Form N-MFP2 DREYFUS GOVERNMENT CASH For: Jul 30

August 4, 2021 1:17 PM EDT

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    N-MFP2
    
      
        
          0000740766
          XXXXXXXX
        
      
      
      
      
      
      
    
  
  
    
      2021-07-30
      0000740766
      S000000128
      6
      N
      N
    
    
      002-89359
      
        BNY Mellon Investment Adviser, Inc.
        801-08147
      
      
        Ernst@Young
        New York
        NY
      
      
        none
      
      
        BNY Mellon Transfer Inc
        0001285911
        084-06102
      
      N
      
      N
      
      N
      Government/Agency
      Exempt Government
      N
      27
      97
      
        85209240702.78
        86685347708.37
        87483906308.04
        89840870245.42
        95868558889.11
      
      
        96227847370.72
        98428975145.91
        97897546810.25
        97477517322.62
        103455207774.64
      
      
        0.7516
        0.7501
        0.7677
        0.7913
        0.8021
      
      
        0.8488
        0.8517
        0.8591
        0.8585
        0.8656
      
      2146937891.36
      116122323105.78
      116122323105.78
      1250408221.67
      1675977522.64
      117843691696.17
      117844210849.54
      1.0000
      0.0007
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
    
    
      C000000287
      10000000.00
      105161851170.80
      105162274363.99
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        5148311826.80
        3994712540.73
      
      
        5696439136.53
        6117615345.65
      
      
        9590199714.04
        8877624222.90
      
      
        13049201675.17
        13100356366.30
      
      
        11745510042.29
        7682786018.29
      
      
        45229662394.83
        39773094493.87
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (17,233,139.73)
    
    
      C000000286
      10000000.00
      2525991179.63
      2526006847.64
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        57920443.51
        71479518.11
      
      
        709113314.90
        213785307.66
      
      
        83255387.20
        740168464.33
      
      
        919306711.96
        944274635.75
      
      
        392291392.79
        188570666.73
      
      
        2161887250.36
        2158278592.58
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (959,620.67)
    
    
      C000000288
      10000000.00
      3569066776.52
      3569082037.05
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        150054341.11
        105744203.42
      
      
        1587441494.30
        1429235030.52
      
      
        100047086.11
        165973254.04
      
      
        115096947.24
        245826377.53
      
      
        192510322.88
        231019701.03
      
      
        2145150191.64
        2177798566.54
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (943,224.56)
    
    
      C000000289
      10000000.00
      1599567662.21
      1599583880.57
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        41145471.92
        83222016.22
      
      
        146994774.04
        29010217.65
      
      
        17383096.45
        64715291.84
      
      
        14725405.26
        36591271.75
      
      
        107524452.42
        98729571.15
      
      
        327773200.09
        312268368.61
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Fund is waiving 6 points of expenses and is also waiving expenses to maintain a minimum yield of .01 (816,300.26)
    
    
      C000223301
      1000.00
      2778823701.70
      2778871228.47
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        263803495.42
        32922537.49
      
      
        88262502.33
        35088717.53
      
      
        202110156.87
        73621744.50
      
      
        87154896.84
        107995070.56
      
      
        58234999.42
        122844755.03
      
      
        699566050.88
        372472825.11
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Expenses are capped at 101 basis points and is also waiving expenses to maintain a minimum yield of .01 (2,199,168.70)
    
    
      C000223302
      2500.00
      2208391205.31
      2208392491.82
      
        1.0001
        1.0001
        1.0001
        1.0001
        1.0001
      
      
        110348578.15
        74128255.78
      
      
        28234870.50
        81583011.60
      
      
        82231