          
            2029-08-15
          
          6.125
          399060.31
          620567.76
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/8 TRIB 32
          
          
            2032-04-15
          
          3.375
          1160948.92
          1709913.14
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 3/4 BOND 37
          
          
            2037-02-15
          
          4.75
          1915518.77
          2892608.14
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/4 TRIB 28
          
          
            2028-01-15
          
          1.75
          1672175.76
          1969386.35
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE B 22
          
          
            2022-02-15
          
          2
          15915932.31
          16788388.45
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE M 19
          
          
            2019-06-30
          
          1
          1853780.92
          1868264.51
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 TRIB 29
          
          
            2029-01-15
          
          2.5
          1811026.42
          2317153.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/4 BOND 39
          
          
            2039-05-15
          
          4.25
          212140.92
          298737.38
          U.S. Treasuries (including strips)
          
        
        
          USTR 4 1/2 BOND 39
          
          
            2039-08-15
          
          4.5
          4.31
          6.32
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/8 NOTE K 20
          
          
            2020-04-30
          
          1.125
          103268.31
          104412.91
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 NOTE AN 16
          
          
            2016-07-15
          
          .625
          413.54
          414.72
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 NOTE Q 20
          
          
            2020-09-30
          
          2
          4456768.62
          4674609.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 7/8 NOTE AM 17
          
          
            2017-05-15
          
          .875
          6126115.69
          6151745.83
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 NOTE C 24
          
          
            2024-05-15
          
          2.5
          322422.15
          351428.86
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 NOTE M 21
          
          
            2021-06-30
          
          2.125
          333889.23
          351521.92
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE N 21
          
          
            2021-07-31
          
          2.25
          12.92
          13.81
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AM 18
          
          
            2018-05-15
          
          1
          4.31
          4.34
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE AA 20
          
          
            2020-06-30
          
          1.625
          430.77
          442.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 5/8 TRIB 43
          
          
            2043-02-15
          
          .625
          2390278.78
          2334860.56
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 BOND 43
          
          
            2043-08-15
          
          3.625
          1361907.08
          1782327.73
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/8 BOND 44
          
          
            2044-08-15
          
          3.125
          21605506.46
          25790618.90
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 BOND 45
          
          
            2045-02-15
          
          2.5
          2866041.23
          3023904.67
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE B 24
          
          
            2024-02-15
          
          2.75
          5606263.38
          6249888.91
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE V 19
          
          
            2019-02-28
          
          1.5
          34.46
          35.35
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 NOTE W 19
          
          
            2019-03-31
          
          1.625
          605433.23
          622706.42
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 NOTE E 24
          
          
            2024-08-15
          
          2.375
          4.31
          4.68
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE F 24
          
          
            2024-11-15
          
          2.25
          2153846.15
          2305460.77
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/8 TRIN A 17
          
          
            2017-01-15
          
          2.375
          2649979.19
          2728726.74
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 5/8 TRIN D 17
          
          
            2017-07-15
          
          2.625
          4971.34
          5234.93
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 11/10/16
          
          
            2016-11-10
          
          0
          4.31
          4.30
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 07/14/16
          
          
            2016-07-14
          
          0
          9507.08
          9506.51
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 08/11/16
          
          
            2016-08-11
          
          0
          88307.69
          88285.62
          U.S. Treasuries (including strips)
          
        
        
          USTR BILL 11/25/16
          
          
            2016-11-25
          
          0
          21.54
          21.52
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 7/8 BOND 17
          
          
            2017-08-15
          
          8.875
          4.31
          4.85
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 1/8 BOND 19
          
          
            2019-08-15
          
          8.125
          44662.15
          56164.67
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 1/8 BOND 21/08
          
          
            2021-08-15
          
          8.125
          189.54
          262.28
          U.S. Treasuries (including strips)
          
        
        
          USTR 8 BOND 21
          
          
            2021-11-15
          
          8
          83720.00
          114814.11
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 NOTE AJ 18
          
          
            2018-02-15
          
          1
          210370.46
          212438.46
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 5/8 TRIN A 18
          
          
            2018-01-15
          
          1.625
          1999755.95
          2090535.59
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 1/2 NOTE B 18
          
          
            2018-02-15
          
          3.5
          139095.38
          147379.48
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 TRIN D 18
          
          
            2018-07-15
          
          1.375
          716.71
          755.92
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 3/4 NOTE F 18
          
          
            2018-11-15
          
          3.75
          34.46
          37.13
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/8 TRIN A 19
          
          
            2019-01-15
          
          2.125
          168410.77
          182174.86
          U.S. Treasuries (including strips)
          
        
        
          USTR TRFR BA 04/30/17
          
          
            2017-04-30
          
          .3491
          86153.85
          86218.87
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE AC 20
          
          
            2020-08-31
          
          1.375
          12556.92
          12835.92
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE E 19
          
          
            2019-08-15
          
          3.625
          23151907.69
          25514882.98
          U.S. Treasuries (including strips)
          
        
        
          USTR TRFR BJ 10/31/17
          
          
            2017-10-31
          
          .3881
          14041844.92
          14061897.57
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 5/8 NOTE B 20
          
          
            2020-02-15
          
          3.625
          9140.92
          10178.82
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/4 NOTE AU 18
          
          
            2018-12-15
          
          1.25
          70577.23
          71583.82
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/2 NOTE M 17
          
          
            2017-06-30
          
          2.5
          1045459.69
          1065715.47
          U.S. Treasuries (including strips)
          
        
        
          USTR 0 3/4 NOTE AV 18
          
          
            2018-01-31
          
          .75
          599932.31
          603017.32
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE Q 17
          
          
            2017-09-30
          
          1.875
          120.62
          123.11
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE S 17
          
          
            2017-11-30
          
          2.25
          2153846.15
          2207550.72
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 3/4 NOTE T 17
          
          
            2017-12-31
          
          2.75
          841512.00
          868238.42
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 7/8 NOTE J 18
          
          
            2018-03-31
          
          2.875
          1453191.38
          1520116.99
          U.S. Treasuries (including strips)
          
        
        
          USTR 2 1/4 NOTE N 18
          
          
            2018-07-31
          
          2.25
          4.31
          4.49
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 1/2 NOTE P 18
          
          
            2018-08-31
          
          1.5
          241907.08
          247532.34
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE Q 18
          
          
            2018-09-30
          
          1.375
          1654580.31
          1686544.67
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 3/8 NOTE M 23
          
          
            2023-06-30
          
          1.375
          4340292.92
          4365384.16
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0041
      140000000.00
      140000000.00
      .0096
      N
      Y
      Y
      N
      
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.440%, 7/7/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNRM RC089KH R15F089
          
          
            2031-11-25
          
          2.5
          2679371.46
          2720102.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4578KC 10/15/28
          
          
            2028-10-15
          
          1.75
          23991991.96
          24046902.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4579KA 10/15/22
          
          
            2022-10-15
          
          1.75
          24706405.59
          24786496.89
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      Y
      
        Wells Fargo Securities LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0045
      49998823.00
      49998823.00
      .0034
      N
      N
      Y
      N
      
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.400%, 7/5/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNRA CL014FA R15F014
          
          
            2055-03-25
          
          .796
          7590640.27
          7566604.93
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC058JP R15F058
          
          
            2037-03-25
          
          2.5
          4785382.29
          4941112.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL087BF R15F087
          
          
            2045-12-25
          
          .746
          25875760.15
          25739410.70
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3947HM 10/15/41
          
          
            2041-10-15
          
          2.5
          412655.03
          420823.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4045HD 07/15/41
          
          
            2041-07-15
          
          4.5
          5980804.55
          6449412.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4077MF 07/15/42
          
          
            2042-07-15
          
          .942
          2143745.82
          2142713.61
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4144GE 12/15/32
          
          
            2032-12-15
          
          2
          919191.44
          926388.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4143HG 12/15/27
          
          
            2027-12-15
          
          1.5
          3371518.63
          3358573.12
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4208LH 07/15/32
          
          
            2032-07-15
          
          1.5
          247634.15
          242223.68
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4203CJ 05/15/33
          
          
            2033-05-15
          
          2.75
          1306109.82
          1363720.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4238VG 10/15/26
          
          
            2026-10-15
          
          3
          2419582.06
          2556132.79
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4315KP 08/15/41
          
          
            2041-08-15
          
          3
          1220596.40
          1288176.75
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4337BA 02/15/46
          
          
            2046-02-15
          
          3
          5813350.43
          6036674.16
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4557DA 10/15/21
          
          
            2021-10-15
          
          3.5
          932195.97
          944590.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4578KC 10/15/28
          
          
            2028-10-15
          
          1.75
          6332966.40
          6347460.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4578KD 08/15/29
          
          
            2029-08-15
          
          1.75
          4591299.15
          4600489.65
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4578KE 07/15/30
          
          
            2030-07-15
          
          1.75
          7447224.78
          7460270.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4578KG 05/15/31
          
          
            2031-05-15
          
          1.75
          7089033.33
          7105286.51
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL059PB R12F059
          
          
            2041-07-25
          
          2
          521717.94
          525401.85
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL093KA R12F093
          
          
            2039-05-25
          
          2.5
          3548160.83
          3642743.76
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC062FQ R13F062
          
          
            2032-09-25
          
          .696
          2137847.57
          2123668.66
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC072GB R13F072
          
          
            2042-11-25
          
          2.25
          667131.87
          685026.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC072GA R13F072
          
          
            2042-11-25
          
          2.5
          79611.07
          81964.21
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC130CD R13F130
          
          
            2043-06-25
          
          3
          6031705.43
          6288467.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC125AB R13F125
          
          
            2039-11-25
          
          4
          573019.19
          617714.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL029PA R14F029
          
          
            2044-01-25
          
          3.75
          1084677.82
          1174193.93
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL044DA R14F044
          
          
            2036-07-25
          
          3
          2252952.54
          2356425.39
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC072PE R14F072
          
          
            2044-11-25
          
          3
          6059079.31
          6339885.33
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC088ER R14F088
          
          
            2036-02-25
          
          2.5
          5033348.43
          5110947.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL048PD R12F048
          
          
            2041-07-25
          
          2
          338378.12
          342460.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC051EB R12F051
          
          
            2040-01-25
          
          2
          819902.16
          830037.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4577KA 06/15/26
          
          
            2026-06-15
          
          1.75
          80693292.12
          80600553.11
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FGRM 4576KA 09/15/21
          
          
            2021-09-15
          
          1.75
          3199623.57
          3206793.04
          Agency Mortgage-Backed Securities
          
        
        
          032M5FREMF MTG TR 2011-K70
          
          
            2048-07-25
          
          4.2862
          1523809.52
          1562369.67
          Agency Mortgage-Backed Securities
          
        
        
          032M5FREMF MTG TR 2011-K70
          
          
            2048-07-25
          
          4.286
          1142857.14
          1154037.82
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-05
      2016-07-05
      2016-07-05
      Y
      
        Wells Fargo Securities LLC
        
          N/A
          N/A
        
        1.0000
        5
        N
      
      N
      N
      .0041
      199995974.00
      199995974.00
      .0137
      N
      N
      Y
      N
      
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC, REPO,  0.440%, 7/7/2016
      9499919L9
      VYVVCKR63DVZZN70PB21
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          GNMA GNII SF AK1024 C
          
          
            2044-10-20
          
          4.5
          236893.09
          259531.78
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AK1065 C
          
          
            2044-11-20
          
          4.5
          307079.49
          340194.02
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AK1101 C
          
          
            2044-12-20
          
          4.5
          241907.11
          262740.63
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AK8297 C
          
          
            2044-12-20
          
          4.5
          1716351.19
          1863255.40
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AM7478 C
          
          
            2045-05-20
          
          3.5
          343038.87
          365027.13
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AI3385 C
          
          
            2045-03-20
          
          4
          1426383.04
          1529867.45
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AI6240 C
          
          
            2044-05-20
          
          4.5
          935121.54
          1010639.15
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF 704927 C
          
          
            2044-09-20
          
          4.5
          644201.83
          694158.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2968 M
          
          
            2036-11-20
          
          7
          16397.15
          18231.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3036 M
          
          
            2045-08-20
          
          4.5
          228903.03
          246503.39
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3037 M
          
          
            2045-08-20
          
          5
          2434473.89
          2651185.35
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3038 M
          
          
            2045-08-20
          
          5.5
          4963557.51
          5499947.11
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3111 M
          
          
            2038-12-20
          
          6.5
          329527.19
          377318.55
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA3176 M
          
          
            2045-10-20
          
          5
          9232272.22
          10064393.33
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AD1576 C
          
          
            2043-01-20
          
          3
          674557.73
          707059.05
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AG0481 C
          
          
            2034-05-20
          
          4.5
          258248.89
          280426.79
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AH8956 C
          
          
            2044-09-20
          
          4.5
          307157.15
          334082.85
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AH8957 C
          
          
            2044-09-20
          
          4.5
          264345.16
          287265.20
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AK0519 C
          
          
            2044-10-20
          
          4.5
          308927.50
          335861.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AA6269 C
          
          
            2043-04-20
          
          3
          742936.32
          779195.08
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AA5878 C
          
          
            2042-12-20
          
          3
          184225.48
          193269.96
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF AB9271 C
          
          
            2042-12-20
          
          3
          1001029.95
          1049262.24
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA1730 M
          
          
            2029-02-20
          
          2.5
          470939.86
          490912.84
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2043 M
          
          
            2029-07-20
          
          2.5
          563250.51
          587151.99
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2830 M
          
          
            2045-05-20
          
          5.5
          247368.99
          275501.66
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2896 M
          
          
            2045-06-20
          
          5.5
          4779977.09
          5323496.60
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF MA2965 M
          
          
            2045-07-20
          
          5.5
          4686551.70
          5172549.71
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNRM 2011-034 MB
          
          
            2041-03-20
          
          4
          81600.00
          91740.45
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-035 KD
          
          
            2045-03-20
          
          4
          845772.00
          940184.87
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-088 HW
          
          
            2045-06-20
          
          4
          49804.50
          56303.80
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-060 KP
          
          
            2045-12-20
          
          3
          16285549.27
          17174751.11
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-082 PC
          
          
            2046-06-20
          
          3.5
          716094.30
          796011.46
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-082 BA
          
          
            2045-09-20
          
          3
          16109048.70
          16871226.86
          Agency Collateralized Mortgage Obligation
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      Y
      
        Wells Fargo Securities LLC
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0045
      74998234.50
      74998234.50
      .0051
      N
      N
      Y
      N
      
    
    
      Merrill Lynch, Pierce, Fenner & Smith, Inc.
      Merrill Lynch, Pierce, Fenner & Smith, Inc., REPO,  0.440%, 7/1/2016
      983JVMII0
      8NAV47T0Y26Q87Y0QP81
      
      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 LBAH2407
          
          
            2041-01-01
          
          3.158
          7693040.35
          8034826.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH3742
          
          
            2041-01-01
          
          3.161
          9945420.20
          10488214.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAH8399
          
          
            2041-04-01
          
          2.93
          9402546.16
          9968403.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI4679
          
          
            2041-06-01
          
          3.046
          5748877.52
          6099384.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAI8956
          
          
            2041-09-01
          
          3.221
          5596436.93
          5894529.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ1592
          
          
            2041-10-01
          
          2.579
          7972902.09
          8455753.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAJ4531
          
          
            2041-11-01
          
          2.624
          8097598.02
          8548227.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAK5130
          
          
            2042-03-01
          
          2.54
          5504841.08
          5771732.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WSAL0811
          
          
            2040-12-01
          
          2.048
          9456528.94
          9833605.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL0812
          
          
            2035-09-01
          
          2.643
          8366107.88
          8871237.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL0483
          
          
            2041-07-01
          
          3.864
          5469445.29
          5804791.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WNAL1725
          
          
            2037-05-01
          
          2.494
          8042125.26
          8527041.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL3991
          
          
            2040-12-01
          
          2.846
          8825663.16
          9332614.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAL4261
          
          
            2041-02-01
          
          2.588
          9302141.51
          9899141.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL8081
          
          
            2031-02-01
          
          3.5
          5447420.30
          5789547.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WSAL8328
          
          
            2036-09-01
          
          2.568
          10488195.00
          11079494.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX HXAM6059
          
          
            2021-06-01
          
          2.79
          6767313.91
          7165918.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAO2108
          
          
            2042-05-01
          
          4
          5115728.96
          5597007.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAO5499
          
          
            2042-07-01
          
          2.526
          9596706.87
          9903012.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB805148
          
          
            2035-01-01
          
          2.453
          7370993.75
          7792526.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB815061
          
          
            2035-05-01
          
          2.508
          7424529.49
          7743274.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1849099
          
          
            2036-01-01
          
          2.267
          8216087.17
          8592500.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CKBD0170
          
          
            2045-06-01
          
          3
          5416986.00
          5565095.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CLBD1112
          
          
            2046-06-01
          
          2.5
          5986937.00
          6066760.17
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 847690 G
          
          
            2037-02-01
          
          2.925
          7787564.30
          8288361.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B0304 G
          
          
            2042-03-01
          
          2.77
          8485439.28
          8815017.04
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G15264 G
          
          
            2029-12-01
          
          3
          3853860.77
          4075776.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1J1299 G
          
          
            2036-07-01
          
          2.44
          5712498.02
          6092867.87
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1Q0330 G
          
          
            2037-10-01
          
          2.495
          9532765.58
          10156540.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 1B8766 G
          
          
            2041-09-01
          
          3.567
          6839809.61
          7203464.62
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 848454 G
          
          
            2041-02-01
          
          3.371
          7945481.96
          8417392.16
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 848510 G
          
          
            2041-03-01
          
          3.484
          9845559.20
          10270853.45
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849063 G
          
          
            2043-06-01
          
          2.177
          8347092.32
          8580357.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO7976
          
          
            2027-06-01
          
          3
          5456610.51
          5754141.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAZ2136
          
          
            2045-07-01
          
          2.464
          7499794.23
          7744549.18
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 849624 G
          
          
            2045-03-01
          
          2.912
          6512018.62
          6759571.56
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2577 G
          
          
            2044-05-01
          
          2.505
          5620753.92
          5837484.10
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2408 G
          
          
            2044-04-01
          
          2.076
          8000065.71
          8240078.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B2822 G
          
          
            2044-07-01
          
          2.592
          9212327.05
          9531036.72
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B3329 G
          
          
            2044-10-01
          
          2.963
          7862071.77
          8152464.16
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B3391 G
          
          
            2044-11-01
          
          2.437
          10043178.86
          10364130.12
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FMAR 2B3660 G
          
          
            2045-01-01
          
          2.97
          8589338.49
          8980518.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q33842 G
          
          
            2045-06-01
          
          4
          5655960.69
          6071256.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLBD2297
          
          
            2046-06-01
          
          3
          5439921.00
          5654290.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB888423
          
          
            2036-09-01
          
          2.487
          6675488.64
          7030927.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB889781
          
          
            2038-01-01
          
          2.556
          5381528.00
          5667975.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS889813
          
          
            2036-01-01
          
          2.638
          9337063.79
          9863207.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS889818
          
          
            2035-10-01
          
          2.705
          8017459.33
          8503477.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS894528
          
          
            2035-11-01
          
          3.077
          9732476.46
          10455907.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WS923270
          
          
            2036-09-01
          
          2.783
          10074593.21
          10740774.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB955240
          
          
            2037-12-01
          
          2.376
          5943148.00
          6225126.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX S1961856
          
          
            2038-03-01
          
          2.23
          6529144.44
          6785435.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB968449
          
          
            2038-03-01
          
          2.881
          6278511.25
          6643894.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB974498
          
          
            2038-03-01
          
          2.69
          5982251.85
          6270883.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAB4486
          
          
            2027-02-01
          
          3
          5307294.86
          5583888.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CNAB5513
          
          
            2022-07-01
          
          2.5
          5575480.35
          5788925.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTMA2287
          
          
            2035-06-01
          
          3
          5477527.94
          5764356.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIMA2703
          
          
            2031-06-01
          
          2
          3233672.00
          3283467.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX WSAD0000
          
          
            2038-10-01
          
          2.388
          5264760.97
          5561933.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD3781
          
          
            2040-04-01
          
          3.716
          7807160.63
          8247089.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD4924
          
          
            2040-06-01
          
          2.745
          7455403.68
          7883547.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAD9620
          
          
            2040-08-01
          
          2.565
          6646391.74
          7008149.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LBAE0173
          
          
            2040-07-01
          
          3.757
          8024048.55
          8499051.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNAR XX.XXX LB735866
          
          
            2035-09-01
          
          2.333
          5754920.50
          6061746.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRA CL120W R13F120
          
          
            2053-12-25
          
          5.601
          24985.29
          29020.19
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4084TC 04/15/39
          
          
            2039-04-15
          
          2
          606779.61
          613215.19
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4525QH 04/15/44
          
          
            2044-04-15
          
          3
          1057396.04
          1089331.16
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL020F R97F020
          
          
            2027-03-25
          
          .952
          17257.44
          17328.80
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL127DG R11F127
          
          
            2041-08-25
          
          3.5
          2808.71
          2870.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL028WE R13F028
          
          
            2042-05-25
          
          7.5
          113921.74
          135767.45
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2005-54 JD
          
          
            2034-08-20
          
          5
          8794.03
          8972.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2001
          
          
            2041-12-25
          
          7.5
          0.90
          1.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA GRANTOR TRUST 20
          
          
            2031-11-25
          
          7.5
          0.99
          1.17
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2002
          
          
            2042-01-25
          
          7
          142.97
          169.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2002
          
          
            2042-01-25
          
          7.5
          5.83
          7.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA GRANTOR TRUST 20
          
          
            2042-05-25
          
          7.5
          236119.72
          291278.11
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA GRANTOR TRUST 20
          
          
            2042-07-25
          
          7
          39.41
          47.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2003
          
          
            2042-08-25
          
          7.5
          0.72
          0.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2003
          
          
            2042-09-25
          
          6.5
          0.27
          0.33
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2004
          
          
            2044-05-25
          
          7.5
          10813.19
          13006.10
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2005-051 DC
          
          
            2035-07-20
          
          5
          2153.69
          2362.90
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL068GC R05F068
          
          
            2035-07-25
          
          5
          8934.05
          9194.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FHLMC REMIC SERIES T-
          
          
            2044-07-25
          
          1.81
          142.45
          144.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FHLMC REMIC SERIES T-
          
          
            2036-01-25
          
          3.0487
          0.18
          0.19
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FHLMC REMIC SERIES T-
          
          
            2036-03-25
          
          3.0535
          66.95
          72.03
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA RC009AC R07W009
          
          
            2037-08-25
          
          6.881
          167205.03
          184737.82
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FREMF MTG TR 2016-K50
          
          
            2020-09-25
          
          3.0235
          10685000.00
          10118150.06
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FREMF MTG TR 2014-K71
          
          
            2047-11-25
          
          3.6297
          4638000.00
          4801373.55
          Agency Mortgage-Backed Securities
          
        
        
          03HIRFREMF MTG TR 2015-K71
          
          
            2048-02-25
          
          3.5475
          7000000.00
          6039584.67
          Agency Mortgage-Backed Securities
          
        
        
          FMAC FREMF MTG TR 2015-K72
          
          
            2047-08-25
          
          3.3894
          4000000.00
          3327892.00
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0045
      500000000.00
      500000000.00
      .0343
      N
      Y
      Y
      N
      
    
    
      Citibank NA, New York
      Citibank NA, New York, REPO,  0.440%, 7/1/2016
      989LHR002
      E57ODZWZ7FF32TWEFA76
      
      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 CLAB9370
          
          
            2043-05-01
          
          3.5
          895357.36
          947800.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA1180
          
          
            2022-07-01
          
          4
          991262.13
          1034442.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLMA1978
          
          
            2044-06-01
          
          5
          940149.07
          1049802.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLMA2384
          
          
            2045-07-01
          
          5
          392882.98
          437781.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD0249
          
          
            2037-04-01
          
          5.5
          52097.89
          59289.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0651
          
          
            2039-11-01
          
          5
          714789.91
          811145.57
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNII SF 004194 M
          
          
            2038-07-20
          
          5.5
          79.16
          87.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH9021
          
          
            2026-03-01
          
          4
          307300.37
          329202.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL498072
          
          
            2029-06-01
          
          6.5
          26575.84
          30702.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K0556041
          
          
            2030-11-01
          
          8
          75256.05
          84433.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K2614582
          
          
            2031-10-01
          
          6.5
          264692.92
          286832.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH5282
          
          
            2041-01-01
          
          4
          2852201.19
          3074208.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAH5116
          
          
            2041-01-01
          
          5
          1011346.32
          1134912.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH6298
          
          
            2026-05-01
          
          4
          2843631.03
          3050565.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL357230
          
          
            2032-06-01
          
          6
          798644.57
          927900.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254767
          
          
            2033-06-01
          
          5.5
          783985.79
          891415.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT254799
          
          
            2023-07-01
          
          5
          769114.39
          856345.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 JL889649
          
          
            2037-08-01
          
          6.5
          19773.37
          23445.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI899299
          
          
            2022-03-01
          
          5.5
          57634.67
          62054.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930158
          
          
            2038-11-01
          
          6
          295985.47
          339514.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB7581
          
          
            2043-01-01
          
          3
          50159.59
          52229.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL931557
          
          
            2039-07-01
          
          5
          753254.86
          854483.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL948634
          
          
            2037-08-01
          
          6.5
          201478.65
          232765.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI981639
          
          
            2023-06-01
          
          5
          156742.80
          169156.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI995158
          
          
            2020-12-01
          
          4.5
          941740.25
          977800.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CZAB1491
          
          
            2050-09-01
          
          4
          434528.45
          462398.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB6882
          
          
            2027-11-01
          
          2.5
          876760.39
          911794.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB6898
          
          
            2027-11-01
          
          3.5
          865375.45
          925079.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAU5796
          
          
            2043-09-01
          
          5
          2019201.61
          2257220.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAV1885
          
          
            2033-12-01
          
          4
          845.10
          919.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV5793
          
          
            2043-12-01
          
          5
          1502298.94
          1676951.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL645491
          
          
            2032-05-01
          
          6.5
          80431.16
          92921.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAV8170
          
          
            2044-01-01
          
          5
          768712.73
          865020.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAW3328
          
          
            2029-06-01
          
          4
          869781.65
          916482.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW4985
          
          
            2044-05-01
          
          4.5
          374127.48
          415946.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW5485
          
          
            2029-08-01
          
          3.5
          838632.40
          895370.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAW9153
          
          
            2044-07-01
          
          5
          5159880.92
          5818956.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY1728
          
          
            2030-03-01
          
          3.5
          1027051.55
          1095400.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAY9046
          
          
            2035-05-01
          
          3
          812657.39
          858733.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL652834
          
          
            2032-09-01
          
          5.5
          75155.58
          85505.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI668807
          
          
            2017-11-01
          
          6
          42759.45
          43802.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL682067
          
          
            2033-01-01
          
          6
          538129.00
          621726.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL888956
          
          
            2036-03-01
          
          6
          153589.19
          177837.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725762
          
          
            2034-08-01
          
          6
          357683.59
          416809.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL725773
          
          
            2034-09-01
          
          5.5
          260023.73
          296316.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL727181
          
          
            2033-08-01
          
          5
          83377.91
          93662.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL735484
          
          
            2035-05-01
          
          5
          30200.88
          33759.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL753136
          
          
            2033-12-01
          
          5.5
          77213.30
          86979.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL796023
          
          
            2034-09-01
          
          6
          164810.95
          189048.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL800944
          
          
            2034-10-01
          
          6
          225199.72
          258318.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAI0827
          
          
            2041-09-01
          
          5
          524819.51
          590409.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI2034
          
          
            2026-04-01
          
          4
          327552.77
          350356.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAI9304
          
          
            2041-08-01
          
          5.5
          391442.27
          442169.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAL3641
          
          
            2025-05-01
          
          5.5
          44254.73
          46658.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAJ2787
          
          
            2041-10-01
          
          5
          721850.93
          815512.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAJ4312
          
          
            2026-11-01
          
          4
          2827079.87
          2985815.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAJ4786
          
          
            2041-10-01
          
          5
          473641.60
          535618.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL0306
          
          
            2026-06-01
          
          4
          83743.10
          89706.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAL1176
          
          
            2039-10-01
          
          6.5
          298563.53
          352462.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAL1224
          
          
            2038-03-01
          
          7
          407465.40
          456486.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2686
          
          
            2042-11-01
          
          3.5
          6488844.27
          6877327.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL3868
          
          
            2042-06-01
          
          4
          414514.61
          450842.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAP3221
          
          
            2027-09-01
          
          2.5
          121980.49
          126723.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAP4569
          
          
            2027-10-01
          
          2.5
          532986.92
          553721.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU6274
          
          
            2043-11-01
          
          4.5
          3102498.35
          3407511.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR5925
          
          
            2043-02-01
          
          3
          911754.88
          948740.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2509
          
          
            2044-05-01
          
          4.5
          1329517.27
          1482581.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CTAS4448
          
          
            2035-02-01
          
          3.5
          2450674.71
          2634870.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS4501
          
          
            2030-02-01
          
          3
          2145545.21
          2255580.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CWAS5515
          
          
            2030-06-01
          
          3.5
          2523885.88
          2684143.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAU1657
          
          
            2028-07-01
          
          2.5
          278230.67
          291033.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAU4699
          
          
            2028-10-01
          
          4
          2016531.47
          2129983.99
          Agency Mortgage-Backed Securities
          
        
        
          REFC RFIN 01/15/20
          
          
            2020-01-15
          
          0
          275000.00
          265265.00
          Agency Debentures and Agency Strips
          
        
        
          REFC RFIN 01/15/25
          
          
            2025-01-15
          
          0
          18000.00
          15152.76
          Agency Debentures and Agency Strips
          
        
        
          FMAC FGRM 3687CB 11/15/38
          
          
            2038-11-15
          
          2.5
          545495.50
          558048.93
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3754MB 01/15/39
          
          
            2039-01-15
          
          4
          331980.00
          350370.77
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3807MG 11/15/39
          
          
            2039-11-15
          
          3.5
          1234975.34
          1285520.95
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4276GD 05/15/43
          
          
            2043-05-15
          
          2.5
          828173.75
          846382.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 03980Q 09/15/41
          
          
            2041-09-15
          
          3
          1606421.04
          1677030.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3997PJ 01/15/40
          
          
            2040-01-15
          
          3
          1370197.45
          1386668.13
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4050BA 05/15/41
          
          
            2041-05-15
          
          3.5
          902787.62
          947145.59
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4077BA 05/15/42
          
          
            2042-05-15
          
          2
          2775050.65
          2800883.90
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4107HL 10/15/41
          
          
            2041-10-15
          
          1.75
          4921158.25
          4951107.05
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4114PK 10/15/42
          
          
            2042-10-15
          
          3.5
          5571040.83
          5886029.95
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4198PE 01/15/33
          
          
            2033-01-15
          
          2.5
          6808750.30
          6993089.65
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-083 AK
          
          
            2022-10-16
          
          4.25
          343.12
          346.51
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNMA-BACKED TRUST
          
          
            2020-06-17
          
          6.5
          202.02
          214.26
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNRM 2006-033 PK
          
          
            2036-07-20
          
          6
          385952.75
          441239.46
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2003-03 PC
          
          
            2033-11-20
          
          5.5
          817924.70
          920651.59
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4298PD 04/15/43
          
          
            2043-04-15
          
          2.5
          4534579.22
          4682415.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4419CY 10/15/37
          
          
            2037-10-15
          
          2.5
          357195.00
          347577.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3743PA 12/15/39
          
          
            2039-12-15
          
          2.5
          1557885.74
          1599773.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 03748D 11/15/39
          
          
            2039-11-15
          
          4
          7266550.40
          7735346.25
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-019 UA
          
          
            2039-07-16
          
          4
          868682.85
          935522.10
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-115 NW
          
          
            2038-01-20
          
          3.5
          998715.16
          1022563.92
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-116 FA
          
          
            2040-09-20
          
          1.0384
          1402869.20
          1410833.91
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-138 PD
          
          
            2038-08-20
          
          3.5
          352231.19
          365675.31
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-166 DP
          
          
            2039-02-20
          
          2.5
          256986.07
          260997.08
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-034 NB
          
          
            2041-03-20
          
          4.5
          1872000.00
          2137335.41
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-135 PA
          
          
            2041-06-16
          
          3
          605093.61
          636537.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL040GY R12F040
          
          
            2042-04-25
          
          4
          2439370.00
          2647073.14
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FRRM 0G027D 03/25/24
          
          
            2024-03-25
          
          7
          6.64
          7.18
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01807G 10/15/20
          
          
            2020-10-15
          
          9
          2.82
          3.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TR 1998-70
          
          
            2028-12-20
          
          6.5
          25.73
          29.17
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC134NJ R11F134
          
          
            2041-02-25
          
          3
          2009411.52
          2079842.73
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC146MA R11F146
          
          
            2041-08-25
          
          3.5
          1989862.43
          2099630.09
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL034PA R12F034
          
          
            2041-07-25
          
          2
          2224370.75
          2255198.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL031PA R12F031
          
          
            2041-04-25
          
          2
          482485.63
          491544.35
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL030HA R12F030
          
          
            2040-12-25
          
          2
          866034.59
          875639.87
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL052NA R12F052
          
          
            2039-12-25
          
          3.5
          3271121.29
          3381366.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL052NB R12F052
          
          
            2039-12-25
          
          3.5
          261708.85
          270869.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL080NA R12F080
          
          
            2042-06-25
          
          2.75
          1482564.19
          1518272.16
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL103DA R12F103
          
          
            2041-10-25
          
          3.5
          185153.36
          193379.25
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC123DH R13F123
          
          
            2043-05-25
          
          3
          1770034.00
          1798968.16
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL049PU R14F049
          
          
            2054-08-25
          
          3
          337118.26
          338312.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL060F1 R02F060
          
          
            2032-06-25
          
          .8533
          73.37
          73.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL060JB R04F060
          
          
            2034-04-25
          
          5.5
          12193.88
          12254.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC069PB R09F069
          
          
            2039-09-25
          
          5
          2200107.80
          2403969.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL062PH R07F062
          
          
            2037-07-25
          
          6
          1000.00
          1163.99
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC014PE R09F014
          
          
            2024-03-25
          
          4.5
          688577.60
          726972.68
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNMA REMIC TRUST 2009
          
          
            2039-03-25
          
          2.1194
          33.97
          33.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3564NT 05/15/39
          
          
            2039-05-15
          
          15
          530634.88
          677584.83
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FHLMC REMIC SERIES 36
          
          
            2039-12-15
          
          49.2452
          0.03
          0.07
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL100LA R10F100
          
          
            2040-07-25
          
          2.5
          3289054.21
          3393922.05
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3664BD 03/15/38
          
          
            2038-03-15
          
          20.29
          407289.66
          458710.27
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL090PA R10F090
          
          
            2040-04-25
          
          4
          591.17
          612.10
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 0M032A 09/01/41
          
          
            2041-09-01
          
          3.874
          41911470.51
          45023888.49
          Agency Mortgage-Backed Securities
          
        
        
          USTR 1 7/8 NOTE P 22
          
          
            2022-08-31
          
          1.875
          41342400.00
          43233692.12
          U.S. Treasuries (including strips)
          
        
        
          USTR 3 BOND 44
          
          
            2044-11-15
          
          3
          20813400.00
          24109410.02
          U.S. Treasuries (including strips)
          
        
        
          FMAC FREMF MTG TR 2015-K72
          
          
            2047-11-25
          
          3.565
          635.00
          605.49
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0045
      250000000.00
      250000000.00
      .0172
      N
      Y
      Y
      N
      
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc., REPO,  0.420%, 7/7/2016
      99CBF2906
      MBNUM2BPBDO7JBLYG310
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FNMA FNMS 04.500 CLAI1191
          
          
            2041-04-01
          
          4.5
          4316.77
          4774.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI1859
          
          
            2041-05-01
          
          4.5
          1157.69
          1273.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO9368
          
          
            2042-07-01
          
          3.5
          473.79
          504.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO9579
          
          
            2042-07-01
          
          3.5
          4879.75
          5157.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO9925
          
          
            2042-07-01
          
          3.5
          1603.11
          1699.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAP0262
          
          
            2027-08-01
          
          3.5
          1584.74
          1684.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP4887
          
          
            2042-09-01
          
          3.5
          4066.90
          4315.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAP1736
          
          
            2042-08-01
          
          4
          13121.16
          14406.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP3145
          
          
            2042-12-01
          
          3
          7929.70
          8356.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAP3342
          
          
            2027-08-01
          
          3
          400.99
          421.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP3839
          
          
            2042-09-01
          
          3.5
          1163.46
          1244.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP4264
          
          
            2042-08-01
          
          3
          4560.86
          4797.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP4795
          
          
            2042-09-01
          
          3.5
          845.61
          900.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW6189
          
          
            2029-06-01
          
          3.5
          15231.73
          16259.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW6230
          
          
            2044-06-01
          
          4
          189.63
          203.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW6899
          
          
            2029-07-01
          
          3.5
          189.13
          201.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW7430
          
          
            2042-01-01
          
          4.5
          6482.64
          7101.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX1443
          
          
            2044-10-01
          
          4
          464.81
          499.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAW7697
          
          
            2045-01-01
          
          3
          1155.51
          1201.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW8329
          
          
            2044-09-01
          
          4.5
          6232.76
          6842.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAW8597
          
          
            2029-08-01
          
          3
          3537.65
          3717.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAW8798
          
          
            2044-10-01
          
          3.5
          592.89
          626.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX0833
          
          
            2044-09-01
          
          3.5
          872.84
          929.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX0726
          
          
            2044-09-01
          
          4
          337.11
          362.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL661283
          
          
            2032-09-01
          
          6.5
          310.70
          358.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL661399
          
          
            2032-10-01
          
          6
          806.52
          927.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI662393
          
          
            2017-12-01
          
          5.5
          13884.40
          14171.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL661918
          
          
            2032-09-01
          
          6
          594.14
          681.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL662285
          
          
            2032-10-01
          
          6
          143.15
          164.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL662014
          
          
            2032-01-01
          
          8
          2925.71
          3247.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL662091
          
          
            2032-09-01
          
          6.5
          1693.23
          1956.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5468
          
          
            2042-06-01
          
          3.5
          1321.07
          1400.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5511
          
          
            2042-07-01
          
          3.5
          1159.45
          1228.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAE0671
          
          
            2036-09-01
          
          5.5
          12102.42
          13772.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE0698
          
          
            2040-12-01
          
          4.5
          6748.98
          7421.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAE0690
          
          
            2036-12-01
          
          6.5
          3855.00
          4680.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE0725
          
          
            2041-01-01
          
          4.5
          8033.29
          8833.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE2818
          
          
            2025-08-01
          
          4
          5841.02
          6166.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE1747
          
          
            2025-09-01
          
          4
          14662.41
          15702.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAE0981
          
          
            2041-03-01
          
          3.5
          295.25
          312.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL777397
          
          
            2034-04-01
          
          5.5
          1132.48
          1275.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL778475
          
          
            2034-06-01
          
          5.5
          5361.32
          6107.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI778817
          
          
            2019-10-01
          
          5
          1396.58
          1440.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL779023
          
          
            2034-06-01
          
          4.5
          1935.91
          2124.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL783691
          
          
            2034-06-01
          
          4.5
          1379.28
          1509.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI779081
          
          
            2019-06-01
          
          4.5
          10159.77
          10479.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI780697
          
          
            2019-04-01
          
          5.5
          1248.97
          1292.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL780902
          
          
            2034-05-01
          
          5.5
          312.67
          354.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI780952
          
          
            2019-05-01
          
          4
          6283.71
          6541.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL781875
          
          
            2034-07-01
          
          5.5
          288.74
          326.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL781996
          
          
            2031-07-01
          
          7.5
          1806.34
          1894.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI831521
          
          
            2021-05-01
          
          6
          9860.58
          10493.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832585
          
          
            2020-09-01
          
          5.5
          193.41
          203.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT831711
          
          
            2026-09-01
          
          6.5
          4011.60
          4700.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL831735
          
          
            2036-08-01
          
          6.5
          1344.93
          1553.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050077
          
          
            2018-06-01
          
          9.5
          10.57
          11.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050109
          
          
            2018-08-01
          
          10
          3.06
          3.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050166
          
          
            2019-01-01
          
          10
          785.51
          844.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050144
          
          
            2018-11-01
          
          9.5
          2.87
          3.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 CL050201
          
          
            2019-06-01
          
          10.5
          34.63
          35.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050174
          
          
            2019-03-01
          
          9.5
          1.56
          1.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050175
          
          
            2019-03-01
          
          10
          0.62
          0.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050189
          
          
            2019-05-01
          
          10
          983.17
          1068.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 CL050190
          
          
            2019-05-01
          
          10.5
          217.99
          227.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050232
          
          
            2019-09-01
          
          10
          12.56
          13.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050236
          
          
            2019-10-01
          
          9
          1.25
          1.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 GL235106
          
          
            2021-08-01
          
          7.5
          7.29
          7.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL235459
          
          
            2023-06-01
          
          5.5
          24.63
          27.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL241994
          
          
            2023-11-01
          
          7
          579.77
          599.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL242907
          
          
            2023-04-01
          
          8
          7321.49
          7396.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250211
          
          
            2025-03-01
          
          9
          188.79
          219.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL244757
          
          
            2023-11-01
          
          6
          225.79
          259.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL567578
          
          
            2031-02-01
          
          6.5
          6.92
          7.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL567549
          
          
            2031-01-01
          
          8
          53.16
          54.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL569771
          
          
            2031-02-01
          
          7.5
          1671.38
          1926.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050947
          
          
            2023-12-01
          
          7
          11.96
          13.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL050990
          
          
            2024-02-01
          
          6
          34.97
          40.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050994
          
          
            2024-03-01
          
          7
          22.51
          25.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL053919
          
          
            2017-07-01
          
          8.5
          29.94
          30.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GL054106
          
          
            2017-07-01
          
          8
          3.58
          3.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL034658
          
          
            2016-10-01
          
          8
          2.60
          2.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE1449
          
          
            2025-08-01
          
          4
          6690.06
          7175.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE1818
          
          
            2025-10-01
          
          4
          4034.09
          4326.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAE2088
          
          
            2040-08-01
          
          5
          4292.60
          4792.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE2498
          
          
            2040-09-01
          
          4.5
          13116.96
          14589.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI623872
          
          
            2017-02-01
          
          7
          348.64
          351.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI623885
          
          
            2017-02-01
          
          5.5
          612.56
          619.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL624135
          
          
            2031-12-01
          
          6
          36.67
          42.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI624214
          
          
            2017-01-01
          
          5.5
          377.87
          380.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL625546
          
          
            2032-01-01
          
          6.5
          18.75
          21.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL624340
          
          
            2032-02-01
          
          7
          2091.90
          2124.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL634249
          
          
            2032-03-01
          
          6
          21.59
          25.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI634692
          
          
            2017-05-01
          
          6.5
          1416.94
          1433.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI634773
          
          
            2017-03-01
          
          6.5
          36.50
          36.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI635129
          
          
            2017-07-01
          
          6
          2013.77
          2049.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL637252
          
          
            2032-05-01
          
          7
          1514.72
          1569.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL635188
          
          
            2032-09-01
          
          7.5
          5858.62
          5914.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI635783
          
          
            2017-03-01
          
          5.5
          460.60
          464.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL635808
          
          
            2032-03-01
          
          7
          142.54
          144.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI813453
          
          
            2020-02-01
          
          4.5
          9712.93
          10002.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL814484
          
          
            2035-02-01
          
          5.5
          13803.01
          15545.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL814533
          
          
            2035-03-01
          
          5.5
          98.82
          111.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL813957
          
          
            2035-05-01
          
          6
          16.40
          18.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI814349
          
          
            2020-03-01
          
          4.5
          6809.16
          7063.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL849695
          
          
            2036-01-01
          
          7
          3305.98
          3852.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI848961
          
          
            2021-01-01
          
          5.5
          1370.09
          1476.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL849022
          
          
            2036-01-01
          
          7
          80.35
          87.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI849239
          
          
            2021-01-01
          
          5.5
          657.35
          698.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL850048
          
          
            2036-06-01
          
          5.5
          3200.59
          3629.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI849404
          
          
            2021-02-01
          
          5.5
          134.57
          141.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL849504
          
          
            2035-12-01
          
          6
          1792.67
          2056.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL850566
          
          
            2036-01-01
          
          5
          1124.92
          1255.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL850568
          
          
            2036-01-01
          
          5.5
          7294.55
          8228.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL849913
          
          
            2035-09-01
          
          5
          2174.11
          2434.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL849915
          
          
            2035-09-01
          
          6
          3178.48
          3680.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI889803
          
          
            2019-03-01
          
          5
          3353.35
          3488.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889841
          
          
            2036-12-01
          
          5.5
          1350.30
          1532.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889842
          
          
            2036-12-01
          
          5
          1994.68
          2227.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889852
          
          
            2035-05-01
          
          5.5
          2923.54
          3327.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI890301
          
          
            2024-05-01
          
          6
          2363.41
          2451.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889970
          
          
            2036-12-01
          
          5
          4536.38
          5067.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL494540
          
          
            2029-03-01
          
          5.5
          1819.87
          2049.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL490211
          
          
            2029-03-01
          
          6
          71.12
          82.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL491454
          
          
            2029-04-01
          
          6.5
          1489.90
          1721.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL490718
          
          
            2029-03-01
          
          6
          526.41
          603.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL035472
          
          
            2021-05-01
          
          9
          42.95
          47.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO252152
          
          
            2028-10-01
          
          9.5
          10.98
          11.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT252169
          
          
            2018-12-01
          
          6
          4218.06
          4838.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252170
          
          
            2018-12-01
          
          6.5
          532.71
          615.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252255
          
          
            2029-02-01
          
          6.5
          681.78
          794.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252207
          
          
            2019-01-01
          
          6.5
          768.67
          888.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT252209
          
          
            2019-02-01
          
          6
          1175.03
          1347.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252210
          
          
            2019-02-01
          
          6.5
          4460.43
          5153.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252212
          
          
            2028-12-01
          
          6.5
          13.81
          16.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 KL252216
          
          
            2028-11-01
          
          6.5
          4774.11
          5394.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252254
          
          
            2029-02-01
          
          6
          14.01
          16.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI254865
          
          
            2018-09-01
          
          4.5
          6383.41
          6575.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI254906
          
          
            2018-10-01
          
          4.5
          485.84
          500.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI254919
          
          
            2018-09-01
          
          4
          3707.37
          3857.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254934
          
          
            2023-08-01
          
          6
          1002.78
          1150.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255078
          
          
            2019-02-01
          
          4.5
          1115.47
          1149.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254950
          
          
            2033-10-01
          
          5.5
          9259.19
          10536.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254986
          
          
            2023-11-01
          
          5.5
          6118.99
          6893.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 K2254968
          
          
            2018-09-01
          
          5.5
          2937.80
          3292.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL254982
          
          
            2033-11-01
          
          5
          106.59
          119.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI255025
          
          
            2018-10-01
          
          6.5
          2284.49
          2374.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT255029
          
          
            2023-12-01
          
          5
          7330.30
          8161.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 ZL310020
          
          
            2035-11-01
          
          5.5
          615.18
          698.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 ZL310041
          
          
            2037-05-01
          
          6.5
          1241.44
          1436.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 ZL310082
          
          
            2038-10-01
          
          6.5
          5710.37
          6597.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 ZL310104
          
          
            2037-08-01
          
          5.5
          4799.77
          5462.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL313193
          
          
            2023-12-01
          
          8
          9370.74
          9897.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 ZT310119
          
          
            2029-09-01
          
          5
          11834.51
          13182.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 ZI310124
          
          
            2028-04-01
          
          4.5
          2641.01
          2719.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 ZL310138
          
          
            2040-06-01
          
          5
          674.73
          752.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GL312298
          
          
            2021-12-01
          
          9.5
          64.70
          65.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL311512
          
          
            2025-07-01
          
          8
          550.08
          577.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832837
          
          
            2020-09-01
          
          5.5
          30.20
          32.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL831812
          
          
            2036-09-01
          
          6
          1660.40
          1907.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL831878
          
          
            2036-10-01
          
          6.5
          2290.13
          2645.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI831897
          
          
            2021-11-01
          
          5.5
          4332.99
          4742.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI832214
          
          
            2020-07-01
          
          4
          121.79
          126.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832365
          
          
            2020-08-01
          
          5.5
          1818.49
          1904.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832433
          
          
            2020-08-01
          
          5.5
          1744.47
          1860.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA3906
          
          
            2045-11-01
          
          3.5
          7040.21
          7577.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI899751
          
          
            2022-07-01
          
          5.5
          2453.11
          2595.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900980
          
          
            2036-09-01
          
          6
          3011.38
          3455.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI900102
          
          
            2021-08-01
          
          6
          8313.81
          9035.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL936519
          
          
            2037-06-01
          
          6.5
          15.45
          17.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL936523
          
          
            2037-07-01
          
          5.5
          28.04
          31.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL936904
          
          
            2037-08-01
          
          6.5
          14494.43
          16745.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL937054
          
          
            2037-05-01
          
          6
          209.20
          240.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL938041
          
          
            2037-07-01
          
          6
          3049.65
          3535.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL937346
          
          
            2037-06-01
          
          6.5
          4791.13
          5668.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL938289
          
          
            2037-07-01
          
          5.5
          11.40
          12.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL937627
          
          
            2037-06-01
          
          5
          324.11
          360.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL937630
          
          
            2037-06-01
          
          5
          287.36
          319.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL937631
          
          
            2037-06-01
          
          5.5
          413.70
          465.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL937997
          
          
            2037-05-01
          
          5
          68.34
          76.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL985615
          
          
            2034-04-01
          
          5.5
          795.71
          905.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL985626
          
          
            2033-04-01
          
          6
          2432.28
          2825.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI984864
          
          
            2023-06-01
          
          4.5
          7241.56
          7458.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL985108
          
          
            2038-07-01
          
          5.5
          53.08
          60.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI986103
          
          
            2023-09-01
          
          5.5
          2997.15
          3234.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL985160
          
          
            2038-09-01
          
          6
          6083.59
          7005.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL985524
          
          
            2038-06-01
          
          5.5
          2797.20
          3163.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL985828
          
          
            2038-08-01
          
          7
          326.69
          342.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL985817
          
          
            2038-08-01
          
          5.5
          206.34
          232.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT256323
          
          
            2026-07-01
          
          5.5
          5243.20
          5904.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI256326
          
          
            2021-06-01
          
          6.5
          1370.86
          1468.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI256375
          
          
            2021-07-01
          
          4.5
          1139.95
          1174.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL256394
          
          
            2036-08-01
          
          6.5
          150.11
          173.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT256411
          
          
            2026-08-01
          
          5.5
          6787.56
          7644.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CN256412
          
          
            2016-09-01
          
          6
          33.52
          33.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323319
          
          
            2028-10-01
          
          7
          4934.91
          5952.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323362
          
          
            2028-11-01
          
          6
          83.40
          96.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323419
          
          
            2028-12-01
          
          6
          85.12
          98.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323702
          
          
            2029-05-01
          
          6
          3695.57
          4285.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323455
          
          
            2028-12-01
          
          6
          76.00
          88.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323542
          
          
            2029-02-01
          
          7
          5162.34
          6215.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL323561
          
          
            2022-12-01
          
          9
          482.52
          531.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL323562
          
          
            2017-12-01
          
          9
          26.34
          26.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL323645
          
          
            2029-04-01
          
          7.5
          588.04
          706.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL323632
          
          
            2029-04-01
          
          6.5
          1731.33
          2053.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL323640
          
          
            2029-04-01
          
          7.5
          1799.97
          2209.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL436885
          
          
            2028-08-01
          
          6.5
          4547.36
          5253.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI659261
          
          
            2017-08-01
          
          6.5
          267.72
          271.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI659968
          
          
            2017-08-01
          
          6.5
          1585.87
          1597.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL660991
          
          
            2032-07-01
          
          8
          44.31
          48.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL660499
          
          
            2021-09-01
          
          9.5
          112.27
          113.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL660702
          
          
            2032-12-01
          
          5.5
          49.92
          56.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL660753
          
          
            2032-09-01
          
          6
          889.80
          1020.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI660854
          
          
            2017-09-01
          
          5.5
          971.58
          990.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI660870
          
          
            2018-02-01
          
          5.5
          320.94
          329.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI660982
          
          
            2017-07-01
          
          6.5
          853.38
          859.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI687297
          
          
            2018-01-01
          
          6
          12171.03
          12488.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688539
          
          
            2033-03-01
          
          5.5
          363.43
          413.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI687885
          
          
            2018-03-01
          
          5.5
          8.17
          8.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL687984
          
          
            2033-03-01
          
          5.5
          248.72
          282.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI688764
          
          
            2018-02-01
          
          5.5
          2106.29
          2163.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688066
          
          
            2033-03-01
          
          5.5
          44.35
          49.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688092
          
          
            2033-05-01
          
          5.5
          557.96
          634.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688315
          
          
            2033-03-01
          
          5.5
          3520.84
          3967.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688328
          
          
            2033-03-01
          
          5.5
          7690.99
          8728.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL688691
          
          
            2033-03-01
          
          5.5
          936.78
          1055.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI688728
          
          
            2018-03-01
          
          5.5
          546.13
          552.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL730911
          
          
            2033-08-01
          
          5
          241.79
          275.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI731346
          
          
            2018-08-01
          
          4
          13703.35
          14258.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL731629
          
          
            2033-09-01
          
          7
          1458.05
          1575.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI731638
          
          
            2018-08-01
          
          4.5
          1624.60
          1672.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735318
          
          
            2019-11-01
          
          4.5
          46.81
          48.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL732030
          
          
            2033-09-01
          
          5
          159.96
          179.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL733017
          
          
            2033-08-01
          
          4.5
          112.47
          123.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI733023
          
          
            2018-08-01
          
          4.5
          774.78
          798.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL733677
          
          
            2033-08-01
          
          5
          50.63
          56.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ7081
          
          
            2042-12-01
          
          3.5
          9987.09
          10555.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI622859
          
          
            2017-01-01
          
          5
          1827.84
          1881.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL622867
          
          
            2032-02-01
          
          6.5
          608.45
          702.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI622465
          
          
            2016-12-01
          
          5.5
          98.09
          98.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI622466
          
          
            2016-12-01
          
          5.5
          3.41
          3.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI623869
          
          
            2017-02-01
          
          5.5
          25.31
          25.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI622606
          
          
            2016-12-01
          
          5.5
          6.63
          6.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI623757
          
          
            2017-02-01
          
          5.5
          57.17
          57.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI623758
          
          
            2017-02-01
          
          6
          1.49
          1.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI623767
          
          
            2017-02-01
          
          5.5
          4.71
          4.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI623198
          
          
            2017-01-01
          
          6
          0.75
          0.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI623848
          
          
            2017-01-01
          
          5.5
          778.04
          785.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI662626
          
          
            2017-10-01
          
          5.5
          200.61
          204.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL662909
          
          
            2032-12-01
          
          6
          122.55
          140.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663428
          
          
            2017-07-01
          
          5.5
          58.51
          58.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL662910
          
          
            2032-11-01
          
          6.5
          1791.65
          2069.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663198
          
          
            2017-10-01
          
          5.5
          1205.63
          1229.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663217
          
          
            2017-10-01
          
          5.5
          349.22
          355.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663222
          
          
            2017-10-01
          
          5.5
          514.37
          525.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI664194
          
          
            2017-09-01
          
          5.5
          127.27
          129.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI664199
          
          
            2017-09-01
          
          6.5
          379.60
          384.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL693819
          
          
            2033-03-01
          
          6
          12562.12
          14412.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAS7113
          
          
            2031-05-01
          
          2
          6218.31
          6314.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS5677
          
          
            2045-08-01
          
          4.5
          8307.80
          9109.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5696
          
          
            2045-08-01
          
          3.5
          9128.31
          9648.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS5707
          
          
            2030-08-01
          
          3.5
          1540.20
          1651.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS5708
          
          
            2030-08-01
          
          3.5
          6360.05
          6853.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5944
          
          
            2045-10-01
          
          3.5
          3392.48
          3611.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6102
          
          
            2045-11-01
          
          3.5
          1174.73
          1241.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI647013
          
          
            2017-06-01
          
          5.5
          65.64
          66.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL647041
          
          
            2032-06-01
          
          6
          186.19
          213.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL647998
          
          
            2032-06-01
          
          7
          5632.44
          6435.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL647279
          
          
            2032-05-01
          
          7
          1513.66
          1772.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI648956
          
          
            2017-11-01
          
          5.5
          22.63
          23.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI647332
          
          
            2017-07-01
          
          5.5
          24.55
          24.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI647399
          
          
            2017-09-01
          
          5.5
          2218.00
          2267.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI647457
          
          
            2017-05-01
          
          6.5
          90.38
          91.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI647536
          
          
            2017-05-01
          
          6
          176.87
          178.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI647539
          
          
            2017-07-01
          
          5.5
          13.92
          14.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL648893
          
          
            2032-09-01
          
          6
          49.85
          57.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI680091
          
          
            2018-01-01
          
          5.5
          711.40
          718.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI680236
          
          
            2017-12-01
          
          5.5
          1311.81
          1341.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI681295
          
          
            2018-01-01
          
          5
          756.08
          779.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI681343
          
          
            2018-02-01
          
          5.5
          208.05
          214.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI681345
          
          
            2018-02-01
          
          5
          16336.10
          16878.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI681360
          
          
            2018-03-01
          
          5.5
          1110.08
          1142.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI681387
          
          
            2018-02-01
          
          5
          14741.49
          15199.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI680934
          
          
            2018-01-01
          
          5.5
          4058.02
          4165.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI681119
          
          
            2018-02-01
          
          5.5
          860.15
          882.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725135
          
          
            2018-05-01
          
          6
          394.65
          401.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725168
          
          
            2019-02-01
          
          4.5
          34.92
          36.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL636432
          
          
            2032-04-01
          
          7.5
          327.34
          345.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL491066
          
          
            2028-10-01
          
          7
          15.72
          15.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL493235
          
          
            2029-04-01
          
          6
          15.44
          17.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL492763
          
          
            2029-06-01
          
          6.5
          8.71
          10.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545194
          
          
            2031-08-01
          
          7
          2415.33
          2667.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545240
          
          
            2031-09-01
          
          8
          1705.39
          2054.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI545217
          
          
            2016-08-01
          
          7.5
          0.01
          0.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI545226
          
          
            2016-09-01
          
          7
          8.75
          8.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545551
          
          
            2032-04-01
          
          8
          2438.90
          3072.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545243
          
          
            2031-10-01
          
          8
          13.64
          14.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545278
          
          
            2031-11-01
          
          7.5
          2221.96
          2831.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI545290
          
          
            2016-10-01
          
          7.5
          0.33
          0.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545363
          
          
            2016-11-01
          
          5.5
          1290.84
          1299.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL545341
          
          
            2031-12-01
          
          6.5
          13.72
          16.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI545503
          
          
            2017-02-01
          
          6
          10.58
          10.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL578569
          
          
            2031-04-01
          
          5.5
          11973.72
          13531.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K2579183
          
          
            2031-04-01
          
          8
          3908.74
          3949.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL579400
          
          
            2031-05-01
          
          7
          608.33
          683.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL579430
          
          
            2031-05-01
          
          8
          5481.93
          5797.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL581443
          
          
            2031-06-01
          
          8.5
          3714.72
          4018.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL580047
          
          
            2031-06-01
          
          6
          7.69
          8.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL580040
          
          
            2031-06-01
          
          6
          8006.76
          9250.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI580055
          
          
            2016-07-25
          
          5.5
          2.64
          2.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL580076
          
          
            2031-09-01
          
          6
          55.21
          64.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL580148
          
          
            2031-07-01
          
          6
          12.44
          14.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI580166
          
          
            2016-09-01
          
          6
          1.19
          1.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL776971
          
          
            2034-04-01
          
          5
          2335.41
          2614.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL776974
          
          
            2034-04-01
          
          5.5
          49.43
          56.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL830704
          
          
            2035-07-01
          
          5.5
          240.24
          270.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL831621
          
          
            2036-07-01
          
          7
          645.05
          720.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL831676
          
          
            2036-08-01
          
          6.5
          1472.73
          1735.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL830898
          
          
            2035-07-01
          
          5.5
          3428.27
          3899.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI831492
          
          
            2021-05-01
          
          5.5
          30.36
          32.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI831051
          
          
            2020-09-01
          
          5.5
          309.42
          328.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT831065
          
          
            2025-10-01
          
          5
          9291.16
          10344.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI831202
          
          
            2021-01-01
          
          5.5
          6972.36
          7448.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL831348
          
          
            2036-03-01
          
          6
          6189.78
          7117.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI831362
          
          
            2021-03-01
          
          5.5
          15.89
          16.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL831377
          
          
            2036-04-01
          
          6.5
          7513.35
          8680.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ9882
          
          
            2045-10-01
          
          4
          12906.59
          13882.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ9419
          
          
            2030-10-01
          
          3
          1227.27
          1289.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ9524
          
          
            2045-11-01
          
          3.5
          5723.12
          6051.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA4702
          
          
            2045-11-01
          
          3.5
          13428.66
          14373.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA7736
          
          
            2031-06-01
          
          3
          14657.00
          15405.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIBC1795
          
          
            2031-03-01
          
          3.5
          15079.24
          16220.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI885700
          
          
            2021-10-01
          
          5.5
          1791.07
          1904.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBC1158
          
          
            2046-02-01
          
          3.5
          244.74
          258.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL883046
          
          
            2036-07-01
          
          5
          2220.89
          2493.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL883568
          
          
            2036-05-01
          
          6.5
          1987.65
          2296.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI883958
          
          
            2021-06-01
          
          5.5
          963.12
          1035.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL884000
          
          
            2036-05-01
          
          6.5
          251.59
          290.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL885632
          
          
            2036-09-01
          
          6.5
          3894.72
          4558.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL902161
          
          
            2036-11-01
          
          6.5
          177.72
          205.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL902203
          
          
            2036-11-01
          
          6
          2909.13
          3336.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI902206
          
          
            2021-11-01
          
          5.5
          77.64
          83.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI902318
          
          
            2021-11-01
          
          6
          12524.54
          13780.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL903817
          
          
            2036-12-01
          
          6
          284.50
          327.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL902414
          
          
            2036-11-01
          
          5.5
          27.89
          31.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL902514
          
          
            2036-11-01
          
          6.5
          3025.62
          3570.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI902975
          
          
            2021-12-01
          
          5
          95.88
          101.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI903106
          
          
            2021-05-01
          
          5.5
          517.51
          548.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL904539
          
          
            2037-01-01
          
          6
          4521.60
          5193.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI904558
          
          
            2021-11-01
          
          5.5
          1436.82
          1530.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI940915
          
          
            2022-07-01
          
          4.5
          14410.29
          14836.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL245194
          
          
            2023-10-01
          
          6.5
          3.80
          4.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL247375
          
          
            2023-12-01
          
          6
          4179.02
          4793.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL247951
          
          
            2023-12-01
          
          6.5
          169.22
          195.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250189
          
          
            2025-01-01
          
          8.5
          8.52
          9.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250190
          
          
            2024-12-01
          
          9
          427.08
          500.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254006
          
          
            2031-10-01
          
          6
          3826.82
          4428.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254008
          
          
            2031-10-01
          
          7
          3433.83
          4120.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254044
          
          
            2021-10-01
          
          6.5
          5496.57
          6350.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254048
          
          
            2016-10-01
          
          6.5
          61.90
          62.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL254133
          
          
            2031-11-01
          
          7.5
          10582.57
          12747.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254049
          
          
            2031-11-01
          
          6
          56.72
          65.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254086
          
          
            2021-11-01
          
          6.5
          14581.39
          16845.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254088
          
          
            2016-12-01
          
          5.5
          148.10
          149.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254090
          
          
            2016-11-01
          
          6.5
          429.09
          434.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO254071
          
          
            2030-12-01
          
          8
          2130.34
          2505.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO254125
          
          
            2031-10-01
          
          8
          4758.95
          5612.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP256900
          
          
            2037-08-01
          
          5.5
          855.27
          923.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI256948
          
          
            2022-09-01
          
          6.5
          1130.24
          1245.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL433962
          
          
            2028-07-01
          
          6
          13.14
          15.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL434232
          
          
            2028-08-01
          
          6.5
          132.27
          152.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT434837
          
          
            2018-07-01
          
          6.5
          54.33
          62.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL434845
          
          
            2028-07-01
          
          6
          20.97
          24.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL437434
          
          
            2028-09-01
          
          6
          60.32
          69.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL534336
          
          
            2030-04-01
          
          8
          3088.74
          3164.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL534420
          
          
            2030-03-01
          
          7.5
          184.94
          192.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL534455
          
          
            2028-11-01
          
          6.5
          1268.65
          1465.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL345074
          
          
            2025-04-01
          
          8
          12620.10
          13067.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL345503
          
          
            2026-06-01
          
          8.5
          423.69
          426.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL346240
          
          
            2026-05-01
          
          6.5
          926.30
          1070.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL346283
          
          
            2026-03-01
          
          6.5
          680.13
          785.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 11.500 CL348134
          
          
            2023-03-01
          
          11.5
          3873.41
          3934.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO449337
          
          
            2022-03-01
          
          9
          92.64
          95.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL449532
          
          
            2028-11-01
          
          6.5
          150.50
          173.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL450385
          
          
            2028-12-01
          
          6
          1947.95
          2234.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL450604
          
          
            2028-12-01
          
          6
          6.02
          6.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL452468
          
          
            2028-11-01
          
          6
          60.52
          69.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL450658
          
          
            2028-12-01
          
          6
          1108.63
          1271.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL450848
          
          
            2028-12-01
          
          6
          298.00
          342.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL451121
          
          
            2028-11-01
          
          6.5
          3.27
          3.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL452194
          
          
            2028-12-01
          
          6
          110.67
          126.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL452225
          
          
            2029-03-01
          
          6
          25.03
          28.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE452233
          
          
            2029-03-01
          
          5.5
          5.70
          5.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535899
          
          
            2031-04-01
          
          6
          3464.43
          3977.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535902
          
          
            2031-05-01
          
          6
          28.06
          32.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535909
          
          
            2031-05-01
          
          6
          1515.72
          1757.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL535923
          
          
            2031-05-01
          
          6.5
          16.21
          18.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL536283
          
          
            2030-08-01
          
          7.5
          5199.47
          5381.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535932
          
          
            2031-05-01
          
          6
          89.64
          103.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535996
          
          
            2031-06-01
          
          7.5
          288.92
          352.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL536138
          
          
            2030-04-01
          
          7
          491.26
          504.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL536143
          
          
            2030-04-01
          
          8
          185.81
          203.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL536279
          
          
            2030-07-01
          
          7.5
          867.74
          897.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL536281
          
          
            2030-07-01
          
          8
          589.15
          643.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL559613
          
          
            2031-01-01
          
          6.5
          221.12
          255.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL559742
          
          
            2031-01-01
          
          8
          593.54
          599.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL560287
          
          
            2030-11-01
          
          7.5
          178.23
          188.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL560995
          
          
            2030-11-01
          
          8.5
          390.84
          395.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO372601
          
          
            2020-09-01
          
          9.5
          44.95
          45.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL394535
          
          
            2027-07-01
          
          6.5
          773.46
          893.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAJ2616
          
          
            2042-05-01
          
          3.5
          1360.73
          1438.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAJ1875
          
          
            2041-10-01
          
          3
          3899.72
          4061.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAJ2311
          
          
            2041-10-01
          
          5
          11385.78
          12737.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAJ2787
          
          
            2041-10-01
          
          5
          167.79
          189.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ6285
          
          
            2026-12-01
          
          3
          2372.86
          2497.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAJ2952
          
          
            2041-10-01
          
          4.5
          4653.82
          5113.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAJ4067
          
          
            2041-10-01
          
          5
          2428.28
          2715.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ5300
          
          
            2041-11-01
          
          4
          995.25
          1088.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAJ5341
          
          
            2026-11-01
          
          3.5
          2016.86
          2144.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ5385
          
          
            2041-11-01
          
          4
          524.45
          570.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ4535
          
          
            2026-11-01
          
          3
          9535.24
          10028.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAQ0445
          
          
            2042-10-01
          
          3
          189.06
          196.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ1640
          
          
            2042-10-01
          
          3.5
          4827.87
          5122.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAQ2102
          
          
            2042-12-01
          
          3
          4554.25
          4788.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ2924
          
          
            2043-01-01
          
          3.5
          10244.03
          10880.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1163
          
          
            2042-12-01
          
          3.5
          5068.83
          5393.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAQ3466
          
          
            2027-11-01
          
          3
          220.94
          232.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ4447
          
          
            2042-11-01
          
          3.5
          4122.99
          4357.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ4811
          
          
            2042-11-01
          
          3.5
          6127.31
          6501.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI633208
          
          
            2017-03-01
          
          5.5
          97.56
          98.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K1634199
          
          
            2017-02-01
          
          6.5
          1062.31
          1069.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI633316
          
          
            2017-04-01
          
          6.5
          55.10
          55.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI634503
          
          
            2017-03-01
          
          6.5
          128.74
          130.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL634589
          
          
            2031-12-01
          
          8
          96.80
          113.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI633959
          
          
            2017-03-01
          
          6.5
          85.92
          86.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI634181
          
          
            2017-02-01
          
          5.5
          735.47
          744.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 K1634198
          
          
            2017-02-01
          
          6
          600.08
          605.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL3350
          
          
            2041-05-01
          
          6
          8782.27
          10100.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL3351
          
          
            2041-04-01
          
          6
          9938.60
          11439.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL3424
          
          
            2043-01-01
          
          4
          151.54
          164.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL4452
          
          
            2043-11-01
          
          4
          4374.97
          4773.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL3939
          
          
            2028-06-01
          
          3.5
          2063.78
          2202.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL3681
          
          
            2040-10-01
          
          6
          3420.29
          3930.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL3697
          
          
            2037-12-01
          
          5
          103.07
          115.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL3760
          
          
            2038-02-01
          
          5.5
          636.21
          724.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAL3793
          
          
            2039-02-01
          
          7
          3642.27
          4498.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL3915
          
          
            2042-02-01
          
          4
          14725.22
          15859.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL3896
          
          
            2043-01-01
          
          4.5
          4285.43
          4700.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAS7117
          
          
            2031-05-01
          
          2.5
          10133.05
          10523.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS6520
          
          
            2046-01-01
          
          3.5
          3637.19
          3846.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889974
          
          
            2035-09-01
          
          5
          940.67
          1053.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 JL889976
          
          
            2037-06-01
          
          7
          1295.17
          1453.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889990
          
          
            2038-09-01
          
          5.5
          6350.11
          7240.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889992
          
          
            2038-06-01
          
          5.5
          10883.30
          12392.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CI890260
          
          
            2025-10-01
          
          3.5
          2378.43
          2528.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL925217
          
          
            2037-10-01
          
          6
          98.08
          112.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL924874
          
          
            2037-10-01
          
          7
          4531.45
          4944.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI928772
          
          
            2022-10-01
          
          5.5
          3185.41
          3477.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI662102
          
          
            2017-09-01
          
          5.5
          1269.55
          1294.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL662168
          
          
            2032-09-01
          
          6
          83.35
          95.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL662195
          
          
            2032-09-01
          
          6
          481.17
          554.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI662210
          
          
            2017-10-01
          
          5
          4568.69
          4706.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL688970
          
          
            2024-05-01
          
          8
          9603.40
          9931.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL689022
          
          
            2033-05-01
          
          5
          756.14
          847.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI690301
          
          
            2018-03-01
          
          5.5
          5206.65
          5291.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI689626
          
          
            2018-06-01
          
          5
          330.53
          340.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI693640
          
          
            2018-02-01
          
          4.5
          857.51
          882.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL689647
          
          
            2033-03-01
          
          5.5
          43.71
          49.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL689741
          
          
            2033-02-01
          
          5.5
          2780.05
          3163.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI693008
          
          
            2018-05-01
          
          5
          25.38
          26.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL693997
          
          
            2033-03-01
          
          6
          326.15
          374.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI693241
          
          
            2018-02-01
          
          4.5
          1436.44
          1477.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI693326
          
          
            2018-01-01
          
          6.5
          4634.01
          4754.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI735319
          
          
            2020-03-01
          
          5
          54.47
          56.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI735327
          
          
            2017-11-01
          
          6
          11.17
          11.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE735329
          
          
            2033-11-01
          
          5.5
          3791.19
          4069.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735358
          
          
            2035-02-01
          
          5.5
          5437.21
          6185.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL734946
          
          
            2033-09-01
          
          5.5
          4480.56
          5057.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735378
          
          
            2019-10-01
          
          4.5
          1451.50
          1498.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI735399
          
          
            2020-03-01
          
          5.5
          59.44
          61.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI734788
          
          
            2018-09-01
          
          4
          7817.74
          8135.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL734846
          
          
            2033-08-01
          
          5.5
          4911.86
          5573.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL734828
          
          
            2033-08-01
          
          4.5
          117.60
          129.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL734830
          
          
            2033-08-01
          
          4.5
          1426.63
          1568.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL765465
          
          
            2032-02-01
          
          5.5
          3926.85
          4425.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL765493
          
          
            2034-01-01
          
          5.5
          3813.87
          4340.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI765650
          
          
            2019-02-01
          
          4.5
          4910.69
          5063.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL765652
          
          
            2034-01-01
          
          5.5
          10301.12
          11722.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL624324
          
          
            2032-02-01
          
          7.5
          4545.89
          5295.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI624347
          
          
            2017-02-01
          
          6
          5.70
          5.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAZ9618
          
          
            2030-07-01
          
          2.5
          10143.50
          10515.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLBA2504
          
          
            2045-10-01
          
          3.5
          1480.61
          1566.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ9664
          
          
            2045-09-01
          
          3.5
          505.95
          534.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0791
          
          
            2030-12-01
          
          3
          1851.01
          1946.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0587
          
          
            2031-03-01
          
          3
          10572.67
          11110.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0923
          
          
            2031-03-01
          
          3
          6877.03
          7227.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIBA0939
          
          
            2031-04-01
          
          3
          12855.92
          13510.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIBA2179
          
          
            2030-11-01
          
          2
          12069.04
          12254.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL900288
          
          
            2036-09-01
          
          6.5
          272.74
          315.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900325
          
          
            2036-09-01
          
          6
          7591.55
          8708.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900333
          
          
            2036-09-01
          
          6
          3486.63
          4002.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL900381
          
          
            2036-10-01
          
          5.5
          2446.80
          2813.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL902792
          
          
            2036-12-01
          
          6
          2471.08
          2837.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900555
          
          
            2036-09-01
          
          6
          1156.65
          1350.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535127
          
          
            2030-02-01
          
          8
          412.67
          484.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535131
          
          
            2029-03-01
          
          6
          2405.31
          2789.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535136
          
          
            2029-10-01
          
          6
          53.58
          61.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL535137
          
          
            2029-11-01
          
          6.5
          9.70
          11.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555494
          
          
            2018-05-01
          
          5.5
          103.72
          105.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555471
          
          
            2018-04-01
          
          5.5
          1848.38
          1888.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555528
          
          
            2033-04-01
          
          6
          9103.55
          10600.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI555515
          
          
            2017-12-01
          
          6.5
          3044.55
          3113.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL555667
          
          
            2033-07-01
          
          5.5
          191.43
          217.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI555545
          
          
            2018-06-01
          
          5
          100.85
          104.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL555591
          
          
            2033-07-01
          
          5.5
          5015.46
          5708.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL555592
          
          
            2033-07-01
          
          5.5
          6318.72
          7192.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI555595
          
          
            2018-07-01
          
          4.5
          1746.27
          1798.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL555627
          
          
            2032-12-01
          
          7.5
          478.15
          557.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555640
          
          
            2033-07-01
          
          6
          64.28
          74.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI602479
          
          
            2016-09-01
          
          6
          1.26
          1.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI602756
          
          
            2016-08-01
          
          6
          0.89
          0.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI602869
          
          
            2016-10-01
          
          6
          404.54
          407.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI606557
          
          
            2016-10-01
          
          6.5
          6.98
          7.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO602933
          
          
            2030-11-01
          
          8
          4978.01
          5294.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI603267
          
          
            2016-09-01
          
          6.5
          8.20
          8.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL603617
          
          
            2031-09-01
          
          7
          268.18
          303.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI604075
          
          
            2016-09-01
          
          6.5
          6.46
          6.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL604467
          
          
            2031-10-01
          
          6
          20.77
          23.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI606054
          
          
            2016-10-01
          
          6.5
          589.95
          594.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI606556
          
          
            2025-09-06
          
          6
          7.94
          8.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL356705
          
          
            2026-09-01
          
          7
          310.78
          319.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT256928
          
          
            2027-10-01
          
          6
          8832.57
          10131.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI256930
          
          
            2022-09-01
          
          6
          11636.41
          12676.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL257042
          
          
            2037-12-01
          
          6.5
          1469.79
          1709.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL256939
          
          
            2037-10-01
          
          7
          738.61
          844.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT256961
          
          
            2027-11-01
          
          5.5
          6401.15
          7210.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 NP256988
          
          
            2037-10-01
          
          7.5
          3180.94
          3618.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL257005
          
          
            2037-11-01
          
          6.5
          268.44
          333.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257006
          
          
            2027-12-01
          
          5.5
          4864.66
          5480.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT257007
          
          
            2027-12-01
          
          6
          10547.74
          12098.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL332748
          
          
            2025-12-01
          
          8
          33.33
          36.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL335108
          
          
            2026-01-01
          
          6
          21.30
          24.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO336459
          
          
            2025-02-01
          
          9
          2906.04
          2973.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL341594
          
          
            2024-11-01
          
          8.5
          95.17
          96.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL035496
          
          
            2017-04-01
          
          8
          0.44
          0.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL035499
          
          
            2017-05-01
          
          8
          1.50
          1.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL042973
          
          
            2017-03-01
          
          8
          156.63
          158.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL044053
          
          
            2018-01-01
          
          9.5
          0.31
          0.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250576
          
          
            2026-06-01
          
          7
          9.00
          10.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL250641
          
          
            2026-08-01
          
          7.5
          1730.54
          2017.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250675
          
          
            2026-09-01
          
          8
          2913.52
          3543.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250700
          
          
            2026-10-01
          
          8
          82.77
          101.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250971
          
          
            2027-06-01
          
          7
          21.05
          23.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL250764
          
          
            2026-12-01
          
          7.5
          1288.46
          1499.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250767
          
          
            2026-11-01
          
          9
          99.44
          100.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250792
          
          
            2027-01-01
          
          8
          1616.49
          1915.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250820
          
          
            2027-01-01
          
          7
          2.64
          2.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT250877
          
          
            2017-01-01
          
          7
          84.15
          85.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT250939
          
          
            2017-05-01
          
          7
          150.24
          151.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254347
          
          
            2032-06-01
          
          7
          767.23
          941.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL254335
          
          
            2032-04-01
          
          7.5
          1944.91
          2346.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254373
          
          
            2017-07-01
          
          6.5
          51.34
          52.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254374
          
          
            2022-06-01
          
          6
          4067.63
          4665.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT254387
          
          
            2022-05-01
          
          7
          10578.38
          11699.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254375
          
          
            2022-07-01
          
          6.5
          7041.72
          8135.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL254378
          
          
            2032-07-01
          
          6.5
          723.97
          874.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI254353
          
          
            2017-04-01
          
          7
          237.14
          241.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254371
          
          
            2017-06-01
          
          5.5
          136.87
          139.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254372
          
          
            2017-06-01
          
          6
          16.29
          16.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254405
          
          
            2032-08-01
          
          6
          333.27
          387.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL275637
          
          
            2024-05-01
          
          7
          2.52
          2.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL277038
          
          
            2024-05-01
          
          7
          15.10
          15.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO372603
          
          
            2021-02-01
          
          9.5
          160.95
          163.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL372480
          
          
            2027-02-01
          
          7
          112.35
          119.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.100 CL374702
          
          
            2026-01-01
          
          7.1
          9309.88
          9478.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL377450
          
          
            2027-04-01
          
          8.5
          56.10
          57.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL390546
          
          
            2027-08-01
          
          7.5
          1043.95
          1053.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL391253
          
          
            2027-06-01
          
          7.5
          35.95
          39.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO392208
          
          
            2026-01-01
          
          8.5
          18.65
          18.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL485608
          
          
            2029-04-01
          
          6.5
          2240.39
          2588.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL485886
          
          
            2029-03-01
          
          6.5
          1562.99
          1805.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL486524
          
          
            2029-02-01
          
          6.5
          15.47
          17.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL487825
          
          
            2029-03-01
          
          6.5
          15.39
          17.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL489470
          
          
            2029-04-01
          
          6.5
          2.26
          2.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT488491
          
          
            2019-03-01
          
          6
          616.10
          706.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT488641
          
          
            2019-04-01
          
          6.5
          6841.59
          7904.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL489147
          
          
            2029-07-01
          
          6.5
          22.17
          25.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL489292
          
          
            2029-03-01
          
          6.5
          8.08
          9.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL489356
          
          
            2029-03-01
          
          6.5
          452.50
          522.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL489431
          
          
            2029-03-01
          
          6
          330.66
          379.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI545449
          
          
            2017-02-01
          
          6.5
          241.41
          244.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545477
          
          
            2032-03-01
          
          7
          3524.65
          4238.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545490
          
          
            2032-03-01
          
          7.5
          2758.98
          3324.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545008
          
          
            2031-05-01
          
          7
          3609.88
          4435.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL545113
          
          
            2028-10-01
          
          8.5
          2959.76
          3362.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL545043
          
          
            2030-02-01
          
          6.5
          2658.56
          3139.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT545022
          
          
            2018-05-01
          
          6.5
          164.28
          189.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545067
          
          
            2031-05-01
          
          7.5
          5003.38
          5914.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI545069
          
          
            2016-07-25
          
          6
          0.01
          0.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545082
          
          
            2031-06-01
          
          7.5
          2195.22
          2609.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI545091
          
          
            2016-07-25
          
          6.5
          3.83
          3.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL985867
          
          
            2038-08-01
          
          7
          3919.70
          4223.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CN985930
          
          
            2018-05-01
          
          5
          2475.74
          2552.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB6396
          
          
            2042-10-01
          
          3
          190.91
          198.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB7319
          
          
            2042-12-01
          
          4
          1464.05
          1574.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CRAB7335
          
          
            2042-12-01
          
          3.5
          872.04
          930.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB7464
          
          
            2043-01-01
          
          3.5
          9490.20
          10066.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAC0454
          
          
            2024-11-01
          
          4
          5074.44
          5390.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB8783
          
          
            2043-03-01
          
          3.5
          10988.06
          11752.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CLAB8806
          
          
            2043-03-01
          
          2.5
          15804.37
          16015.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB9352
          
          
            2043-05-01
          
          3
          6302.64
          6641.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB9959
          
          
            2043-07-01
          
          4
          187.95
          205.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS6497
          
          
            2046-01-01
          
          4.5
          1151.47
          1277.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT0189
          
          
            2043-03-01
          
          3.5
          174.61
          186.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT4000
          
          
            2043-05-01
          
          3
          14072.79
          14829.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT0181
          
          
            2043-03-01
          
          3
          196.97
          204.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT0292
          
          
            2043-03-01
          
          3
          13830.87
          14574.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAT0536
          
          
            2043-10-01
          
          4
          13502.82
          14557.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT0750
          
          
            2043-03-01
          
          3
          9220.48
          9716.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT2887
          
          
            2043-04-01
          
          3.5
          5474.43
          5826.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT2937
          
          
            2043-05-01
          
          3
          3580.15
          3725.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889691
          
          
            2038-07-01
          
          6
          11405.66
          13121.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI889717
          
          
            2021-12-01
          
          5.5
          12937.86
          13971.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889729
          
          
            2038-07-01
          
          5.5
          2980.09
          3365.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL922276
          
          
            2036-12-01
          
          6
          8461.69
          9782.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL922278
          
          
            2036-12-01
          
          6
          12875.10
          14902.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI922326
          
          
            2022-02-01
          
          5.5
          4201.84
          4570.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI922382
          
          
            2022-01-01
          
          5
          51.62
          54.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP924027
          
          
            2037-05-01
          
          5.5
          11435.87
          12337.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL923400
          
          
            2037-06-01
          
          6.5
          1915.13
          2212.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI923091
          
          
            2022-03-01
          
          4.5
          3816.23
          3945.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL923129
          
          
            2034-08-01
          
          5.5
          2497.95
          2814.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL923199
          
          
            2037-05-01
          
          5.5
          3983.41
          4488.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP923743
          
          
            2037-04-01
          
          6
          5654.88
          6175.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CA923799
          
          
            2020-08-01
          
          4.5
          7089.91
          7157.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL962344
          
          
            2038-03-01
          
          5.5
          1984.13
          2240.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI962325
          
          
            2023-03-01
          
          5.5
          16.48
          17.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL962553
          
          
            2038-04-01
          
          5.5
          2065.97
          2336.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL963010
          
          
            2038-05-01
          
          5.5
          80.24
          90.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI964343
          
          
            2023-07-01
          
          5.5
          13518.28
          14840.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL963081
          
          
            2038-05-01
          
          5
          71.21
          79.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI964470
          
          
            2023-08-01
          
          5
          577.51
          623.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI963706
          
          
            2023-06-01
          
          5
          3288.84
          3535.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI963783
          
          
            2023-06-01
          
          5
          86.22
          92.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL963954
          
          
            2038-05-01
          
          5.5
          1307.63
          1478.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL964210
          
          
            2038-07-01
          
          5
          126.41
          140.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA2022
          
          
            2039-01-01
          
          5
          12122.01
          13496.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAA2395
          
          
            2024-03-01
          
          6
          6231.34
          6675.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA2473
          
          
            2039-05-01
          
          5
          1959.84
          2183.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAA2766
          
          
            2039-08-01
          
          5.5
          432.67
          490.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAA4537
          
          
            2024-04-01
          
          4.5
          13.73
          14.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL733868
          
          
            2032-12-01
          
          6
          3673.78
          4267.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI625531
          
          
            2017-01-01
          
          5.5
          546.71
          552.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL625536
          
          
            2032-01-01
          
          6
          178.86
          205.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL625542
          
          
            2032-01-01
          
          6.5
          17.64
          20.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ5457
          
          
            2041-11-01
          
          4
          7462.70
          8117.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAJ5905
          
          
            2041-11-01
          
          4.5
          88.13
          96.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ5890
          
          
            2041-11-01
          
          4
          83.46
          89.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAJ6943
          
          
            2026-11-01
          
          3.5
          122.48
          130.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAK0865
          
          
            2026-02-01
          
          3.5
          306.52
          325.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ7688
          
          
            2041-12-01
          
          4
          993.88
          1072.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAJ7696
          
          
            2041-12-01
          
          4.5
          238.87
          262.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ7715
          
          
            2026-12-01
          
          3
          4256.72
          4499.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAJ7716
          
          
            2026-12-01
          
          3
          11964.53
          12616.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAJ8414
          
          
            2042-02-01
          
          4
          9140.87
          9850.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAJ9024
          
          
            2026-12-01
          
          4
          4819.91
          5058.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR1333
          
          
            2043-01-01
          
          3.5
          5433.97
          5743.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR1815
          
          
            2043-01-01
          
          3
          9123.54
          9483.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR2263
          
          
            2043-02-01
          
          3.5
          1153.64
          1219.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR2878
          
          
            2043-01-01
          
          3
          8616.64
          9081.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CLAR6109
          
          
            2043-02-01
          
          2.5
          7668.41
          7770.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR3156
          
          
            2043-02-01
          
          3
          3025.63
          3179.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR3353
          
          
            2043-02-01
          
          3.5
          176.11
          186.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR4497
          
          
            2043-04-01
          
          3
          398.58
          414.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAR4154
          
          
            2028-02-01
          
          2.5
          11826.37
          12287.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAR4177
          
          
            2028-02-01
          
          3
          313.86
          332.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR5858
          
          
            2043-02-01
          
          3
          196.23
          204.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY1825
          
          
            2044-10-01
          
          4
          8023.39
          8624.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2766
          
          
            2045-01-01
          
          3.5
          841.81
          889.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2820
          
          
            2045-08-01
          
          3.5
          4641.60
          4908.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY2828
          
          
            2045-09-01
          
          4
          4224.20
          4543.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI635939
          
          
            2017-03-01
          
          7
          998.81
          1010.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL636092
          
          
            2032-04-01
          
          6.5
          8.63
          9.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL636144
          
          
            2032-04-01
          
          8
          1786.08
          1863.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL4082
          
          
            2027-10-01
          
          3.5
          1282.07
          1362.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL4141
          
          
            2043-09-01
          
          6
          4679.67
          5373.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL4290
          
          
            2043-10-01
          
          4.5
          756.66
          828.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL5369
          
          
            2044-05-01
          
          4.5
          512.14
          560.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAL5395
          
          
            2027-01-01
          
          4.5
          13601.98
          14061.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CTAL4590
          
          
            2030-04-01
          
          5.5
          3568.75
          4019.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL4829
          
          
            2041-05-01
          
          6
          2912.10
          3341.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNAL4854
          
          
            2023-07-01
          
          3
          7583.30
          7976.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL356883
          
          
            2026-09-01
          
          8
          1255.75
          1268.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL357230
          
          
            2032-06-01
          
          6
          8.75
          10.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI357413
          
          
            2018-07-01
          
          5
          39.44
          40.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL452875
          
          
            2028-12-01
          
          6
          137.80
          158.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL453250
          
          
            2028-11-01
          
          6
          400.04
          461.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL455151
          
          
            2028-12-01
          
          6
          3986.04
          4575.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL455592
          
          
            2028-12-01
          
          6
          570.61
          654.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL479502
          
          
            2029-04-01
          
          6.5
          34.88
          40.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL456078
          
          
            2028-12-01
          
          6
          11506.59
          13339.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 GM458140
          
          
            2016-11-15
          
          7
          13.34
          13.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.950 GN458045
          
          
            2020-09-15
          
          7.95
          791.90
          849.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL459919
          
          
            2029-02-01
          
          6
          34.92
          40.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL459143
          
          
            2029-01-01
          
          6.5
          78.18
          90.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL479434
          
          
            2029-01-01
          
          6.5
          22.13
          25.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL536285
          
          
            2030-08-01
          
          8.5
          1154.40
          1278.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL536330
          
          
            2030-04-01
          
          8
          128.53
          150.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL536555
          
          
            2030-04-01
          
          8.5
          2358.77
          2417.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL536808
          
          
            2030-01-01
          
          8
          2941.64
          2971.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL541807
          
          
            2030-06-01
          
          7.75
          10491.18
          10754.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL537650
          
          
            2030-04-01
          
          7.75
          9159.16
          9344.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL538528
          
          
            2030-06-01
          
          7.5
          4237.03
          4546.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL538652
          
          
            2030-05-01
          
          8.5
          749.05
          810.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL539396
          
          
            2030-06-01
          
          8.5
          2107.99
          2131.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL540755
          
          
            2030-05-01
          
          8
          516.61
          555.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL540756
          
          
            2030-05-01
          
          8
          397.65
          409.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL562196
          
          
            2030-12-01
          
          6
          23.32
          26.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL562300
          
          
            2031-01-01
          
          7.5
          146.53
          167.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL562338
          
          
            2031-01-01
          
          8.5
          483.77
          511.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL562712
          
          
            2031-02-01
          
          7.5
          11628.39
          13413.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL564114
          
          
            2031-01-01
          
          7.5
          2051.48
          2124.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q10933 G
          
          
            2042-09-01
          
          3.5
          711564.64
          766856.38
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q16157 G
          
          
            2043-03-01
          
          3.5
          1218332.96
          1288141.55
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC Q20094 G
          
          
            2043-07-01
          
          3
          639047.78
          664181.32
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC U64866 G
          
          
            2046-04-01
          
          4
          1099134.33
          1202622.47
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC V80167 G
          
          
            2043-07-01
          
          3
          793021.00
          833089.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC V80986 G
          
          
            2044-02-01
          
          4
          599643.44
          650908.89
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC V81296 G
          
          
            2044-07-01
          
          4
          862429.42
          926932.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC K91487 G
          
          
            2034-01-01
          
          4
          833319.45
          909307.54
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q26599 G
          
          
            2044-06-01
          
          4.5
          768061.74
          840622.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC U64852 G
          
          
            2046-03-01
          
          4
          826539.10
          904291.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL282883
          
          
            2024-05-01
          
          7
          7.54
          7.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL284279
          
          
            2024-05-01
          
          7
          12.83
          13.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL297077
          
          
            2025-01-01
          
          9.5
          74.97
          78.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL313175
          
          
            2025-11-01
          
          9.5
          6177.94
          7316.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL416823
          
          
            2028-02-01
          
          7
          1674.06
          1860.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO417001
          
          
            2026-06-01
          
          8.5
          29.63
          30.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL417062
          
          
            2028-03-01
          
          6
          146.76
          168.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL423025
          
          
            2028-04-01
          
          6.5
          814.85
          941.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL417069
          
          
            2028-03-01
          
          6
          411.60
          472.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL417916
          
          
            2028-03-01
          
          6.5
          1650.58
          1906.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL418124
          
          
            2028-04-01
          
          6
          515.01
          592.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO420242
          
          
            2026-01-01
          
          8.5
          27.77
          28.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 GL420557
          
          
            2026-03-01
          
          6.5
          2775.09
          2906.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT420784
          
          
            2018-06-01
          
          6.5
          42.40
          48.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO421018
          
          
            2026-10-01
          
          9
          98.50
          100.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL503708
          
          
            2029-06-01
          
          7
          27.04
          30.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO506410
          
          
            2029-03-01
          
          8.5
          127.24
          129.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL506509
          
          
            2029-07-01
          
          7.5
          2293.61
          2389.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL509457
          
          
            2029-10-01
          
          7.5
          3532.76
          3633.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL514291
          
          
            2029-09-01
          
          6.5
          6.65
          7.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT509728
          
          
            2019-04-01
          
          6.5
          71.48
          82.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL511094
          
          
            2029-08-01
          
          7
          67.09
          67.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL511402
          
          
            2029-10-01
          
          7.5
          176.06
          186.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL511793
          
          
            2031-01-01
          
          7
          175.36
          188.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL512235
          
          
            2025-01-01
          
          8.5
          62.34
          67.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL514770
          
          
            2029-12-01
          
          7
          10.38
          10.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545945
          
          
            2032-09-01
          
          7.5
          72.36
          90.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545967
          
          
            2017-10-01
          
          5.5
          35.72
          36.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545968
          
          
            2017-10-01
          
          5.5
          145.39
          148.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI545982
          
          
            2017-10-01
          
          6
          58.53
          59.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL547385
          
          
            2030-07-01
          
          8
          1018.68
          1107.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL546201
          
          
            2030-09-01
          
          7.5
          257.54
          259.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL546549
          
          
            2030-07-01
          
          8
          140.41
          152.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL546716
          
          
            2030-07-01
          
          8
          728.55
          756.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI941524
          
          
            2022-06-01
          
          5.5
          3862.79
          4084.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI941632
          
          
            2022-06-01
          
          5
          2158.69
          2327.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI941802
          
          
            2022-09-01
          
          5.5
          208.97
          212.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI943427
          
          
            2022-07-01
          
          5.5
          4681.84
          4988.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL942197
          
          
            2037-07-01
          
          5.5
          1724.63
          1951.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL942323
          
          
            2037-08-01
          
          6.5
          1677.78
          1938.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI942477
          
          
            2022-08-01
          
          6
          227.68
          252.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC0200
          
          
            2024-09-01
          
          4.5
          15072.56
          16316.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC0392
          
          
            2039-07-01
          
          5
          25.52
          28.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAE3614
          
          
            2040-09-01
          
          5
          14123.00
          15889.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE4367
          
          
            2040-10-01
          
          4.5
          4746.07
          5220.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE4592
          
          
            2040-09-01
          
          4
          13456.12
          14800.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAE5002
          
          
            2040-11-01
          
          5
          13577.71
          15128.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE6390
          
          
            2041-02-01
          
          4
          257.89
          280.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAE5487
          
          
            2025-10-01
          
          3.5
          285.29
          303.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE5634
          
          
            2041-06-01
          
          4.5
          1939.19
          2123.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAE5983
          
          
            2025-10-01
          
          4.5
          1848.17
          1904.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAE6118
          
          
            2040-10-01
          
          3.5
          2892.45
          3060.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE7136
          
          
            2040-10-01
          
          4
          224.08
          243.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAE6337
          
          
            2040-11-01
          
          5
          14070.22
          15865.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535471
          
          
            2022-01-01
          
          8
          816.39
          827.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535597
          
          
            2030-10-01
          
          8
          7.41
          8.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535481
          
          
            2030-09-01
          
          8
          770.54
          925.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535488
          
          
            2030-09-01
          
          8.5
          1522.93
          1882.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL535506
          
          
            2030-08-01
          
          6.5
          1869.79
          2160.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535533
          
          
            2030-10-01
          
          8
          234.43
          285.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL535538
          
          
            2030-08-01
          
          9.5
          1.12
          1.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL535576
          
          
            2030-05-01
          
          6.5
          21.19
          24.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI555233
          
          
            2017-10-01
          
          7
          0.25
          0.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CY555207
          
          
            2017-11-01
          
          7
          16.32
          16.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL555211
          
          
            2032-08-01
          
          7
          369.71
          436.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555214
          
          
            2018-01-01
          
          5.5
          745.40
          764.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555456
          
          
            2018-04-01
          
          5.5
          188.70
          194.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555218
          
          
            2018-01-01
          
          5.5
          434.17
          446.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555226
          
          
            2018-02-01
          
          5.5
          1502.18
          1544.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CT556229
          
          
            2019-12-01
          
          7.5
          3967.95
          4028.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555429
          
          
            2033-03-01
          
          6
          3370.34
          3922.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI555418
          
          
            2018-01-01
          
          6.5
          170.93
          175.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555436
          
          
            2033-05-01
          
          6
          155.53
          181.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL600959
          
          
            2031-08-01
          
          6.5
          407.37
          470.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI601168
          
          
            2016-09-01
          
          7
          143.62
          144.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL602126
          
          
            2031-09-01
          
          6
          33.06
          38.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI602381
          
          
            2016-08-01
          
          6.5
          27.73
          27.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI602160
          
          
            2016-09-01
          
          6
          0.94
          0.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL602172
          
          
            2031-09-01
          
          6.5
          11.40
          13.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI602187
          
          
            2016-10-01
          
          6
          0.50
          0.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI601806
          
          
            2016-08-01
          
          6.5
          57.72
          58.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL601853
          
          
            2019-07-01
          
          6.5
          3292.93
          3804.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735291
          
          
            2020-03-01
          
          4.5
          5790.48
          6039.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL761731
          
          
            2034-01-01
          
          6
          1444.26
          1674.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 K0762526
          
          
            2033-07-01
          
          7
          128.93
          145.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI763309
          
          
            2019-04-01
          
          5
          1657.82
          1709.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL763393
          
          
            2034-02-01
          
          5.5
          5751.47
          6479.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL765242
          
          
            2022-08-01
          
          9
          1966.35
          2003.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL763751
          
          
            2034-01-01
          
          5
          50.28
          56.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL763798
          
          
            2034-03-01
          
          5.5
          1677.97
          1935.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL765081
          
          
            2034-01-01
          
          6
          0.12
          0.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI764800
          
          
            2019-04-01
          
          4.5
          10721.42
          11038.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI765258
          
          
            2019-03-01
          
          4.5
          633.94
          653.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI765232
          
          
            2019-02-01
          
          4.5
          3122.03
          3217.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL819296
          
          
            2035-09-01
          
          5.5
          134.94
          153.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL819357
          
          
            2035-03-01
          
          4.5
          51.45
          56.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL820242
          
          
            2035-07-01
          
          5
          1226.94
          1366.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI820496
          
          
            2020-06-01
          
          5.5
          249.96
          263.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI821259
          
          
            2020-05-01
          
          5.5
          649.56
          687.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT820650
          
          
            2025-04-01
          
          5
          995.73
          1108.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL821718
          
          
            2035-06-01
          
          5.5
          48.20
          54.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI821776
          
          
            2020-06-01
          
          5.5
          371.78
          390.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI821778
          
          
            2020-06-01
          
          5.5
          1856.84
          1978.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL821138
          
          
            2035-05-01
          
          6
          5374.61
          6165.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI821167
          
          
            2020-05-01
          
          5.5
          458.59
          487.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL852562
          
          
            2036-01-01
          
          5.5
          3695.74
          4186.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL852909
          
          
            2036-04-01
          
          6.5
          2034.27
          2379.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI852931
          
          
            2021-04-01
          
          4.5
          2046.55
          2133.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL863002
          
          
            2035-11-01
          
          6
          121.91
          139.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL866049
          
          
            2036-03-01
          
          5.5
          3696.38
          4265.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI863016
          
          
            2020-11-01
          
          5.5
          1147.53
          1241.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL864457
          
          
            2035-12-01
          
          4.5
          3188.52
          3489.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAQ8330
          
          
            2042-12-01
          
          3
          5200.10
          5479.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR1150
          
          
            2043-01-01
          
          3
          190.42
          198.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX8652
          
          
            2045-03-01
          
          3.5
          2097.77
          2217.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX9170
          
          
            2045-01-01
          
          4
          14584.75
          15676.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAX9230
          
          
            2035-01-01
          
          4
          4594.62
          4987.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX9988
          
          
            2045-01-01
          
          4.5
          13723.86
          15041.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAY2685
          
          
            2045-01-01
          
          4.5
          4450.71
          4894.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY0018
          
          
            2030-01-01
          
          3.5
          7248.83
          7704.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY0422
          
          
            2045-01-01
          
          3.5
          2639.64
          2810.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY1670
          
          
            2045-02-01
          
          3.5
          2279.68
          2409.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAL4898
          
          
            2027-01-01
          
          4.5
          1221.14
          1315.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAL4952
          
          
            2025-09-01
          
          5
          86.66
          90.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL4953
          
          
            2027-11-01
          
          3
          3227.48
          3394.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT5177
          
          
            2043-05-01
          
          3
          5424.36
          5638.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAT5233
          
          
            2028-05-01
          
          3
          4699.11
          4954.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT5675
          
          
            2043-06-01
          
          3.5
          3186.25
          3411.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT5895
          
          
            2043-06-01
          
          3
          12626.84
          13140.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT6971
          
          
            2043-05-01
          
          3
          183.06
          190.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAT7216
          
          
            2028-06-01
          
          2.5
          1842.52
          1914.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAT7277
          
          
            2043-09-01
          
          4
          7875.24
          8461.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT7450
          
          
            2043-05-01
          
          3
          5942.87
          6262.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAT8407
          
          
            2043-06-01
          
          3
          11622.08
          12246.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAT9892
          
          
            2043-07-01
          
          3.5
          1875.12
          1985.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1628
          
          
            2043-07-01
          
          3
          1216.48
          1265.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL650526
          
          
            2032-06-01
          
          7.5
          1000.38
          1038.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL650527
          
          
            2032-06-01
          
          7.5
          2439.44
          2819.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL650634
          
          
            2032-07-01
          
          6.5
          17.68
          20.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI651232
          
          
            2017-07-01
          
          6.5
          960.43
          979.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI653120
          
          
            2017-07-01
          
          6.5
          1914.15
          1951.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL651361
          
          
            2032-07-01
          
          7
          4.29
          4.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE928784
          
          
            2037-10-01
          
          5.5
          1483.77
          1546.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL928205
          
          
            2037-04-01
          
          6
          669.16
          776.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL928830
          
          
            2037-10-01
          
          6
          5939.28
          6856.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CN928874
          
          
            2017-12-01
          
          6
          3119.83
          3215.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT928013
          
          
            2026-12-01
          
          6
          4270.84
          4898.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI928040
          
          
            2022-01-01
          
          5.5
          60.23
          65.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL928093
          
          
            2037-01-01
          
          6.5
          198.05
          228.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL928085
          
          
            2037-02-01
          
          6.5
          1723.04
          1995.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI965380
          
          
            2023-10-01
          
          5
          933.41
          978.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL964687
          
          
            2038-08-01
          
          5.5
          1492.90
          1699.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI964852
          
          
            2023-08-01
          
          5.5
          9870.21
          10790.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL964905
          
          
            2038-08-01
          
          6
          8867.68
          10171.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL966578
          
          
            2038-02-01
          
          6
          693.60
          795.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL964930
          
          
            2038-08-01
          
          5.5
          14.05
          15.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI965712
          
          
            2023-01-01
          
          5.5
          19.31
          21.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL967071
          
          
            2037-12-01
          
          6
          1419.98
          1631.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL966347
          
          
            2037-12-01
          
          6
          518.77
          601.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL966546
          
          
            2037-10-01
          
          6.5
          638.22
          758.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL966584
          
          
            2038-01-01
          
          6
          12026.09
          13794.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA4622
          
          
            2024-05-01
          
          4
          15010.44
          16080.50
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC U64883 G
          
          
            2046-05-01
          
          3.5
          1306243.06
          1385532.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL070251
          
          
            2017-02-01
          
          9
          15.04
          15.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL070270
          
          
            2016-11-01
          
          10
          22.11
          22.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL070546
          
          
            2020-04-01
          
          10
          246.69
          252.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL070591
          
          
            2020-07-01
          
          9.5
          361.24
          392.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL107585
          
          
            2020-11-01
          
          10
          1128.90
          1143.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 11.000 CL070617
          
          
            2020-08-01
          
          11
          7.23
          7.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL070692
          
          
            2020-12-01
          
          9.5
          585.70
          598.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL070779
          
          
            2021-03-01
          
          8
          124.83
          126.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 11.000 CL070834
          
          
            2020-08-01
          
          11
          288.06
          295.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL070941
          
          
            2021-09-01
          
          8
          353.59
          359.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 GL104507
          
          
            2020-06-01
          
          7.5
          7745.97
          7906.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL900661
          
          
            2036-09-01
          
          6.5
          1861.09
          2151.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900745
          
          
            2036-09-01
          
          6
          4711.52
          5404.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL901166
          
          
            2036-09-01
          
          6
          4855.23
          5569.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL901698
          
          
            2036-10-01
          
          6
          2110.46
          2423.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL902786
          
          
            2036-11-01
          
          6
          12208.86
          14056.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI938195
          
          
            2022-07-01
          
          5.5
          88.75
          96.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL938504
          
          
            2037-05-01
          
          5.5
          171.89
          193.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI938570
          
          
            2021-07-01
          
          6.5
          438.70
          466.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI938721
          
          
            2022-05-01
          
          5.5
          886.33
          955.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE940799
          
          
            2037-07-01
          
          5.5
          7224.71
          7755.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL938758
          
          
            2037-05-01
          
          6.5
          398.67
          483.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL938775
          
          
            2037-06-01
          
          5.5
          74.18
          83.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI939455
          
          
            2022-06-01
          
          6.5
          5859.21
          6285.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL939477
          
          
            2037-06-01
          
          5
          793.94
          883.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI939571
          
          
            2022-07-01
          
          5
          5329.22
          5747.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL940468
          
          
            2037-06-01
          
          5.5
          151.88
          171.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI986216
          
          
            2023-07-01
          
          4.5
          13309.10
          14005.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI986220
          
          
            2023-07-01
          
          6
          9031.76
          9800.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI987419
          
          
            2023-07-01
          
          5
          13766.59
          14204.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI987431
          
          
            2023-07-01
          
          5.5
          7055.07
          7363.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI986991
          
          
            2023-07-01
          
          5
          5220.46
          5569.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI987453
          
          
            2023-08-01
          
          5.5
          10126.49
          10898.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL986657
          
          
            2038-07-01
          
          5.5
          386.55
          435.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL986652
          
          
            2038-07-01
          
          5
          0.02
          0.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL986761
          
          
            2038-07-01
          
          5.5
          1673.29
          1889.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL986946
          
          
            2038-09-01
          
          6
          108.51
          125.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL986971
          
          
            2038-07-01
          
          5
          727.45
          809.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC0560
          
          
            2024-10-01
          
          4.5
          12908.97
          13873.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL942696
          
          
            2037-08-01
          
          6
          9061.12
          10440.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL942941
          
          
            2037-08-01
          
          6.5
          6693.42
          7732.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL943412
          
          
            2037-07-01
          
          5.5
          1042.88
          1177.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL987000
          
          
            2038-07-01
          
          5
          5257.12
          5853.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL987019
          
          
            2038-08-01
          
          6
          3937.26
          4516.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL987032
          
          
            2038-08-01
          
          5.5
          69.64
          79.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL987087
          
          
            2038-08-01
          
          6
          1434.17
          1645.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL988647
          
          
            2038-08-01
          
          6
          9748.65
          11184.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL988395
          
          
            2038-09-01
          
          6
          9564.26
          10970.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL988399
          
          
            2038-09-01
          
          6
          6386.95
          7326.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI987790
          
          
            2023-09-01
          
          6.5
          750.26
          806.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL987792
          
          
            2038-08-01
          
          6
          405.46
          465.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL988029
          
          
            2038-08-01
          
          5
          603.56
          672.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL988608
          
          
            2038-08-01
          
          6.5
          3315.99
          3830.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC6109
          
          
            2024-11-01
          
          4.5
          3657.62
          3959.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC6600
          
          
            2024-11-01
          
          4.5
          4373.39
          4672.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC6992
          
          
            2039-12-01
          
          5
          62.79
          70.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC7275
          
          
            2024-11-01
          
          4.5
          3941.85
          4266.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAC8649
          
          
            2025-01-01
          
          4
          9727.55
          10414.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC7276
          
          
            2024-11-01
          
          4.5
          2343.12
          2491.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAC7614
          
          
            2039-11-01
          
          5.5
          11577.65
          13049.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC7642
          
          
            2024-11-01
          
          4.5
          4876.24
          5280.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC7876
          
          
            2025-02-01
          
          4.5
          8371.59
          9062.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL337161
          
          
            2026-02-01
          
          6.5
          52.19
          60.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL338410
          
          
            2026-05-01
          
          6
          54.89
          62.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL338881
          
          
            2026-04-01
          
          7
          20.82
          21.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL339457
          
          
            2026-03-01
          
          6
          328.29
          376.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL339698
          
          
            2026-05-01
          
          6
          80.16
          91.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL340356
          
          
            2026-03-01
          
          6.5
          22.96
          26.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL340476
          
          
            2026-04-01
          
          7
          6.40
          6.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL446580
          
          
            2028-10-01
          
          6.5
          35.10
          40.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL446992
          
          
            2028-10-01
          
          6
          1910.49
          2191.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL447140
          
          
            2029-11-01
          
          7.5
          1155.74
          1179.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CT447113
          
          
            2019-10-01
          
          8
          4039.44
          4080.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL449037
          
          
            2028-12-01
          
          6
          102.69
          117.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL447538
          
          
            2028-10-01
          
          6.5
          1260.63
          1456.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL447845
          
          
            2028-12-01
          
          6
          41.61
          48.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL447849
          
          
            2028-12-01
          
          5.5
          4.60
          5.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT448048
          
          
            2018-10-01
          
          6.5
          21.51
          24.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL449149
          
          
            2028-12-01
          
          6
          6645.10
          7622.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL448624
          
          
            2028-11-01
          
          6.5
          389.95
          450.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL602289
          
          
            2031-08-01
          
          8.5
          29.57
          30.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI602370
          
          
            2016-08-01
          
          5.5
          0.54
          0.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL562065
          
          
            2030-12-01
          
          8
          778.60
          913.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL561192
          
          
            2030-11-01
          
          7.75
          7653.32
          7756.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL561480
          
          
            2030-12-01
          
          8.5
          5723.21
          6103.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL562520
          
          
            2031-02-01
          
          8.5
          3363.28
          3424.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL562569
          
          
            2031-02-01
          
          7
          3498.06
          4002.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL561775
          
          
            2031-01-01
          
          8
          90.77
          97.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL561891
          
          
            2030-12-01
          
          8
          1605.16
          1920.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI610998
          
          
            2016-11-01
          
          6
          8.35
          8.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI610999
          
          
            2016-11-01
          
          6.5
          9.29
          9.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI611034
          
          
            2017-04-01
          
          6
          3181.40
          3233.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI613863
          
          
            2016-11-01
          
          5.5
          27.20
          27.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL611998
          
          
            2031-10-01
          
          7
          1089.17
          1245.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL611862
          
          
            2028-02-01
          
          6
          982.85
          1138.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI612291
          
          
            2016-10-01
          
          6.5
          349.28
          351.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI612310
          
          
            2016-09-01
          
          6
          329.75
          331.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI612659
          
          
            2016-10-01
          
          5.5
          195.17
          196.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI612733
          
          
            2016-11-01
          
          6
          82.93
          83.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI612782
          
          
            2017-01-01
          
          5.5
          74.12
          74.83
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC G15099 G
          
          
            2028-09-01
          
          2.5
          1012877.38
          1051192.39
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC G14433 G
          
          
            2027-05-01
          
          2.5
          1162526.98
          1205638.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL573366
          
          
            2031-04-01
          
          7.5
          1212.13
          1399.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL572761
          
          
            2031-03-01
          
          5.5
          312.87
          352.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL572855
          
          
            2031-04-01
          
          7.5
          455.82
          474.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL572958
          
          
            2031-05-01
          
          6
          664.15
          761.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL576319
          
          
            2031-04-01
          
          8
          4709.21
          4916.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL573038
          
          
            2031-04-01
          
          8
          610.69
          616.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 K0573733
          
          
            2031-01-01
          
          8.5
          1304.93
          1334.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL573955
          
          
            2031-03-01
          
          7
          1253.69
          1302.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL575220
          
          
            2031-04-01
          
          6
          20.14
          23.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL575407
          
          
            2031-03-01
          
          6
          8.16
          9.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL575564
          
          
            2031-04-01
          
          6
          65.40
          75.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.000 FGPC A97187 G
          
          
            2041-03-01
          
          5
          639184.02
          708137.13
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC E09030 G
          
          
            2028-04-01
          
          2.5
          661333.18
          685717.78
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J34416 G
          
          
            2031-05-01
          
          3
          849183.90
          900127.01
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J34417 G
          
          
            2031-05-01
          
          3
          1001272.40
          1060203.96
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J34037 G
          
          
            2031-04-01
          
          3
          782593.79
          828049.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J34527 G
          
          
            2031-06-01
          
          3
          666102.03
          704715.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC T65353 G
          
          
            2046-02-01
          
          3.5
          632832.32
          657740.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY1728
          
          
            2030-03-01
          
          3.5
          814.95
          869.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAY1210
          
          
            2045-01-01
          
          4.5
          1030.59
          1132.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY1306
          
          
            2045-03-01
          
          3.5
          1976.80
          2089.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663807
          
          
            2017-10-01
          
          5.5
          21.69
          22.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663827
          
          
            2018-01-01
          
          5.5
          43.89
          44.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL663903
          
          
            2032-09-01
          
          5.5
          90.28
          101.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI664005
          
          
            2017-09-01
          
          5.5
          269.05
          274.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI667866
          
          
            2018-04-01
          
          5.5
          4730.71
          4854.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI664076
          
          
            2017-12-01
          
          6
          286.90
          288.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI665347
          
          
            2017-09-01
          
          7
          168.02
          169.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL665953
          
          
            2032-11-01
          
          5.5
          2137.33
          2424.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL666536
          
          
            2032-11-01
          
          5.5
          11.17
          12.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL666713
          
          
            2032-11-01
          
          6
          299.11
          343.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI666842
          
          
            2017-11-01
          
          6.5
          1018.86
          1026.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL695571
          
          
            2033-03-01
          
          5.5
          596.10
          678.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI696569
          
          
            2018-04-01
          
          5.5
          2570.47
          2636.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.250 CI695831
          
          
            2018-03-01
          
          5.25
          3685.79
          3805.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI695838
          
          
            2018-04-01
          
          5.5
          2507.78
          2594.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL697221
          
          
            2033-07-01
          
          5.5
          1447.13
          1630.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI695870
          
          
            2018-04-01
          
          5
          9848.31
          10151.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI648539
          
          
            2017-06-01
          
          6
          916.04
          932.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL648597
          
          
            2032-06-01
          
          8
          30.04
          31.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 KI648860
          
          
            2017-05-01
          
          6.5
          1535.48
          1563.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI649770
          
          
            2017-06-01
          
          6
          758.97
          772.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI650461
          
          
            2017-10-01
          
          6.5
          866.65
          877.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL649874
          
          
            2032-08-01
          
          6.5
          167.31
          193.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI649259
          
          
            2017-08-01
          
          5.5
          367.41
          374.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL649352
          
          
            2032-02-01
          
          8
          93.58
          95.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI650683
          
          
            2017-06-01
          
          6
          427.60
          432.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI650697
          
          
            2017-07-01
          
          5.5
          921.73
          937.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL650719
          
          
            2032-07-01
          
          6.5
          965.26
          1159.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL725314
          
          
            2034-04-01
          
          5
          1307.13
          1464.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI726399
          
          
            2018-07-01
          
          5
          27.85
          28.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725528
          
          
            2019-04-01
          
          5.5
          46.86
          48.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI725504
          
          
            2019-01-01
          
          5
          13793.20
          14336.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725603
          
          
            2019-07-01
          
          5.5
          35.47
          37.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725507
          
          
            2018-12-01
          
          4.5
          2433.11
          2511.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI725510
          
          
            2017-07-01
          
          6.5
          1.80
          1.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725513
          
          
            2018-12-01
          
          6
          2.11
          2.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI725516
          
          
            2019-05-01
          
          5
          7598.90
          7899.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA5216
          
          
            2018-10-01
          
          4
          572.65
          595.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CLAA5527
          
          
            2039-04-01
          
          7
          1425.39
          1474.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA6018
          
          
            2024-05-01
          
          4
          10072.01
          10773.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA7360
          
          
            2034-01-01
          
          4.5
          1985.53
          2181.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAA6058
          
          
            2039-05-01
          
          5.5
          1638.54
          1845.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA6843
          
          
            2039-05-01
          
          5
          29.15
          32.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAA6827
          
          
            2024-04-01
          
          5.5
          12815.10
          13804.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAA6923
          
          
            2024-07-01
          
          4.5
          1365.94
          1426.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAA8000
          
          
            2024-05-01
          
          5.5
          8688.66
          9300.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA7242
          
          
            2018-12-01
          
          4
          4661.07
          4850.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD1386
          
          
            2025-08-01
          
          4
          16286.92
          17015.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL766576
          
          
            2034-03-01
          
          5.5
          99.81
          112.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI766061
          
          
            2019-02-01
          
          6
          1536.97
          1605.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL766038
          
          
            2034-02-01
          
          5
          892.48
          993.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI766098
          
          
            2019-02-01
          
          5
          9529.66
          9832.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI766275
          
          
            2019-03-01
          
          4.5
          11365.58
          11715.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL766541
          
          
            2034-03-01
          
          5
          3068.29
          3479.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL766517
          
          
            2034-03-01
          
          5.5
          4416.97
          4976.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI821266
          
          
            2020-05-01
          
          5.5
          1859.27
          1952.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI821317
          
          
            2020-05-01
          
          4.5
          15546.52
          16100.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL821352
          
          
            2035-05-01
          
          5.5
          85.08
          95.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI821666
          
          
            2020-06-01
          
          6
          12530.08
          13205.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL825376
          
          
            2035-07-01
          
          6
          279.67
          320.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL822083
          
          
            2035-07-01
          
          5
          13833.68
          15446.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL822472
          
          
            2035-05-01
          
          5.5
          812.10
          924.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL823021
          
          
            2035-05-01
          
          4.5
          108.42
          119.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL823075
          
          
            2035-04-01
          
          6
          5232.55
          6019.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL824421
          
          
            2035-05-01
          
          5
          2054.73
          2296.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL823647
          
          
            2036-02-01
          
          6
          2876.39
          3299.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL866087
          
          
            2036-03-01
          
          5.5
          5157.25
          5837.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL867423
          
          
            2036-05-01
          
          5.5
          61.93
          70.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL867426
          
          
            2036-05-01
          
          6.5
          5189.03
          6016.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE867448
          
          
            2036-06-01
          
          5.5
          5112.91
          5520.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL871231
          
          
            2036-04-01
          
          5.5
          330.40
          372.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL869090
          
          
            2036-05-01
          
          6
          520.80
          599.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI869204
          
          
            2021-05-01
          
          4.5
          986.68
          1016.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI869245
          
          
            2021-03-01
          
          4.5
          9676.55
          10021.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI870342
          
          
            2021-03-01
          
          4.5
          385.82
          397.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL869820
          
          
            2036-04-01
          
          5.5
          963.08
          1084.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI870114
          
          
            2018-01-01
          
          5.5
          8440.36
          8558.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC0756
          
          
            2024-09-01
          
          4.5
          3060.67
          3304.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAC1317
          
          
            2034-09-01
          
          4.5
          4939.89
          5430.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050314
          
          
            2020-06-01
          
          10
          2.81
          3.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050328
          
          
            2020-08-01
          
          10
          369.76
          407.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050336
          
          
            2020-07-01
          
          9
          0.67
          0.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050064
          
          
            2018-03-01
          
          9
          5.62
          5.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050349
          
          
            2020-09-01
          
          10
          215.56
          236.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050357
          
          
            2020-10-01
          
          10
          231.21
          256.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050371
          
          
            2020-11-01
          
          10
          191.29
          213.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050379
          
          
            2020-12-01
          
          10
          344.55
          348.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050000
          
          
            2017-05-01
          
          8
          185.87
          188.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050016
          
          
            2017-10-01
          
          10
          0.49
          0.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050030
          
          
            2018-01-01
          
          10
          9.61
          9.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL562754
          
          
            2031-01-01
          
          7
          175.06
          215.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL563074
          
          
            2030-11-01
          
          8
          584.14
          590.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL564318
          
          
            2030-11-01
          
          9
          163.03
          198.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL563509
          
          
            2030-12-01
          
          8
          322.24
          334.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL563562
          
          
            2030-12-01
          
          6.5
          22.80
          26.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL563869
          
          
            2031-01-01
          
          8
          170.42
          186.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL613340
          
          
            2031-11-01
          
          7
          1776.77
          1873.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI613539
          
          
            2016-11-01
          
          5.5
          600.80
          605.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614771
          
          
            2017-02-01
          
          5.5
          934.94
          946.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614076
          
          
            2016-11-01
          
          5.5
          2526.47
          2545.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614125
          
          
            2016-12-01
          
          5.5
          39.12
          39.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614224
          
          
            2016-12-01
          
          5.5
          168.01
          169.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI614235
          
          
            2016-12-01
          
          6
          5.02
          5.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL614899
          
          
            2031-12-01
          
          6
          18.80
          21.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614932
          
          
            2016-12-01
          
          5.5
          32.57
          32.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI614942
          
          
            2016-12-01
          
          5.5
          7.97
          8.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL615006
          
          
            2031-11-01
          
          7.5
          576.91
          661.47
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G08713 G
          
          
            2046-06-01
          
          4.5
          87920.75
          97054.93
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G18605 G
          
          
            2031-06-01
          
          3
          926077.00
          974080.82
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C91845 G
          
          
            2035-08-01
          
          4
          653101.38
          707802.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251825
          
          
            2018-07-01
          
          6.5
          280.20
          323.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT251911
          
          
            2018-08-01
          
          6
          4260.55
          4887.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251961
          
          
            2018-09-01
          
          6.5
          1948.07
          2250.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL251967
          
          
            2028-09-01
          
          6.5
          3190.13
          3738.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252104
          
          
            2018-11-01
          
          6.5
          4509.41
          5209.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT251960
          
          
            2018-09-01
          
          6
          826.12
          947.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL252874
          
          
            2029-10-01
          
          7.5
          1678.26
          1999.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL252875
          
          
            2029-10-01
          
          8
          609.32
          719.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535440
          
          
            2030-08-01
          
          8.5
          2731.04
          3555.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO535441
          
          
            2030-03-01
          
          8
          1212.85
          1366.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL536385
          
          
            2030-05-01
          
          8.5
          2940.52
          3115.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535661
          
          
            2031-01-01
          
          7.5
          5192.76
          5946.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT535834
          
          
            2020-02-01
          
          6.5
          670.51
          774.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535726
          
          
            2031-01-01
          
          8.5
          49.61
          58.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535698
          
          
            2030-06-01
          
          6
          74.23
          85.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL535704
          
          
            2030-12-01
          
          5.5
          711.54
          804.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL535708
          
          
            2031-01-01
          
          6.5
          8.88
          10.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535714
          
          
            2031-01-01
          
          7.5
          461.03
          517.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535751
          
          
            2030-12-01
          
          7.5
          82.91
          98.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL557160
          
          
            2030-12-01
          
          8.5
          151.99
          160.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL557184
          
          
            2030-11-01
          
          8
          2865.39
          3081.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL284356
          
          
            2024-05-01
          
          8
          540.26
          600.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GL287818
          
          
            2020-10-01
          
          9.5
          114.98
          117.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL289311
          
          
            2024-07-01
          
          8
          69.46
          70.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL291678
          
          
            2024-12-01
          
          9
          4738.07
          4962.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL292219
          
          
            2024-08-01
          
          8.5
          1065.13
          1113.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL295479
          
          
            2024-10-01
          
          8
          117.89
          119.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL358469
          
          
            2026-09-01
          
          8
          987.99
          1034.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL359549
          
          
            2026-10-01
          
          7
          1950.90
          2181.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 RE361404
          
          
            2026-10-01
          
          7.5
          14.49
          15.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL370115
          
          
            2026-02-01
          
          7
          801.26
          808.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL364385
          
          
            2026-11-01
          
          8.5
          1177.55
          1199.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL364700
          
          
            2022-07-01
          
          7
          15.63
          15.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL366857
          
          
            2027-02-01
          
          7
          53.25
          54.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.250 CL367649
          
          
            2022-04-01
          
          8.25
          113.40
          114.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL368032
          
          
            2026-11-01
          
          7
          2837.93
          3238.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL369128
          
          
            2027-05-01
          
          8.5
          2270.77
          2295.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL369756
          
          
            2027-01-01
          
          8
          1467.08
          1663.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL482428
          
          
            2029-02-01
          
          6
          39.78
          45.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL482447
          
          
            2029-03-01
          
          6.5
          147.04
          169.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481671
          
          
            2029-04-01
          
          6
          23.12
          26.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL481702
          
          
            2029-01-01
          
          5.5
          2641.41
          2975.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL484966
          
          
            2029-06-01
          
          7
          1429.10
          1616.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL481913
          
          
            2029-01-01
          
          6.5
          4777.43
          5519.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL483946
          
          
            2029-04-01
          
          6.5
          4326.46
          4998.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL485070
          
          
            2029-03-01
          
          6.5
          610.20
          704.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL484398
          
          
            2029-03-01
          
          6.5
          56.40
          65.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO484637
          
          
            2025-05-01
          
          9
          30.37
          30.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL484787
          
          
            2029-03-01
          
          6
          1333.01
          1529.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC T65357 G
          
          
            2046-03-01
          
          3
          628188.43
          643779.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI625047
          
          
            2017-01-01
          
          5.5
          52.20
          52.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL625027
          
          
            2032-01-01
          
          7
          5168.90
          5892.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL625094
          
          
            2032-01-01
          
          7.5
          1069.29
          1093.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL625146
          
          
            2032-02-01
          
          6
          132.81
          153.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI625797
          
          
            2017-01-01
          
          6
          13.29
          13.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL625128
          
          
            2032-01-01
          
          6.5
          8.09
          9.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL625183
          
          
            2032-01-01
          
          5.5
          13.64
          15.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL625186
          
          
            2032-01-01
          
          7
          1042.15
          1077.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL625244
          
          
            2031-12-01
          
          6
          7818.27
          8969.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL625427
          
          
            2032-02-01
          
          7
          833.57
          900.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL626455
          
          
            2032-01-01
          
          5.5
          4285.54
          4829.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAK1061
          
          
            2041-12-01
          
          5
          12926.45
          14402.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAK4032
          
          
            2042-02-01
          
          3.5
          4096.45
          4344.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK4949
          
          
            2042-03-01
          
          4
          101.67
          109.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAK5542
          
          
            2042-03-01
          
          4
          195.32
          210.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL0070
          
          
            2039-07-01
          
          5
          2923.95
          3255.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAK5545
          
          
            2027-03-01
          
          3.5
          1925.18
          2074.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAK5689
          
          
            2042-03-01
          
          3.5
          1036.70
          1099.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL0791
          
          
            2041-02-01
          
          4
          1365.95
          1493.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL0822
          
          
            2041-10-01
          
          4.5
          5093.64
          5663.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL0054
          
          
            2041-02-01
          
          4.5
          12739.35
          14007.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL0069
          
          
            2040-11-01
          
          5
          2170.13
          2418.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR6313
          
          
            2043-04-01
          
          3
          6058.82
          6384.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR9861
          
          
            2043-04-01
          
          3.5
          4192.49
          4462.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR9081
          
          
            2043-03-01
          
          3.5
          2084.81
          2228.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050310
          
          
            2020-05-01
          
          10
          18.64
          20.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL047485
          
          
            2017-06-01
          
          8
          2.82
          2.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050275
          
          
            2020-02-01
          
          9
          0.93
          1.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050277
          
          
            2020-02-01
          
          10
          40.16
          40.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050292
          
          
            2020-04-01
          
          9.5
          0.76
          0.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050303
          
          
            2020-04-01
          
          10
          267.52
          294.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050304
          
          
            2020-05-01
          
          9
          0.39
          0.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G08573 G
          
          
            2044-02-01
          
          4
          1050923.49
          1128589.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08711 G
          
          
            2046-06-01
          
          3.5
          1131444.50
          1197367.49
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G08595 G
          
          
            2044-07-01
          
          4
          668979.22
          717883.09
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08632 G
          
          
            2045-03-01
          
          3.5
          873055.90
          922391.81
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G08628 G
          
          
            2045-02-01
          
          4
          1326140.20
          1424485.72
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 02.500 FGPC G08652 G
          
          
            2045-06-01
          
          2.5
          1048113.01
          1059237.57
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G08672 G
          
          
            2045-10-01
          
          4
          1200407.39
          1291060.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAA2770
          
          
            2039-09-01
          
          5.5
          198.96
          225.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA3423
          
          
            2024-03-01
          
          4
          1198.96
          1279.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA4434
          
          
            2039-03-01
          
          5
          48.51
          54.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA4463
          
          
            2039-04-01
          
          4.5
          43.80
          47.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAA3759
          
          
            2039-03-01
          
          4
          2039.42
          2191.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA4536
          
          
            2024-04-01
          
          4
          11607.99
          12426.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0440
          
          
            2039-10-01
          
          6
          4619.86
          5376.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0460
          
          
            2036-07-01
          
          6.5
          4778.90
          5694.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0637
          
          
            2036-03-01
          
          6
          85.76
          99.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD0646
          
          
            2021-03-01
          
          4.5
          2758.61
          2880.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD1158
          
          
            2025-05-01
          
          4
          14951.86
          16016.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0678
          
          
            2038-09-01
          
          6.5
          3433.66
          4127.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CTAD0760
          
          
            2027-03-01
          
          6
          6137.34
          7039.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD0926
          
          
            2040-04-01
          
          5.5
          480.48
          544.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CTAD0912
          
          
            2029-04-01
          
          5.5
          5098.11
          5743.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD0941
          
          
            2040-04-01
          
          5.5
          1474.70
          1715.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD1070
          
          
            2025-03-01
          
          4.5
          354.51
          379.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI865401
          
          
            2021-02-01
          
          5.5
          376.34
          403.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL865433
          
          
            2036-02-01
          
          5.5
          1231.08
          1393.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL865972
          
          
            2036-03-01
          
          5.5
          50.46
          56.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI866003
          
          
            2021-03-01
          
          5.5
          14215.36
          15335.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL890607
          
          
            2043-08-01
          
          5
          2254.07
          2509.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CN890660
          
          
            2018-03-01
          
          5.5
          12643.63
          12776.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CI890710
          
          
            2031-02-01
          
          3
          1193.36
          1254.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL890731
          
          
            2045-04-01
          
          4.5
          1205.29
          1321.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE893347
          
          
            2036-09-01
          
          5.5
          9442.10
          9919.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI891201
          
          
            2021-06-01
          
          5.5
          3229.50
          3400.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI891851
          
          
            2021-06-01
          
          5.5
          14.21
          15.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL892841
          
          
            2036-08-01
          
          6
          475.25
          545.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL893030
          
          
            2036-10-01
          
          6.5
          1655.42
          1912.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL893093
          
          
            2036-10-01
          
          6
          2038.04
          2337.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE893305
          
          
            2036-08-01
          
          5.5
          6871.58
          7374.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL928938
          
          
            2037-12-01
          
          7
          1095.38
          1237.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL928953
          
          
            2037-12-01
          
          7.5
          3213.52
          3559.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT929054
          
          
            2028-01-01
          
          6
          4085.42
          4686.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CN929255
          
          
            2018-04-01
          
          4
          308.75
          321.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930055
          
          
            2038-10-01
          
          6
          387.71
          448.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI929398
          
          
            2023-05-01
          
          4.5
          785.42
          847.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL930612
          
          
            2039-02-01
          
          4.5
          113.32
          124.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL930684
          
          
            2039-03-01
          
          5
          2971.74
          3379.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI893404
          
          
            2021-09-01
          
          5.5
          405.23
          434.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY8195
          
          
            2030-04-01
          
          3.5
          4747.59
          5045.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2953
          
          
            2045-05-01
          
          3.5
          661.44
          699.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY2980
          
          
            2045-06-01
          
          3.5
          2868.68
          3033.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAY5377
          
          
            2045-04-01
          
          4.5
          14731.97
          16185.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAY5403
          
          
            2030-03-01
          
          3
          2438.79
          2562.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY6016
          
          
            2045-09-01
          
          3.5
          13856.32
          14831.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY7558
          
          
            2045-05-01
          
          3.5
          4365.91
          4613.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI652120
          
          
            2017-06-01
          
          5.5
          502.70
          510.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL652398
          
          
            2032-05-01
          
          6.5
          66.56
          76.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 K1653384
          
          
            2017-09-01
          
          5.5
          2731.96
          2749.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL652869
          
          
            2032-10-01
          
          7
          1182.92
          1367.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL653098
          
          
            2032-07-01
          
          5.5
          270.25
          304.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL725613
          
          
            2034-06-01
          
          5.5
          979.10
          1114.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725690
          
          
            2034-08-01
          
          6
          819.36
          951.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725678
          
          
            2019-02-01
          
          6
          8751.92
          8941.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725720
          
          
            2019-07-01
          
          5.5
          4969.04
          5219.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI725869
          
          
            2017-12-01
          
          6.5
          10164.97
          10398.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725704
          
          
            2034-08-01
          
          6
          1335.77
          1553.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL725705
          
          
            2034-08-01
          
          5
          1051.06
          1176.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725711
          
          
            2019-07-01
          
          5.5
          1938.61
          2020.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725755
          
          
            2019-08-01
          
          5.5
          7444.69
          7855.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725762
          
          
            2034-08-01
          
          6
          10566.23
          12312.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725792
          
          
            2019-08-01
          
          4.5
          559.38
          577.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL747570
          
          
            2033-11-01
          
          6
          343.78
          398.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL747687
          
          
            2033-11-01
          
          6
          5316.26
          6098.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI747835
          
          
            2018-11-01
          
          6
          844.24
          859.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI747842
          
          
            2018-12-01
          
          4.5
          6304.31
          6493.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI617251
          
          
            2016-12-01
          
          6
          5.48
          5.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD1613
          
          
            2025-02-01
          
          4.5
          13352.30
          14416.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD2675
          
          
            2025-03-01
          
          4.5
          7951.56
          8342.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD2364
          
          
            2025-03-01
          
          4.5
          14962.07
          16161.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAD4038
          
          
            2040-04-01
          
          4.5
          10903.54
          12092.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD2507
          
          
            2025-04-01
          
          4
          6363.24
          6812.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD2934
          
          
            2040-03-01
          
          5
          834.22
          929.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD3054
          
          
            2025-04-01
          
          4
          6796.93
          7285.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAD3808
          
          
            2040-04-01
          
          4.5
          9784.44
          10752.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD3970
          
          
            2025-06-01
          
          4
          13374.98
          14042.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAD4027
          
          
            2025-04-01
          
          5
          8711.82
          8989.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL616402
          
          
            2031-12-01
          
          5.5
          2275.71
          2564.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252923
          
          
            2029-11-01
          
          6.5
          2175.94
          2513.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CT252974
          
          
            2019-10-01
          
          8
          2104.20
          2125.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO253000
          
          
            2029-11-01
          
          8
          1220.97
          1242.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL254636
          
          
            2032-12-01
          
          5
          101.83
          114.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254623
          
          
            2017-12-01
          
          6
          143.84
          147.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254637
          
          
            2033-02-01
          
          5.5
          4648.78
          5289.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254638
          
          
            2032-12-01
          
          6
          4880.24
          5659.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254832
          
          
            2023-08-01
          
          5.5
          702.78
          791.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT255575
          
          
            2025-01-01
          
          5.5
          6978.95
          7863.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255585
          
          
            2020-01-01
          
          4.5
          319.46
          332.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT255627
          
          
            2025-02-01
          
          5
          4250.01
          4732.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255665
          
          
            2020-04-01
          
          4.5
          1021.18
          1051.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT255668
          
          
            2025-03-01
          
          5.5
          8674.04
          9772.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT255679
          
          
            2025-02-01
          
          6
          514.76
          590.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL303970
          
          
            2024-09-01
          
          6
          79.83
          92.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL303999
          
          
            2024-12-01
          
          8
          11070.48
          12439.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.875 GL305636
          
          
            2025-01-01
          
          6.875
          6317.39
          6411.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL305811
          
          
            2024-07-01
          
          6
          2571.37
          2949.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 ZL310013
          
          
            2037-03-01
          
          6
          256.50
          294.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL305845
          
          
            2025-05-01
          
          8
          234.84
          237.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL306402
          
          
            2025-05-01
          
          9
          132.28
          133.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL306453
          
          
            2025-03-01
          
          9
          485.92
          491.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAC2569
          
          
            2039-09-01
          
          5.5
          1434.41
          1619.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAC5834
          
          
            2025-05-01
          
          4
          13408.76
          14375.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAC2783
          
          
            2024-09-01
          
          4
          9153.59
          9802.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAC2955
          
          
            2039-09-01
          
          5.5
          2636.35
          2971.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC3708
          
          
            2024-11-01
          
          4.5
          12286.04
          13264.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC4914
          
          
            2024-12-01
          
          4.5
          3570.42
          3850.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC5255
          
          
            2025-01-01
          
          4.5
          4467.84
          4789.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAC5465
          
          
            2039-11-01
          
          5
          131.07
          147.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE7535
          
          
            2040-10-01
          
          4
          1943.30
          2095.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE7685
          
          
            2040-10-01
          
          4
          9438.79
          10174.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE7731
          
          
            2040-11-01
          
          4.5
          856.12
          941.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE8407
          
          
            2040-11-01
          
          4
          6927.01
          7470.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE8713
          
          
            2040-10-01
          
          6
          1216.23
          1395.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE8748
          
          
            2040-12-01
          
          4
          1268.12
          1390.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE8864
          
          
            2040-11-01
          
          4.5
          4921.43
          5387.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAE9012
          
          
            2018-01-01
          
          4.5
          25.09
          25.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAE9065
          
          
            2040-11-01
          
          4
          8172.36
          8845.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL233943
          
          
            2021-10-01
          
          9
          1113.43
          1136.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL543092
          
          
            2030-06-01
          
          8.5
          1395.92
          1411.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL543133
          
          
            2030-06-01
          
          7.75
          8446.52
          8597.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL543450
          
          
            2030-07-01
          
          8
          1363.00
          1570.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL547021
          
          
            2030-07-01
          
          8
          304.94
          322.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL547025
          
          
            2030-07-01
          
          8
          1170.70
          1218.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL547030
          
          
            2030-07-01
          
          8
          232.22
          240.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL583208
          
          
            2031-05-01
          
          6.5
          1.50
          1.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL582598
          
          
            2031-06-01
          
          6.5
          13.92
          16.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL582665
          
          
            2031-06-01
          
          7.5
          79.78
          80.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL589342
          
          
            2031-06-01
          
          7
          271.65
          282.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K2582799
          
          
            2031-04-01
          
          8
          4708.77
          5055.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL583884
          
          
            2031-07-01
          
          8
          1650.01
          1666.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL585248
          
          
            2031-06-01
          
          7
          985.06
          1120.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL585328
          
          
            2029-07-01
          
          7
          2293.39
          2507.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL589480
          
          
            2031-07-01
          
          8
          3441.54
          4053.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL589108
          
          
            2031-12-01
          
          6
          2087.32
          2425.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI589141
          
          
            2017-02-01
          
          5.5
          58.74
          59.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAY8207
          
          
            2030-04-01
          
          3
          9938.64
          10444.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAY8208
          
          
            2030-04-01
          
          3.5
          15746.97
          16735.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY8351
          
          
            2045-05-01
          
          4
          5540.10
          5954.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY8581
          
          
            2045-08-01
          
          3.5
          2128.97
          2276.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAZ0084
          
          
            2030-06-01
          
          3.5
          8039.17
          8550.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAY8690
          
          
            2045-05-01
          
          3
          490.64
          509.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY8728
          
          
            2045-07-01
          
          3.5
          5905.75
          6248.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY9330
          
          
            2045-05-01
          
          3.5
          1156.41
          1236.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAY9608
          
          
            2045-04-01
          
          3.5
          244.91
          258.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAY9901
          
          
            2045-07-01
          
          4
          3147.04
          3384.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ0812
          
          
            2045-07-01
          
          3.5
          13052.58
          13954.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI667867
          
          
            2018-04-01
          
          4.5
          13478.65
          13866.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI667334
          
          
            2017-11-01
          
          5.5
          92.08
          94.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI667504
          
          
            2018-01-01
          
          5.5
          5.29
          5.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL667603
          
          
            2032-10-01
          
          5.5
          2922.26
          3324.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI668814
          
          
            2017-11-01
          
          5
          13069.03
          13470.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI667768
          
          
            2018-01-01
          
          4.5
          12266.07
          12620.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAC8512
          
          
            2039-12-01
          
          4.5
          15583.31
          17089.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAC8594
          
          
            2025-01-01
          
          4.5
          1282.29
          1377.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI627421
          
          
            2017-03-01
          
          6.5
          647.04
          653.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI627459
          
          
            2017-02-01
          
          5.5
          772.54
          777.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI627556
          
          
            2017-02-01
          
          5.5
          597.69
          602.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI627680
          
          
            2017-02-01
          
          5.5
          5.68
          5.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G08681 G
          
          
            2045-12-01
          
          3.5
          169756.25
          179574.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC G08686 G
          
          
            2046-01-01
          
          3
          1269536.03
          1318176.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050442
          
          
            2021-06-01
          
          8.5
          13.73
          15.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050443
          
          
            2021-06-01
          
          9
          118.34
          130.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050451
          
          
            2021-07-01
          
          8.5
          0.71
          0.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050452
          
          
            2021-07-01
          
          9
          198.92
          221.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050466
          
          
            2021-08-01
          
          9
          80.21
          89.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050479
          
          
            2021-09-01
          
          9.5
          134.30
          150.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050515
          
          
            2021-10-01
          
          8
          4.78
          4.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050544
          
          
            2022-03-01
          
          8
          609.99
          697.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL050562
          
          
            2022-02-01
          
          7.5
          1487.08
          1607.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050571
          
          
            2022-03-01
          
          8.5
          66.83
          74.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050573
          
          
            2022-05-01
          
          8
          9.49
          10.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250086
          
          
            2024-07-01
          
          8
          628.27
          739.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250111
          
          
            2024-08-01
          
          8.5
          44.45
          50.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250112
          
          
            2024-09-01
          
          8.5
          289.23
          333.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250113
          
          
            2024-07-01
          
          9
          1259.96
          1445.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL251116
          
          
            2027-08-01
          
          8
          722.21
          851.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL250126
          
          
            2024-08-01
          
          7.5
          2207.27
          2459.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250127
          
          
            2024-09-01
          
          8
          251.80
          284.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250144
          
          
            2024-10-01
          
          8
          7339.21
          8411.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250145
          
          
            2024-10-01
          
          8.5
          68.75
          80.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250154
          
          
            2024-12-01
          
          8
          4827.06
          5446.73
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC Z40042 G
          
          
            2034-05-01
          
          5.5
          708879.35
          799959.40
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Z50018 G
          
          
            2026-07-01
          
          3.5
          1043739.32
          1109294.97
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q10187 G
          
          
            2042-08-01
          
          3.5
          925710.76
          985631.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL082150
          
          
            2019-10-01
          
          9
          1.53
          1.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL055133
          
          
            2017-07-01
          
          8
          17.41
          17.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL055166
          
          
            2017-10-01
          
          8
          1.87
          1.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 CL055192
          
          
            2017-09-01
          
          10.5
          41.26
          42.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL070986
          
          
            2021-11-01
          
          8
          36.83
          40.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL059437
          
          
            2018-02-01
          
          8.5
          694.43
          701.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.750 CL063082
          
          
            2018-06-01
          
          9.75
          476.37
          489.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL064805
          
          
            2017-07-01
          
          8
          3.72
          3.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL070106
          
          
            2018-01-01
          
          10
          5.46
          5.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL070134
          
          
            2018-12-01
          
          8
          22.09
          22.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL070022
          
          
            2018-09-01
          
          10
          327.80
          351.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL251613
          
          
            2028-04-01
          
          6.5
          16.25
          18.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL251706
          
          
            2028-02-01
          
          6.5
          539.12
          622.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT251709
          
          
            2018-03-01
          
          6
          247.46
          283.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251692
          
          
            2018-04-01
          
          6.5
          12.65
          14.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL929824
          
          
            2038-08-01
          
          5.5
          2701.49
          3046.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI929933
          
          
            2023-09-01
          
          5
          60.40
          64.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL929951
          
          
            2038-09-01
          
          5.5
          478.28
          538.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL970131
          
          
            2038-03-01
          
          5.5
          124.80
          142.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL970643
          
          
            2038-10-01
          
          6.5
          1236.58
          1428.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL971036
          
          
            2039-02-01
          
          4.5
          36.13
          39.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI971414
          
          
            2023-05-01
          
          5
          9079.16
          9583.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI695871
          
          
            2018-04-01
          
          4.5
          8262.60
          8510.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI695885
          
          
            2018-05-01
          
          4.5
          2249.66
          2315.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI695947
          
          
            2018-05-01
          
          5
          48.40
          50.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI696215
          
          
            2018-04-01
          
          5
          759.43
          782.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT696188
          
          
            2023-04-01
          
          5.5
          1330.48
          1498.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K1735264
          
          
            2017-08-01
          
          6.5
          16173.67
          16471.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI735238
          
          
            2019-12-01
          
          6.5
          5545.35
          5738.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL736257
          
          
            2030-02-01
          
          7.5
          4830.71
          4889.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735428
          
          
            2033-12-01
          
          5.5
          10092.48
          11483.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI735521
          
          
            2020-03-01
          
          5.5
          2334.96
          2453.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL735403
          
          
            2035-04-01
          
          5
          11898.76
          13304.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735404
          
          
            2020-04-01
          
          4.5
          8216.16
          8577.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI735420
          
          
            2018-11-01
          
          7
          0.94
          0.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI735439
          
          
            2019-09-01
          
          6
          941.01
          974.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI735492
          
          
            2017-11-01
          
          6
          1388.67
          1405.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735493
          
          
            2020-04-01
          
          4.5
          2108.15
          2177.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL770054
          
          
            2034-03-01
          
          5
          7816.31
          8725.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI770160
          
          
            2019-04-01
          
          5
          14562.17
          15045.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL770203
          
          
            2034-03-01
          
          7.5
          3875.65
          4551.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL771195
          
          
            2034-04-01
          
          6
          11179.33
          12955.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI772702
          
          
            2019-09-01
          
          5.5
          15.46
          15.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL771260
          
          
            2034-02-01
          
          6
          1713.28
          1986.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI773153
          
          
            2019-06-01
          
          4
          6809.35
          7087.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI773155
          
          
            2019-06-01
          
          4.5
          16462.37
          16972.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL772377
          
          
            2034-05-01
          
          4.5
          1680.99
          1847.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL772618
          
          
            2034-08-01
          
          5.5
          169.86
          191.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL772668
          
          
            2034-03-01
          
          5
          2096.93
          2346.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL826592
          
          
            2035-06-01
          
          6
          1419.15
          1627.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI826602
          
          
            2020-08-01
          
          5.5
          5170.10
          5475.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI826777
          
          
            2020-08-01
          
          5.5
          961.90
          1026.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL725584
          
          
            2034-07-01
          
          5
          480.12
          537.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725597
          
          
            2018-10-01
          
          6
          4089.01
          4183.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745740
          
          
            2036-07-01
          
          5
          567.80
          633.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL617444
          
          
            2032-01-01
          
          8
          300.74
          352.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL616636
          
          
            2032-02-01
          
          6.5
          425.64
          491.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL616637
          
          
            2032-02-01
          
          7
          3828.64
          4373.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL618239
          
          
            2031-12-01
          
          6
          13.90
          16.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL616638
          
          
            2032-02-01
          
          5.5
          2921.39
          3290.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI617109
          
          
            2016-12-01
          
          5.5
          245.10
          247.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL617223
          
          
            2031-12-01
          
          8
          69.42
          71.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL893427
          
          
            2036-09-01
          
          6
          1666.38
          1911.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL893449
          
          
            2036-09-01
          
          6.5
          4110.62
          4988.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL893533
          
          
            2036-09-01
          
          6.5
          463.12
          555.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL895203
          
          
            2036-08-01
          
          6.5
          70.92
          85.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL893524
          
          
            2036-09-01
          
          6.5
          859.59
          993.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL893923
          
          
            2036-10-01
          
          6
          122.56
          140.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL893926
          
          
            2036-10-01
          
          6
          547.92
          629.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL894049
          
          
            2036-10-01
          
          6.5
          1198.80
          1384.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL894101
          
          
            2036-10-01
          
          6
          2469.96
          2836.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL894203
          
          
            2036-10-01
          
          6
          836.21
          959.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930071
          
          
            2038-10-01
          
          6
          9140.42
          10484.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930177
          
          
            2038-11-01
          
          6
          1261.43
          1446.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930158
          
          
            2038-11-01
          
          6
          73.90
          84.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL930322
          
          
            2038-10-01
          
          6
          2203.10
          2527.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI931693
          
          
            2023-04-01
          
          5.5
          112.17
          121.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT930841
          
          
            2024-07-01
          
          5
          591.79
          658.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI930903
          
          
            2024-04-01
          
          4
          5263.50
          5629.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI930907
          
          
            2020-02-01
          
          4.5
          815.56
          840.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI931414
          
          
            2024-06-01
          
          5
          1283.22
          1382.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI932438
          
          
            2025-01-01
          
          4
          15493.60
          16612.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL932474
          
          
            2040-02-01
          
          4.5
          981.66
          1077.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL974386
          
          
            2038-04-01
          
          5.5
          14.36
          16.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT973642
          
          
            2028-02-01
          
          5
          4610.06
          5132.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL974156
          
          
            2038-02-01
          
          7
          909.90
          1029.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL974571
          
          
            2036-11-01
          
          5
          2810.70
          3137.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL976190
          
          
            2038-05-01
          
          7.5
          611.66
          625.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL974634
          
          
            2038-03-01
          
          5
          382.26
          425.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL974842
          
          
            2038-04-01
          
          7
          114.13
          124.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL974965
          
          
            2038-04-01
          
          5
          724.86
          807.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL975099
          
          
            2038-06-01
          
          5.5
          2271.72
          2566.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL975123
          
          
            2038-05-01
          
          5.5
          29.33
          33.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL751368
          
          
            2034-04-01
          
          5
          9878.68
          11204.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL748769
          
          
            2033-11-01
          
          7.5
          717.58
          727.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL254793
          
          
            2033-07-01
          
          5
          3035.08
          3398.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254794
          
          
            2033-06-01
          
          5.5
          804.75
          916.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253959
          
          
            2031-07-01
          
          8.5
          330.63
          363.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253945
          
          
            2021-08-01
          
          6.5
          9764.36
          11280.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254004
          
          
            2016-10-01
          
          6.5
          130.20
          131.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253947
          
          
            2031-07-01
          
          8
          518.62
          625.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL253950
          
          
            2031-08-01
          
          7
          2796.90
          3152.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL253951
          
          
            2031-08-01
          
          7.5
          451.70
          573.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO253955
          
          
            2030-12-01
          
          8.5
          3648.23
          4170.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT253999
          
          
            2021-09-01
          
          6
          537.02
          616.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254000
          
          
            2021-09-01
          
          6.5
          5915.69
          6834.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CN256720
          
          
            2017-03-01
          
          4.5
          3330.92
          3424.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL256749
          
          
            2037-06-01
          
          6
          2661.22
          3061.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT256752
          
          
            2027-06-01
          
          6
          11878.22
          13625.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP256776
          
          
            2037-06-01
          
          5.5
          2770.99
          3041.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP256890
          
          
            2037-09-01
          
          6
          735.45
          828.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CN256794
          
          
            2017-05-01
          
          6
          2581.44
          2631.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT256802
          
          
            2027-07-01
          
          5.5
          2864.76
          3227.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT256803
          
          
            2027-07-01
          
          6
          12745.91
          14620.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT256852
          
          
            2027-08-01
          
          6
          478.85
          549.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT256914
          
          
            2027-08-01
          
          5
          3323.25
          3700.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CN256889
          
          
            2017-09-01
          
          5.5
          10505.66
          10702.33
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC C91879 G
          
          
            2036-06-01
          
          3
          663108.50
          695603.91
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J18553 G
          
          
            2027-04-01
          
          3
          626216.27
          662422.01
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC J18767 G
          
          
            2027-04-01
          
          3
          672591.35
          709773.32
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC T61974 G
          
          
            2045-11-01
          
          3
          748388.01
          767239.66
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 06.500 FGPC H09229 G
          
          
            2038-12-01
          
          6.5
          1142008.98
          1357594.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050617
          
          
            2022-08-01
          
          8
          19.51
          21.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050636
          
          
            2022-12-01
          
          7
          8.69
          9.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050637
          
          
            2022-12-01
          
          8
          1199.03
          1400.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL050929
          
          
            2023-11-01
          
          6.5
          172.36
          199.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050686
          
          
            2023-01-01
          
          8
          315.64
          356.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050747
          
          
            2023-06-01
          
          7
          8.87
          10.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050726
          
          
            2023-05-01
          
          7
          2.26
          2.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL050741
          
          
            2023-04-01
          
          6.5
          7.76
          8.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL050784
          
          
            2023-06-01
          
          8
          1.19
          1.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050765
          
          
            2023-07-01
          
          7
          1116.14
          1263.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL050795
          
          
            2023-09-01
          
          7
          2.69
          3.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CT251134
          
          
            2017-07-01
          
          8
          2.19
          2.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL251141
          
          
            2027-07-01
          
          8.5
          609.34
          702.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI629107
          
          
            2017-04-01
          
          5.5
          6.23
          6.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL627702
          
          
            2032-02-01
          
          6.5
          6.04
          6.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI627780
          
          
            2017-02-01
          
          5.5
          36.02
          36.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL556519
          
          
            2030-10-01
          
          8
          137.19
          138.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL558000
          
          
            2030-10-01
          
          8.5
          3703.80
          3744.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL559532
          
          
            2030-12-01
          
          7.5
          33.44
          34.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL558053
          
          
            2030-11-01
          
          7.5
          1553.59
          1660.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL557245
          
          
            2030-08-01
          
          8
          100.64
          101.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL557288
          
          
            2030-09-01
          
          8
          76.07
          79.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL557963
          
          
            2030-10-01
          
          8
          822.85
          955.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL559355
          
          
            2030-10-01
          
          8
          28.12
          29.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL559508
          
          
            2030-11-01
          
          8.5
          1275.93
          1290.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI608759
          
          
            2016-11-01
          
          5.5
          637.76
          642.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI609540
          
          
            2016-10-01
          
          6
          0.17
          0.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI609602
          
          
            2016-11-01
          
          6
          163.92
          165.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL610756
          
          
            2031-11-01
          
          7.5
          60.74
          61.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL609661
          
          
            2031-11-01
          
          7.5
          1906.02
          2216.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI609680
          
          
            2016-09-01
          
          6.5
          200.35
          201.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI609699
          
          
            2017-02-01
          
          5.5
          746.86
          753.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL610058
          
          
            2031-11-01
          
          7
          156.12
          161.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL610457
          
          
            2031-07-01
          
          7.5
          658.71
          715.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI610569
          
          
            2016-12-01
          
          5
          10838.42
          11155.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL610749
          
          
            2031-10-01
          
          6.5
          215.39
          248.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL543559
          
          
            2030-06-01
          
          8
          1107.67
          1202.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545411
          
          
            2017-01-01
          
          5.5
          136.24
          137.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL543845
          
          
            2030-07-01
          
          8
          642.91
          766.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL544402
          
          
            2030-08-01
          
          8.5
          242.33
          243.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545382
          
          
            2028-11-01
          
          8
          1209.61
          1327.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545395
          
          
            2031-11-01
          
          8
          3282.03
          4257.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545400
          
          
            2017-01-01
          
          5.5
          21.40
          21.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL545407
          
          
            2032-01-01
          
          5.5
          1196.16
          1361.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI545766
          
          
            2017-07-01
          
          6
          4591.89
          4683.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CI545802
          
          
            2016-08-01
          
          8
          22.24
          22.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545807
          
          
            2017-08-01
          
          5.5
          4.88
          4.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545823
          
          
            2017-08-01
          
          5.5
          14.51
          14.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI545826
          
          
            2017-08-01
          
          6
          2257.04
          2305.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545827
          
          
            2017-08-01
          
          5.5
          3354.43
          3411.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL569091
          
          
            2031-03-01
          
          7
          1456.52
          1777.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI569246
          
          
            2016-09-01
          
          6
          149.93
          150.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI569244
          
          
            2016-10-01
          
          6.5
          39.10
          39.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL569485
          
          
            2031-01-01
          
          7.5
          806.88
          869.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT251818
          
          
            2018-06-01
          
          6
          908.36
          1041.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT251703
          
          
            2018-04-01
          
          7
          507.59
          524.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251729
          
          
            2018-05-01
          
          6.5
          5904.45
          6821.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL251754
          
          
            2028-04-01
          
          8
          296.83
          302.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT251763
          
          
            2018-05-01
          
          7
          146.20
          151.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT251786
          
          
            2018-05-01
          
          6
          466.74
          535.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251787
          
          
            2018-06-01
          
          6.5
          69.55
          80.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254511
          
          
            2017-11-01
          
          5.5
          1326.96
          1363.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254512
          
          
            2017-09-01
          
          6
          14.26
          14.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254513
          
          
            2022-10-01
          
          6
          210.97
          242.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254515
          
          
            2032-11-01
          
          6
          109.11
          126.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254632
          
          
            2018-02-01
          
          5.5
          3212.42
          3311.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254517
          
          
            2032-09-01
          
          7
          1017.18
          1265.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR9372
          
          
            2043-04-01
          
          3.5
          1442.32
          1529.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAS0123
          
          
            2028-08-01
          
          4
          3245.28
          3427.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAR9653
          
          
            2043-04-01
          
          3
          7452.62
          7855.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAR9902
          
          
            2043-04-01
          
          3.5
          2636.57
          2824.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS0784
          
          
            2043-10-01
          
          4
          6282.47
          6821.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS0830
          
          
            2043-10-01
          
          4.5
          1307.46
          1430.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAS0837
          
          
            2043-10-01
          
          5
          182.93
          203.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS0012
          
          
            2028-07-01
          
          3.5
          3153.47
          3353.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1338
          
          
            2045-06-01
          
          4
          7157.72
          7696.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ1417
          
          
            2045-05-01
          
          3.5
          490.78
          518.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAZ1478
          
          
            2045-08-01
          
          3
          1888.91
          1963.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ1483
          
          
            2030-09-01
          
          3
          1158.54
          1217.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAZ4789
          
          
            2045-10-01
          
          4.5
          6442.27
          7078.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ2588
          
          
            2045-07-01
          
          3.5
          15103.02
          16174.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ2649
          
          
            2045-09-01
          
          4
          11306.75
          12160.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ1870
          
          
            2045-06-01
          
          4
          3317.58
          3565.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ1938
          
          
            2045-03-01
          
          3.5
          488.61
          518.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ2159
          
          
            2045-07-01
          
          4
          7263.20
          7811.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ3494
          
          
            2045-07-01
          
          4
          12396.70
          13331.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI669286
          
          
            2017-10-01
          
          5.5
          238.65
          243.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI669450
          
          
            2017-11-01
          
          5.5
          121.66
          124.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL669713
          
          
            2032-11-01
          
          6
          1306.53
          1515.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI670370
          
          
            2017-09-01
          
          5.5
          418.46
          425.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL672433
          
          
            2032-09-01
          
          5.5
          2613.24
          2945.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL671001
          
          
            2033-01-01
          
          5.5
          6040.00
          6978.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI671051
          
          
            2018-01-01
          
          6.5
          911.74
          918.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI672348
          
          
            2017-12-01
          
          5.5
          763.41
          781.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745756
          
          
            2036-06-01
          
          5
          331.84
          370.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL745886
          
          
            2036-04-01
          
          5.5
          10227.53
          11645.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745932
          
          
            2036-11-01
          
          6.5
          3746.28
          4352.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL747529
          
          
            2033-10-01
          
          4.5
          2516.35
          2768.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745944
          
          
            2033-12-01
          
          5
          4114.60
          4609.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL745959
          
          
            2036-11-01
          
          5.5
          2589.63
          2925.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL747062
          
          
            2033-12-01
          
          6
          11030.31
          13114.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL746748
          
          
            2033-10-01
          
          4.5
          109.43
          120.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI746842
          
          
            2018-09-01
          
          4.5
          5764.74
          5934.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI747876
          
          
            2018-11-01
          
          4
          2145.24
          2232.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI797547
          
          
            2020-04-01
          
          5.5
          616.86
          636.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL797610
          
          
            2035-07-01
          
          6
          2765.20
          3171.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI797752
          
          
            2020-02-01
          
          4
          526.42
          548.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI797754
          
          
            2020-02-01
          
          4
          788.26
          820.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL800468
          
          
            2034-10-01
          
          6
          964.09
          1115.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL797797
          
          
            2035-04-01
          
          6
          13096.66
          15179.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI798081
          
          
            2020-02-01
          
          5.5
          284.72
          299.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI798096
          
          
            2020-03-01
          
          5.5
          745.82
          788.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL800078
          
          
            2034-10-01
          
          6
          3622.92
          4187.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL799989
          
          
            2034-11-01
          
          5
          73.31
          82.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI800971
          
          
            2019-11-01
          
          5
          40.48
          42.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI842732
          
          
            2020-10-01
          
          4.5
          7637.65
          7908.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844209
          
          
            2035-11-01
          
          5.5
          2950.51
          3339.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844232
          
          
            2035-11-01
          
          5.5
          53.75
          60.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI843505
          
          
            2020-10-01
          
          5.5
          455.72
          485.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844342
          
          
            2035-11-01
          
          5.5
          89.62
          101.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI843508
          
          
            2020-10-01
          
          4
          738.74
          769.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI639056
          
          
            2017-05-01
          
          6
          36.41
          36.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL639058
          
          
            2032-05-01
          
          6.5
          1250.25
          1444.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL639103
          
          
            2032-07-01
          
          7
          89.40
          96.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL639105
          
          
            2032-07-01
          
          6.5
          1658.20
          1915.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH0943
          
          
            2040-12-01
          
          4
          1146.84
          1254.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH0006
          
          
            2040-12-01
          
          4
          4535.77
          4890.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH0057
          
          
            2041-02-01
          
          4.5
          1470.48
          1631.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH0067
          
          
            2041-02-01
          
          4.5
          5328.96
          5943.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH0345
          
          
            2026-01-01
          
          4
          14857.89
          15937.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH0633
          
          
            2026-01-01
          
          3.5
          9138.31
          9767.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH0921
          
          
            2040-12-01
          
          4
          495.58
          534.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL7192
          
          
            2028-01-01
          
          3.5
          1116.01
          1186.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL6307
          
          
            2045-02-01
          
          4.5
          11456.06
          12538.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI749732
          
          
            2018-11-01
          
          6
          4491.05
          4648.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI749029
          
          
            2018-10-01
          
          4
          7712.93
          8025.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL749998
          
          
            2033-11-01
          
          6.5
          13348.48
          15421.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL750789
          
          
            2033-12-01
          
          5.5
          234.87
          267.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL751182
          
          
            2034-03-01
          
          5.5
          583.25
          676.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL800601
          
          
            2034-10-01
          
          5.5
          75.31
          84.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL804641
          
          
            2034-12-01
          
          6
          23.64
          27.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL803833
          
          
            2034-11-01
          
          6
          462.44
          530.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL803965
          
          
            2035-01-01
          
          5.5
          836.74
          947.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL807976
          
          
            2035-01-01
          
          5.5
          103.57
          117.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL805625
          
          
            2035-12-01
          
          5.5
          3833.16
          4336.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI805959
          
          
            2019-12-01
          
          5.5
          3938.58
          4137.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI806267
          
          
            2020-02-01
          
          4.5
          975.83
          1004.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL806675
          
          
            2034-12-01
          
          5.5
          1922.59
          2188.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI807201
          
          
            2020-01-01
          
          4.5
          626.41
          645.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL807671
          
          
            2034-12-01
          
          4.5
          990.94
          1084.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844703
          
          
            2035-12-01
          
          5.5
          13.23
          15.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL844797
          
          
            2035-10-01
          
          4.5
          4326.77
          4755.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE844947
          
          
            2036-03-01
          
          5.5
          10887.66
          12105.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844984
          
          
            2035-05-01
          
          5.5
          6214.79
          7080.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL847820
          
          
            2035-12-01
          
          5.5
          106.65
          120.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL845273
          
          
            2035-12-01
          
          6
          10240.18
          11746.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL845354
          
          
            2036-01-01
          
          5.5
          1071.86
          1207.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 RE845342
          
          
            2036-01-01
          
          5
          3376.39
          3717.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI845497
          
          
            2021-06-01
          
          6
          3934.72
          4137.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL845749
          
          
            2035-10-01
          
          6
          2543.46
          2924.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI846906
          
          
            2020-12-01
          
          5.5
          895.88
          956.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL889313
          
          
            2037-10-01
          
          6.5
          489.78
          601.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI617815
          
          
            2017-02-01
          
          5.5
          597.48
          604.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI618079
          
          
            2016-12-01
          
          6.5
          83.56
          84.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH1141
          
          
            2040-12-01
          
          4.5
          6032.00
          6644.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAH1442
          
          
            2041-01-01
          
          3.5
          2828.26
          3026.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH2986
          
          
            2041-02-01
          
          4
          12160.08
          13113.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH3234
          
          
            2026-02-01
          
          3.5
          3532.48
          3771.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH5583
          
          
            2041-02-01
          
          4.5
          6938.07
          7628.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH3431
          
          
            2026-01-01
          
          3.5
          8254.35
          8773.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH3613
          
          
            2026-01-01
          
          3.5
          2593.70
          2757.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH3622
          
          
            2026-01-01
          
          4
          77.74
          83.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH3623
          
          
            2026-01-01
          
          4
          10328.09
          11078.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH4288
          
          
            2041-01-01
          
          4.5
          6259.14
          6885.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250345
          
          
            2025-09-01
          
          7
          7155.00
          8336.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250370
          
          
            2025-07-01
          
          9
          790.34
          910.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250573
          
          
            2026-04-01
          
          8
          1450.14
          1649.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL250375
          
          
            2025-09-01
          
          6.5
          6105.37
          7053.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL250408
          
          
            2025-11-01
          
          6.5
          9.61
          11.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250409
          
          
            2025-11-01
          
          8
          288.29
          335.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL250451
          
          
            2025-12-01
          
          6.5
          5.17
          5.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL250508
          
          
            2026-01-01
          
          6
          371.87
          426.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL250588
          
          
            2026-06-01
          
          7.5
          682.53
          818.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254312
          
          
            2032-04-01
          
          7
          21.92
          26.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GL308315
          
          
            2021-09-01
          
          9.5
          2861.77
          2923.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL308418
          
          
            2025-06-01
          
          8
          211.58
          213.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL308499
          
          
            2025-05-01
          
          8.5
          5.46
          5.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL407947
          
          
            2027-12-01
          
          7.5
          3452.05
          3906.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL408203
          
          
            2027-12-01
          
          8
          135.81
          137.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT408241
          
          
            2018-02-01
          
          6
          123.15
          141.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL415971
          
          
            2028-11-01
          
          6
          665.04
          762.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL409335
          
          
            2028-11-01
          
          6
          1214.31
          1393.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL411385
          
          
            2028-03-01
          
          6
          1534.18
          1772.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL411402
          
          
            2028-05-01
          
          6
          218.94
          251.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT411459
          
          
            2018-03-01
          
          6.5
          62.41
          72.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT412557
          
          
            2018-01-01
          
          6.5
          88.99
          102.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL412682
          
          
            2028-03-01
          
          6
          152.46
          176.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL413874
          
          
            2027-11-01
          
          7
          458.87
          462.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL495792
          
          
            2030-05-01
          
          8.5
          2581.73
          2630.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL496788
          
          
            2029-06-01
          
          7
          2190.16
          2296.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL496023
          
          
            2029-04-01
          
          6
          23.40
          26.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL497116
          
          
            2029-08-01
          
          7
          4377.91
          4449.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO499424
          
          
            2027-06-01
          
          8
          176.44
          179.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL497147
          
          
            2029-05-01
          
          6
          59.89
          68.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL498610
          
          
            2029-05-01
          
          6
          331.11
          384.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL497964
          
          
            2029-07-01
          
          6.5
          4.86
          5.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL499094
          
          
            2030-03-01
          
          8.5
          618.74
          635.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO499420
          
          
            2025-11-01
          
          9
          5571.91
          6114.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO499421
          
          
            2025-11-01
          
          9.5
          2698.22
          2763.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI545565
          
          
            2017-01-01
          
          7
          967.31
          974.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545573
          
          
            2031-08-01
          
          7.5
          923.00
          993.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI545621
          
          
            2017-05-01
          
          6.5
          2423.28
          2469.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI545622
          
          
            2017-04-01
          
          7.5
          20.72
          20.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI545765
          
          
            2017-05-01
          
          6.5
          41.25
          41.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL545612
          
          
            2032-04-01
          
          8
          4468.23
          5674.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL573272
          
          
            2031-05-01
          
          8.5
          4147.67
          4659.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL569971
          
          
            2031-03-01
          
          7
          346.12
          388.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL569973
          
          
            2031-02-01
          
          8
          57.39
          57.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL569980
          
          
            2031-02-01
          
          8
          187.73
          203.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL571550
          
          
            2031-03-01
          
          8
          2348.54
          2372.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL572408
          
          
            2031-03-01
          
          8.5
          129.37
          130.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL572173
          
          
            2031-01-01
          
          7.5
          561.85
          595.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL668025
          
          
            2032-10-01
          
          5.5
          7713.70
          8706.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI668358
          
          
            2017-12-01
          
          5.5
          1346.49
          1379.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE668388
          
          
            2032-12-01
          
          5.5
          3061.50
          3303.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI668404
          
          
            2018-01-01
          
          5.5
          1640.85
          1678.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL668553
          
          
            2032-12-01
          
          5.5
          4108.46
          4627.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL697329
          
          
            2034-01-01
          
          5.5
          5454.18
          6278.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI699379
          
          
            2018-04-01
          
          4.5
          5831.48
          6001.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL699537
          
          
            2033-07-01
          
          5.5
          2362.67
          2688.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI699670
          
          
            2018-06-01
          
          4.5
          2318.38
          2386.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL702169
          
          
            2033-04-01
          
          6
          266.97
          309.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI702056
          
          
            2018-04-01
          
          4.5
          545.11
          560.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI702067
          
          
            2018-04-01
          
          5
          88.60
          91.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI701374
          
          
            2018-04-01
          
          5
          71.62
          73.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI701808
          
          
            2018-04-01
          
          5.5
          1094.21
          1105.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI701837
          
          
            2018-04-01
          
          5
          1142.73
          1178.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI702926
          
          
            2018-04-01
          
          5
          423.50
          436.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735500
          
          
            2035-05-01
          
          5.5
          6250.95
          7122.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735501
          
          
            2035-05-01
          
          6
          78.01
          90.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CI735569
          
          
            2016-10-01
          
          8
          5.87
          5.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT735573
          
          
            2020-05-01
          
          6
          5045.42
          5787.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI735727
          
          
            2020-01-01
          
          6
          310.87
          321.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI735575
          
          
            2018-12-01
          
          5.5
          4443.97
          4548.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI735577
          
          
            2017-04-01
          
          7.5
          15.41
          15.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL735578
          
          
            2035-06-01
          
          5
          1920.86
          2147.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735655
          
          
            2030-10-01
          
          6
          4827.46
          5537.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI735671
          
          
            2020-06-01
          
          5
          5039.51
          5243.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735715
          
          
            2035-05-01
          
          5.5
          2496.05
          2841.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI773400
          
          
            2019-05-01
          
          4.5
          2035.38
          2098.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CL773404
          
          
            2034-05-01
          
          4
          1353.43
          1454.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI773436
          
          
            2019-06-01
          
          4.5
          1576.91
          1624.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI773442
          
          
            2019-07-01
          
          5
          10269.01
          10636.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI627920
          
          
            2017-02-01
          
          6
          265.91
          269.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL628025
          
          
            2032-02-01
          
          6.5
          1121.62
          1295.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI673209
          
          
            2018-03-01
          
          5.5
          2387.72
          2445.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI673249
          
          
            2018-01-01
          
          5.5
          173.68
          177.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL672421
          
          
            2032-09-01
          
          8
          123.47
          147.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL206516
          
          
            2024-01-01
          
          7
          1240.81
          1251.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL211073
          
          
            2023-07-01
          
          8
          307.50
          318.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL212903
          
          
            2019-11-01
          
          9
          0.79
          0.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL214229
          
          
            2023-05-01
          
          7
          20.35
          21.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL218524
          
          
            2023-06-01
          
          6.5
          759.33
          877.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL221902
          
          
            2023-07-01
          
          7
          388.41
          391.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL224563
          
          
            2023-07-01
          
          7
          2002.61
          2030.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254693
          
          
            2033-03-01
          
          5.5
          6684.07
          7607.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254694
          
          
            2033-03-01
          
          6
          1415.55
          1644.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254696
          
          
            2018-03-01
          
          5.5
          657.33
          678.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254702
          
          
            2033-02-01
          
          7
          947.80
          1121.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254779
          
          
            2033-04-01
          
          7
          1688.88
          1939.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI254721
          
          
            2018-05-01
          
          5
          11266.35
          11638.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254726
          
          
            2033-05-01
          
          5.5
          1929.86
          2196.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254739
          
          
            2023-04-01
          
          6
          4007.25
          4596.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254742
          
          
            2018-03-01
          
          6.5
          2004.39
          2063.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL254766
          
          
            2033-06-01
          
          5
          23.69
          26.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254767
          
          
            2033-06-01
          
          5.5
          8242.69
          9372.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT256449
          
          
            2026-10-01
          
          6.5
          971.19
          1122.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CZ257393
          
          
            2048-08-01
          
          6.5
          65.42
          73.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL256635
          
          
            2037-02-01
          
          5
          10.83
          12.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL256636
          
          
            2037-03-01
          
          5.5
          1905.52
          2155.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT256708
          
          
            2027-03-01
          
          6.5
          0.49
          0.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT256639
          
          
            2027-02-01
          
          5
          2760.02
          3073.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT256675
          
          
            2027-04-01
          
          5
          14271.78
          15890.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI256678
          
          
            2022-04-01
          
          5
          3801.17
          4099.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CN256682
          
          
            2017-03-01
          
          5.5
          9888.96
          10027.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250155
          
          
            2024-12-01
          
          8.5
          681.42
          826.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254229
          
          
            2022-02-01
          
          6.5
          446.80
          516.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254232
          
          
            2022-03-01
          
          6.5
          2383.26
          2753.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI254233
          
          
            2017-03-01
          
          5
          6585.84
          6778.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254234
          
          
            2017-03-01
          
          5.5
          46.99
          47.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL254270
          
          
            2032-02-01
          
          8
          166.32
          189.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254235
          
          
            2017-03-01
          
          6
          875.18
          888.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254236
          
          
            2017-03-01
          
          6.5
          213.10
          216.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254259
          
          
            2017-04-01
          
          5.5
          5466.98
          5545.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254260
          
          
            2017-03-01
          
          6
          952.57
          968.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254261
          
          
            2017-04-01
          
          6.5
          9039.07
          9203.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL6311
          
          
            2044-11-01
          
          4.5
          1765.92
          1934.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL6386
          
          
            2041-09-01
          
          5.5
          1501.75
          1696.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL8001
          
          
            2031-02-01
          
          3.5
          234.45
          249.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL6442
          
          
            2039-10-01
          
          6
          1902.30
          2219.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL6512
          
          
            2041-03-01
          
          5
          13041.04
          14753.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL6715
          
          
            2045-02-01
          
          4
          5903.97
          6343.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL6745
          
          
            2044-08-01
          
          4
          6177.46
          6744.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL6819
          
          
            2044-12-01
          
          4.5
          901.05
          986.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL974327
          
          
            2033-01-01
          
          6.5
          2625.44
          3033.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL972573
          
          
            2038-03-01
          
          5
          3435.66
          3858.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL972594
          
          
            2038-04-01
          
          5
          12988.61
          14461.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL972295
          
          
            2038-02-01
          
          5.5
          728.05
          819.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL972606
          
          
            2038-04-01
          
          5.5
          27.53
          31.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI972942
          
          
            2023-02-01
          
          5
          10042.17
          10832.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL973277
          
          
            2038-04-01
          
          5
          45.55
          50.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAA9111
          
          
            2039-07-01
          
          5.5
          5465.65
          6200.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAA9592
          
          
            2039-01-01
          
          6
          12525.37
          14367.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAB0133
          
          
            2039-01-01
          
          5
          809.94
          903.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CTAB0181
          
          
            2025-02-01
          
          5
          8538.69
          9507.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAB1479
          
          
            2040-09-01
          
          5
          4875.17
          5444.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAB0349
          
          
            2020-05-01
          
          4.5
          1260.86
          1299.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAB0514
          
          
            2038-09-01
          
          6.5
          1097.44
          1345.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAB0530
          
          
            2038-12-01
          
          5
          8986.71
          10005.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB1766
          
          
            2025-11-01
          
          3.5
          184.64
          196.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CTAB1038
          
          
            2030-05-01
          
          5
          2715.49
          3024.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAB1248
          
          
            2040-07-01
          
          4.5
          159.99
          175.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD7133
          
          
            2040-07-01
          
          5
          11804.18
          13286.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD6374
          
          
            2040-05-01
          
          5
          12879.69
          14375.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD6378
          
          
            2040-05-01
          
          5.5
          2847.27
          3240.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD6437
          
          
            2040-06-01
          
          5
          5389.63
          6091.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD7712
          
          
            2039-02-01
          
          5
          2253.18
          2538.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD6438
          
          
            2040-06-01
          
          5
          1627.86
          1817.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD6510
          
          
            2040-05-01
          
          5
          5337.36
          6021.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD6583
          
          
            2025-05-01
          
          4
          2870.51
          2990.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD6967
          
          
            2025-06-01
          
          4.5
          7269.47
          7773.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD7551
          
          
            2025-06-01
          
          4
          4751.61
          5085.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD7696
          
          
            2040-06-01
          
          5
          13493.11
          15068.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL826966
          
          
            2035-06-01
          
          5.5
          13.63
          15.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI828408
          
          
            2020-07-01
          
          5.5
          604.36
          633.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL826971
          
          
            2035-06-01
          
          6
          1388.18
          1605.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH6172
          
          
            2026-01-01
          
          4
          4427.27
          4613.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL7206
          
          
            2045-08-01
          
          4
          4575.19
          4919.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL7306
          
          
            2042-09-01
          
          4.5
          1657.66
          1832.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL7389
          
          
            2029-03-01
          
          4
          818.14
          875.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL7437
          
          
            2030-10-01
          
          3
          12501.34
          13211.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL8419
          
          
            2046-05-01
          
          4.5
          716.44
          787.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL7531
          
          
            2028-09-01
          
          3
          14883.41
          15649.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAL7696
          
          
            2043-12-01
          
          3
          2814.00
          2928.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL7699
          
          
            2038-06-01
          
          4.5
          10534.94
          11613.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL7767
          
          
            2044-06-01
          
          4.5
          11985.31
          13163.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL7912
          
          
            2030-12-01
          
          3
          10628.04
          11232.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL8365
          
          
            2041-05-01
          
          6
          3118.17
          3584.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV2359
          
          
            2044-01-01
          
          4
          1119.18
          1215.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV3360
          
          
            2044-05-01
          
          4
          839.01
          901.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV4892
          
          
            2043-12-01
          
          4.5
          1743.93
          1911.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV6356
          
          
            2029-01-01
          
          3
          1494.91
          1572.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV9316
          
          
            2044-03-01
          
          4.5
          137.11
          150.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV6366
          
          
            2044-01-01
          
          4.5
          5483.72
          6001.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI976163
          
          
            2023-04-01
          
          5.5
          2715.40
          2831.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CNAB1481
          
          
            2020-09-01
          
          3.5
          10051.06
          10682.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB1496
          
          
            2025-09-01
          
          3.5
          1979.14
          2103.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB1845
          
          
            2040-11-01
          
          4
          6352.37
          6849.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB2078
          
          
            2041-01-01
          
          4
          2973.51
          3252.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB3131
          
          
            2026-06-01
          
          3.5
          5820.46
          6208.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAB2159
          
          
            2040-09-01
          
          5.5
          3034.44
          3420.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTAB2242
          
          
            2031-02-01
          
          4
          2458.38
          2668.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB2266
          
          
            2041-02-01
          
          4
          125.41
          137.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB2300
          
          
            2026-02-01
          
          3.5
          4430.06
          4709.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAB2518
          
          
            2026-03-01
          
          4
          5411.00
          5794.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB3504
          
          
            2041-09-01
          
          4
          389.57
          428.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD7906
          
          
            2040-07-01
          
          5
          83.94
          94.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD8281
          
          
            2040-07-01
          
          5.5
          5191.35
          5954.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD8329
          
          
            2040-07-01
          
          6
          3734.07
          4367.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD8536
          
          
            2040-08-01
          
          5
          228.53
          255.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAE0098
          
          
            2038-02-01
          
          5.5
          12486.06
          14199.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAD9136
          
          
            2040-08-01
          
          4
          569.06
          613.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD9499
          
          
            2040-07-01
          
          5
          5210.24
          5862.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD9916
          
          
            2025-07-01
          
          4.5
          1626.24
          1675.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD9945
          
          
            2040-07-01
          
          5
          1730.15
          1927.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0823
          
          
            2040-09-01
          
          6
          2971.54
          3409.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI625941
          
          
            2017-03-01
          
          6
          3.01
          3.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI625988
          
          
            2017-01-01
          
          6
          108.16
          109.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI625989
          
          
            2017-01-01
          
          6
          72.01
          73.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI625990
          
          
            2016-12-01
          
          5.5
          219.87
          222.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL628237
          
          
            2032-03-01
          
          6.5
          20.85
          24.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI625992
          
          
            2017-01-01
          
          5.5
          102.49
          103.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI626558
          
          
            2017-02-01
          
          5.5
          89.98
          90.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI626695
          
          
            2017-01-01
          
          5.5
          34.83
          35.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI626701
          
          
            2017-01-01
          
          5.5
          11.13
          11.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI626813
          
          
            2017-07-01
          
          6
          139.55
          141.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI626811
          
          
            2017-06-01
          
          6.5
          45.88
          46.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL0078
          
          
            2020-12-01
          
          6
          2027.10
          2077.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL0145
          
          
            2040-08-01
          
          4.5
          6615.08
          7258.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL0160
          
          
            2041-05-01
          
          4.5
          8461.68
          9306.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAL0201
          
          
            2021-12-01
          
          5
          894.05
          933.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL0545
          
          
            2038-10-01
          
          5.5
          1683.45
          1917.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CZAL0315
          
          
            2051-04-01
          
          4.5
          89.51
          97.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL0294
          
          
            2022-10-01
          
          6
          1329.65
          1447.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL0393
          
          
            2041-06-01
          
          4.5
          4472.54
          4944.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL0396
          
          
            2035-12-01
          
          5.5
          1394.90
          1588.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CTAL0443
          
          
            2029-04-01
          
          5
          10774.12
          11996.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAL0464
          
          
            2025-01-01
          
          5.5
          4413.85
          4769.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS0129
          
          
            2043-08-01
          
          3
          13466.04
          14190.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS0225
          
          
            2043-08-01
          
          4
          8133.48
          8833.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS0415
          
          
            2043-09-01
          
          4
          177.67
          191.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS0399
          
          
            2028-09-01
          
          3
          2122.99
          2247.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS0428
          
          
            2043-09-01
          
          4.5
          3769.38
          4134.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS0617
          
          
            2043-10-01
          
          4.5
          122.27
          133.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS0680
          
          
            2043-10-01
          
          4.5
          1887.48
          2065.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS1758
          
          
            2029-02-01
          
          3.5
          1432.65
          1522.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS1062
          
          
            2028-11-01
          
          3
          3473.39
          3673.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL328483
          
          
            2025-12-01
          
          8
          1350.74
          1377.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL328094
          
          
            2024-12-01
          
          7.75
          38.13
          38.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL328318
          
          
            2025-11-01
          
          7
          5600.92
          6304.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL332628
          
          
            2023-08-01
          
          7
          2558.56
          2785.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL329280
          
          
            2025-11-01
          
          7
          797.22
          881.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL330376
          
          
            2022-12-01
          
          8.5
          70.06
          70.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL329528
          
          
            2025-11-01
          
          7
          187.77
          189.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL329676
          
          
            2026-01-01
          
          7
          6823.42
          7577.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL329678
          
          
            2026-01-01
          
          7
          2888.21
          3015.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL331372
          
          
            2025-11-01
          
          6.5
          1359.40
          1570.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL628076
          
          
            2032-02-01
          
          8
          66.61
          77.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL629078
          
          
            2032-06-01
          
          6
          9.26
          10.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL0609
          
          
            2036-03-01
          
          5
          1680.23
          1877.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL0657
          
          
            2041-08-01
          
          5
          10053.78
          11245.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAL0691
          
          
            2025-01-01
          
          5.5
          564.90
          602.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL0719
          
          
            2039-10-01
          
          6
          4921.71
          5742.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL1082
          
          
            2022-10-01
          
          6
          217.26
          220.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL1697
          
          
            2041-10-01
          
          4
          2576.80
          2777.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL1700
          
          
            2041-09-01
          
          4
          202.77
          218.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAL1704
          
          
            2040-05-01
          
          6.5
          6856.48
          7998.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL1705
          
          
            2041-08-01
          
          4.5
          14711.94
          16180.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAL1798
          
          
            2039-10-01
          
          6.5
          224.00
          263.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL0934
          
          
            2041-02-01
          
          5
          1904.43
          2127.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1333
          
          
            2043-12-01
          
          4.5
          14275.23
          15648.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1586
          
          
            2044-01-01
          
          4.5
          2826.85
          3095.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2044
          
          
            2044-03-01
          
          4.5
          1024.64
          1121.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS2082
          
          
            2029-03-01
          
          3.5
          7514.00
          7985.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS2993
          
          
            2029-08-01
          
          3.5
          5975.78
          6351.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2249
          
          
            2039-04-01
          
          4
          383.09
          412.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS2295
          
          
            2034-04-01
          
          3
          210.62
          222.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3468
          
          
            2044-10-01
          
          4
          4736.48
          5089.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS2751
          
          
            2044-06-01
          
          4.5
          11915.13
          13040.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS2754
          
          
            2044-06-01
          
          4
          5657.97
          6079.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS2793
          
          
            2029-07-01
          
          3
          6884.28
          7234.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI641783
          
          
            2017-04-01
          
          6
          1122.62
          1142.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI641791
          
          
            2017-05-01
          
          6
          25.21
          25.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL641074
          
          
            2032-05-01
          
          7
          1108.37
          1211.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI641209
          
          
            2017-06-01
          
          6
          21.95
          22.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI642931
          
          
            2017-04-01
          
          6.5
          2395.37
          2434.23
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC A79229 G
          
          
            2037-04-01
          
          4
          687183.60
          740709.86
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC G04692 G
          
          
            2035-02-01
          
          5.5
          766124.83
          870529.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.000 FGPC G04913 G
          
          
            2038-03-01
          
          5
          1165037.53
          1296299.72
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC G07995 G
          
          
            2039-01-01
          
          5.5
          636392.57
          723754.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC G06817 G
          
          
            2040-05-01
          
          5.5
          573579.53
          648351.11
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G06061 G
          
          
            2040-10-01
          
          4
          675203.18
          733366.68
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G07761 G
          
          
            2044-06-01
          
          4.5
          809446.90
          893258.65
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G07093 G
          
          
            2042-07-01
          
          3.5
          637525.58
          681390.81
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC G07184 G
          
          
            2042-09-01
          
          4
          1203370.01
          1297823.99
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 05.500 FGPC G07514 G
          
          
            2041-01-01
          
          5.5
          902828.87
          1019222.07
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC G07849 G
          
          
            2044-05-01
          
          3.5
          1199104.38
          1283961.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254267
          
          
            2022-02-01
          
          5.5
          9.51
          10.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT257281
          
          
            2028-07-01
          
          5
          482.35
          537.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257282
          
          
            2028-07-01
          
          5.5
          6474.86
          7292.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CN257291
          
          
            2018-07-01
          
          5
          1737.88
          1795.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257325
          
          
            2028-08-01
          
          5.5
          13548.36
          15258.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL265215
          
          
            2024-01-01
          
          6.5
          3993.39
          4613.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI257327
          
          
            2023-06-01
          
          6.5
          751.88
          827.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI257502
          
          
            2023-11-01
          
          5.5
          86.19
          94.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI257597
          
          
            2024-02-01
          
          5
          3623.67
          3911.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL258916
          
          
            2037-01-01
          
          5.5
          10693.70
          12051.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL259026
          
          
            2030-04-01
          
          8
          2588.57
          3025.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL259953
          
          
            2034-02-01
          
          5.5
          25.83
          29.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL357277
          
          
            2032-05-01
          
          7
          1069.50
          1222.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL357284
          
          
            2032-10-01
          
          6
          286.55
          330.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI357289
          
          
            2017-10-01
          
          5.5
          336.67
          344.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL357415
          
          
            2033-08-01
          
          4.5
          2720.49
          2990.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL357318
          
          
            2032-12-01
          
          5.5
          127.86
          145.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI357350
          
          
            2018-02-01
          
          5.5
          3409.38
          3499.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI357351
          
          
            2018-02-01
          
          5.5
          1301.91
          1338.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254522
          
          
            2022-10-01
          
          5.5
          9027.44
          10166.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254543
          
          
            2022-11-01
          
          5.5
          9919.28
          11258.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254544
          
          
            2022-11-01
          
          6
          4404.41
          5052.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254563
          
          
            2017-10-01
          
          6.5
          2031.67
          2082.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254595
          
          
            2033-01-01
          
          6
          4405.86
          5119.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL303156
          
          
            2023-12-01
          
          7
          2121.99
          2332.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL303230
          
          
            2022-12-01
          
          8
          105.63
          115.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL303223
          
          
            2024-11-01
          
          7
          3191.86
          3663.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL303450
          
          
            2025-08-01
          
          7
          8.93
          10.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL303513
          
          
            2025-09-01
          
          8
          88.30
          104.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 PL303553
          
          
            2023-05-01
          
          8
          1198.98
          1326.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL303647
          
          
            2025-06-01
          
          9
          122.79
          138.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL303707
          
          
            2025-12-01
          
          8
          31.47
          34.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL303826
          
          
            2026-03-01
          
          6
          96.52
          110.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL303854
          
          
            2026-04-01
          
          8
          509.96
          579.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL303884
          
          
            2026-05-01
          
          7
          19.54
          22.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 KL395681
          
          
            2027-08-01
          
          7
          85.10
          92.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL396773
          
          
            2027-08-01
          
          8
          145.24
          146.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL397122
          
          
            2027-06-01
          
          9
          40.95
          42.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.250 CL406606
          
          
            2024-07-01
          
          6.25
          8551.77
          10080.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL399910
          
          
            2027-12-01
          
          7
          970.71
          1088.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL399962
          
          
            2028-01-01
          
          7
          4.78
          5.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL827755
          
          
            2035-06-01
          
          5.5
          114.67
          130.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI828931
          
          
            2020-06-01
          
          5
          12173.79
          12717.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI828942
          
          
            2020-06-01
          
          5.5
          35.37
          37.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL828346
          
          
            2035-07-01
          
          5
          522.87
          582.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI828407
          
          
            2020-07-01
          
          5.5
          658.51
          704.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL872882
          
          
            2036-06-01
          
          5
          442.64
          493.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL878478
          
          
            2036-02-01
          
          6
          2774.63
          3197.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL878041
          
          
            2036-02-01
          
          5.5
          80.44
          90.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL878201
          
          
            2036-09-01
          
          6
          998.68
          1160.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL881089
          
          
            2036-04-01
          
          6
          1680.53
          1956.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL878200
          
          
            2036-09-01
          
          6
          1127.76
          1320.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI878311
          
          
            2021-04-01
          
          6
          9689.89
          10231.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI879400
          
          
            2021-02-01
          
          5.5
          12399.16
          13284.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL879117
          
          
            2036-05-01
          
          5.5
          1691.89
          1905.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI880246
          
          
            2021-02-01
          
          5.5
          806.42
          858.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL879839
          
          
            2036-01-01
          
          6
          210.74
          241.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL897088
          
          
            2036-07-01
          
          7
          386.25
          443.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL897233
          
          
            2036-10-01
          
          6
          1137.60
          1309.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL897474
          
          
            2036-11-01
          
          6.5
          6217.29
          7182.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL897850
          
          
            2036-11-01
          
          6
          4696.78
          5390.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL898565
          
          
            2036-10-01
          
          6.5
          7824.64
          9039.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL897862
          
          
            2036-11-01
          
          8
          55.88
          56.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI897936
          
          
            2021-08-01
          
          5.5
          57.84
          62.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL899079
          
          
            2037-03-01
          
          5
          1970.04
          2193.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL899118
          
          
            2037-04-01
          
          5.5
          0.02
          0.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL899190
          
          
            2037-02-01
          
          5
          12.45
          13.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL898416
          
          
            2036-10-01
          
          6
          19.69
          22.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI933912
          
          
            2023-05-01
          
          5.5
          8295.29
          9149.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL843855
          
          
            2035-11-01
          
          6
          3788.84
          4346.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI844013
          
          
            2020-11-01
          
          5.5
          864.90
          921.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL844017
          
          
            2035-11-01
          
          6
          13.02
          14.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL844083
          
          
            2035-11-01
          
          5.5
          2336.76
          2633.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL845193
          
          
            2035-11-01
          
          6
          457.75
          526.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888891
          
          
            2037-11-01
          
          6.5
          2649.06
          3120.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI888900
          
          
            2021-10-01
          
          5.5
          3091.10
          3337.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI888902
          
          
            2021-06-01
          
          4.5
          11696.11
          12119.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI889010
          
          
            2022-01-01
          
          4.5
          6146.45
          6409.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889116
          
          
            2038-02-01
          
          6
          2264.50
          2636.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI889143
          
          
            2022-05-01
          
          4.5
          11898.70
          12332.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 NP889151
          
          
            2038-01-01
          
          6.5
          3841.51
          4385.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0028
          
          
            2039-10-01
          
          6
          14347.44
          16509.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI995158
          
          
            2020-12-01
          
          4.5
          13329.81
          13840.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI995160
          
          
            2022-09-01
          
          5
          4952.93
          5109.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA0977
          
          
            2032-02-01
          
          4
          1386.54
          1505.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA1028
          
          
            2042-04-01
          
          4
          4659.92
          5021.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA1034
          
          
            2027-04-01
          
          3.5
          347.77
          370.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLMA1175
          
          
            2042-09-01
          
          3
          8393.12
          8735.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CKMA2650
          
          
            2046-05-01
          
          3.5
          4355.73
          4537.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1480
          
          
            2023-06-01
          
          3
          12512.27
          13159.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1578
          
          
            2023-09-01
          
          3
          5566.12
          5854.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA1624
          
          
            2028-09-01
          
          3.5
          11173.39
          11875.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1625
          
          
            2023-10-01
          
          3
          6090.79
          6405.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1660
          
          
            2023-11-01
          
          3
          6359.89
          6688.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA2609
          
          
            2046-05-01
          
          3.5
          995.79
          1053.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889364
          
          
            2038-03-01
          
          6
          6911.02
          7943.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889409
          
          
            2038-05-01
          
          6
          5772.71
          6627.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889415
          
          
            2037-05-01
          
          6
          158.09
          183.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI889546
          
          
            2021-12-01
          
          5
          7381.34
          7660.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889455
          
          
            2038-05-01
          
          6
          3819.40
          4394.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889440
          
          
            2038-04-01
          
          5.5
          2441.54
          2756.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889519
          
          
            2035-12-01
          
          5.5
          1779.47
          2026.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL889508
          
          
            2037-10-01
          
          6.5
          3036.84
          3761.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889554
          
          
            2038-04-01
          
          6
          389.84
          447.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889544
          
          
            2038-05-01
          
          5.5
          1256.86
          1419.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI918899
          
          
            2022-04-01
          
          5
          15251.28
          16448.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL918957
          
          
            2037-04-01
          
          5.5
          3.97
          4.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI918242
          
          
            2022-05-01
          
          5.5
          4301.24
          4616.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL918462
          
          
            2037-05-01
          
          5.5
          23.62
          26.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL922228
          
          
            2036-12-01
          
          6.5
          3057.90
          3532.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL918598
          
          
            2037-05-01
          
          6.5
          8504.45
          9825.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL919319
          
          
            2037-05-01
          
          6
          3840.38
          4405.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL919511
          
          
            2037-06-01
          
          5.5
          460.87
          519.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL920727
          
          
            2037-01-01
          
          5
          26.86
          29.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL920914
          
          
            2036-12-01
          
          5.5
          745.51
          839.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL922039
          
          
            2037-02-01
          
          5.5
          99.45
          112.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL960211
          
          
            2037-08-01
          
          5.5
          5489.91
          6182.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT960214
          
          
            2027-07-01
          
          5.5
          3181.78
          3584.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI960472
          
          
            2023-01-01
          
          5.5
          1951.17
          2130.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL960482
          
          
            2038-01-01
          
          5.5
          585.41
          660.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL962075
          
          
            2038-03-01
          
          6.5
          3990.80
          4610.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL331562
          
          
            2025-11-01
          
          8.5
          475.76
          481.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL442270
          
          
            2028-10-01
          
          6.5
          671.65
          775.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO442643
          
          
            2027-07-01
          
          8
          53.16
          60.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL443097
          
          
            2028-12-01
          
          6
          3767.45
          4321.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL443217
          
          
            2028-10-01
          
          6
          113.87
          130.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL446101
          
          
            2028-10-01
          
          6.5
          3479.53
          4019.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL443869
          
          
            2028-09-01
          
          6.5
          56.41
          66.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT444277
          
          
            2018-09-01
          
          6
          750.95
          861.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL445578
          
          
            2028-11-01
          
          6
          423.02
          485.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO444849
          
          
            2025-04-01
          
          9.5
          6.89
          7.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL446373
          
          
            2028-11-01
          
          6.5
          3180.68
          3768.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL446108
          
          
            2028-11-01
          
          7
          165.73
          185.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535204
          
          
            2030-03-01
          
          8
          458.72
          548.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535270
          
          
            2030-04-01
          
          8.5
          500.59
          652.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535271
          
          
            2030-05-01
          
          8
          812.28
          1045.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535304
          
          
            2030-04-01
          
          7.5
          1982.15
          2291.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535435
          
          
            2030-08-01
          
          8.5
          115.10
          136.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL535277
          
          
            2030-04-01
          
          7
          44.14
          50.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535290
          
          
            2030-05-01
          
          8
          437.13
          537.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535298
          
          
            2030-04-01
          
          7.5
          280.40
          323.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535334
          
          
            2030-06-01
          
          7.5
          224.43
          260.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL254293
          
          
            2032-03-01
          
          7.5
          1389.86
          1691.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254296
          
          
            2022-04-01
          
          6.5
          3049.25
          3522.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CT254299
          
          
            2022-02-07
          
          7.5
          5747.66
          6255.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL254346
          
          
            2032-06-01
          
          6.5
          808.62
          966.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254304
          
          
            2022-04-01
          
          6
          2321.64
          2663.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254305
          
          
            2022-05-01
          
          6.5
          554.98
          641.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254306
          
          
            2017-05-01
          
          5.5
          2665.64
          2707.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254307
          
          
            2017-05-01
          
          6
          25.10
          25.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254343
          
          
            2017-06-01
          
          6.5
          831.84
          850.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254344
          
          
            2022-06-01
          
          6.5
          3280.39
          3789.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL266201
          
          
            2024-01-01
          
          6.5
          9.85
          11.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL266990
          
          
            2023-10-01
          
          7
          6390.05
          6475.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL268936
          
          
            2024-01-01
          
          6.5
          1030.31
          1190.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL269935
          
          
            2024-02-01
          
          6.5
          4.99
          5.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL271747
          
          
            2023-09-01
          
          7.5
          2080.23
          2287.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL270714
          
          
            2025-07-01
          
          8
          2496.18
          2532.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL271817
          
          
            2024-02-01
          
          6.5
          4.29
          4.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL271860
          
          
            2024-02-01
          
          6
          71.54
          82.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL271185
          
          
            2024-02-01
          
          5.5
          3732.15
          4203.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL271434
          
          
            2024-02-01
          
          6
          3.09
          3.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050209
          
          
            2019-07-01
          
          10
          151.26
          164.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050215
          
          
            2019-08-01
          
          10
          60.41
          63.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050226
          
          
            2019-08-01
          
          9
          0.65
          0.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050245
          
          
            2019-10-01
          
          10
          28.95
          29.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL050250
          
          
            2019-11-01
          
          10
          2304.12
          2529.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050259
          
          
            2019-12-01
          
          9
          1.52
          1.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL050260
          
          
            2019-12-01
          
          9.5
          58.04
          63.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050401
          
          
            2021-02-01
          
          8.5
          4.63
          4.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050414
          
          
            2021-03-01
          
          8.5
          0.61
          0.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL050424
          
          
            2021-04-01
          
          8.5
          4.42
          4.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL050433
          
          
            2021-05-01
          
          9
          0.89
          0.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL250229
          
          
            2025-02-01
          
          9.5
          60.80
          70.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250239
          
          
            2025-05-01
          
          9
          249.28
          286.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL250241
          
          
            2025-04-01
          
          9.5
          223.54
          253.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL250257
          
          
            2025-06-01
          
          9
          318.42
          364.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250085
          
          
            2024-06-01
          
          8
          4844.30
          5554.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL250258
          
          
            2025-05-01
          
          9.5
          152.44
          177.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250273
          
          
            2025-07-01
          
          8.5
          32.99
          38.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL250066
          
          
            2024-05-01
          
          8
          7.60
          8.56
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC A90288 G
          
          
            2039-12-01
          
          4.5
          1155138.01
          1290981.09
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC C03993 G
          
          
            2042-06-01
          
          4
          995880.49
          1073388.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL043370
          
          
            2017-04-01
          
          8.5
          186.47
          188.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL043903
          
          
            2017-05-01
          
          8
          8.65
          8.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GL043881
          
          
            2017-03-01
          
          8.5
          20.81
          21.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL044116
          
          
            2019-03-01
          
          10
          73.70
          75.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.750 CL079944
          
          
            2019-08-01
          
          9.75
          241.37
          244.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL044168
          
          
            2020-04-01
          
          10
          17.44
          18.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL044704
          
          
            2017-04-01
          
          7
          12.82
          12.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL045488
          
          
            2017-02-01
          
          8
          4.18
          4.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GL075791
          
          
            2018-05-01
          
          8.5
          1783.48
          1809.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 11.000 CL077142
          
          
            2019-06-01
          
          11
          143.75
          145.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL078868
          
          
            2019-08-01
          
          10
          1816.60
          1840.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252023
          
          
            2018-10-01
          
          6.5
          1732.46
          2001.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 GL252033
          
          
            2028-09-01
          
          6.5
          4332.37
          4928.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL252084
          
          
            2028-09-01
          
          7.5
          3964.77
          4587.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252092
          
          
            2028-10-01
          
          6
          1021.77
          1184.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL775254
          
          
            2034-05-01
          
          6
          4342.11
          5008.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI773529
          
          
            2019-03-01
          
          4.5
          5393.45
          5564.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL773717
          
          
            2034-04-01
          
          5
          11291.49
          12628.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL773952
          
          
            2034-03-01
          
          5
          3501.78
          3898.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI774127
          
          
            2019-06-01
          
          5
          14348.49
          14798.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL400172
          
          
            2027-10-01
          
          7
          4.92
          5.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL402213
          
          
            2027-11-01
          
          8
          742.10
          749.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL402829
          
          
            2027-12-01
          
          6
          1051.01
          1205.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL404745
          
          
            2027-11-01
          
          7.5
          1773.69
          2012.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL404962
          
          
            2027-12-01
          
          6
          125.54
          144.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL490109
          
          
            2029-03-01
          
          6
          1952.01
          2261.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT490104
          
          
            2019-03-01
          
          6
          974.69
          1118.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT490105
          
          
            2019-03-01
          
          6.5
          2058.58
          2378.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL490108
          
          
            2029-03-01
          
          6.5
          80.53
          94.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI702335
          
          
            2018-05-01
          
          5.5
          12923.16
          13297.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL702400
          
          
            2033-05-01
          
          5.5
          549.90
          619.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI702643
          
          
            2018-06-01
          
          4.5
          2767.33
          2848.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI703607
          
          
            2018-06-01
          
          4.5
          250.41
          257.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI705341
          
          
            2018-06-01
          
          5
          590.83
          609.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI703709
          
          
            2018-02-01
          
          5
          0.20
          0.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI703710
          
          
            2018-02-01
          
          5
          1129.52
          1165.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI703912
          
          
            2018-05-01
          
          4.5
          5535.85
          5696.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI704460
          
          
            2018-05-01
          
          6
          105.97
          107.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI704938
          
          
            2018-04-01
          
          5
          995.43
          1025.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI704945
          
          
            2018-05-01
          
          4
          352.56
          366.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT735734
          
          
            2025-07-01
          
          5.5
          445.88
          502.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735841
          
          
            2019-11-01
          
          4.5
          11373.14
          11743.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI735874
          
          
            2020-07-01
          
          6
          28.71
          30.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI735911
          
          
            2020-08-01
          
          6.5
          6137.86
          6481.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735971
          
          
            2034-11-01
          
          5.5
          5194.36
          5906.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL735893
          
          
            2035-10-01
          
          5
          4534.16
          5062.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735894
          
          
            2035-09-01
          
          5.5
          3463.59
          3947.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735895
          
          
            2035-09-01
          
          6
          1242.57
          1437.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735899
          
          
            2035-10-01
          
          5.5
          52.85
          60.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735913
          
          
            2035-10-01
          
          5.5
          2942.91
          3346.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI735930
          
          
            2018-12-01
          
          5.5
          1047.41
          1073.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL775441
          
          
            2034-05-01
          
          5
          5776.67
          6470.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL775611
          
          
            2034-05-01
          
          6.5
          1756.75
          2070.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL775645
          
          
            2034-05-01
          
          6
          2131.40
          2473.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI775687
          
          
            2019-05-01
          
          4.5
          10562.69
          10886.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI777189
          
          
            2019-05-01
          
          4.5
          193.16
          198.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI776420
          
          
            2019-05-01
          
          4.5
          1034.34
          1065.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL776467
          
          
            2034-03-01
          
          7
          528.35
          532.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL776584
          
          
            2034-04-01
          
          6.5
          1205.27
          1392.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL776657
          
          
            2029-06-01
          
          4.5
          529.07
          581.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL890149
          
          
            2038-10-01
          
          6.5
          488.64
          594.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL890198
          
          
            2039-09-01
          
          5.5
          1370.49
          1544.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL890200
          
          
            2039-10-01
          
          6.5
          4268.79
          4987.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL889307
          
          
            2037-07-01
          
          5
          1951.79
          2186.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL915970
          
          
            2037-04-01
          
          5.5
          154.82
          174.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL915952
          
          
            2037-04-01
          
          5.5
          13240.60
          14911.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI917162
          
          
            2022-06-01
          
          4.5
          180.74
          186.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI916312
          
          
            2022-04-01
          
          4.5
          15895.39
          16512.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI918898
          
          
            2022-04-01
          
          4.5
          602.63
          620.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL916477
          
          
            2037-06-01
          
          5.5
          1447.83
          1635.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL916916
          
          
            2037-05-01
          
          6
          11194.52
          12867.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL917050
          
          
            2037-05-01
          
          5.5
          4382.82
          4935.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL918011
          
          
            2037-05-01
          
          5
          4716.21
          5251.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI918065
          
          
            2022-05-01
          
          5.5
          1039.68
          1118.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI918066
          
          
            2022-05-01
          
          6
          4397.05
          4686.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL955013
          
          
            2037-09-01
          
          6
          429.33
          492.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI955202
          
          
            2022-12-01
          
          4.5
          8406.65
          8842.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL955183
          
          
            2037-11-01
          
          7
          2087.86
          2544.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL6895
          
          
            2045-05-01
          
          3.5
          3453.66
          3677.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU6986
          
          
            2043-11-01
          
          4.5
          499.64
          547.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU7258
          
          
            2043-10-01
          
          3.5
          424.66
          454.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAU7303
          
          
            2043-08-01
          
          4
          4975.54
          5477.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAU7305
          
          
            2043-08-01
          
          4
          2774.87
          3013.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAV1650
          
          
            2028-10-01
          
          3
          2759.99
          2900.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU7552
          
          
            2028-10-01
          
          3.5
          1202.07
          1280.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU9486
          
          
            2044-04-01
          
          4.5
          3837.22
          4201.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0663
          
          
            2043-12-01
          
          4.5
          7671.08
          8411.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV0692
          
          
            2043-12-01
          
          4
          5063.93
          5498.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV1710
          
          
            2043-11-01
          
          4.5
          2536.83
          2828.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAV0978
          
          
            2043-10-01
          
          4.5
          6528.21
          7164.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI654508
          
          
            2017-09-01
          
          5.5
          26.51
          27.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI654549
          
          
            2017-07-01
          
          6
          29.86
          30.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI654582
          
          
            2017-07-01
          
          6.5
          545.84
          555.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI654706
          
          
            2018-02-01
          
          6
          3422.51
          3446.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL656920
          
          
            2032-09-01
          
          6.5
          14.15
          16.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL654789
          
          
            2032-08-01
          
          6
          778.25
          904.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI654970
          
          
            2017-07-01
          
          5.5
          1159.18
          1181.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI655065
          
          
            2017-07-01
          
          6
          4.19
          4.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI656027
          
          
            2017-08-01
          
          6.5
          248.86
          250.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL656355
          
          
            2032-08-01
          
          7
          1176.86
          1226.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL961139
          
          
            2038-05-01
          
          5
          239.14
          266.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI961200
          
          
            2023-01-01
          
          4.5
          4835.23
          5086.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL961534
          
          
            2038-02-01
          
          5.5
          60.25
          68.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL961579
          
          
            2038-02-01
          
          5.5
          70.79
          79.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAV6368
          
          
            2029-01-01
          
          3.5
          13189.60
          14017.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAV7049
          
          
            2030-03-01
          
          2.5
          1155.61
          1198.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAV8315
          
          
            2044-07-01
          
          3.5
          4101.00
          4333.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAV8830
          
          
            2044-08-01
          
          3.5
          4277.46
          4520.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAV9082
          
          
            2044-03-01
          
          4
          1923.35
          2066.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI656942
          
          
            2018-01-01
          
          6
          3871.79
          3898.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI656944
          
          
            2018-01-01
          
          6
          5482.70
          5627.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI657355
          
          
            2017-10-01
          
          5.5
          294.46
          301.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI657345
          
          
            2017-10-01
          
          5.5
          477.83
          488.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 RI657493
          
          
            2018-08-01
          
          4
          964.96
          977.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI657348
          
          
            2017-09-01
          
          5
          2218.63
          2285.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI657382
          
          
            2017-10-01
          
          5
          5976.60
          6163.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI657362
          
          
            2017-11-01
          
          5.5
          3699.28
          3789.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI657369
          
          
            2017-09-01
          
          5.5
          181.59
          185.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI657413
          
          
            2017-11-01
          
          6
          8460.61
          8655.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI657423
          
          
            2017-09-01
          
          5.5
          30.01
          30.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI685505
          
          
            2018-05-01
          
          5
          133.11
          137.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI685498
          
          
            2017-10-01
          
          4
          140.00
          145.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL685682
          
          
            2033-02-01
          
          5.5
          552.01
          627.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT685996
          
          
            2023-03-01
          
          5.5
          518.25
          583.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI687281
          
          
            2018-03-01
          
          5
          15.88
          16.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI686184
          
          
            2018-02-01
          
          5.5
          2397.13
          2458.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI686318
          
          
            2018-03-01
          
          5
          250.78
          258.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI687023
          
          
            2018-01-01
          
          5.5
          67.02
          68.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 K1687044
          
          
            2018-01-01
          
          5.5
          84.10
          86.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 KI687082
          
          
            2018-01-01
          
          5.5
          802.33
          820.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI687234
          
          
            2018-03-01
          
          4.5
          294.48
          303.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL729296
          
          
            2033-07-01
          
          5
          3516.29
          3951.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI729343
          
          
            2018-07-01
          
          5
          9022.17
          9319.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL729407
          
          
            2033-08-01
          
          6
          47.94
          54.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI729847
          
          
            2018-07-01
          
          5
          11311.42
          11664.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL615043
          
          
            2032-01-01
          
          6
          963.63
          1108.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL615047
          
          
            2032-01-01
          
          6.5
          325.64
          376.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL615186
          
          
            2031-11-01
          
          6.5
          1284.54
          1484.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI615224
          
          
            2016-11-01
          
          6
          208.91
          210.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI616258
          
          
            2016-11-01
          
          6
          5.26
          5.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI615237
          
          
            2016-10-01
          
          6
          0.30
          0.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL271740
          
          
            2023-09-01
          
          7.5
          1517.02
          1671.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI357458
          
          
            2018-11-01
          
          4.5
          2985.70
          3076.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT357502
          
          
            2024-02-01
          
          5
          1257.88
          1400.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI357531
          
          
            2019-03-01
          
          5
          50.34
          52.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL358467
          
          
            2026-09-01
          
          8
          1029.10
          1039.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI357537
          
          
            2019-03-01
          
          4.5
          320.55
          330.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL357688
          
          
            2035-01-01
          
          5
          478.61
          535.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI357723
          
          
            2020-03-01
          
          4.5
          1093.91
          1131.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT357753
          
          
            2025-04-01
          
          5.5
          4141.25
          4686.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI357770
          
          
            2020-04-01
          
          4.5
          67.94
          69.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT357811
          
          
            2025-06-01
          
          5
          8445.60
          9403.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL545638
          
          
            2032-05-01
          
          6.5
          109.18
          127.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL545684
          
          
            2032-05-01
          
          7.5
          1401.14
          1784.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI545725
          
          
            2017-05-01
          
          7
          0.76
          0.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545727
          
          
            2017-05-01
          
          5.5
          64.84
          65.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545782
          
          
            2032-07-01
          
          7
          2799.55
          3393.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545829
          
          
            2017-08-01
          
          5.5
          1476.32
          1502.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545836
          
          
            2017-07-01
          
          5.5
          11.74
          11.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI545853
          
          
            2017-07-01
          
          5
          9408.89
          9684.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545858
          
          
            2017-04-01
          
          5.5
          233.37
          235.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545904
          
          
            2017-09-01
          
          5.5
          11.90
          12.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL545868
          
          
            2032-08-01
          
          7
          848.78
          1030.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI545912
          
          
            2017-08-01
          
          7
          4.22
          4.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL545890
          
          
            2032-09-01
          
          6
          1238.66
          1442.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545894
          
          
            2017-01-01
          
          5.5
          167.15
          168.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545900
          
          
            2017-07-01
          
          5.5
          24.71
          25.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI545903
          
          
            2017-09-01
          
          5.5
          615.40
          626.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL580821
          
          
            2031-05-01
          
          6.5
          20.89
          24.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL580882
          
          
            2031-05-01
          
          8
          313.08
          369.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL580961
          
          
            2031-05-01
          
          6
          4527.79
          5193.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL581197
          
          
            2031-05-01
          
          6.5
          24.10
          27.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL581353
          
          
            2031-05-01
          
          6.5
          548.18
          633.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL581625
          
          
            2031-06-01
          
          8.5
          3500.55
          4183.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL581786
          
          
            2031-07-01
          
          8.5
          3057.61
          3236.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL581802
          
          
            2031-07-01
          
          6.5
          4401.21
          5084.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL581857
          
          
            2031-07-01
          
          6
          1575.54
          1807.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI581910
          
          
            2016-08-01
          
          6.5
          3.18
          3.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI581967
          
          
            2016-08-01
          
          6.5
          1.60
          1.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1128
          
          
            2043-11-01
          
          4.5
          3505.72
          3836.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS1131
          
          
            2043-11-01
          
          4.5
          11122.84
          12172.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ4844
          
          
            2045-08-01
          
          3.5
          566.75
          603.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL775075
          
          
            2034-05-01
          
          6
          3801.79
          4448.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL775211
          
          
            2034-05-01
          
          5
          669.47
          754.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL828698
          
          
            2035-07-01
          
          5
          942.45
          1052.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL828857
          
          
            2035-10-01
          
          6
          3239.60
          3720.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI829028
          
          
            2020-07-01
          
          4.5
          43.89
          45.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI829066
          
          
            2020-08-01
          
          5.5
          162.34
          170.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT829730
          
          
            2025-02-01
          
          5
          7436.76
          8280.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL829131
          
          
            2035-10-01
          
          5.5
          1486.46
          1678.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL829146
          
          
            2035-10-01
          
          5
          363.78
          405.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL829229
          
          
            2035-08-01
          
          6
          4388.92
          5035.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL829296
          
          
            2035-09-01
          
          4.5
          306.09
          336.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL829321
          
          
            2035-09-01
          
          4.5
          5023.91
          5497.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI829523
          
          
            2020-03-01
          
          4.5
          391.63
          403.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL880330
          
          
            2036-04-01
          
          6
          2499.48
          2893.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL880497
          
          
            2036-07-01
          
          6
          1453.56
          1667.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL880622
          
          
            2036-04-01
          
          5.5
          1465.21
          1658.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL880627
          
          
            2036-04-01
          
          5.5
          3153.67
          3553.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ8850
          
          
            2030-09-01
          
          3
          240.47
          252.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI880769
          
          
            2021-05-01
          
          5.5
          2764.50
          2898.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP880871
          
          
            2036-04-01
          
          5.5
          1274.42
          1361.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL882021
          
          
            2036-05-01
          
          5
          3133.85
          3489.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI881224
          
          
            2021-05-01
          
          4.5
          368.25
          379.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI882120
          
          
            2021-07-01
          
          6
          548.95
          588.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ7833
          
          
            2030-08-01
          
          3
          3609.17
          3819.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL900005
          
          
            2036-09-01
          
          6
          4270.00
          4897.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL190361
          
          
            2035-10-01
          
          6
          13972.89
          16161.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL190363
          
          
            2035-11-01
          
          5.5
          1288.93
          1464.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL190370
          
          
            2036-06-01
          
          6
          729.03
          839.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL190391
          
          
            2038-09-01
          
          6
          12473.41
          14324.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.250 CL204874
          
          
            2023-02-01
          
          7.25
          22.24
          22.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL190404
          
          
            2040-05-01
          
          4.5
          728.84
          801.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CL190405
          
          
            2040-10-01
          
          4
          2339.65
          2524.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL190572
          
          
            2021-11-01
          
          10
          20.42
          20.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL190614
          
          
            2022-06-01
          
          9.5
          1039.66
          1061.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL190968
          
          
            2024-08-01
          
          8
          59.25
          65.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL202611
          
          
            2023-02-01
          
          7
          4.63
          4.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CT253596
          
          
            2020-12-01
          
          7.5
          170.78
          183.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL253640
          
          
            2030-12-01
          
          6.5
          5.46
          6.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL253670
          
          
            2031-01-01
          
          6.5
          6.86
          7.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253641
          
          
            2030-12-01
          
          8.5
          1201.71
          1436.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CN256685
          
          
            2017-02-01
          
          4
          454.30
          472.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NQ256699
          
          
            2037-04-01
          
          6
          5868.88
          6206.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323715
          
          
            2029-05-01
          
          6
          178.07
          206.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL323835
          
          
            2029-05-01
          
          6.5
          991.36
          1176.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT323809
          
          
            2019-06-01
          
          6.5
          65.73
          75.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL326636
          
          
            2025-10-01
          
          8
          36.35
          37.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323811
          
          
            2026-10-01
          
          7
          570.46
          634.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323812
          
          
            2029-07-01
          
          6
          2446.39
          2837.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323934
          
          
            2029-09-01
          
          7
          590.40
          699.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323908
          
          
            2029-09-01
          
          6
          315.20
          365.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323924
          
          
            2029-08-01
          
          6
          141.61
          164.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323968
          
          
            2029-10-01
          
          7
          140.40
          162.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.250 GL325675
          
          
            2025-09-01
          
          6.25
          186.31
          205.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL437764
          
          
            2028-08-01
          
          6.5
          1.50
          1.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL437905
          
          
            2024-12-01
          
          5.5
          999.63
          1126.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL437985
          
          
            2028-09-01
          
          6.5
          710.40
          820.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL439839
          
          
            2028-08-01
          
          6.5
          33.07
          38.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL441259
          
          
            2028-11-01
          
          7
          20.30
          20.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE439948
          
          
            2028-11-01
          
          5.5
          49.11
          52.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL440646
          
          
            2028-08-01
          
          6.5
          436.29
          504.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL440658
          
          
            2028-10-01
          
          6
          8.26
          9.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL440738
          
          
            2028-12-01
          
          6
          39.52
          45.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT440734
          
          
            2018-12-01
          
          6
          639.37
          733.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL440820
          
          
            2028-10-01
          
          6
          228.46
          262.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535029
          
          
            2029-12-01
          
          8
          507.26
          608.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535039
          
          
            2029-12-01
          
          8
          2924.94
          3718.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL535143
          
          
            2030-02-01
          
          7.5
          39.11
          46.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535146
          
          
            2028-12-01
          
          6
          52.49
          60.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL535159
          
          
            2030-02-01
          
          7
          2787.99
          3414.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL535148
          
          
            2030-02-01
          
          8
          1536.91
          1902.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL535126
          
          
            2028-12-01
          
          6
          4772.24
          5532.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH6492
          
          
            2026-03-01
          
          4
          3377.95
          3619.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH8996
          
          
            2026-02-01
          
          3.5
          372.70
          396.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH6822
          
          
            2026-03-01
          
          3.5
          15491.12
          16464.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH6972
          
          
            2026-02-01
          
          3.5
          3946.79
          4195.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAH7007
          
          
            2041-03-01
          
          4
          2220.85
          2394.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAH8009
          
          
            2041-03-01
          
          5
          5620.84
          6262.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CTAH7310
          
          
            2031-02-01
          
          4.5
          11376.61
          12543.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH7715
          
          
            2026-04-01
          
          4
          818.14
          876.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO0800
          
          
            2027-04-01
          
          3
          15141.67
          15929.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO1202
          
          
            2027-06-01
          
          3
          5162.78
          5425.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI656533
          
          
            2017-09-01
          
          5.5
          7.48
          7.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI683237
          
          
            2018-02-01
          
          5.5
          41.01
          41.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL683291
          
          
            2033-02-01
          
          5.5
          1048.90
          1193.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE683516
          
          
            2033-02-01
          
          5.5
          3770.84
          4038.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL684199
          
          
            2033-01-01
          
          6
          361.43
          419.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI685469
          
          
            2018-04-01
          
          5.5
          26.04
          26.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI684364
          
          
            2018-02-01
          
          4.5
          338.28
          348.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL684500
          
          
            2032-12-01
          
          5.5
          270.17
          307.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI684650
          
          
            2018-07-01
          
          4.5
          13142.30
          13522.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL619648
          
          
            2031-12-01
          
          6.5
          16.56
          19.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL619698
          
          
            2031-12-01
          
          6.5
          2548.95
          2944.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI619797
          
          
            2016-12-01
          
          5.5
          74.61
          75.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI619990
          
          
            2017-01-01
          
          5.5
          1336.90
          1353.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI621646
          
          
            2017-01-01
          
          5.5
          25.95
          26.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI621026
          
          
            2017-01-01
          
          5.5
          117.13
          118.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI620230
          
          
            2017-01-01
          
          5.5
          973.10
          983.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI620478
          
          
            2017-01-01
          
          6
          5.84
          5.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI621128
          
          
            2017-01-01
          
          6
          747.41
          754.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI621423
          
          
            2017-06-01
          
          6
          65.07
          65.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K2621512
          
          
            2032-02-01
          
          8
          5912.55
          5973.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH8103
          
          
            2026-03-01
          
          3.5
          5124.89
          5463.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH8424
          
          
            2041-04-01
          
          4.5
          191.82
          210.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAH8442
          
          
            2041-04-01
          
          5.5
          13916.41
          15765.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAH8858
          
          
            2041-04-01
          
          5
          203.92
          227.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI1888
          
          
            2041-05-01
          
          4.5
          4826.85
          5308.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH9084
          
          
            2041-04-01
          
          4.5
          1053.61
          1168.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAH9987
          
          
            2041-05-01
          
          4.5
          3571.18
          3982.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAI1186
          
          
            2041-04-01
          
          4
          3300.86
          3557.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI1190
          
          
            2041-04-01
          
          4.5
          8095.10
          8980.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL934197
          
          
            2038-11-01
          
          6
          8310.66
          9532.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL934231
          
          
            2039-01-01
          
          5
          601.88
          670.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL934269
          
          
            2038-06-01
          
          5
          406.77
          452.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL936494
          
          
            2037-06-01
          
          5.5
          19.86
          22.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL934433
          
          
            2038-09-01
          
          6
          11111.01
          12761.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI934481
          
          
            2023-09-01
          
          6.5
          5145.84
          5592.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL934612
          
          
            2038-10-01
          
          5
          339.76
          378.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL934643
          
          
            2038-11-01
          
          5
          43.29
          48.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI934809
          
          
            2024-03-01
          
          4.5
          10875.92
          11761.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI935477
          
          
            2024-07-01
          
          4.5
          2867.89
          3044.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI981941
          
          
            2023-06-01
          
          5.5
          9371.82
          10110.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI615287
          
          
            2016-12-01
          
          5.5
          16.76
          16.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI615432
          
          
            2016-11-01
          
          5.5
          5.27
          5.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO615480
          
          
            2031-01-01
          
          8
          2422.09
          2728.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI616077
          
          
            2016-11-01
          
          6.5
          425.68
          429.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI616223
          
          
            2016-11-01
          
          5.5
          11.36
          11.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI1961
          
          
            2041-05-01
          
          4.5
          5365.47
          5964.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI1969
          
          
            2041-05-01
          
          4.5
          2714.20
          3010.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAI2857
          
          
            2041-05-01
          
          5
          3590.68
          4000.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI4052
          
          
            2026-09-01
          
          4
          3099.94
          3325.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAJ1441
          
          
            2026-09-01
          
          3.5
          5279.11
          5612.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAI5016
          
          
            2026-05-01
          
          4
          10022.11
          10749.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAI5228
          
          
            2041-09-01
          
          4
          7778.89
          8370.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI7232
          
          
            2041-07-01
          
          4.5
          99.58
          109.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAI7269
          
          
            2026-08-01
          
          3.5
          3105.34
          3301.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAI7784
          
          
            2041-07-01
          
          4.5
          177.73
          195.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAI9124
          
          
            2042-08-01
          
          4
          9244.82
          10148.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP4961
          
          
            2042-09-01
          
          3
          2946.78
          3067.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP4981
          
          
            2042-08-01
          
          3.5
          132.40
          140.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP7184
          
          
            2042-10-01
          
          3.5
          9042.03
          9592.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP6325
          
          
            2042-09-01
          
          3.5
          256.36
          271.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI631323
          
          
            2017-02-01
          
          5.5
          340.83
          344.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL631452
          
          
            2032-04-01
          
          7
          4642.93
          4843.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL631571
          
          
            2032-03-01
          
          6
          2166.02
          2491.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI631614
          
          
            2017-03-01
          
          6
          110.95
          111.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI632873
          
          
            2017-02-01
          
          5.5
          294.76
          298.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI632291
          
          
            2017-02-01
          
          5.5
          528.68
          535.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL632579
          
          
            2032-02-01
          
          7
          962.32
          1028.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT632607
          
          
            2022-02-01
          
          5.5
          477.75
          538.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL633586
          
          
            2032-05-01
          
          6.5
          1405.17
          1623.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI632849
          
          
            2017-02-01
          
          6.5
          506.73
          512.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI632867
          
          
            2017-04-01
          
          6.5
          185.30
          186.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL2904
          
          
            2041-02-01
          
          5.5
          9049.91
          10455.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL2914
          
          
            2038-01-01
          
          5.5
          320.12
          364.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAL2950
          
          
            2042-12-01
          
          3
          4986.17
          5182.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL3006
          
          
            2037-07-01
          
          5
          991.82
          1108.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL3341
          
          
            2042-06-01
          
          4
          142.27
          153.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL3074
          
          
            2039-10-01
          
          6
          2038.40
          2380.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAL3084
          
          
            2026-03-01
          
          4.5
          5895.87
          6295.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL3170
          
          
            2040-03-01
          
          5.5
          362.77
          413.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL3185
          
          
            2039-02-01
          
          6
          8915.48
          10282.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ4838
          
          
            2045-08-01
          
          3.5
          492.25
          524.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ4904
          
          
            2030-08-01
          
          3
          2598.27
          2730.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAZ5467
          
          
            2045-08-01
          
          4
          2855.42
          3069.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL640053
          
          
            2032-04-01
          
          6
          22.14
          25.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAZ5542
          
          
            2045-08-01
          
          3.5
          3446.34
          3654.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ5688
          
          
            2030-08-01
          
          3
          14536.29
          15276.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAZ6398
          
          
            2030-10-01
          
          3
          519.16
          545.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL640009
          
          
            2032-04-01
          
          6.5
          12.12
          14.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL640058
          
          
            2032-03-01
          
          6.5
          44.50
          51.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL640063
          
          
            2032-04-01
          
          6
          20.58
          23.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL672436
          
          
            2032-09-01
          
          6.5
          402.84
          465.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL672511
          
          
            2032-12-01
          
          5.5
          1735.64
          1959.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI672671
          
          
            2017-10-01
          
          6
          1481.91
          1499.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI672760
          
          
            2017-12-01
          
          4.5
          6332.12
          6513.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL673569
          
          
            2032-11-01
          
          5.5
          10190.77
          11490.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL672785
          
          
            2032-09-01
          
          6
          8553.79
          9938.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI672972
          
          
            2018-01-01
          
          5.5
          1912.81
          1961.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI673013
          
          
            2017-11-01
          
          5
          1069.14
          1102.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI673022
          
          
            2017-12-01
          
          5.5
          1562.94
          1602.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI674153
          
          
            2017-11-01
          
          6
          12017.51
          12309.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL673349
          
          
            2032-11-01
          
          6
          33.69
          39.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI705315
          
          
            2018-06-01
          
          4.5
          98.28
          101.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI705768
          
          
            2018-04-01
          
          4.5
          15873.52
          16334.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI707677
          
          
            2018-05-01
          
          5
          11.07
          11.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL709194
          
          
            2033-07-01
          
          4.5
          43.54
          47.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL709708
          
          
            2033-06-01
          
          5.5
          7636.54
          8662.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL709201
          
          
            2033-07-01
          
          5.5
          351.56
          407.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL708403
          
          
            2033-03-01
          
          7.5
          330.32
          347.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL535318
          
          
            2029-12-01
          
          7
          414.57
          504.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL535332
          
          
            2030-04-01
          
          8.5
          169.80
          221.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI555694
          
          
            2018-08-01
          
          4
          576.43
          599.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL555743
          
          
            2033-09-01
          
          5
          4746.46
          5317.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT555791
          
          
            2022-12-01
          
          6.5
          11970.39
          13829.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555874
          
          
            2018-04-01
          
          5.5
          445.78
          457.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K0556041
          
          
            2030-11-01
          
          8
          5.76
          6.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL555876
          
          
            2033-10-01
          
          5.5
          5790.61
          6629.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI555872
          
          
            2018-11-01
          
          5
          3418.39
          3533.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555918
          
          
            2018-10-01
          
          5.5
          54.09
          55.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI555970
          
          
            2018-06-01
          
          6.5
          108.95
          110.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555976
          
          
            2018-11-01
          
          5.5
          1796.93
          1857.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254692
          
          
            2033-02-01
          
          5.5
          2141.29
          2437.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL253694
          
          
            2031-03-01
          
          6
          113.15
          130.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253708
          
          
            2021-03-01
          
          6.5
          589.80
          681.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL253710
          
          
            2031-03-01
          
          6.5
          4599.34
          5470.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253754
          
          
            2021-04-01
          
          6.5
          1132.13
          1307.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254675
          
          
            2023-01-01
          
          6.5
          10937.81
          12636.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI254683
          
          
            2018-03-01
          
          4.5
          1019.29
          1049.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT256255
          
          
            2026-05-01
          
          6.5
          1633.90
          1887.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI256291
          
          
            2021-05-01
          
          6.5
          3211.82
          3472.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP256339
          
          
            2036-06-01
          
          5.5
          1057.49
          1133.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL256317
          
          
            2036-06-01
          
          7
          1575.51
          1855.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CN256423
          
          
            2016-08-01
          
          5
          135.82
          139.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250059
          
          
            2024-06-01
          
          7
          2176.40
          2440.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL250103
          
          
            2024-07-01
          
          8.5
          10866.49
          12795.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL250083
          
          
            2024-07-01
          
          7
          2.17
          2.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO254134
          
          
            2031-01-01
          
          8.5
          1244.59
          1432.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI254142
          
          
            2016-12-01
          
          6.5
          378.25
          382.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K2254169
          
          
            2031-12-01
          
          6.5
          1643.01
          1962.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254179
          
          
            2022-01-01
          
          6
          2482.80
          2847.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT254204
          
          
            2022-01-01
          
          7
          3235.10
          3488.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254218
          
          
            2032-01-01
          
          7
          546.47
          668.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254191
          
          
            2021-12-01
          
          6.5
          10275.60
          11871.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI254194
          
          
            2017-02-01
          
          5
          88.00
          90.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254195
          
          
            2017-02-01
          
          5.5
          1172.12
          1186.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI254196
          
          
            2017-02-01
          
          6
          14.15
          14.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254198
          
          
            2032-01-01
          
          6
          8752.34
          10168.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257075
          
          
            2028-02-01
          
          5.5
          11321.30
          12852.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT257057
          
          
            2027-12-01
          
          5
          757.87
          843.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 NP257139
          
          
            2038-02-01
          
          6.5
          261.24
          290.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 NP257142
          
          
            2038-02-01
          
          7
          892.80
          1012.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL257262
          
          
            2038-06-01
          
          5.5
          61.62
          69.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT257132
          
          
            2028-03-01
          
          5
          4912.96
          5470.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP257172
          
          
            2038-04-01
          
          5.5
          12544.82
          13715.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257164
          
          
            2028-04-01
          
          5.5
          2889.42
          3255.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL257207
          
          
            2038-04-01
          
          6
          10119.60
          11645.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CN257200
          
          
            2018-05-01
          
          4.5
          1834.11
          1887.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT257239
          
          
            2028-06-01
          
          5.5
          7999.96
          9013.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL342460
          
          
            2026-04-01
          
          6.5
          1183.40
          1367.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.750 CL344756
          
          
            2026-02-01
          
          6.75
          41.02
          47.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL344763
          
          
            2024-12-01
          
          9
          2114.09
          2138.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAO2313
          
          
            2042-12-01
          
          3
          5423.77
          5701.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAO2970
          
          
            2042-05-01
          
          3
          4984.50
          5187.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO7692
          
          
            2042-07-01
          
          3.5
          817.17
          873.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAO3059
          
          
            2042-06-01
          
          4
          2712.18
          2932.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO3110
          
          
            2042-06-01
          
          3.5
          5021.46
          5346.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO3168
          
          
            2042-06-01
          
          3.5
          362.15
          383.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAO4641
          
          
            2042-06-01
          
          3.5
          353.82
          375.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAO7562
          
          
            2042-10-01
          
          3
          1068.58
          1112.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAO7627
          
          
            2027-06-01
          
          3
          11833.90
          12452.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAW0021
          
          
            2044-06-01
          
          3.5
          989.47
          1045.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW0744
          
          
            2044-03-01
          
          4.5
          395.58
          433.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAW1014
          
          
            2044-05-01
          
          4.5
          8545.06
          9403.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW1543
          
          
            2029-03-01
          
          3.5
          1134.58
          1205.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAW5093
          
          
            2029-07-01
          
          3
          188.61
          198.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAW1597
          
          
            2044-04-01
          
          3.5
          436.22
          461.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAW2093
          
          
            2029-06-01
          
          3
          15005.11
          15777.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW3616
          
          
            2044-06-01
          
          4
          2871.29
          3134.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAW3641
          
          
            2029-06-01
          
          3
          10200.72
          10719.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAW3740
          
          
            2029-05-01
          
          3.5
          966.79
          1029.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAW5063
          
          
            2044-07-01
          
          4
          2805.88
          3014.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAB3314
          
          
            2041-07-01
          
          4.5
          2006.42
          2207.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4297
          
          
            2042-01-01
          
          3.5
          1284.03
          1361.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB3387
          
          
            2041-08-01
          
          4
          1536.67
          1658.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB4449
          
          
            2042-02-01
          
          4
          893.31
          962.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB3867
          
          
            2041-11-01
          
          3.5
          14913.99
          15879.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB3875
          
          
            2041-11-01
          
          4
          8761.53
          9456.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB4051
          
          
            2041-12-01
          
          4
          8247.63
          9021.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4102
          
          
            2041-12-01
          
          3.5
          551.99
          585.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAE0101
          
          
            2025-06-01
          
          4.5
          2177.10
          2324.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0103
          
          
            2039-05-01
          
          6
          778.21
          901.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAE0218
          
          
            2040-08-01
          
          4.5
          1428.17
          1569.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAE0206
          
          
            2038-01-01
          
          5.5
          4895.33
          5571.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0616
          
          
            2040-03-01
          
          6
          2745.33
          3157.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CTAE0213
          
          
            2029-12-01
          
          5.5
          2474.60
          2788.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAE0371
          
          
            2039-09-01
          
          6
          7389.26
          8484.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAE0375
          
          
            2025-07-01
          
          4
          9651.75
          10336.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAE0415
          
          
            2025-07-01
          
          4.5
          1755.05
          1889.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAE0406
          
          
            2025-03-01
          
          5
          147.95
          153.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NPAE0602
          
          
            2039-01-01
          
          6
          5082.77
          5640.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CKMA1897
          
          
            2044-05-01
          
          3.5
          1656.99
          1724.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI982893
          
          
            2023-05-01
          
          5
          1642.20
          1763.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL983077
          
          
            2038-05-01
          
          5
          195.51
          217.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI983114
          
          
            2023-10-01
          
          6
          1037.54
          1074.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI984257
          
          
            2023-06-01
          
          5
          7127.16
          7688.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL983284
          
          
            2038-05-01
          
          5.5
          977.00
          1100.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI983629
          
          
            2023-05-01
          
          4.5
          14913.30
          15994.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL984689
          
          
            2038-07-01
          
          5.5
          1505.23
          1697.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL984775
          
          
            2038-06-01
          
          5.5
          134.37
          151.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL984019
          
          
            2038-06-01
          
          5
          4620.73
          5144.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI984075
          
          
            2023-06-01
          
          4.5
          2037.92
          2174.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAB4322
          
          
            2042-01-01
          
          5
          3281.06
          3655.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CZAB5318
          
          
            2052-06-01
          
          4
          1719.92
          1831.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5373
          
          
            2042-06-01
          
          3.5
          2257.94
          2393.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB4524
          
          
            2042-02-01
          
          4
          1270.06
          1368.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAB7079
          
          
            2042-11-01
          
          3
          4875.64
          5074.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB4684
          
          
            2042-03-01
          
          3.5
          3776.14
          4004.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB5004
          
          
            2027-04-01
          
          3.5
          1124.16
          1195.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAB5174
          
          
            2042-05-01
          
          3.5
          998.37
          1068.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.500 CIAB5230
          
          
            2027-05-01
          
          2.5
          2701.12
          2806.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL956321
          
          
            2037-11-01
          
          6.5
          3479.48
          4019.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL959819
          
          
            2037-11-01
          
          7.5
          2484.46
          2609.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI956178
          
          
            2022-10-01
          
          6
          3364.35
          3611.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL959887
          
          
            2037-11-01
          
          6
          382.25
          438.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL959901
          
          
            2037-11-01
          
          6
          11139.00
          12777.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL959451
          
          
            2037-12-01
          
          6
          1365.11
          1569.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL959514
          
          
            2037-12-01
          
          5.5
          15.22
          17.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL959596
          
          
            2037-11-01
          
          6
          969.02
          1111.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995430
          
          
            2023-09-01
          
          5.5
          8473.30
          9294.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995431
          
          
            2023-02-01
          
          5.5
          11993.73
          13011.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995432
          
          
            2023-10-01
          
          5.5
          9949.69
          10844.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995428
          
          
            2023-11-01
          
          5.5
          1047.41
          1131.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL995737
          
          
            2038-02-01
          
          5
          453.23
          505.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL995663
          
          
            2038-11-01
          
          7.5
          0.18
          0.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995654
          
          
            2039-02-01
          
          6
          15.88
          18.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL995672
          
          
            2039-04-01
          
          4.5
          50.56
          55.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL995676
          
          
            2039-05-01
          
          4.5
          2386.91
          2646.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL995722
          
          
            2038-05-01
          
          5
          8512.67
          9495.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995724
          
          
            2039-04-01
          
          6
          2507.97
          2926.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA2081
          
          
            2024-11-01
          
          3
          8841.22
          9305.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA2129
          
          
            2044-11-01
          
          4.5
          2233.68
          2445.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAL3189
          
          
            2025-09-01
          
          5.5
          2277.65
          2442.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL3318
          
          
            2043-03-01
          
          3.5
          8970.67
          9618.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5595
          
          
            2045-08-01
          
          3.5
          3242.20
          3433.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS5628
          
          
            2030-08-01
          
          3
          9831.98
          10332.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5629
          
          
            2045-08-01
          
          3.5
          4684.56
          4971.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5645
          
          
            2045-08-01
          
          3.5
          15722.41
          16623.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL961812
          
          
            2038-02-01
          
          5
          7050.22
          7874.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI962057
          
          
            2023-03-01
          
          5.5
          27.88
          30.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI995886
          
          
            2021-04-01
          
          6
          14877.80
          15470.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995874
          
          
            2023-11-01
          
          5.5
          4064.28
          4351.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995876
          
          
            2038-11-01
          
          6
          9064.18
          10425.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT995985
          
          
            2026-09-01
          
          5.5
          1816.88
          2046.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAA1321
          
          
            2033-05-01
          
          6
          240.74
          276.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAA0821
          
          
            2023-12-01
          
          5
          9240.56
          9959.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA0835
          
          
            2039-01-01
          
          5
          12653.78
          14088.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA0856
          
          
            2039-01-01
          
          4.5
          10.62
          11.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA0887
          
          
            2038-12-01
          
          4.5
          617.00
          675.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA0974
          
          
            2037-02-01
          
          5
          4909.37
          5468.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA1265
          
          
            2033-08-01
          
          4.5
          1075.14
          1176.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0829
          
          
            2038-10-01
          
          6
          4194.56
          4824.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0831
          
          
            2035-11-01
          
          6
          659.05
          768.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAD0890
          
          
            2024-05-01
          
          6
          2254.51
          2363.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0022
          
          
            2039-06-01
          
          6
          373.33
          429.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD0307
          
          
            2039-01-01
          
          5.5
          1546.18
          1745.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0095
          
          
            2038-11-01
          
          6
          10659.11
          12251.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAD0098
          
          
            2038-03-01
          
          6
          5801.34
          6681.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0112
          
          
            2038-07-01
          
          6.5
          1661.32
          1919.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAD0128
          
          
            2038-10-01
          
          6.5
          2173.18
          2553.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAD0143
          
          
            2024-06-01
          
          5.5
          187.59
          205.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD0245
          
          
            2038-08-01
          
          5
          1680.26
          1876.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL730727
          
          
            2033-08-01
          
          5
          21.53
          24.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL730856
          
          
            2033-08-01
          
          5
          633.78
          707.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL730890
          
          
            2033-08-01
          
          5.5
          1260.15
          1435.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI730043
          
          
            2018-08-01
          
          4
          4672.04
          4861.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL730483
          
          
            2033-08-01
          
          4.5
          1982.34
          2169.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL730735
          
          
            2033-07-01
          
          5.5
          47.51
          54.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI730721
          
          
            2018-08-01
          
          4.5
          1227.12
          1263.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI758846
          
          
            2018-12-01
          
          4.5
          256.95
          264.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL759089
          
          
            2034-01-01
          
          5.5
          405.66
          460.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI759237
          
          
            2019-01-01
          
          5.5
          121.57
          126.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL555956
          
          
            2033-12-01
          
          5.5
          2588.86
          2947.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT606560
          
          
            2021-10-01
          
          6
          4156.52
          4767.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL607516
          
          
            2031-11-01
          
          7.5
          1676.90
          1833.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL607568
          
          
            2031-11-01
          
          8
          1336.41
          1376.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI608582
          
          
            2016-10-01
          
          6
          2.07
          2.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI606819
          
          
            2016-10-01
          
          6
          3.13
          3.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL606853
          
          
            2031-10-01
          
          6.5
          22.30
          25.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI607151
          
          
            2016-11-01
          
          6
          5.56
          5.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI607161
          
          
            2016-11-01
          
          5.5
          81.08
          81.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI607163
          
          
            2016-11-01
          
          5.5
          11.45
          11.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI608494
          
          
            2016-11-01
          
          5.5
          3.08
          3.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL608045
          
          
            2031-10-01
          
          7.5
          245.86
          284.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL357884
          
          
            2035-04-01
          
          4.5
          2590.13
          2845.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL479572
          
          
            2029-11-01
          
          8.5
          409.59
          414.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL480155
          
          
            2029-01-01
          
          5.5
          2011.36
          2265.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481473
          
          
            2029-02-01
          
          6
          25.26
          29.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL481512
          
          
            2029-01-01
          
          5.5
          2191.20
          2468.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL482413
          
          
            2029-02-01
          
          6
          3234.24
          3709.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481589
          
          
            2029-02-01
          
          6
          16.62
          19.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL481317
          
          
            2029-01-01
          
          5.5
          723.35
          815.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481343
          
          
            2029-01-01
          
          6
          441.22
          506.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481417
          
          
            2029-01-01
          
          6
          3837.86
          4526.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481426
          
          
            2029-01-01
          
          6
          23.77
          27.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL481427
          
          
            2029-01-01
          
          6
          1938.23
          2243.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL541828
          
          
            2030-06-01
          
          8
          545.16
          630.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL541428
          
          
            2030-09-01
          
          7.75
          3746.22
          3783.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL541499
          
          
            2031-01-01
          
          8
          5422.70
          6000.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL541735
          
          
            2030-06-01
          
          8
          1770.31
          2072.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL543014
          
          
            2030-10-01
          
          7
          2.24
          2.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL542767
          
          
            2030-06-01
          
          8
          164.63
          192.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL542320
          
          
            2030-06-01
          
          8.5
          1899.36
          1957.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL542334
          
          
            2030-06-01
          
          8
          386.35
          408.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL542389
          
          
            2030-07-01
          
          8
          2777.48
          3226.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL543606
          
          
            2030-07-01
          
          8.5
          512.57
          519.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL542971
          
          
            2030-09-01
          
          8
          674.85
          686.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL564233
          
          
            2030-11-01
          
          8
          249.11
          268.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL567039
          
          
            2030-12-01
          
          7
          954.82
          973.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL566493
          
          
            2031-02-01
          
          7.5
          3481.23
          3638.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL566690
          
          
            2030-04-01
          
          6
          2641.89
          3043.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL568970
          
          
            2031-01-01
          
          8
          510.50
          529.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI566869
          
          
            2016-12-01
          
          5.5
          51.30
          51.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL357275
          
          
            2032-05-01
          
          6.5
          11.51
          13.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL344904
          
          
            2024-11-01
          
          5.5
          5224.44
          5885.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL345072
          
          
            2024-07-01
          
          7
          10.42
          10.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL251555
          
          
            2027-12-01
          
          6
          3450.10
          3957.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL251272
          
          
            2027-08-01
          
          6.5
          2.98
          3.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT251342
          
          
            2017-11-01
          
          7
          226.43
          233.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL251411
          
          
            2028-01-01
          
          8
          33.41
          37.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL251516
          
          
            2028-02-01
          
          8
          140.53
          161.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT251507
          
          
            2017-12-01
          
          6.5
          106.50
          123.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT251578
          
          
            2018-02-01
          
          7
          4.82
          4.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254402
          
          
            2017-08-01
          
          5.5
          1282.50
          1309.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT254441
          
          
            2022-08-01
          
          6.5
          13114.71
          15151.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254442
          
          
            2017-09-01
          
          5.5
          4797.40
          4914.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL254415
          
          
            2032-07-01
          
          5.5
          592.29
          671.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI254536
          
          
            2017-08-01
          
          7
          174.21
          176.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT254471
          
          
            2022-09-01
          
          6
          7037.22
          8072.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI254473
          
          
            2017-10-01
          
          5.5
          6034.89
          6191.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254447
          
          
            2032-09-01
          
          6
          3935.03
          4566.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT254501
          
          
            2022-09-01
          
          5.5
          866.70
          976.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL254478
          
          
            2032-10-01
          
          6
          2075.47
          2411.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL254480
          
          
            2032-10-01
          
          7
          1153.24
          1431.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL297080
          
          
            2025-02-01
          
          9
          152.71
          155.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 GL297722
          
          
            2023-05-01
          
          6.5
          15448.28
          16766.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL297828
          
          
            2024-11-01
          
          8
          21.91
          22.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL298831
          
          
            2024-11-01
          
          8.5
          185.98
          188.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL303130
          
          
            2024-12-01
          
          9
          559.68
          615.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL298477
          
          
            2024-11-01
          
          9
          2493.20
          2545.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL300483
          
          
            2024-12-01
          
          9
          1474.83
          1542.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL303276
          
          
            2023-02-01
          
          8.5
          11.01
          11.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL303297
          
          
            2025-05-01
          
          8.5
          115.49
          131.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL303020
          
          
            2024-10-01
          
          7
          13.32
          15.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 CL303088
          
          
            2022-04-01
          
          10.5
          19.89
          20.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GO370253
          
          
            2021-09-01
          
          9.5
          531.81
          542.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL371130
          
          
            2027-02-01
          
          8
          50.68
          51.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP899303
          
          
            2037-03-01
          
          5.5
          879.07
          971.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI899316
          
          
            2022-04-01
          
          5.5
          1893.88
          2031.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI899461
          
          
            2022-06-01
          
          5.5
          9720.75
          10458.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 NP900230
          
          
            2036-08-01
          
          7.5
          3307.98
          3774.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL899523
          
          
            2037-05-01
          
          5.5
          2367.19
          2676.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL899574
          
          
            2037-07-01
          
          5
          461.99
          514.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL899611
          
          
            2037-07-01
          
          5.5
          86.35
          97.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1935
          
          
            2024-06-01
          
          3
          16087.93
          16924.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1962
          
          
            2024-06-01
          
          3
          502.63
          528.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CQMA1966
          
          
            2044-06-01
          
          4.5
          220.89
          246.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA1980
          
          
            2044-07-01
          
          3.5
          7398.74
          7819.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI633127
          
          
            2017-03-01
          
          6.5
          1040.41
          1051.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI633182
          
          
            2017-03-01
          
          6
          433.90
          437.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI633154
          
          
            2017-03-01
          
          6.5
          2627.26
          2655.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL754407
          
          
            2033-11-01
          
          8
          873.75
          890.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL808010
          
          
            2035-01-01
          
          4.5
          81.59
          89.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL808130
          
          
            2035-03-01
          
          5
          326.79
          365.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL808168
          
          
            2035-03-01
          
          4.5
          33.43
          36.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI809102
          
          
            2020-06-01
          
          5.5
          245.02
          258.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI811692
          
          
            2020-04-01
          
          5.5
          474.70
          499.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL808811
          
          
            2035-01-01
          
          5
          90.22
          100.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL809969
          
          
            2035-03-01
          
          5.5
          5023.03
          5747.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL809975
          
          
            2035-03-01
          
          5
          83.75
          93.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL809640
          
          
            2035-02-01
          
          4.5
          396.96
          436.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI811331
          
          
            2020-01-01
          
          4.5
          8098.24
          8404.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI811479
          
          
            2020-07-01
          
          5.5
          444.37
          459.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL847062
          
          
            2035-12-01
          
          5.5
          4356.01
          4934.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI847920
          
          
            2020-11-01
          
          5.5
          99.25
          106.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL848193
          
          
            2035-11-01
          
          5.5
          1911.77
          2159.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL848225
          
          
            2035-11-01
          
          6
          668.43
          766.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL849657
          
          
            2035-11-01
          
          6
          4379.38
          5024.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL848356
          
          
            2035-12-01
          
          4.5
          61.92
          68.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL848358
          
          
            2035-12-01
          
          5.5
          52.06
          59.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL848359
          
          
            2035-12-01
          
          6
          275.86
          317.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL848605
          
          
            2035-11-01
          
          5
          657.88
          741.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL848640
          
          
            2035-12-01
          
          6
          35.71
          41.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL848647
          
          
            2036-01-01
          
          5.5
          1662.46
          1886.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889565
          
          
            2037-08-01
          
          5.5
          500.03
          568.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889572
          
          
            2038-06-01
          
          5.5
          41.56
          46.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI889599
          
          
            2023-03-01
          
          5
          1431.54
          1533.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 JL889649
          
          
            2037-08-01
          
          6.5
          3802.57
          4508.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI889735
          
          
            2023-07-01
          
          5.5
          20.40
          22.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL889643
          
          
            2038-03-01
          
          6
          3735.49
          4362.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL889676
          
          
            2038-06-01
          
          6.5
          6417.31
          7413.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI889716
          
          
            2022-10-01
          
          5.5
          9659.98
          10516.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL658817
          
          
            2032-08-01
          
          6.5
          20.86
          24.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI658866
          
          
            2017-08-01
          
          6
          1552.28
          1584.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA2177
          
          
            2035-02-01
          
          4
          6126.28
          6651.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA2161
          
          
            2029-12-01
          
          3.5
          206.23
          219.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2539
          
          
            2046-02-01
          
          4
          8514.39
          9159.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2190
          
          
            2045-02-01
          
          4
          9406.73
          10114.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2217
          
          
            2045-02-01
          
          4
          11036.55
          11868.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2304
          
          
            2045-05-01
          
          4
          697.30
          749.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2371
          
          
            2045-08-01
          
          4
          2232.01
          2400.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA2405
          
          
            2045-09-01
          
          4
          14623.61
          15727.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CKMA2420
          
          
            2045-10-01
          
          3.5
          12919.80
          13439.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI685185
          
          
            2018-02-01
          
          5.5
          29.79
          30.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL685371
          
          
            2033-02-01
          
          5.5
          2374.74
          2702.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL685425
          
          
            2033-02-01
          
          6
          4383.08
          5056.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI727340
          
          
            2018-07-01
          
          4
          565.59
          588.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI727349
          
          
            2018-08-01
          
          4
          1259.72
          1310.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI727355
          
          
            2018-08-01
          
          4.5
          2055.00
          2119.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI727372
          
          
            2018-08-01
          
          4
          12991.64
          13519.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI729952
          
          
            2018-07-01
          
          4.5
          3664.28
          3771.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI727446
          
          
            2018-08-01
          
          4
          1648.01
          1714.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL728980
          
          
            2033-09-01
          
          5.5
          929.93
          1059.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL728648
          
          
            2033-07-01
          
          5
          950.47
          1058.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL728738
          
          
            2033-08-01
          
          4.5
          161.82
          177.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI728896
          
          
            2018-06-01
          
          5
          4614.28
          4756.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL729923
          
          
            2033-08-01
          
          5.5
          1680.24
          1893.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI755497
          
          
            2018-11-01
          
          5.5
          561.22
          580.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 RE755602
          
          
            2033-11-01
          
          5
          3882.12
          4247.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL755617
          
          
            2034-01-01
          
          5.5
          1307.48
          1508.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL755700
          
          
            2034-06-01
          
          4.5
          324.89
          356.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL757555
          
          
            2033-12-01
          
          5.5
          2590.56
          2950.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL756159
          
          
            2033-11-01
          
          5.5
          2177.45
          2471.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL756198
          
          
            2033-12-01
          
          5.5
          388.50
          437.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL756199
          
          
            2033-12-01
          
          5.5
          1562.11
          1778.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL756207
          
          
            2033-12-01
          
          5
          339.23
          380.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL756745
          
          
            2034-01-01
          
          5.5
          294.18
          334.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL757866
          
          
            2033-11-01
          
          5.5
          363.87
          413.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI811716
          
          
            2020-05-01
          
          5.5
          606.82
          640.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI811950
          
          
            2020-01-01
          
          4.5
          1204.96
          1247.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL812121
          
          
            2035-02-01
          
          5
          50.32
          56.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI812205
          
          
            2020-02-01
          
          4.5
          2400.33
          2474.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL815461
          
          
            2035-02-01
          
          5.5
          2904.61
          3307.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI813118
          
          
            2020-02-01
          
          5.5
          59.43
          62.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL759424
          
          
            2034-01-01
          
          5.5
          1617.87
          1873.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI761341
          
          
            2019-04-01
          
          5
          8094.87
          8393.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI761402
          
          
            2019-05-01
          
          4.5
          10803.63
          11141.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI761497
          
          
            2019-04-01
          
          5.5
          11038.21
          11423.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI761037
          
          
            2019-01-01
          
          4.5
          3669.15
          3781.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI761266
          
          
            2019-02-01
          
          5
          561.56
          582.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI761270
          
          
            2019-02-01
          
          4.5
          1551.02
          1599.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI761325
          
          
            2019-04-01
          
          5.5
          2078.70
          2184.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI814772
          
          
            2020-04-01
          
          4.5
          1973.55
          2049.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI815141
          
          
            2020-05-01
          
          5.5
          1254.41
          1320.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI815164
          
          
            2020-05-01
          
          5.5
          602.91
          634.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL815231
          
          
            2035-05-01
          
          6
          60.52
          69.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL819277
          
          
            2035-07-01
          
          5.5
          2691.55
          3032.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI815298
          
          
            2020-05-01
          
          5.5
          29.93
          30.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI816288
          
          
            2020-03-01
          
          4.5
          990.01
          1020.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL816268
          
          
            2035-03-01
          
          5.5
          2446.97
          2783.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL817534
          
          
            2035-10-01
          
          5.5
          52.58
          59.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL817705
          
          
            2035-12-01
          
          5.5
          312.48
          354.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL819260
          
          
            2035-07-01
          
          6
          12366.19
          14289.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL851471
          
          
            2036-01-01
          
          5.5
          1625.19
          1837.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAQ0214
          
          
            2042-11-01
          
          3.5
          7492.51
          8010.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAP7963
          
          
            2042-09-01
          
          4
          11378.98
          12479.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAP8888
          
          
            2042-10-01
          
          3
          2511.43
          2637.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAP8338
          
          
            2028-11-01
          
          3.5
          4467.40
          4785.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAP9202
          
          
            2027-09-01
          
          3.5
          121.35
          128.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP9984
          
          
            2042-10-01
          
          3.5
          1274.54
          1347.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAP9998
          
          
            2042-10-01
          
          3.5
          6331.24
          6717.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX2179
          
          
            2044-11-01
          
          4.5
          6471.91
          7107.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX2484
          
          
            2044-10-01
          
          3.5
          6503.27
          6957.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAX2889
          
          
            2029-11-01
          
          3.5
          993.80
          1057.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAX4887
          
          
            2044-12-01
          
          4
          6966.41
          7487.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX7775
          
          
            2045-03-01
          
          3.5
          5704.61
          6029.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX4902
          
          
            2044-12-01
          
          3.5
          7726.39
          8226.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX6179
          
          
            2044-11-01
          
          4.5
          10074.37
          11027.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAX5829
          
          
            2029-11-01
          
          3
          16250.17
          17077.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX7267
          
          
            2044-12-01
          
          4.5
          14777.40
          16195.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAX7296
          
          
            2044-12-01
          
          4.5
          3523.60
          3899.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAX7732
          
          
            2045-03-01
          
          3.5
          6190.60
          6542.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI663346
          
          
            2017-09-01
          
          5.5
          434.57
          443.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL662588
          
          
            2032-10-01
          
          5
          241.27
          268.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL567304
          
          
            2031-01-01
          
          7.5
          5153.52
          5426.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL567535
          
          
            2031-01-01
          
          8
          79.98
          80.80
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC U64875 G
          
          
            2046-04-01
          
          3.5
          1073403.80
          1145392.10
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q33882 G
          
          
            2045-06-01
          
          3.5
          712545.30
          767080.27
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q33878 G
          
          
            2045-06-01
          
          3.5
          1228168.85
          1299050.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q37888 G
          
          
            2045-09-01
          
          4
          941146.94
          1010190.63
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q34797 G
          
          
            2045-07-01
          
          4.5
          673552.42
          746024.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q36512 G
          
          
            2045-10-01
          
          4
          1158987.64
          1259610.05
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q36815 G
          
          
            2045-10-01
          
          4
          1021226.15
          1096215.01
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q37341 G
          
          
            2045-11-01
          
          4
          847329.70
          910406.81
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q37486 G
          
          
            2045-11-01
          
          4
          1056605.70
          1136465.25
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q37596 G
          
          
            2045-11-01
          
          4
          751835.16
          817105.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q37879 G
          
          
            2045-12-01
          
          4.5
          641494.35
          708138.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL108908
          
          
            2019-08-01
          
          10
          2125.09
          2152.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL108452
          
          
            2020-11-01
          
          10
          3849.74
          3901.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL108789
          
          
            2020-11-01
          
          10
          976.23
          1002.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL084656
          
          
            2019-10-01
          
          9.5
          401.61
          406.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL084964
          
          
            2019-11-01
          
          10
          4263.78
          4320.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.250 CL085522
          
          
            2019-11-01
          
          8.25
          18.53
          18.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL086170
          
          
            2018-11-01
          
          10
          104.20
          105.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL087139
          
          
            2019-12-01
          
          9.5
          171.51
          178.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL088803
          
          
            2020-02-01
          
          10
          619.05
          627.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL089232
          
          
            2020-02-01
          
          10
          488.16
          494.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL091288
          
          
            2019-01-01
          
          10
          738.16
          767.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252162
          
          
            2028-12-01
          
          6.5
          633.89
          748.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI708564
          
          
            2018-06-01
          
          5.5
          119.04
          122.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL708827
          
          
            2033-06-01
          
          7
          1903.91
          2057.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI709515
          
          
            2018-05-01
          
          5.5
          83.17
          85.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI709531
          
          
            2018-04-01
          
          4.5
          11831.52
          12175.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL736061
          
          
            2033-09-01
          
          4.5
          3341.15
          3673.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL736576
          
          
            2033-10-01
          
          5.5
          340.83
          387.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL737525
          
          
            2033-09-01
          
          5
          89.01
          99.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL737843
          
          
            2033-09-01
          
          5.5
          78.12
          88.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL739743
          
          
            2033-12-01
          
          5.5
          115.77
          130.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI738211
          
          
            2018-10-01
          
          5
          100.03
          103.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL738371
          
          
            2033-09-01
          
          5.5
          274.04
          308.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL738612
          
          
            2033-10-01
          
          5.5
          251.20
          286.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL738783
          
          
            2025-02-01
          
          7
          218.92
          230.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL739072
          
          
            2033-09-01
          
          6
          86.05
          98.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI739283
          
          
            2018-09-01
          
          5
          4444.16
          4597.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI629619
          
          
            2017-02-01
          
          5.5
          12.52
          12.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI628690
          
          
            2017-03-01
          
          6
          26.14
          26.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL629041
          
          
            2032-03-01
          
          7
          2881.68
          3032.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI629969
          
          
            2018-05-01
          
          4.5
          80.01
          82.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI629208
          
          
            2017-05-01
          
          7
          453.38
          457.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL629296
          
          
            2032-02-01
          
          6.5
          3.59
          4.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL629280
          
          
            2032-02-01
          
          7
          429.12
          459.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL1095
          
          
            2040-04-01
          
          6
          12386.69
          14236.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CLAL1308
          
          
            2039-05-01
          
          6.5
          5298.73
          6205.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL1378
          
          
            2024-05-01
          
          6
          2206.39
          2411.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAL1364
          
          
            2026-04-01
          
          4.5
          4845.35
          5148.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2680
          
          
            2042-11-01
          
          3.5
          2325.13
          2462.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAL1465
          
          
            2027-02-01
          
          3.5
          3759.99
          3997.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL1544
          
          
            2037-08-01
          
          5.5
          13783.07
          15685.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAL1572
          
          
            2036-09-01
          
          5.5
          10777.45
          12272.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL1577
          
          
            2042-01-01
          
          5
          8925.43
          9970.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CLAL2617
          
          
            2040-10-01
          
          6
          6095.30
          7003.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL2629
          
          
            2039-06-01
          
          5
          6758.69
          7548.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3153
          
          
            2044-08-01
          
          4
          3392.29
          3644.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3154
          
          
            2044-08-01
          
          4
          1892.92
          2033.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS3288
          
          
            2044-09-01
          
          3.5
          4501.77
          4792.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS3367
          
          
            2029-09-01
          
          3.5
          4604.29
          4905.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3907
          
          
            2044-11-01
          
          4
          906.82
          974.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS4371
          
          
            2045-02-01
          
          3.5
          448.40
          477.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CTAS3666
          
          
            2034-10-01
          
          3
          10246.64
          10802.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS3832
          
          
            2029-11-01
          
          3
          16114.25
          16934.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS3881
          
          
            2044-11-01
          
          4.5
          9636.25
          10545.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3891
          
          
            2044-11-01
          
          4
          2050.20
          2217.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3892
          
          
            2044-11-01
          
          4
          14996.44
          16144.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI643044
          
          
            2017-04-01
          
          5.5
          60.71
          61.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI643144
          
          
            2017-05-01
          
          6
          10.33
          10.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL643225
          
          
            2032-03-01
          
          6
          456.46
          526.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI643379
          
          
            2017-06-01
          
          6.5
          155.00
          156.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL644809
          
          
            2032-06-01
          
          7
          3300.41
          3428.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 K2643784
          
          
            2032-06-01
          
          8
          10032.18
          10550.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI643836
          
          
            2017-05-01
          
          5.5
          61.26
          62.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI643837
          
          
            2017-05-01
          
          6
          17.44
          17.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL643857
          
          
            2032-05-01
          
          6
          626.79
          725.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI644196
          
          
            2017-06-01
          
          6.5
          9493.26
          9666.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL645377
          
          
            2032-06-01
          
          6
          152.03
          174.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL675818
          
          
            2032-12-01
          
          7
          134.24
          144.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL676569
          
          
            2032-12-01
          
          7.5
          4934.77
          5035.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI677700
          
          
            2018-01-01
          
          4.5
          4825.96
          4966.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI676935
          
          
            2018-01-01
          
          5.5
          2078.41
          2117.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL678122
          
          
            2033-01-01
          
          6
          3690.59
          4234.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL677434
          
          
            2033-01-01
          
          7
          225.64
          227.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL677571
          
          
            2033-02-01
          
          6
          5428.71
          6227.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI677654
          
          
            2018-02-01
          
          4.5
          3981.02
          4103.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI678022
          
          
            2017-10-01
          
          5
          16256.47
          16736.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL678015
          
          
            2032-07-01
          
          7.5
          392.11
          455.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI678031
          
          
            2017-08-01
          
          6.5
          1133.79
          1149.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL720078
          
          
            2033-07-01
          
          5.5
          4211.25
          4848.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI720272
          
          
            2018-06-01
          
          4.5
          4698.08
          4835.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI720363
          
          
            2018-06-01
          
          5
          3786.33
          3905.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI720364
          
          
            2018-06-01
          
          4.5
          2762.96
          2845.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI721570
          
          
            2018-07-01
          
          4.5
          6614.86
          6812.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI720407
          
          
            2018-07-01
          
          5
          14.69
          15.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL720735
          
          
            2033-07-01
          
          5.5
          1162.17
          1318.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL721084
          
          
            2033-10-01
          
          5
          94.55
          105.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI721346
          
          
            2018-06-01
          
          4.5
          1135.92
          1171.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL721360
          
          
            2033-06-01
          
          5.5
          467.51
          531.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL721502
          
          
            2033-07-01
          
          5
          149.11
          167.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL743021
          
          
            2033-10-01
          
          5.5
          1812.57
          2061.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL743070
          
          
            2033-10-01
          
          5.5
          461.73
          534.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI744315
          
          
            2018-09-01
          
          5
          7162.41
          7384.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI743784
          
          
            2018-11-01
          
          6
          7535.99
          7826.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL744783
          
          
            2033-11-01
          
          6
          785.95
          901.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI745180
          
          
            2018-08-01
          
          4
          15284.47
          15903.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745182
          
          
            2019-05-01
          
          5.5
          3498.02
          3595.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745192
          
          
            2020-06-01
          
          5.5
          1360.14
          1425.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745209
          
          
            2019-09-01
          
          5.5
          23.07
          23.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745275
          
          
            2036-02-01
          
          5
          13200.30
          14744.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI745285
          
          
            2021-01-01
          
          4.5
          1214.15
          1260.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL786490
          
          
            2034-07-01
          
          5.5
          300.23
          338.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI786563
          
          
            2019-07-01
          
          6
          3571.21
          3737.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI787559
          
          
            2020-02-01
          
          5.5
          196.86
          201.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL787578
          
          
            2035-07-01
          
          6
          13968.44
          16024.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL789344
          
          
            2034-07-01
          
          5.5
          2020.62
          2288.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL786726
          
          
            2034-08-01
          
          6.5
          1259.87
          1458.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI786984
          
          
            2019-08-01
          
          5.5
          2786.61
          2917.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL636697
          
          
            2032-05-01
          
          6
          57.53
          66.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL636708
          
          
            2032-04-01
          
          7.5
          1797.72
          2133.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI636860
          
          
            2017-03-01
          
          6
          19.37
          19.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI637956
          
          
            2017-03-01
          
          5.5
          104.00
          104.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL636895
          
          
            2032-04-01
          
          7
          213.52
          214.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI636934
          
          
            2017-05-01
          
          6.5
          700.47
          713.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI636952
          
          
            2017-06-01
          
          5.5
          33.81
          34.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI636961
          
          
            2017-07-01
          
          6.5
          1094.17
          1117.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI638157
          
          
            2017-04-01
          
          5.5
          290.08
          292.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI637912
          
          
            2017-04-01
          
          7
          27.18
          27.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CTAL5063
          
          
            2032-01-01
          
          4.5
          7208.60
          7888.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL5229
          
          
            2044-01-01
          
          5
          238.87
          267.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 02.000 CIAL6211
          
          
            2029-07-01
          
          2
          3369.91
          3442.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL850752
          
          
            2035-12-01
          
          5.5
          49.62
          56.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI850786
          
          
            2021-01-01
          
          5.5
          231.20
          249.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI850813
          
          
            2020-12-01
          
          5.5
          802.49
          865.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL852559
          
          
            2036-01-01
          
          6
          6765.52
          7760.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI850877
          
          
            2020-12-01
          
          4.5
          2452.03
          2540.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL851036
          
          
            2035-11-01
          
          6
          2674.25
          3068.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI851106
          
          
            2021-03-01
          
          5.5
          3264.27
          3466.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI851887
          
          
            2020-10-01
          
          4.5
          4024.35
          4145.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL852029
          
          
            2036-01-01
          
          6
          38.74
          44.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL852479
          
          
            2035-12-01
          
          5.5
          1911.02
          2153.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI890303
          
          
            2025-09-01
          
          5
          32.63
          34.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI890306
          
          
            2026-04-01
          
          4
          2548.88
          2729.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI890337
          
          
            2026-01-01
          
          4.5
          2822.58
          3019.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CL890383
          
          
            2042-01-01
          
          4
          11992.16
          13046.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL890585
          
          
            2039-03-01
          
          5
          3384.68
          3781.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL890413
          
          
            2038-12-01
          
          5.5
          318.59
          362.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CL890427
          
          
            2042-04-01
          
          3.5
          2682.81
          2864.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI890446
          
          
            2026-06-01
          
          4.5
          3688.66
          3862.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI890509
          
          
            2024-05-01
          
          6
          15353.55
          15962.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL890551
          
          
            2041-08-01
          
          4.5
          7102.17
          7807.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL890528
          
          
            2039-06-01
          
          5.5
          1377.77
          1561.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL928287
          
          
            2037-04-01
          
          5.5
          525.42
          597.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL928296
          
          
            2037-05-01
          
          5.5
          66.88
          75.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL928373
          
          
            2036-03-01
          
          4.5
          5243.13
          5770.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL928480
          
          
            2037-07-01
          
          6
          250.19
          291.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI929690
          
          
            2023-07-01
          
          4.5
          690.34
          745.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL928491
          
          
            2037-06-01
          
          6
          2447.34
          2838.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL928533
          
          
            2037-07-01
          
          7.5
          9718.60
          9932.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL928596
          
          
            2037-07-01
          
          6.5
          8466.38
          10267.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL928657
          
          
            2037-09-01
          
          6.5
          18.97
          21.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI694828
          
          
            2018-04-01
          
          5
          2862.71
          2955.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL694020
          
          
            2033-04-01
          
          6
          1.52
          1.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL694130
          
          
            2033-01-01
          
          8
          166.88
          171.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL695495
          
          
            2033-03-01
          
          5.5
          142.07
          161.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL694183
          
          
            2033-02-01
          
          6
          218.48
          251.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL694617
          
          
            2033-04-01
          
          5.5
          2135.02
          2404.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI694688
          
          
            2018-03-01
          
          5.5
          165.78
          170.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI694970
          
          
            2018-04-01
          
          5.5
          381.01
          391.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI695025
          
          
            2018-03-01
          
          5.5
          3339.46
          3424.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL695074
          
          
            2033-04-01
          
          6.5
          4183.63
          4833.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI734959
          
          
            2018-08-01
          
          4
          5816.02
          6051.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735022
          
          
            2034-12-01
          
          5.5
          12636.32
          14389.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735036
          
          
            2034-12-01
          
          5.5
          6969.43
          7943.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT735070
          
          
            2024-10-01
          
          6.5
          9000.41
          10398.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735230
          
          
            2035-02-01
          
          5.5
          5135.06
          5846.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI735057
          
          
            2019-01-01
          
          4.5
          12242.36
          12626.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735061
          
          
            2034-11-01
          
          6
          3928.20
          4538.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735115
          
          
            2034-12-01
          
          6
          1131.58
          1311.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL735124
          
          
            2034-12-01
          
          5.5
          76.14
          85.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL735125
          
          
            2034-12-01
          
          6
          1121.22
          1291.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL524847
          
          
            2030-01-01
          
          8
          533.76
          563.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL527241
          
          
            2029-11-01
          
          6
          11.59
          13.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL524919
          
          
            2030-02-01
          
          7.5
          1789.51
          1823.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL524949
          
          
            2030-03-01
          
          7.5
          1104.51
          1192.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL525064
          
          
            2029-12-01
          
          7.5
          77.85
          80.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL525099
          
          
            2029-12-01
          
          7.5
          530.34
          544.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL526118
          
          
            2029-12-01
          
          8
          209.49
          211.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL526367
          
          
            2030-04-01
          
          8.5
          1818.06
          1838.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL549740
          
          
            2027-10-01
          
          6.5
          3518.49
          4064.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL549834
          
          
            2030-09-01
          
          8
          2977.68
          3307.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL550173
          
          
            2030-08-01
          
          8.5
          421.31
          440.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL550176
          
          
            2030-08-01
          
          8.5
          445.68
          450.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555281
          
          
            2033-03-01
          
          6
          665.53
          774.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL550321
          
          
            2030-08-01
          
          8.5
          27.95
          28.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL551216
          
          
            2030-09-01
          
          7.5
          300.01
          353.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI735183
          
          
            2019-12-01
          
          6.5
          67.72
          68.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL766972
          
          
            2034-01-01
          
          5
          2034.14
          2273.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI768339
          
          
            2018-12-01
          
          5
          156.48
          162.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI768564
          
          
            2019-03-01
          
          4.5
          63.21
          65.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI769012
          
          
            2016-09-01
          
          7
          15.57
          15.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL769862
          
          
            2034-02-01
          
          5.5
          12574.68
          14167.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL769206
          
          
            2033-12-01
          
          7.5
          115.39
          116.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL769258
          
          
            2033-12-01
          
          6
          2787.65
          3212.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL769259
          
          
            2034-01-01
          
          6
          1306.30
          1514.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL770439
          
          
            2034-04-01
          
          6
          3327.48
          3919.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725203
          
          
            2018-03-01
          
          6
          177.97
          180.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725194
          
          
            2018-12-01
          
          6
          1036.46
          1057.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI725309
          
          
            2017-04-01
          
          7.5
          56.54
          57.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL725234
          
          
            2034-03-01
          
          5
          1365.28
          1529.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT725218
          
          
            2021-02-01
          
          6.5
          14255.33
          16469.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL725223
          
          
            2034-03-01
          
          5.5
          6553.19
          7462.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725225
          
          
            2017-06-01
          
          6
          0.04
          0.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI725226
          
          
            2018-07-01
          
          6.5
          6058.79
          6183.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI725284
          
          
            2018-11-01
          
          7
          510.23
          520.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI745498
          
          
            2021-04-01
          
          7
          6698.91
          6838.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL745516
          
          
            2036-05-01
          
          5.5
          565.33
          641.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI745526
          
          
            2021-05-01
          
          6
          6367.76
          6908.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745585
          
          
            2036-05-01
          
          6.5
          1211.10
          1409.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745637
          
          
            2034-12-01
          
          6.5
          8845.27
          10525.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI745559
          
          
            2020-07-01
          
          4.5
          8514.81
          8879.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745562
          
          
            2021-04-01
          
          5.5
          14421.15
          15434.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL745575
          
          
            2036-02-01
          
          6.5
          4269.43
          5335.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745580
          
          
            2036-06-01
          
          5
          7983.80
          8916.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI745596
          
          
            2021-04-01
          
          6.5
          2860.78
          3036.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT745633
          
          
            2024-07-01
          
          6.5
          1310.70
          1514.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL794424
          
          
            2034-09-01
          
          7
          479.19
          521.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI794884
          
          
            2019-10-01
          
          5.5
          110.58
          116.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL795746
          
          
            2029-05-01
          
          6
          169.45
          194.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 RE796171
          
          
            2034-11-01
          
          5
          1564.69
          1646.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL797544
          
          
            2035-04-01
          
          6
          523.90
          606.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL796295
          
          
            2034-12-01
          
          4.5
          333.77
          365.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI797399
          
          
            2019-12-01
          
          5
          4529.36
          4681.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL796629
          
          
            2034-10-01
          
          5
          1470.67
          1637.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI796680
          
          
            2019-10-01
          
          4.5
          11386.32
          11844.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL796970
          
          
            2034-10-01
          
          6
          1247.10
          1430.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL551218
          
          
            2030-09-01
          
          8.5
          1975.87
          2058.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL551209
          
          
            2030-09-01
          
          8
          345.40
          356.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL553555
          
          
            2030-09-01
          
          8
          416.94
          450.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL553162
          
          
            2030-09-01
          
          8
          145.21
          149.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL594653
          
          
            2031-06-01
          
          8.5
          272.30
          305.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL595436
          
          
            2031-08-01
          
          6.5
          10.63
          12.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 GO595472
          
          
            2026-10-01
          
          8.5
          146.00
          153.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO595482
          
          
            2031-10-01
          
          8
          5486.94
          5984.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL595542
          
          
            2031-05-01
          
          8.5
          405.07
          454.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL595610
          
          
            2031-07-01
          
          7
          11.01
          11.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 K2596686
          
          
            2031-11-01
          
          6.5
          5064.73
          5807.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI595978
          
          
            2016-07-25
          
          6
          6.97
          6.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL596277
          
          
            2031-08-01
          
          7
          1656.15
          1911.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL596449
          
          
            2031-06-01
          
          6.5
          23.90
          27.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI596505
          
          
            2016-08-01
          
          6.5
          0.15
          0.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT253885
          
          
            2021-07-01
          
          6
          593.81
          681.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40553 G
          
          
            2046-05-01
          
          4
          914458.72
          989448.19
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40925 G
          
          
            2046-06-01
          
          4
          628071.25
          680512.20
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40941 G
          
          
            2046-06-01
          
          3.5
          677324.78
          729221.03
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41285 G
          
          
            2046-06-01
          
          3.5
          709779.25
          759132.65
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40945 G
          
          
            2046-06-01
          
          3.5
          718113.88
          767455.81
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40968 G
          
          
            2046-06-01
          
          3.5
          1356193.75
          1450495.93
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41033 G
          
          
            2046-06-01
          
          3.5
          1162581.00
          1244498.14
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41186 G
          
          
            2046-06-01
          
          4
          794936.75
          864366.70
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q41161 G
          
          
            2046-05-01
          
          4.5
          600049.75
          658995.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41264 G
          
          
            2046-06-01
          
          3.5
          728099.25
          778727.23
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41315 G
          
          
            2046-06-01
          
          4
          1139948.25
          1253067.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL131739
          
          
            2021-09-01
          
          8.5
          10.33
          10.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 GL135058
          
          
            2019-01-01
          
          10
          5006.16
          5116.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL145904
          
          
            2022-02-01
          
          7.5
          3507.30
          3540.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL148573
          
          
            2022-02-01
          
          8
          11.04
          11.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL190192
          
          
            2023-02-01
          
          9
          2353.78
          2579.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL148467
          
          
            2022-03-01
          
          8
          10106.33
          10342.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GL157232
          
          
            2019-10-01
          
          9
          25.29
          25.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.250 CL171970
          
          
            2022-07-01
          
          7.25
          67.27
          67.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL176356
          
          
            2021-11-01
          
          10
          629.42
          637.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL185152
          
          
            2022-10-01
          
          7
          583.04
          629.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL190876
          
          
            2024-06-01
          
          8
          114.81
          127.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL253815
          
          
            2031-04-01
          
          9
          139.61
          141.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253848
          
          
            2021-06-01
          
          6.5
          3965.67
          4581.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL797154
          
          
            2034-11-01
          
          5.5
          2370.82
          2699.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL6280
          
          
            2044-10-01
          
          4
          5136.68
          5521.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL7074
          
          
            2034-02-01
          
          4.5
          4787.14
          5389.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAL6294
          
          
            2044-11-01
          
          4.5
          6753.65
          7409.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL5423
          
          
            2044-06-01
          
          4
          5796.13
          6341.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CNAL5456
          
          
            2018-10-01
          
          5.5
          7849.49
          8061.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL5630
          
          
            2044-08-01
          
          4
          2161.05
          2347.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAL5928
          
          
            2026-06-01
          
          5
          4033.87
          4176.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL6150
          
          
            2027-08-01
          
          4
          4088.21
          4376.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAU1629
          
          
            2043-07-01
          
          3
          1.63
          1.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU2933
          
          
            2043-09-01
          
          3.5
          1068.18
          1151.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU2957
          
          
            2043-07-01
          
          3.5
          1380.73
          1478.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAU3032
          
          
            2043-08-01
          
          3.5
          5378.83
          5765.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAU6528
          
          
            2043-11-01
          
          4
          10609.95
          11400.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAU3751
          
          
            2043-08-01
          
          4
          7841.79
          8517.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU4658
          
          
            2043-09-01
          
          4.5
          7885.86
          8657.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAU4708
          
          
            2043-10-01
          
          4.5
          5431.11
          5943.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAU5069
          
          
            2043-11-01
          
          4
          2807.99
          3049.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAU6218
          
          
            2043-09-01
          
          5
          14507.59
          16165.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAU5482
          
          
            2029-04-01
          
          3.5
          4295.27
          4565.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI653179
          
          
            2017-09-01
          
          6
          4.49
          4.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI653291
          
          
            2017-07-01
          
          5.5
          329.11
          332.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL653361
          
          
            2032-08-01
          
          7.5
          4386.19
          4472.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL654327
          
          
            2032-10-01
          
          6
          52.78
          60.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI654505
          
          
            2017-09-01
          
          5.5
          159.36
          162.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL654331
          
          
            2032-10-01
          
          6
          2.80
          3.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI654359
          
          
            2017-06-01
          
          6
          1395.96
          1410.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL653655
          
          
            2032-08-01
          
          6.5
          1499.77
          1732.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI653785
          
          
            2017-03-01
          
          6.5
          439.50
          442.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL654192
          
          
            2032-10-01
          
          7
          910.33
          1031.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI654504
          
          
            2017-09-01
          
          5.5
          39.45
          40.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL928695
          
          
            2037-09-01
          
          7.5
          10821.89
          11187.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL928739
          
          
            2037-10-01
          
          6.5
          1573.45
          1824.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI968064
          
          
            2022-02-01
          
          5
          8196.18
          8753.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL967208
          
          
            2037-12-01
          
          5.5
          915.88
          1031.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL967740
          
          
            2037-07-01
          
          5.5
          177.12
          199.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL968252
          
          
            2038-02-01
          
          7
          458.84
          482.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL969980
          
          
            2038-05-01
          
          5.5
          89.48
          101.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL968371
          
          
            2038-09-01
          
          5.5
          49.93
          56.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI969807
          
          
            2023-02-01
          
          5
          403.47
          416.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT253849
          
          
            2021-06-01
          
          7
          1984.28
          2149.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI253884
          
          
            2016-08-01
          
          6.5
          0.46
          0.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL253182
          
          
            2030-03-01
          
          7
          17.32
          19.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253886
          
          
            2021-07-01
          
          6.5
          1215.76
          1404.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL253037
          
          
            2030-02-01
          
          7.5
          4530.85
          5666.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL253112
          
          
            2030-02-01
          
          7
          384.79
          440.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253114
          
          
            2030-02-01
          
          8
          134.29
          166.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL253180
          
          
            2030-02-01
          
          6.5
          21.75
          25.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI256592
          
          
            2021-12-01
          
          6.5
          578.99
          626.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT255701
          
          
            2025-04-01
          
          5
          4594.82
          5115.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL255706
          
          
            2035-05-01
          
          5.5
          2752.35
          3126.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL255737
          
          
            2035-04-01
          
          6.5
          614.42
          709.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL255820
          
          
            2035-06-01
          
          7
          752.42
          874.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT255767
          
          
            2025-06-01
          
          5.5
          3268.95
          3682.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL255769
          
          
            2035-06-01
          
          5
          15.17
          16.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL255771
          
          
            2035-06-01
          
          6
          271.39
          313.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255805
          
          
            2020-08-01
          
          4.5
          1774.17
          1849.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL255813
          
          
            2035-08-01
          
          5
          2137.06
          2384.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL255815
          
          
            2035-07-01
          
          6
          12445.78
          14387.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CT313955
          
          
            2017-12-01
          
          8
          12.46
          12.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL315423
          
          
            2025-07-01
          
          8.5
          7821.46
          8875.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL316330
          
          
            2025-07-01
          
          8
          182.83
          203.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL316681
          
          
            2025-07-01
          
          7
          4853.71
          5350.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL317046
          
          
            2025-07-01
          
          8
          54.93
          55.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL317373
          
          
            2025-07-01
          
          8
          2329.88
          2380.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL317453
          
          
            2025-07-01
          
          8
          762.13
          788.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL317537
          
          
            2025-08-01
          
          8
          1799.53
          1863.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL318753
          
          
            2025-08-01
          
          8
          274.52
          280.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL318793
          
          
            2025-08-01
          
          7
          0.75
          0.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL318865
          
          
            2025-08-01
          
          8
          7.54
          8.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL527250
          
          
            2029-11-01
          
          7
          593.11
          657.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL527253
          
          
            2029-11-01
          
          7.5
          1942.79
          2226.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT527289
          
          
            2019-11-01
          
          6.5
          323.65
          373.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL527760
          
          
            2030-02-01
          
          7
          12.22
          13.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL532395
          
          
            2030-02-01
          
          7.75
          11631.46
          11987.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL527968
          
          
            2030-01-01
          
          7.5
          4318.62
          4703.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL531147
          
          
            2030-05-01
          
          7.5
          1135.51
          1149.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL531260
          
          
            2030-04-01
          
          8
          564.26
          580.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL531247
          
          
            2030-02-01
          
          8
          1724.50
          1995.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL531575
          
          
            2030-04-01
          
          7.75
          10500.01
          10751.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL531581
          
          
            2030-04-01
          
          7.75
          326.33
          327.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI788428
          
          
            2019-09-01
          
          5.5
          1229.36
          1288.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL788469
          
          
            2034-05-01
          
          7.5
          1513.29
          1571.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL787846
          
          
            2033-08-01
          
          6
          5245.94
          6017.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 GL789297
          
          
            2034-03-01
          
          5.5
          1904.71
          2039.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL835163
          
          
            2035-08-01
          
          5.5
          46.69
          52.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL836071
          
          
            2035-10-01
          
          5
          13904.22
          15532.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI835629
          
          
            2020-08-01
          
          5.5
          1267.07
          1335.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI835682
          
          
            2019-09-01
          
          5.5
          3837.15
          4000.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI836773
          
          
            2020-10-01
          
          5.5
          601.12
          639.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL835760
          
          
            2035-09-01
          
          4.5
          0.90
          0.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL836018
          
          
            2035-09-01
          
          5.5
          125.61
          142.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI836049
          
          
            2020-10-01
          
          5.5
          1254.45
          1329.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL836302
          
          
            2035-10-01
          
          4.5
          185.05
          202.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI836618
          
          
            2020-10-01
          
          5.5
          631.84
          672.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL836683
          
          
            2035-10-01
          
          6
          7513.02
          8617.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI888356
          
          
            2022-03-01
          
          5.5
          9321.08
          10079.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL887617
          
          
            2036-07-01
          
          5.5
          475.76
          540.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL887673
          
          
            2036-08-01
          
          5.5
          1904.07
          2145.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI888044
          
          
            2021-07-01
          
          6.5
          13715.73
          14262.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL888211
          
          
            2036-08-01
          
          7
          13260.95
          16437.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI888018
          
          
            2021-01-01
          
          5.5
          2071.20
          2208.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL888029
          
          
            2036-12-01
          
          6
          326.97
          375.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888073
          
          
            2035-02-01
          
          5.5
          205.69
          234.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888093
          
          
            2036-12-01
          
          5.5
          1188.71
          1344.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888174
          
          
            2035-06-01
          
          5.5
          400.31
          455.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI888231
          
          
            2018-02-01
          
          6.5
          1434.00
          1464.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL905887
          
          
            2036-12-01
          
          5.5
          21.03
          23.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL906001
          
          
            2036-12-01
          
          5.5
          8596.42
          9681.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL906059
          
          
            2037-01-01
          
          5.5
          2595.14
          2935.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI906079
          
          
            2022-01-01
          
          5.5
          1143.54
          1223.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI908560
          
          
            2022-01-01
          
          5.5
          12624.99
          13442.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP906688
          
          
            2036-12-01
          
          6
          1112.18
          1231.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL908144
          
          
            2036-11-01
          
          7.5
          1285.65
          1513.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI908194
          
          
            2021-12-01
          
          5
          8842.53
          9117.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL907336
          
          
            2037-03-01
          
          5.5
          56.69
          63.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL907805
          
          
            2037-01-01
          
          5.5
          1177.88
          1327.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI908050
          
          
            2021-12-01
          
          5
          90.18
          95.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL947292
          
          
            2037-10-01
          
          6.5
          3992.54
          4756.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL946731
          
          
            2037-09-01
          
          6.5
          134.06
          154.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI946807
          
          
            2022-09-01
          
          5.5
          2736.65
          2930.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI969286
          
          
            2023-01-01
          
          5
          11664.65
          12033.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI970745
          
          
            2023-11-01
          
          4.5
          8448.97
          8703.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI970751
          
          
            2023-11-01
          
          6
          4762.06
          5136.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL969944
          
          
            2038-03-01
          
          5.5
          1377.40
          1557.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA7367
          
          
            2022-02-01
          
          4
          2090.35
          2175.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAA7370
          
          
            2022-01-01
          
          4.5
          14612.05
          15064.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA7670
          
          
            2039-06-01
          
          4.5
          2250.86
          2467.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA7681
          
          
            2039-06-01
          
          4.5
          595.13
          651.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA9782
          
          
            2024-07-01
          
          4
          6069.21
          6499.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA7686
          
          
            2039-06-01
          
          4.5
          187.86
          207.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAA7750
          
          
            2024-06-01
          
          4
          7364.28
          7881.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA7917
          
          
            2035-01-01
          
          4.5
          4037.08
          4444.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 PIAA8907
          
          
            2020-08-01
          
          5
          989.29
          996.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAA8422
          
          
            2039-06-01
          
          4.5
          14321.16
          16056.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAA8443
          
          
            2039-06-01
          
          5
          3292.63
          3749.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD4554
          
          
            2040-04-01
          
          5
          13534.87
          15119.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLAD4606
          
          
            2040-06-01
          
          5.5
          3686.04
          4154.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD4757
          
          
            2025-04-01
          
          4
          2647.18
          2838.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD4852
          
          
            2040-04-01
          
          5
          11724.43
          13332.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAD7128
          
          
            2040-07-01
          
          4.5
          5509.54
          6057.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD5027
          
          
            2040-06-01
          
          5
          3682.32
          4102.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL770483
          
          
            2034-04-01
          
          6
          332.69
          381.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL769820
          
          
            2034-03-01
          
          6
          7447.98
          8590.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL824550
          
          
            2035-07-01
          
          5
          5237.68
          5837.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL824599
          
          
            2034-12-01
          
          5.5
          3665.14
          4174.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL824605
          
          
            2034-12-01
          
          6
          7781.73
          8940.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI826191
          
          
            2020-07-01
          
          5.5
          2326.65
          2463.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL826571
          
          
            2035-07-01
          
          6
          5247.84
          6019.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL826202
          
          
            2035-07-01
          
          5.5
          68.71
          77.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI825596
          
          
            2020-06-01
          
          5.5
          12986.19
          13826.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL825743
          
          
            2035-07-01
          
          4.5
          3443.98
          3780.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI825972
          
          
            2020-07-01
          
          5.5
          425.77
          448.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI826007
          
          
            2020-07-01
          
          4.5
          6968.82
          7176.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI826339
          
          
            2020-07-01
          
          5.5
          633.82
          674.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL871293
          
          
            2036-05-01
          
          5
          78.79
          87.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL870614
          
          
            2036-06-01
          
          5
          97.76
          109.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE870801
          
          
            2036-10-01
          
          5.5
          2107.10
          2323.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL870962
          
          
            2036-11-01
          
          6
          2033.06
          2359.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL872832
          
          
            2036-06-01
          
          6.5
          1404.92
          1623.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL871113
          
          
            2036-12-01
          
          4.5
          11.04
          12.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555286
          
          
            2018-01-01
          
          6
          12.88
          13.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI555299
          
          
            2017-11-01
          
          7
          24.13
          24.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555345
          
          
            2018-02-01
          
          5.5
          9.20
          9.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555349
          
          
            2018-03-01
          
          5.5
          11845.66
          12137.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555044
          
          
            2017-11-01
          
          5.5
          124.96
          127.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555350
          
          
            2018-03-01
          
          5.5
          4945.45
          5066.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI555363
          
          
            2018-04-01
          
          5
          3674.70
          3788.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI555366
          
          
            2018-04-01
          
          4.5
          1002.84
          1031.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555374
          
          
            2018-04-01
          
          5.5
          105.20
          107.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555384
          
          
            2018-04-01
          
          5.5
          4.54
          4.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555385
          
          
            2018-03-01
          
          6
          448.63
          455.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL596832
          
          
            2031-09-01
          
          7
          3139.60
          3570.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL597116
          
          
            2030-09-01
          
          8
          3931.33
          4117.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL597106
          
          
            2031-09-01
          
          7
          39.40
          40.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL597220
          
          
            2031-09-01
          
          8
          469.07
          488.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL597282
          
          
            2031-09-01
          
          6.5
          1005.37
          1161.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL597303
          
          
            2031-09-01
          
          8.5
          378.94
          383.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL597420
          
          
            2031-09-01
          
          8
          678.26
          817.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI598276
          
          
            2016-07-25
          
          6.5
          1.96
          1.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI598414
          
          
            2016-11-01
          
          5.5
          10.36
          10.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI598423
          
          
            2017-01-01
          
          6
          28.19
          28.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL598887
          
          
            2031-09-01
          
          7
          163.72
          165.15
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41318 G
          
          
            2046-06-01
          
          3.5
          1095156.50
          1170403.00
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41329 G
          
          
            2046-06-01
          
          3.5
          772495.50
          826922.79
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.000 FGPC Q41392 G
          
          
            2046-06-01
          
          3
          624153.00
          652953.09
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41397 G
          
          
            2046-07-01
          
          3.5
          671232.00
          710270.48
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41486 G
          
          
            2046-07-01
          
          4
          720021.50
          779066.30
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41487 G
          
          
            2046-07-01
          
          4
          598737.25
          648731.94
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q41577 G
          
          
            2046-07-01
          
          3.5
          1352864.00
          1448183.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41585 G
          
          
            2046-07-01
          
          4
          1095440.25
          1197974.80
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q41586 G
          
          
            2046-07-01
          
          4
          1089554.25
          1184719.43
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC G60588 G
          
          
            2046-05-01
          
          4.5
          974511.73
          1073737.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL190261
          
          
            2023-09-01
          
          8.5
          14.97
          16.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL190289
          
          
            2027-11-01
          
          7
          723.09
          861.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL190294
          
          
            2028-02-01
          
          7
          1300.55
          1564.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL190295
          
          
            2024-12-01
          
          7
          22.28
          25.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL190360
          
          
            2035-08-01
          
          5
          2160.23
          2413.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL190307
          
          
            2030-06-01
          
          8
          730.39
          945.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL190346
          
          
            2033-12-01
          
          5.5
          12441.42
          14233.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL190322
          
          
            2032-04-01
          
          6
          2765.06
          3216.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL946811
          
          
            2037-09-01
          
          6
          14.21
          16.32
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI947847
          
          
            2022-10-01
          
          5.5
          640.52
          666.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL947013
          
          
            2037-09-01
          
          5.5
          138.70
          156.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL947052
          
          
            2037-10-01
          
          6
          1164.36
          1338.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL947081
          
          
            2037-10-01
          
          6
          581.97
          667.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI947090
          
          
            2022-10-01
          
          6
          11977.00
          13284.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL947220
          
          
            2037-10-01
          
          6
          9.11
          10.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL947616
          
          
            2037-10-01
          
          6
          1506.18
          1727.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL992606
          
          
            2038-11-01
          
          5
          207.25
          230.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL992723
          
          
            2038-10-01
          
          5.5
          246.51
          278.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI993022
          
          
            2023-10-01
          
          6
          3301.26
          3529.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL993050
          
          
            2038-12-01
          
          5.5
          15.37
          17.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995570
          
          
            2039-01-01
          
          5.5
          11260.99
          12686.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL993138
          
          
            2038-10-01
          
          6
          436.44
          500.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995487
          
          
            2037-08-01
          
          6
          1528.13
          1782.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT995499
          
          
            2026-10-01
          
          6
          11290.64
          12951.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL995504
          
          
            2038-11-01
          
          7.5
          3650.87
          4313.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995525
          
          
            2038-12-01
          
          6
          4137.03
          4760.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI995565
          
          
            2018-12-01
          
          5
          2388.07
          2478.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA0648
          
          
            2026-02-01
          
          3.5
          9333.80
          9920.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA0658
          
          
            2021-02-01
          
          3
          10831.99
          11383.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CNMA0660
          
          
            2021-01-01
          
          4
          2349.86
          2452.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIMA0673
          
          
            2026-01-01
          
          4.5
          1825.35
          1880.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA0932
          
          
            2041-11-01
          
          3.5
          3169.40
          3361.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIMA0721
          
          
            2026-03-01
          
          4.5
          344.93
          374.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA0723
          
          
            2031-05-01
          
          4
          5638.70
          6121.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA0756
          
          
            2031-06-01
          
          4
          13251.60
          14378.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLMA1750
          
          
            2043-12-01
          
          5
          164.08
          182.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA1770
          
          
            2044-01-01
          
          4.5
          4635.76
          5082.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA1783
          
          
            2024-02-01
          
          3
          13459.29
          14156.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI641636
          
          
            2017-04-01
          
          5.5
          20.99
          21.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT642680
          
          
            2022-04-01
          
          6
          1436.17
          1647.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI641810
          
          
            2017-04-01
          
          6
          9.07
          9.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT642429
          
          
            2022-05-01
          
          6.5
          862.04
          995.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 KI642473
          
          
            2017-04-01
          
          7
          96.84
          98.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL642513
          
          
            2032-06-01
          
          8
          11365.86
          11784.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL673596
          
          
            2033-01-01
          
          6
          50.57
          58.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI673961
          
          
            2017-12-01
          
          5.5
          2913.39
          2984.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL673974
          
          
            2033-01-01
          
          6
          112.64
          129.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI673980
          
          
            2018-01-01
          
          5.5
          893.79
          915.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI675781
          
          
            2017-11-01
          
          6
          2124.94
          2139.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL872153
          
          
            2036-04-01
          
          5.5
          2603.74
          2943.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI872169
          
          
            2021-04-01
          
          5.5
          1216.57
          1278.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI872361
          
          
            2021-05-01
          
          5.5
          4540.67
          4873.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI872569
          
          
            2021-06-01
          
          5.5
          6332.36
          6722.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL872742
          
          
            2036-06-01
          
          5.5
          1365.00
          1543.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL896500
          
          
            2036-08-01
          
          6
          8734.37
          10045.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL895661
          
          
            2036-09-01
          
          6.5
          286.06
          330.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL895722
          
          
            2036-07-01
          
          7
          71.16
          75.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL896008
          
          
            2036-07-01
          
          6
          2062.23
          2365.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI896883
          
          
            2022-05-01
          
          5.5
          923.23
          987.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL896017
          
          
            2036-08-01
          
          6.5
          2287.29
          2766.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI840569
          
          
            2020-09-01
          
          5.5
          329.42
          343.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI840576
          
          
            2020-10-01
          
          5
          2313.65
          2476.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI840466
          
          
            2021-04-01
          
          5.5
          7017.96
          7407.95
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI840896
          
          
            2020-10-01
          
          5.5
          866.11
          922.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL842755
          
          
            2035-10-01
          
          5
          444.96
          496.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL840903
          
          
            2035-10-01
          
          6
          8269.25
          9487.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI841928
          
          
            2020-10-01
          
          5.5
          2017.43
          2147.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI842069
          
          
            2020-09-01
          
          5.5
          577.51
          618.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL842121
          
          
            2035-08-01
          
          6
          1685.82
          1945.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL842288
          
          
            2035-09-01
          
          6
          49.82
          57.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL842315
          
          
            2031-09-01
          
          7
          1860.04
          2130.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI888435
          
          
            2022-06-01
          
          5.5
          10.22
          11.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888450
          
          
            2035-08-01
          
          5.5
          4113.56
          4681.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI888564
          
          
            2021-10-01
          
          5
          2561.66
          2748.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT888656
          
          
            2025-04-01
          
          6.5
          2896.36
          3346.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888876
          
          
            2033-05-01
          
          5.5
          5364.02
          6097.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888657
          
          
            2035-02-01
          
          5.5
          1678.85
          1941.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL888661
          
          
            2037-08-01
          
          4.5
          612.17
          671.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888746
          
          
            2037-10-01
          
          6.5
          576.99
          666.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP888736
          
          
            2037-10-01
          
          6
          9344.79
          10528.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL888789
          
          
            2037-10-01
          
          5
          1958.42
          2186.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI888830
          
          
            2022-11-01
          
          6.5
          2258.61
          2474.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL911368
          
          
            2037-02-01
          
          5
          46.67
          51.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI912410
          
          
            2022-02-01
          
          5.5
          635.91
          686.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL912710
          
          
            2037-03-01
          
          5
          1649.24
          1836.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL912714
          
          
            2037-03-01
          
          5.5
          2415.89
          2729.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI915939
          
          
            2022-03-01
          
          5.5
          7313.80
          7978.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL912872
          
          
            2037-02-01
          
          5.5
          22.60
          25.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL914386
          
          
            2037-03-01
          
          5
          40.98
          45.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL190344
          
          
            2033-12-01
          
          6
          10.42
          12.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL190377
          
          
            2036-11-01
          
          5
          11126.46
          12422.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL190354
          
          
            2034-12-01
          
          5.5
          64.70
          73.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253184
          
          
            2030-03-01
          
          8
          2115.11
          2702.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253266
          
          
            2030-05-01
          
          8
          38.04
          48.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL253346
          
          
            2030-05-01
          
          7.5
          409.07
          489.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253347
          
          
            2030-06-01
          
          8
          104.30
          126.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253482
          
          
            2030-09-01
          
          8.5
          3299.90
          4026.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253348
          
          
            2030-05-01
          
          8.5
          646.67
          777.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253356
          
          
            2030-07-01
          
          8
          3645.88
          4215.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253395
          
          
            2030-06-01
          
          8.5
          1073.62
          1332.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253398
          
          
            2030-07-01
          
          8
          114.55
          136.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL253438
          
          
            2030-08-01
          
          8.5
          431.92
          524.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253481
          
          
            2030-10-01
          
          8
          2522.80
          3250.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT255857
          
          
            2025-08-01
          
          5.5
          4649.91
          5291.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255890
          
          
            2020-10-01
          
          4.5
          16226.30
          16896.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT255894
          
          
            2025-10-01
          
          5
          3048.62
          3394.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI255954
          
          
            2020-10-01
          
          5.5
          470.38
          502.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI256236
          
          
            2021-05-01
          
          5.5
          4295.10
          4629.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL255933
          
          
            2035-11-01
          
          5.5
          1833.74
          2082.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT256001
          
          
            2025-11-01
          
          6
          7981.05
          9154.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL256022
          
          
            2035-12-01
          
          5.5
          8650.41
          9815.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL256118
          
          
            2036-01-01
          
          6.5
          6779.91
          8038.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI256200
          
          
            2021-03-01
          
          5.5
          42.42
          45.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP256219
          
          
            2036-04-01
          
          5.5
          9616.66
          10292.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL319206
          
          
            2025-09-01
          
          6.5
          30.35
          35.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 CL323073
          
          
            2018-10-01
          
          10.5
          197.54
          202.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GL322315
          
          
            2024-07-01
          
          9
          17.76
          17.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL323318
          
          
            2028-10-01
          
          7
          21.49
          25.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT323003
          
          
            2018-02-01
          
          6.5
          13.37
          15.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL323030
          
          
            2028-03-01
          
          6.5
          1168.75
          1350.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323990
          
          
            2029-10-01
          
          6
          163.73
          189.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL323994
          
          
            2029-10-01
          
          8
          142.49
          175.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL323995
          
          
            2029-10-01
          
          6
          3555.95
          4124.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL323218
          
          
            2028-06-01
          
          8
          54.25
          62.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT323287
          
          
            2018-09-01
          
          6.5
          21.50
          24.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL532513
          
          
            2030-04-01
          
          8.5
          341.53
          348.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL532711
          
          
            2030-04-01
          
          8.5
          826.73
          869.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL533165
          
          
            2030-03-01
          
          7.5
          391.78
          398.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL533360
          
          
            2030-04-01
          
          8.5
          2217.54
          2364.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI675037
          
          
            2017-11-01
          
          6
          713.49
          721.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI674582
          
          
            2017-12-01
          
          5.5
          1312.41
          1344.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI674636
          
          
            2017-12-01
          
          5.5
          976.58
          999.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI674736
          
          
            2018-01-01
          
          5.5
          1541.91
          1580.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI675241
          
          
            2017-12-01
          
          5.5
          11175.14
          11439.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL675650
          
          
            2033-02-01
          
          6
          211.59
          249.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI709899
          
          
            2018-06-01
          
          6
          16609.33
          17092.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI710316
          
          
            2018-06-01
          
          4.5
          11517.85
          11866.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL711981
          
          
            2033-07-01
          
          5.5
          3129.62
          3560.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI711583
          
          
            2018-03-01
          
          5.5
          55.67
          56.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI713804
          
          
            2018-07-01
          
          4
          380.62
          396.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI711587
          
          
            2016-11-01
          
          6.5
          395.51
          398.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI711637
          
          
            2018-05-01
          
          5
          7.95
          8.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL711657
          
          
            2033-05-01
          
          4.5
          435.16
          476.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI711695
          
          
            2018-07-01
          
          4.5
          15004.46
          15440.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL711769
          
          
            2033-05-01
          
          6
          280.87
          322.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL713590
          
          
            2033-04-01
          
          7.5
          1251.72
          1294.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI740741
          
          
            2018-11-01
          
          4.5
          12263.81
          12629.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL740775
          
          
            2033-09-01
          
          5.5
          1128.36
          1283.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL740309
          
          
            2033-10-01
          
          5.5
          787.61
          896.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL740320
          
          
            2033-10-01
          
          4.5
          560.81
          616.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI742093
          
          
            2019-04-01
          
          4.5
          856.09
          882.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI740465
          
          
            2018-10-01
          
          6
          9056.79
          9203.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL741620
          
          
            2033-10-01
          
          5.5
          305.73
          347.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI741695
          
          
            2018-10-01
          
          4.5
          8836.47
          9097.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL740901
          
          
            2033-09-01
          
          5.5
          11.16
          12.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI741305
          
          
            2018-09-01
          
          5
          636.94
          657.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI741344
          
          
            2018-11-01
          
          5.5
          9651.40
          10001.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL783813
          
          
            2034-07-01
          
          5.5
          1749.66
          1987.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL784102
          
          
            2034-06-01
          
          7
          1079.97
          1104.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI785676
          
          
            2019-07-01
          
          5.5
          1801.70
          1889.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI785726
          
          
            2019-07-01
          
          5
          152.44
          157.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI786462
          
          
            2019-07-01
          
          5
          5972.07
          6181.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI785775
          
          
            2019-08-01
          
          5.5
          42.26
          44.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL785182
          
          
            2034-07-01
          
          6
          1303.88
          1515.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI785268
          
          
            2019-07-01
          
          5.5
          875.59
          925.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI785551
          
          
            2019-11-01
          
          5.5
          6559.29
          6875.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL786187
          
          
            2034-07-01
          
          6
          1140.06
          1307.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI786411
          
          
            2019-07-01
          
          6.5
          154.29
          162.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832888
          
          
            2020-09-01
          
          5.5
          206.50
          219.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL832869
          
          
            2035-09-01
          
          5
          34.36
          38.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI914465
          
          
            2022-04-01
          
          5.5
          1195.77
          1310.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL914027
          
          
            2037-03-01
          
          5.5
          376.44
          424.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.250 CI681419
          
          
            2018-04-01
          
          5.25
          2155.63
          2226.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL683978
          
          
            2033-01-01
          
          5.5
          3813.35
          4297.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI681424
          
          
            2017-12-01
          
          6
          6462.11
          6514.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI681570
          
          
            2017-04-01
          
          6.5
          2420.33
          2438.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL681599
          
          
            2032-11-01
          
          6
          17.68
          20.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL681607
          
          
            2032-11-01
          
          8
          4976.84
          5644.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI681771
          
          
            2018-01-01
          
          5.5
          13944.22
          14279.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL683091
          
          
            2033-02-01
          
          6.5
          11.86
          13.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725936
          
          
            2019-08-01
          
          6
          422.86
          431.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725938
          
          
            2034-11-01
          
          6
          1368.14
          1585.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725993
          
          
            2019-09-01
          
          6
          10239.31
          10498.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725996
          
          
            2019-09-01
          
          6
          3622.22
          3696.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL727098
          
          
            2033-08-01
          
          5
          1119.74
          1252.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL727181
          
          
            2033-08-01
          
          5
          1131.61
          1271.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL727201
          
          
            2033-08-01
          
          4.5
          1713.08
          1883.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL727251
          
          
            2033-09-01
          
          4.5
          750.80
          822.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL726520
          
          
            2033-07-01
          
          5.5
          421.34
          487.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI726619
          
          
            2018-07-01
          
          4
          187.70
          195.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL726889
          
          
            2033-07-01
          
          5.5
          4988.78
          5675.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL751343
          
          
            2034-03-01
          
          5
          15007.47
          16709.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL751355
          
          
            2034-03-01
          
          5
          14415.06
          16050.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI751731
          
          
            2018-11-01
          
          4.5
          56.75
          58.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI751898
          
          
            2019-01-01
          
          5
          497.56
          514.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL754804
          
          
            2034-01-01
          
          6
          23.41
          26.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL752976
          
          
            2033-10-01
          
          5.5
          835.78
          950.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL753140
          
          
            2034-01-01
          
          5
          109.48
          123.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL753589
          
          
            2033-11-01
          
          6.5
          1590.51
          1837.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL753994
          
          
            2033-12-01
          
          6
          4241.30
          4865.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL755074
          
          
            2033-12-01
          
          5.5
          1495.01
          1684.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD5507
          
          
            2040-06-01
          
          5
          5071.53
          5676.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CTAD5541
          
          
            2030-05-01
          
          5
          1839.40
          2059.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAD5790
          
          
            2025-05-01
          
          4
          14215.26
          15009.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAD5947
          
          
            2040-06-01
          
          5
          4691.63
          5242.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAD5988
          
          
            2025-05-01
          
          4.5
          3528.47
          3822.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI619195
          
          
            2016-10-01
          
          6.5
          16.53
          16.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI618490
          
          
            2016-12-01
          
          5.5
          58.44
          58.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI618475
          
          
            2016-12-01
          
          5.5
          42.27
          42.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI618497
          
          
            2016-11-01
          
          5.5
          59.71
          60.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL534340
          
          
            2030-04-01
          
          7.5
          3042.03
          3176.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL533440
          
          
            2030-01-01
          
          8
          28.30
          28.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL533503
          
          
            2030-03-01
          
          8
          1080.70
          1112.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL533500
          
          
            2030-03-01
          
          8
          2558.57
          2966.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL534059
          
          
            2030-03-01
          
          7
          22.97
          23.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL534207
          
          
            2030-05-01
          
          8
          226.80
          265.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL534269
          
          
            2030-03-01
          
          8
          372.34
          376.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555013
          
          
            2017-11-01
          
          5.5
          3729.19
          3821.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555014
          
          
            2017-11-01
          
          5.5
          2175.76
          2232.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI555019
          
          
            2017-10-01
          
          5
          5076.54
          5231.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555056
          
          
            2017-11-01
          
          6
          572.08
          583.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555180
          
          
            2017-12-01
          
          6
          1733.74
          1764.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555101
          
          
            2017-11-01
          
          6
          62.39
          63.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555080
          
          
            2032-11-01
          
          6
          1235.52
          1436.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI555095
          
          
            2017-07-01
          
          6.5
          56.43
          57.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI555114
          
          
            2017-12-01
          
          5.5
          637.69
          653.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL555130
          
          
            2032-11-01
          
          6
          10.71
          12.33
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI555170
          
          
            2017-12-01
          
          6
          3.21
          3.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL598906
          
          
            2031-10-01
          
          7
          1724.83
          1764.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI598946
          
          
            2017-06-01
          
          6
          54.25
          54.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL599076
          
          
            2031-08-01
          
          6.5
          23.64
          27.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL600571
          
          
            2031-08-01
          
          6
          145.66
          167.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL599106
          
          
            2032-02-01
          
          6.5
          152.46
          176.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI599350
          
          
            2016-08-01
          
          6
          0.85
          0.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI599617
          
          
            2016-08-01
          
          5.5
          8.07
          8.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL599781
          
          
            2031-08-01
          
          6
          219.73
          252.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI601190
          
          
            2016-10-01
          
          6
          258.94
          260.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI601241
          
          
            2016-11-01
          
          5.5
          39.52
          39.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI601249
          
          
            2016-12-01
          
          5.5
          37.48
          37.77
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q38883 G
          
          
            2046-02-01
          
          4
          1201074.45
          1294404.21
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q38997 G
          
          
            2046-02-01
          
          3.5
          1176151.70
          1256960.91
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q38401 G
          
          
            2046-01-01
          
          4
          920495.29
          992020.74
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39563 G
          
          
            2046-03-01
          
          4.5
          586283.83
          653670.71
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q39865 G
          
          
            2046-04-01
          
          3.5
          612226.13
          649515.26
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39887 G
          
          
            2046-04-01
          
          4.5
          826271.25
          933429.55
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39888 G
          
          
            2046-04-01
          
          4.5
          906216.27
          1017616.53
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39064 G
          
          
            2046-03-01
          
          4.5
          754790.77
          836452.34
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39446 G
          
          
            2046-03-01
          
          4.5
          692705.61
          767652.20
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39447 G
          
          
            2046-03-01
          
          4.5
          1105848.98
          1213857.25
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q39462 G
          
          
            2046-03-01
          
          4
          633757.55
          685711.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI832889
          
          
            2020-09-01
          
          5.5
          941.60
          1007.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI832923
          
          
            2020-09-01
          
          6
          86.42
          87.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL834768
          
          
            2035-07-01
          
          5.5
          4938.84
          5625.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI833057
          
          
            2020-09-01
          
          5.5
          233.42
          245.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL833617
          
          
            2036-01-01
          
          7.5
          5761.82
          5984.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI833688
          
          
            2020-08-01
          
          4.5
          12446.38
          12863.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI833729
          
          
            2020-07-01
          
          4
          7323.73
          7624.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL833786
          
          
            2035-09-01
          
          5.5
          14951.46
          16961.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI834517
          
          
            2020-07-01
          
          5.5
          6393.53
          6751.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT629675
          
          
            2022-01-01
          
          6
          385.30
          441.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL629711
          
          
            2029-08-01
          
          6.5
          17.49
          20.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL629917
          
          
            2033-04-01
          
          5.5
          470.55
          534.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO630873
          
          
            2030-09-01
          
          8
          1381.69
          1406.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI631322
          
          
            2017-02-01
          
          5.5
          524.33
          530.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI630157
          
          
            2017-02-01
          
          5.5
          19.49
          19.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI630159
          
          
            2017-02-01
          
          5.5
          73.84
          74.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI630155
          
          
            2017-02-01
          
          5.5
          63.65
          64.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL630420
          
          
            2032-03-01
          
          6
          84.94
          97.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI630452
          
          
            2017-02-01
          
          6.5
          895.17
          904.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL630677
          
          
            2032-02-01
          
          5.5
          4214.82
          4748.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAL2689
          
          
            2027-02-01
          
          4
          1302.37
          1394.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CIAL1859
          
          
            2026-06-01
          
          5
          10384.34
          10960.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL1854
          
          
            2024-05-01
          
          6
          2908.42
          3024.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIAL1953
          
          
            2027-01-01
          
          4.5
          1825.53
          1934.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2897
          
          
            2043-01-01
          
          3.5
          6929.17
          7335.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL1949
          
          
            2042-06-01
          
          4
          3206.94
          3487.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAL2069
          
          
            2041-08-01
          
          5
          190.78
          212.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAL2120
          
          
            2041-02-01
          
          4
          2629.54
          2835.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CIAL2220
          
          
            2024-05-01
          
          6
          944.03
          974.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAL2417
          
          
            2042-08-01
          
          3.5
          334.13
          354.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI619439
          
          
            2017-01-01
          
          5.5
          4.81
          4.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI619009
          
          
            2017-01-01
          
          6
          6.29
          6.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI619012
          
          
            2016-12-01
          
          5.5
          57.02
          57.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL619018
          
          
            2031-12-01
          
          7
          306.37
          313.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL619066
          
          
            2031-12-01
          
          6.5
          17.28
          20.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI619091
          
          
            2017-03-01
          
          5.5
          21.36
          21.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RI619093
          
          
            2017-05-01
          
          5.5
          3116.37
          3143.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAH5806
          
          
            2026-02-01
          
          3.5
          4168.52
          4450.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CIAH6058
          
          
            2025-12-01
          
          4
          4998.89
          5311.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CLAH6101
          
          
            2041-03-01
          
          5
          2685.54
          3002.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI896589
          
          
            2021-08-01
          
          6
          472.65
          512.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI896567
          
          
            2021-07-01
          
          6
          3022.45
          3221.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI896584
          
          
            2021-07-01
          
          5
          298.43
          307.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI896597
          
          
            2021-08-01
          
          5
          11.08
          11.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI896815
          
          
            2021-07-01
          
          5.5
          178.75
          187.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI931675
          
          
            2018-01-01
          
          5.5
          2821.22
          2880.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI931742
          
          
            2024-08-01
          
          4.5
          8812.98
          9457.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL931995
          
          
            2039-09-01
          
          5
          7512.55
          8501.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL931997
          
          
            2039-09-01
          
          5
          3645.18
          4080.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL933737
          
          
            2038-03-01
          
          5
          27.86
          31.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CZ932249
          
          
            2049-11-01
          
          5.5
          14495.42
          15887.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CI932836
          
          
            2025-12-01
          
          3
          6334.53
          6656.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL933857
          
          
            2038-05-01
          
          6
          7348.59
          8439.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI933883
          
          
            2023-04-01
          
          4.5
          9925.71
          10592.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL933465
          
          
            2038-02-01
          
          5.5
          32.86
          37.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL933727
          
          
            2038-04-01
          
          6
          353.88
          410.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI975330
          
          
            2023-05-01
          
          4.5
          33.05
          35.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI975671
          
          
            2023-07-01
          
          5.5
          1994.76
          2201.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL975837
          
          
            2038-04-01
          
          5.5
          1418.26
          1597.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI975883
          
          
            2023-06-01
          
          4.5
          636.88
          670.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL981319
          
          
            2038-06-01
          
          5
          391.43
          435.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL975938
          
          
            2038-11-01
          
          5.5
          5770.67
          6513.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL977031
          
          
            2038-05-01
          
          5.5
          715.12
          805.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL977203
          
          
            2038-04-01
          
          5
          2676.38
          2979.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL979507
          
          
            2038-04-01
          
          5.5
          1249.08
          1410.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI981274
          
          
            2023-04-01
          
          5
          2302.73
          2413.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL981313
          
          
            2038-06-01
          
          5.5
          55.61
          62.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAB3274
          
          
            2041-07-01
          
          4.5
          11829.28
          13067.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAB3254
          
          
            2026-07-01
          
          3.5
          3054.83
          3247.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAB3307
          
          
            2041-07-01
          
          4
          2056.77
          2216.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT914194
          
          
            2027-02-01
          
          5.5
          4146.70
          4670.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL092444
          
          
            2019-01-01
          
          10
          253.34
          256.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 11.000 GN100042
          
          
            2020-10-01
          
          11
          0.10
          0.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GN100135
          
          
            2024-12-01
          
          8
          76.40
          77.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.500 GN100268
          
          
            2019-05-15
          
          10.5
          386.78
          398.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL125102
          
          
            2022-05-01
          
          8
          1.92
          2.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL111848
          
          
            2020-12-01
          
          10
          5236.34
          5306.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GL116365
          
          
            2019-12-01
          
          9.5
          37.12
          37.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL121030
          
          
            2021-06-01
          
          8.5
          22.39
          22.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL124203
          
          
            2022-02-01
          
          8
          11148.20
          12203.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL124001
          
          
            2021-11-01
          
          8.5
          15.24
          16.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL124009
          
          
            2021-11-01
          
          9
          45.56
          46.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL252338
          
          
            2029-02-01
          
          5.5
          9.91
          11.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252339
          
          
            2029-02-01
          
          6
          5575.16
          6464.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252340
          
          
            2029-02-01
          
          6
          1335.30
          1543.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252342
          
          
            2029-04-01
          
          6.5
          4610.38
          5461.30
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL252439
          
          
            2029-04-01
          
          6.5
          76.97
          88.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252348
          
          
            2019-03-01
          
          6.5
          162.65
          187.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT252385
          
          
            2019-04-01
          
          6
          6312.68
          7241.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252386
          
          
            2019-04-01
          
          6.5
          5867.33
          6778.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT252374
          
          
            2019-01-01
          
          7
          1012.57
          1055.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 GL252408
          
          
            2029-02-01
          
          6
          6936.97
          7458.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252438
          
          
            2029-04-01
          
          6
          129.01
          149.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CT255132
          
          
            2024-01-01
          
          4.5
          173.67
          190.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI255177
          
          
            2019-04-01
          
          5
          36.41
          37.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT255170
          
          
            2024-04-01
          
          5
          5728.56
          6378.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI255176
          
          
            2019-04-01
          
          4.5
          7647.05
          7881.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT255342
          
          
            2024-07-01
          
          6
          1909.05
          2189.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI255209
          
          
            2019-03-01
          
          6
          3511.42
          3647.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI255216
          
          
            2019-05-01
          
          5
          52.65
          54.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL255189
          
          
            2034-05-01
          
          5
          12703.10
          14216.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL255191
          
          
            2034-04-01
          
          6
          1136.90
          1317.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL255230
          
          
            2034-05-01
          
          5
          88.07
          98.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL255252
          
          
            2034-04-01
          
          6.5
          886.93
          1076.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL313219
          
          
            2025-11-01
          
          9
          3265.30
          3889.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL313247
          
          
            2026-12-01
          
          8.5
          1326.13
          1571.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT313267
          
          
            2016-12-01
          
          6.5
          17.00
          19.65
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CT313269
          
          
            2017-01-01
          
          7
          11.21
          11.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL313275
          
          
            2026-04-01
          
          7.5
          4057.65
          4878.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL313277
          
          
            2019-03-01
          
          9.5
          210.64
          214.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL312971
          
          
            2025-07-01
          
          9
          546.66
          553.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL313041
          
          
            2026-08-01
          
          8
          2425.87
          2791.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL915626
          
          
            2037-06-01
          
          6.5
          2123.24
          2452.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI950560
          
          
            2022-09-01
          
          5.5
          6014.66
          6483.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL950796
          
          
            2037-10-01
          
          6
          2287.56
          2623.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI952757
          
          
            2022-09-01
          
          5.5
          1895.79
          2011.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL952345
          
          
            2037-11-01
          
          5.5
          69.25
          78.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL954803
          
          
            2037-12-01
          
          7
          2981.23
          3360.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL952572
          
          
            2037-09-01
          
          5.5
          194.98
          220.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL953582
          
          
            2037-12-01
          
          6
          2982.16
          3456.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL953103
          
          
            2038-04-01
          
          5
          5158.49
          5793.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL953340
          
          
            2037-10-01
          
          7.5
          8308.26
          8472.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP953491
          
          
            2037-11-01
          
          5.5
          4015.68
          4152.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL953495
          
          
            2037-11-01
          
          6
          2496.96
          2864.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI995238
          
          
            2024-01-01
          
          5
          15760.54
          16976.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL995230
          
          
            2039-01-01
          
          6.5
          4582.61
          5369.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995262
          
          
            2024-01-01
          
          5.5
          8814.93
          9681.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995265
          
          
            2024-01-01
          
          5.5
          8624.91
          9468.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995429
          
          
            2023-09-01
          
          5.5
          12023.17
          13106.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI995266
          
          
            2023-12-01
          
          5
          1577.15
          1692.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL995364
          
          
            2038-10-01
          
          6
          2407.72
          2793.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995397
          
          
            2038-12-01
          
          5.5
          948.51
          1072.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP995384
          
          
            2038-09-01
          
          6
          11.26
          11.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995388
          
          
            2037-08-01
          
          5.5
          4613.25
          5249.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI995395
          
          
            2023-12-01
          
          6
          3368.18
          3701.06
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CQMA2687
          
          
            2046-06-01
          
          4
          14784.50
          16188.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLMA1813
          
          
            2044-02-01
          
          4.5
          763.69
          835.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA1821
          
          
            2044-02-01
          
          3.5
          3558.28
          3764.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLMA1822
          
          
            2044-02-01
          
          4
          1268.22
          1362.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CNMA2021
          
          
            2024-08-01
          
          3
          7858.26
          8270.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA1890
          
          
            2034-05-01
          
          4
          3394.27
          3684.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL125831
          
          
            2021-07-01
          
          9
          483.13
          495.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL124969
          
          
            2023-08-01
          
          6.5
          529.08
          611.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL125048
          
          
            2021-12-01
          
          8
          77.30
          84.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL125058
          
          
            2022-03-01
          
          8
          22.83
          25.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL125220
          
          
            2023-08-01
          
          7
          8.82
          9.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL125234
          
          
            2023-09-01
          
          7
          5515.98
          6319.86
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL125495
          
          
            2027-06-01
          
          8
          104.00
          119.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 GO252470
          
          
            2028-05-01
          
          8
          218.54
          241.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL252496
          
          
            2029-05-01
          
          6
          27.84
          32.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL252498
          
          
            2029-06-01
          
          7
          15.18
          18.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT252499
          
          
            2019-06-01
          
          6.5
          6281.09
          7256.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL253813
          
          
            2031-04-01
          
          8
          7894.91
          9461.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL313046
          
          
            2026-08-01
          
          9
          3465.53
          4060.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL313135
          
          
            2022-09-01
          
          9
          17.70
          18.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CT313367
          
          
            2017-02-01
          
          8
          0.54
          0.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT424183
          
          
            2018-04-01
          
          6.5
          3189.85
          3685.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT424255
          
          
            2018-04-01
          
          6.5
          2761.13
          3189.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 KL425101
          
          
            2028-05-01
          
          6.5
          11.11
          11.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT428038
          
          
            2018-06-01
          
          6.5
          17.35
          20.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT425587
          
          
            2018-04-01
          
          6.5
          48.05
          55.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 GL426839
          
          
            2018-12-01
          
          9.5
          156.50
          165.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL426861
          
          
            2017-11-01
          
          8.5
          33.20
          33.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL426862
          
          
            2020-01-01
          
          8.5
          5019.39
          5251.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL426874
          
          
            2024-11-01
          
          10
          959.78
          1061.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL427832
          
          
            2028-05-01
          
          6
          43.92
          50.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT428002
          
          
            2018-05-01
          
          6.5
          403.96
          466.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 GO516047
          
          
            2021-12-01
          
          9
          9.34
          9.64
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL516182
          
          
            2029-09-01
          
          7
          81.44
          92.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL517849
          
          
            2029-12-01
          
          7.5
          2015.89
          2314.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL517895
          
          
            2030-03-01
          
          8
          668.45
          699.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL523480
          
          
            2030-06-01
          
          8
          1312.86
          1364.68
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL518229
          
          
            2029-10-01
          
          6
          9933.03
          11417.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL520854
          
          
            2029-12-01
          
          7.5
          253.95
          292.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL520963
          
          
            2029-12-01
          
          7.5
          5340.64
          5607.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL521006
          
          
            2029-12-01
          
          7.5
          2465.16
          2592.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL522737
          
          
            2029-11-01
          
          8
          29.33
          29.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL523167
          
          
            2029-11-01
          
          7
          341.53
          359.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL547470
          
          
            2030-07-01
          
          8.5
          380.63
          448.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL547626
          
          
            2030-11-01
          
          7.5
          733.43
          794.02
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL547723
          
          
            2030-09-01
          
          7
          155.93
          158.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL547785
          
          
            2030-09-01
          
          7
          4973.08
          5065.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL549266
          
          
            2030-12-01
          
          7.5
          2519.15
          2689.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL547836
          
          
            2030-08-01
          
          7
          1141.59
          1166.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL548906
          
          
            2030-09-01
          
          8.5
          4046.77
          4091.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL548921
          
          
            2030-09-01
          
          7.75
          6584.18
          6649.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL548965
          
          
            2030-07-01
          
          8.5
          209.70
          249.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.750 CL549169
          
          
            2030-08-01
          
          7.75
          8349.58
          8495.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT549249
          
          
            2020-11-01
          
          6.5
          5090.97
          5881.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL589413
          
          
            2031-07-01
          
          7
          3154.09
          3618.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL589771
          
          
            2031-06-01
          
          7
          396.48
          402.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI591186
          
          
            2016-08-01
          
          6.5
          1.70
          1.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL593420
          
          
            2031-07-01
          
          8
          43.70
          43.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL591219
          
          
            2031-08-01
          
          8
          1444.38
          1488.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL252712
          
          
            2029-08-01
          
          7.5
          567.07
          705.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL252713
          
          
            2029-07-01
          
          8
          117.71
          138.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL252716
          
          
            2029-09-01
          
          7
          12.70
          15.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL253794
          
          
            2031-04-01
          
          6.5
          6.45
          7.54
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CT253801
          
          
            2021-05-01
          
          6
          359.69
          412.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT253802
          
          
            2021-05-01
          
          6.5
          759.64
          877.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT255408
          
          
            2024-09-01
          
          5.5
          10127.28
          11409.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI255382
          
          
            2019-07-01
          
          6.5
          1266.17
          1327.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI255454
          
          
            2019-10-01
          
          5.5
          5874.35
          6217.22
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL255458
          
          
            2034-10-01
          
          5.5
          1553.78
          1771.21
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CN256482
          
          
            2016-10-01
          
          6.5
          13.66
          13.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CT256490
          
          
            2026-11-01
          
          5.5
          3387.89
          3816.73
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL256513
          
          
            2036-12-01
          
          5.5
          3642.33
          4102.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI256519
          
          
            2021-11-01
          
          5.5
          14551.84
          15839.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CN256549
          
          
            2016-11-01
          
          6.5
          592.42
          597.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI256557
          
          
            2021-12-01
          
          5.5
          30.23
          32.57
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT256570
          
          
            2026-12-01
          
          5
          2360.70
          2628.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL313517
          
          
            2017-08-01
          
          9
          8.79
          8.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.000 CL313549
          
          
            2022-09-01
          
          9
          29.27
          32.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CT313556
          
          
            2017-06-01
          
          7.5
          10.77
          10.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL313877
          
          
            2027-12-01
          
          6.5
          99.95
          115.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL313527
          
          
            2027-05-01
          
          8
          143.35
          163.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 10.000 CL313544
          
          
            2022-05-01
          
          10
          921.67
          998.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL313617
          
          
            2023-09-01
          
          8
          64.98
          69.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL313625
          
          
            2027-07-01
          
          6
          1361.54
          1578.08
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL313770
          
          
            2025-11-01
          
          8.5
          107.71
          110.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 09.500 CL313796
          
          
            2021-02-01
          
          9.5
          568.30
          579.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL313873
          
          
            2027-12-01
          
          7
          1421.28
          1708.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT428063
          
          
            2018-05-01
          
          6.5
          19.14
          22.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL429362
          
          
            2029-08-01
          
          6
          1113.13
          1286.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL429029
          
          
            2028-06-01
          
          6.5
          728.00
          841.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL429162
          
          
            2026-01-01
          
          8.5
          343.42
          350.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CT429560
          
          
            2018-06-01
          
          6.5
          209.67
          242.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL429618
          
          
            2028-07-01
          
          6.5
          4.47
          5.16
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL429749
          
          
            2028-06-01
          
          7.5
          1902.90
          1920.99
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL431080
          
          
            2028-07-01
          
          6
          14.18
          16.27
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL433490
          
          
            2028-09-01
          
          6.5
          2.86
          3.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL433731
          
          
            2028-09-01
          
          6
          182.01
          208.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL523486
          
          
            2030-08-01
          
          8
          112.59
          113.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL523969
          
          
            2029-12-01
          
          7.5
          611.64
          663.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL524326
          
          
            2030-04-01
          
          8
          785.84
          845.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL591222
          
          
            2031-08-01
          
          7
          534.07
          575.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL591224
          
          
            2031-08-01
          
          7
          1528.28
          1665.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL591444
          
          
            2031-08-01
          
          6.5
          4346.43
          5021.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL593075
          
          
            2031-07-01
          
          7
          744.49
          805.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL593020
          
          
            2031-09-01
          
          6.5
          214.38
          247.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL593246
          
          
            2032-02-01
          
          7
          3937.89
          4346.32
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39662 G
          
          
            2046-02-01
          
          4.5
          1043386.24
          1163316.19
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q39698 G
          
          
            2046-04-01
          
          4.5
          995187.46
          1098575.49
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q40775 G
          
          
            2046-05-01
          
          4.5
          1164483.70
          1280093.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40445 G
          
          
            2046-05-01
          
          4
          1178115.52
          1300572.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40867 G
          
          
            2046-05-01
          
          3.5
          1143539.07
          1223049.85
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 03.500 FGPC Q40870 G
          
          
            2046-06-01
          
          3.5
          1221034.49
          1295407.02
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40017 G
          
          
            2046-04-01
          
          4
          1154711.33
          1244439.59
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.500 FGPC Q40052 G
          
          
            2046-04-01
          
          4.5
          1011332.71
          1116402.09
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40203 G
          
          
            2046-04-01
          
          4
          1329546.28
          1438577.35
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40226 G
          
          
            2046-05-01
          
          4
          1162381.02
          1263903.64
          Agency Mortgage-Backed Securities
          
        
        
          FMAC 04.000 FGPC Q40345 G
          
          
            2046-05-01
          
          4
          978206.71
          1063644.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CL124457
          
          
            2022-09-01
          
          7.5
          308.55
          338.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL124560
          
          
            2022-11-01
          
          8
          1370.71
          1516.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL124566
          
          
            2022-11-01
          
          8
          34.17
          37.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.000 CL124580
          
          
            2022-12-01
          
          8
          9.95
          10.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAL2740
          
          
            2027-07-01
          
          3
          1132.40
          1191.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS3974
          
          
            2044-12-01
          
          4
          2575.68
          2767.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS4168
          
          
            2044-12-01
          
          4
          14388.39
          15484.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS4169
          
          
            2044-12-01
          
          4
          3045.89
          3278.20
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CIAS4329
          
          
            2030-01-01
          
          3
          8235.86
          8655.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS5589
          
          
            2045-08-01
          
          3.5
          2815.11
          2975.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS4558
          
          
            2045-03-01
          
          3.5
          7758.77
          8356.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLAS4853
          
          
            2045-04-01
          
          3.5
          911.38
          963.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.000 CLAS5165
          
          
            2045-06-01
          
          3
          13818.65
          14485.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIAS6174
          
          
            2030-11-01
          
          3.5
          8206.07
          8739.59
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAS6210
          
          
            2045-10-01
          
          4
          2569.26
          2761.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CLAS6233
          
          
            2045-11-01
          
          4.5
          2196.46
          2436.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI645069
          
          
            2017-05-01
          
          6.5
          515.01
          521.01
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI645213
          
          
            2017-09-01
          
          5.5
          335.35
          337.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL645434
          
          
            2032-05-01
          
          7
          1910.00
          2268.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI645906
          
          
            2017-06-01
          
          7
          800.85
          817.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL646486
          
          
            2032-06-01
          
          6.5
          1763.59
          2037.46
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI645917
          
          
            2017-06-01
          
          6.5
          6131.27
          6249.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL646147
          
          
            2032-06-01
          
          7
          6702.91
          8279.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI646369
          
          
            2017-05-01
          
          5.5
          57.70
          58.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI646382
          
          
            2017-06-01
          
          6.5
          141.75
          144.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI646385
          
          
            2017-06-01
          
          5.5
          81.66
          83.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI646451
          
          
            2017-06-01
          
          6.5
          851.96
          869.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL678137
          
          
            2033-01-01
          
          6
          3083.67
          3557.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL678278
          
          
            2033-01-01
          
          5.5
          5530.28
          6242.97
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI678436
          
          
            2017-12-01
          
          5
          15153.51
          15620.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL678899
          
          
            2033-01-01
          
          5.5
          654.77
          744.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI679452
          
          
            2018-02-01
          
          4.5
          10977.35
          11291.74
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI678938
          
          
            2018-02-01
          
          5.5
          14601.51
          14939.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI678973
          
          
            2018-01-01
          
          5.5
          1195.77
          1213.52
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI678978
          
          
            2018-02-01
          
          5
          15829.22
          16313.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL679263
          
          
            2024-11-01
          
          4.5
          7411.60
          8110.85
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI679285
          
          
            2017-12-01
          
          5.5
          865.10
          886.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL679370
          
          
            2032-12-01
          
          5.5
          5006.92
          5641.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL721700
          
          
            2033-05-01
          
          5
          14.58
          16.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL722246
          
          
            2033-07-01
          
          5.5
          681.24
          767.66
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL723836
          
          
            2033-06-01
          
          5.5
          19.47
          22.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI725416
          
          
            2019-01-01
          
          6
          1187.85
          1214.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725072
          
          
            2018-11-01
          
          5.5
          1531.52
          1578.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI725421
          
          
            2017-09-01
          
          7
          1302.43
          1323.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI725445
          
          
            2019-05-01
          
          4.5
          4677.14
          4826.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI724867
          
          
            2018-06-01
          
          5
          5128.61
          5287.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CI725051
          
          
            2019-01-01
          
          4
          6022.69
          6266.83
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL725057
          
          
            2034-01-01
          
          6
          430.11
          500.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI725068
          
          
            2019-01-01
          
          5.5
          2356.71
          2428.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI744909
          
          
            2018-11-01
          
          4.5
          6380.06
          6571.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI745079
          
          
            2020-12-01
          
          5
          996.84
          1056.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI745083
          
          
            2020-07-01
          
          6.5
          10547.15
          10840.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL745133
          
          
            2035-11-01
          
          5.5
          98.38
          111.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.500 CI745497
          
          
            2018-03-01
          
          7.5
          625.84
          634.51
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI745122
          
          
            2020-09-01
          
          5.5
          7921.23
          8473.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL745147
          
          
            2035-12-01
          
          4.5
          1382.68
          1518.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745148
          
          
            2036-01-01
          
          5
          152.38
          170.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI745150
          
          
            2020-06-01
          
          4.5
          6647.93
          6865.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745336
          
          
            2036-03-01
          
          5
          6435.97
          7188.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL745355
          
          
            2036-03-01
          
          5
          10605.04
          11842.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI788633
          
          
            2019-06-01
          
          5
          7986.53
          8248.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL790322
          
          
            2034-09-01
          
          6.5
          579.45
          669.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL790913
          
          
            2034-09-01
          
          6
          1510.88
          1760.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI791569
          
          
            2019-09-01
          
          5.5
          816.20
          857.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL794292
          
          
            2034-09-01
          
          5.5
          501.05
          570.37
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL793279
          
          
            2034-07-01
          
          6
          730.46
          844.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI793394
          
          
            2019-08-01
          
          5
          11007.14
          11462.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI793400
          
          
            2019-08-01
          
          5.5
          4756.37
          5033.91
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL793530
          
          
            2034-08-01
          
          6.5
          606.27
          700.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI793573
          
          
            2019-09-01
          
          5.5
          1878.33
          1964.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL793960
          
          
            2034-09-01
          
          5.5
          3007.56
          3387.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI836905
          
          
            2020-10-01
          
          5.5
          942.20
          1008.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI837194
          
          
            2021-02-01
          
          5.5
          5896.54
          6182.35
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI837196
          
          
            2021-02-01
          
          5.5
          4824.23
          5139.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI837169
          
          
            2020-11-01
          
          5.5
          964.86
          1025.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL839272
          
          
            2035-09-01
          
          5.5
          99.46
          113.25
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI837182
          
          
            2020-12-01
          
          5.5
          4120.90
          4437.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI837184
          
          
            2021-02-01
          
          5.5
          9.84
          10.34
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL838047
          
          
            2035-09-01
          
          5
          87.84
          98.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL838636
          
          
            2035-11-01
          
          5.5
          1086.86
          1224.90
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL839064
          
          
            2036-01-01
          
          6
          3794.15
          4387.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI839100
          
          
            2020-11-01
          
          5.5
          417.63
          447.14
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL888212
          
          
            2037-02-01
          
          4.5
          2277.00
          2504.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT888227
          
          
            2025-11-01
          
          5
          4456.63
          4962.26
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL888268
          
          
            2037-03-01
          
          6
          6386.69
          7349.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889184
          
          
            2036-09-01
          
          5.5
          588.86
          670.71
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL888434
          
          
            2035-11-01
          
          6
          3063.69
          3566.48
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI889197
          
          
            2021-11-01
          
          4.5
          13159.19
          13743.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889253
          
          
            2038-03-01
          
          5.5
          2774.33
          3139.31
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL889273
          
          
            2038-04-01
          
          5.5
          1416.01
          1613.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI889291
          
          
            2023-04-01
          
          5
          1423.01
          1534.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL888405
          
          
            2036-12-01
          
          5
          3329.81
          3718.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI888459
          
          
            2020-08-01
          
          4.5
          14618.56
          15198.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI909353
          
          
            2022-02-01
          
          5.5
          7612.16
          8315.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL909356
          
          
            2037-02-01
          
          5
          5120.64
          5701.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI909454
          
          
            2022-02-01
          
          4.5
          1120.15
          1174.69
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL909463
          
          
            2037-02-01
          
          5
          5433.02
          6051.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI911052
          
          
            2022-09-01
          
          6.5
          1795.30
          1950.04
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI909802
          
          
            2022-03-01
          
          5.5
          521.64
          565.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL910891
          
          
            2037-02-01
          
          5
          775.72
          863.88
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL910282
          
          
            2037-03-01
          
          5.5
          706.62
          795.80
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL910333
          
          
            2037-03-01
          
          5.5
          6214.80
          7022.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL910434
          
          
            2037-01-01
          
          6
          3876.28
          4491.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI911733
          
          
            2021-12-01
          
          5.5
          14483.61
          15715.98
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL947909
          
          
            2037-11-01
          
          6
          10565.76
          12123.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI948037
          
          
            2022-11-01
          
          5.5
          19.26
          20.81
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL948121
          
          
            2037-11-01
          
          5.5
          45.19
          51.05
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL948413
          
          
            2037-08-01
          
          6.5
          5023.27
          6049.78
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL950219
          
          
            2037-10-01
          
          6.5
          466.26
          538.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL948634
          
          
            2037-08-01
          
          6.5
          12819.34
          14810.00
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL948848
          
          
            2037-08-01
          
          6
          2196.89
          2541.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI949325
          
          
            2022-08-01
          
          5.5
          5030.56
          5489.93
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI949425
          
          
            2023-03-01
          
          5
          9366.44
          10092.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI949663
          
          
            2022-08-01
          
          5.5
          15.17
          16.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CT950964
          
          
            2027-07-01
          
          5
          4.75
          5.28
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI994812
          
          
            2023-11-01
          
          6
          12852.82
          13788.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL994945
          
          
            2038-10-01
          
          6
          10433.30
          11971.10
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995023
          
          
            2037-08-01
          
          5.5
          2182.90
          2483.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995082
          
          
            2037-08-01
          
          5.5
          6585.60
          7504.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL995200
          
          
            2037-03-01
          
          6.5
          1247.22
          1546.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995084
          
          
            2037-08-01
          
          5.5
          54.12
          61.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL995072
          
          
            2038-08-01
          
          5.5
          1387.45
          1584.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CL995094
          
          
            2035-11-01
          
          4.5
          5254.02
          5763.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI995152
          
          
            2021-01-01
          
          5.5
          2895.52
          3003.38
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL884839
          
          
            2036-08-01
          
          6
          5331.52
          6115.60
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL884975
          
          
            2036-06-01
          
          6
          2761.80
          3202.17
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL885472
          
          
            2036-07-01
          
          6
          4613.03
          5291.44
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL886585
          
          
            2036-08-01
          
          6.5
          1658.26
          1915.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL888343
          
          
            2035-11-01
          
          5
          3285.09
          3664.70
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL886090
          
          
            2036-07-01
          
          6.5
          4262.63
          4924.56
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL886396
          
          
            2036-08-01
          
          6.5
          3317.90
          3833.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CI887455
          
          
            2021-09-01
          
          6
          42.62
          44.13
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL887476
          
          
            2036-07-01
          
          6
          6313.10
          7241.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL888276
          
          
            2036-11-01
          
          5.5
          1092.42
          1239.09
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL888296
          
          
            2037-03-01
          
          6.5
          2463.92
          2889.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL903922
          
          
            2037-01-01
          
          5.5
          5239.27
          5924.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL904079
          
          
            2036-11-01
          
          5
          98.16
          109.29
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL904131
          
          
            2036-11-01
          
          5.5
          4697.23
          5310.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI905428
          
          
            2021-11-01
          
          5.5
          7355.93
          7989.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CL905681
          
          
            2036-12-01
          
          5
          137.23
          153.07
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL904879
          
          
            2037-03-01
          
          6
          1190.58
          1365.67
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 NP904919
          
          
            2037-02-01
          
          5.5
          1506.96
          1623.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI906304
          
          
            2022-01-01
          
          5
          3763.87
          4058.50
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI906305
          
          
            2022-01-01
          
          5.5
          168.93
          182.15
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL906311
          
          
            2037-01-01
          
          6
          266.63
          305.84
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL905648
          
          
            2036-12-01
          
          5.5
          99.67
          113.58
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE943470
          
          
            2027-08-01
          
          5.5
          2817.23
          3023.23
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI944583
          
          
            2022-07-01
          
          5.5
          4970.08
          5450.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI943983
          
          
            2022-07-01
          
          5.5
          1919.98
          1980.82
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL944917
          
          
            2037-07-01
          
          6
          2654.09
          3044.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CL946179
          
          
            2037-07-01
          
          6.5
          2637.40
          3046.96
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI944941
          
          
            2022-07-01
          
          5.5
          64.35
          70.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI944958
          
          
            2022-07-01
          
          4.5
          179.57
          184.94
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CI944960
          
          
            2022-07-01
          
          4.5
          445.38
          464.43
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 NP945117
          
          
            2037-08-01
          
          6
          966.67
          1041.41
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL945680
          
          
            2037-09-01
          
          6
          1616.96
          1860.76
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 RE946012
          
          
            2027-09-01
          
          5.5
          9258.24
          10002.53
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CL988813
          
          
            2038-08-01
          
          5.5
          10518.93
          11854.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI988909
          
          
            2023-08-01
          
          6.5
          3256.83
          3525.24
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI988913
          
          
            2023-08-01
          
          6.5
          13936.05
          14599.75
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI988914
          
          
            2023-08-01
          
          6.5
          10397.40
          11170.72
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.000 CL992033
          
          
            2038-10-01
          
          6
          12334.80
          14148.79
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI988919
          
          
            2023-08-01
          
          6.5
          9759.45
          10526.87
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CI988920
          
          
            2023-08-01
          
          6.5
          2131.42
          2210.18
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI990239
          
          
            2023-11-01
          
          5
          3192.60
          3293.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CI990887
          
          
            2023-09-01
          
          5
          3785.33
          4081.36
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI990963
          
          
            2023-09-01
          
          5.5
          10327.14
          11411.40
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL991549
          
          
            2038-11-01
          
          7
          1507.91
          1808.11
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CIAC8779
          
          
            2024-12-01
          
          5.5
          2441.42
          2578.63
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CLAC9312
          
          
            2041-10-01
          
          4
          5594.88
          6012.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.000 CTMA0777
          
          
            2031-06-01
          
          5
          13559.89
          15105.55
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.500 CIMA0877
          
          
            2026-08-01
          
          4.5
          2243.22
          2406.92
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLMA0519
          
          
            2040-08-01
          
          5.5
          9774.99
          11264.12
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CLMA0879
          
          
            2041-08-01
          
          3.5
          1248.50
          1319.42
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 06.500 CIMA0004
          
          
            2024-01-01
          
          6.5
          4637.36
          5013.45
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CTMA0058
          
          
            2029-03-01
          
          5.5
          466.19
          525.03
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 04.000 CTMA0046
          
          
            2029-04-01
          
          4
          430.42
          465.47
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 03.500 CIMA0404
          
          
            2025-03-01
          
          3.5
          3001.01
          3189.49
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CLMA0471
          
          
            2040-06-01
          
          5.5
          11514.54
          13062.77
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 08.500 CL628301
          
          
            2032-02-01
          
          8.5
          4871.18
          5153.62
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CI628427
          
          
            2017-03-01
          
          7
          262.79
          266.61
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 05.500 CI628481
          
          
            2017-03-01
          
          5.5
          477.67
          483.39
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNMS 07.000 CL628620
          
          
            2032-03-01
          
          7
          12.87
          15.89
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRM CL052NA R12F052
          
          
            2039-12-25
          
          3.5
          2174098.70
          2247371.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC089PA R12F089
          
          
            2042-08-25
          
          3
          1473680.61
          1512737.08
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2001-50 GJ
          
          
            2031-11-20
          
          6
          2774.29
          3165.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL006JT R13F006
          
          
            2043-01-25
          
          1.5
          892281.68
          874223.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL019LF R13F019
          
          
            2042-12-25
          
          .746
          1858501.63
          1842776.13
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL049LC R14F049
          
          
            2054-07-25
          
          3
          6724453.54
          6996428.55
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL093BF R15F093
          
          
            2045-08-25
          
          .796
          2857791.90
          2837586.05
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL040PA R16F040
          
          
            2045-07-25
          
          3
          25506677.25
          26597232.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL040PY R16F040
          
          
            2046-07-25
          
          3
          2106885.00
          2255209.00
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC040CA R16F040
          
          
            2043-07-25
          
          3
          17063703.25
          17785475.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00121D 03/15/21
          
          
            2021-03-15
          
          4.5
          1594.02
          1648.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00127E 03/15/21
          
          
            2021-03-15
          
          5
          2311.57
          2374.39
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FMRM 00186E 08/15/21
          
          
            2021-08-15
          
          6
          1070.10
          1121.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01057E 03/15/21
          
          
            2021-03-15
          
          8
          1673.08
          1841.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01312I 07/15/22
          
          
            2022-07-15
          
          8
          91.28
          102.76
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01068E 04/15/21
          
          
            2021-04-15
          
          7
          1054.13
          1145.17
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01087I 06/15/21
          
          
            2021-06-15
          
          8.5
          1538.28
          1707.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1128IB 08/15/21
          
          
            2021-08-15
          
          7
          937.29
          994.53
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01119H 08/15/21
          
          
            2021-08-15
          
          7.75
          10.19
          11.18
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01122G 08/15/21
          
          
            2021-08-15
          
          7
          1578.13
          1704.09
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1142IA 10/15/21
          
          
            2021-10-15
          
          7
          1279.18
          1412.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 01235A 04/15/22
          
          
            2022-04-15
          
          1.43
          0.05
          0.05
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2008-34 WC
          
          
            2037-09-20
          
          1.898
          1002.50
          995.65
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2003-60 MW
          
          
            2033-07-16
          
          4.5
          232.63
          246.61
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2003-03 PC
          
          
            2033-11-20
          
          5.5
          128845.37
          145027.65
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2005-098 DY
          
          
            2035-12-20
          
          5.5
          9250.00
          10654.05
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-025 MA
          
          
            2037-04-20
          
          5.5
          628981.13
          693815.59
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-034 WE
          
          
            2038-02-20
          
          4
          2500.00
          2669.61
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-036 AN
          
          
            2039-05-20
          
          5.5
          11165.41
          12640.70
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-042 PX
          
          
            2039-06-20
          
          4.5
          9000.00
          9955.66
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-14 CG
          
          
            2039-03-20
          
          4.5
          566048.49
          609740.64
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-060 JN
          
          
            2038-07-20
          
          5.5
          2750.00
          3184.52
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-28 PG
          
          
            2036-11-16
          
          5.5
          104237.54
          111820.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01283K 06/15/22
          
          
            2022-06-15
          
          7
          2218.51
          2460.11
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01347I 08/15/22
          
          
            2022-08-15
          
          8
          1365.81
          1531.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01379H 10/15/22
          
          
            2022-10-15
          
          7
          1352.95
          1499.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01391D 10/15/22
          
          
            2022-10-15
          
          6
          1250.43
          1361.43
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01395G 10/15/22
          
          
            2022-10-15
          
          6
          1650.80
          1799.17
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01392D 10/15/22
          
          
            2022-10-15
          
          7
          1139.18
          1268.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1424PK 11/15/22
          
          
            2022-11-15
          
          7
          1580.93
          1748.78
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01459M 01/15/23
          
          
            2023-01-15
          
          7.5
          2954.27
          3292.22
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01482I 03/15/23
          
          
            2023-03-15
          
          6
          1137.11
          1242.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01904D 10/15/26
          
          
            2024-10-15
          
          7.5
          1085.47
          1246.97
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2153GG 05/15/29
          
          
            2029-05-15
          
          6
          589548.93
          675449.35
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 02277B 01/15/31
          
          
            2031-01-15
          
          7.5
          4437.59
          5225.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BP 04/15/46
          
          
            2046-04-15
          
          3
          6812156.05
          7168497.66
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BQ 04/15/46
          
          
            2046-04-15
          
          3
          465342.17
          467406.27
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4568BU 04/15/46
          
          
            2046-04-15
          
          3
          366576.72
          367649.20
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4593PA 07/15/44
          
          
            2044-07-15
          
          3.5
          7277500.00
          7665575.92
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4593PE 06/15/46
          
          
            2046-06-15
          
          3.5
          2770750.00
          3068900.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL163M RT92-163
          
          
            2022-09-25
          
          7.75
          1513.69
          1691.96
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL79PL RT93-79
          
          
            2023-06-25
          
          7
          420.62
          467.62
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL76KA RT94-76
          
          
            2024-04-25
          
          7
          62.76
          70.88
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL046BA R12F046
          
          
            2042-05-25
          
          6
          47690.42
          54842.91
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL117MA R11F117
          
          
            2040-08-25
          
          2
          604931.31
          610030.34
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC146EY R11F146
          
          
            2042-01-25
          
          4
          11087.10
          12355.39
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2559PB 08/15/30
          
          
            2030-08-15
          
          5.5
          49.17
          51.32
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2624QH 06/15/33
          
          
            2033-06-15
          
          5
          2816.90
          3085.74
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL130DF R03F130
          
          
            2034-01-25
          
          1.4533
          35974.21
          36580.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL029KA R05F029
          
          
            2035-02-25
          
          4.5
          7178.41
          7471.58
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3017TA 08/15/35
          
          
            2035-08-15
          
          4.5
          61107.69
          66008.22
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC040YG R05F040
          
          
            2025-05-25
          
          5
          23435.03
          24968.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL070KP R05F070
          
          
            2035-06-25
          
          5
          6250.00
          7020.94
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2692QE 10/15/23
          
          
            2023-10-15
          
          5
          2879401.61
          3135636.05
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 2694BL 06/15/31
          
          
            2031-06-15
          
          4
          6250.00
          6928.46
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL034PE R06F034
          
          
            2036-05-25
          
          6
          4713925.90
          5320011.06
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2976KF 05/15/35
          
          
            2035-05-15
          
          .7344
          352003.68
          349609.70
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3082PW 12/15/35
          
          
            2035-12-15
          
          5.5
          1382.91
          1575.65
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL087FB R07F087
          
          
            2037-03-25
          
          .966
          27.44
          27.54
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3240FY 11/15/36
          
          
            2036-11-15
          
          0
          46784.67
          45214.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3267FM 01/15/37
          
          
            2037-01-15
          
          .692
          1584080.11
          1575608.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL111DE R10F111
          
          
            2020-10-25
          
          2.5
          59138.07
          60131.70
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 3346FT 10/15/33
          
          
            2033-10-15
          
          .784
          360863.79
          360198.59
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL002VC R11F002
          
          
            2021-12-25
          
          4
          1144.04
          1147.13
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC061AE R11F061
          
          
            2038-08-25
          
          4.5
          2402.08
          2416.85
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3533GX 06/15/36
          
          
            2036-06-15
          
          4.5
          3500.00
          4163.19
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3538DE 07/15/23
          
          
            2023-07-15
          
          3.5
          267.64
          268.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL113A R09F113
          
          
            2023-12-25
          
          3.5
          49516.92
          50651.62
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-169 AW
          
          
            2040-12-20
          
          4.5
          12500.00
          13948.49
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-166 DP
          
          
            2039-02-20
          
          2.5
          496545.96
          504295.99
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-013 PD
          
          
            2041-01-20
          
          4.5
          5750.00
          6663.20
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-035 JL
          
          
            2041-01-16
          
          2
          404662.15
          407857.81
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2013-117 VB
          
          
            2032-02-20
          
          3.5
          3750.00
          4055.00
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-162 EB
          
          
            2044-09-20
          
          2.5
          6168790.39
          6372236.41
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2015-99 BY
          
          
            2045-07-20
          
          3.5
          15202.50
          16836.72
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-20 BY
          
          
            2046-02-20
          
          3
          2905616.00
          3047226.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-68 BL
          
          
            2046-05-20
          
          3
          774682.75
          807474.04
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-68 DL
          
          
            2046-05-20
          
          3
          390323.75
          407962.35
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL011EF R03F011
          
          
            2033-02-25
          
          .9033
          9612.11
          9633.89
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRA CL060F1 R02F060
          
          
            2032-06-25
          
          .8533
          5.31
          5.30
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3741PC 07/15/39
          
          
            2039-07-15
          
          4
          3250.00
          3610.45
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM RC064AB R10F064
          
          
            2020-12-25
          
          2.5
          47273.18
          48098.75
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3626ME 01/15/40
          
          
            2040-01-15
          
          5
          3750.00
          4431.56
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3762WP 12/15/39
          
          
            2039-12-15
          
          4
          8500.00
          9281.48
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3786TJ 07/15/25
          
          
            2025-07-15
          
          4
          37066.82
          38830.54
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3829CD 08/15/24
          
          
            2024-08-15
          
          3
          383.05
          383.73
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 03839C 11/15/40
          
          
            2040-11-15
          
          5
          1250.00
          1297.25
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3843GL 10/15/39
          
          
            2039-10-15
          
          3
          19033.22
          19780.09
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3893PU 07/15/41
          
          
            2041-07-15
          
          4
          8500.00
          9624.15
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3910CT 12/15/39
          
          
            2039-12-15
          
          4
          12000.00
          13025.76
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3940MA 02/15/40
          
          
            2040-02-15
          
          4
          58324.08
          59392.24
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 3996MK 02/15/42
          
          
            2042-02-15
          
          3.5
          33926.00
          35664.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4048PA 11/15/41
          
          
            2041-11-15
          
          2
          622805.60
          633988.77
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 04104F 09/15/42
          
          
            2042-09-15
          
          .8344
          1980903.38
          1967387.01
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4114PK 10/15/42
          
          
            2042-10-15
          
          3.5
          6536.15
          6905.71
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 2410PF 02/15/32
          
          
            2032-02-15
          
          1.4144
          0.02
          0.02
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4160HP 01/15/33
          
          
            2033-01-15
          
          2.5
          182937.08
          189079.90
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4298PD 04/15/43
          
          
            2043-04-15
          
          2.5
          442196.65
          456613.09
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4338HP 11/15/43
          
          
            2043-11-15
          
          3
          3369461.34
          3498571.23
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4445WJ 11/15/43
          
          
            2043-11-15
          
          2.5
          1124033.06
          1158212.54
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4459DA 10/15/35
          
          
            2035-10-15
          
          5.5
          42860.02
          44431.81
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4475CL 05/15/45
          
          
            2045-05-15
          
          3.5
          1259852.75
          1353171.86
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528BC 11/15/45
          
          
            2045-11-15
          
          3.5
          743202.25
          806131.00
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRA 4528BF 07/15/45
          
          
            2045-07-15
          
          .7844
          4688451.77
          4671689.78
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528MA 05/15/53
          
          
            2053-05-15
          
          3.75
          1963270.27
          2081926.08
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4528MB 05/15/53
          
          
            2053-05-15
          
          3.75
          2530250.00
          2600033.87
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 4534PA 05/15/44
          
          
            2044-05-15
          
          3
          10381540.95
          10697063.66
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01603K 10/15/23
          
          
            2023-10-15
          
          6.5
          1077.47
          1191.21
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 1652PL 01/15/24
          
          
            2024-01-15
          
          7
          1285.94
          1432.69
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01729K 05/15/24
          
          
            2024-05-15
          
          7.5
          2643.02
          2976.78
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01753D 09/15/24
          
          
            2024-09-15
          
          8.5
          993.94
          1148.50
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 01761K 11/15/24
          
          
            2024-11-15
          
          8.5
          1138.92
          1308.20
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FRRM G051KA 05/17/60
          
          
            2026-05-17
          
          7.25
          403.26
          450.36
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2007-037 PG
          
          
            2037-04-16
          
          5.5
          4750.00
          5582.28
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-007 PQ
          
          
            2038-02-20
          
          5
          7000.00
          8218.30
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-09 PW
          
          
            2038-02-20
          
          5.25
          6000.00
          6827.10
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-020 MD
          
          
            2037-11-20
          
          5.5
          5945.69
          6720.58
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-094 GE
          
          
            2032-09-20
          
          4.5
          11250.00
          13348.24
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-049 PA
          
          
            2038-06-20
          
          4.5
          1974.43
          2148.40
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-049 PB
          
          
            2038-06-20
          
          4.75
          29353.20
          32204.55
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2008-065 PG
          
          
            2038-08-20
          
          6
          14280.46
          16467.06
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-083 AK
          
          
            2022-10-16
          
          4.25
          15381.71
          15533.68
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-078 NC
          
          
            2039-09-20
          
          5
          8250.00
          9608.75
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2009-127 PL
          
          
            2038-10-20
          
          4.25
          179394.99
          187371.54
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-021 NC
          
          
            2039-04-20
          
          4.5
          25000.00
          27418.00
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-043 JA
          
          
            2037-09-20
          
          3
          53639.98
          54060.87
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-73 LD
          
          
            2039-02-20
          
          4.5
          4000.00
          4394.31
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-168 GN
          
          
            2040-12-20
          
          4.5
          4000.00
          4666.50
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRA 2010-111 FA
          
          
            2040-09-20
          
          .7884
          1759485.61
          1755612.98
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-116 HB
          
          
            2040-09-20
          
          4
          6750.00
          7284.30
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-128 JC
          
          
            2039-06-20
          
          4
          3750.00
          4107.49
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2010-164 KE
          
          
            2039-01-20
          
          3.5
          46388.22
          48861.85
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-026 PE
          
          
            2040-07-20
          
          3
          40659.65
          42312.16
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2011-46 CJ
          
          
            2039-10-16
          
          3.25
          58871.81
          61441.98
          Agency Collateralized Mortgage Obligation
          
        
        
          FNMA FNRM CL009A2 R12M009
          
          
            2022-04-25
          
          2.482
          56250.00
          58895.07
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNRA 2009-051 C
          
          
            2049-10-16
          
          5.351
          22359.92
          23001.19
          Agency Mortgage-Backed Securities
          
        
        
          FNMA FNRM CL002A1 R12M002
          
          
            2022-02-25
          
          1.824
          18540.11
          18885.46
          Agency Mortgage-Backed Securities
          
        
        
          GNMA GNRA 2011-009 C
          
          
            2041-09-16
          
          3.596
          9107.75
          9547.64
          Agency Mortgage-Backed Securities
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-07
      2016-07-07
      2016-07-07
      Y
      
        Citigroup Global Markets, Inc.
        
          N/A
          N/A
        
        1.0000
        7
        N
      
      N
      N
      .0043
      250000000.00
      250000000.00
      .0172
      N
      N
      Y
      N
      
    
    
      ABN Amro Bank NV
      ABN Amro Bank NV, REPO,  0.450%, 7/1/2016
      
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      
      Y
      
        N
        
          FMAC FGRM 4588MA 06/15/46
          
          
            2046-06-15
          
          3
          68531398.20
          72737010.20
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-63 J
          
          
            2046-05-20
          
          3
          68810749.29
          72144675.97
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-63 NL
          
          
            2046-05-20
          
          3
          859698.60
          894808.40
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-54 TL
          
          
            2046-04-20
          
          3
          728019.60
          759720.97
          Agency Collateralized Mortgage Obligation
          
        
        
          GNMA GNRM 2016-54 HK
          
          
            2046-04-20
          
          3
          2129143.85
          2206667.40
          Agency Collateralized Mortgage Obligation
          
        
        
          FMAC FGRM 04545P 01/15/46
          
          
            2046-01-15
          
          3.5
          1183570.89
          1257117.32
          Agency Collateralized Mortgage Obligation
          
        
        
          USTR 3 3/8 BOND 44
          
          
            2044-05-15
          
          3.375
          3588360.00
          4455174.11
          U.S. Treasuries (including strips)
          
        
        
          USTR 1 7/8 NOTE M 20
          
          
            2020-06-30
          
          1.875
          2940.00
          3051.17
          U.S. Treasuries (including strips)
          
        
      
      First Tier Security
      
        N/A
        N/A
      
      2016-07-01
      2016-07-01
      2016-07-01
      N
      N
      N
      .0046
      150000000.00
      150000000.00
      .0103
      N
      Y
      Y
      N
      
    
    
      EDWARD JONES MONEY MARKET FUND
      2016-08-08
      Stephen Van Meter
      Stephen Van Meter
      Chief Compliance Officer
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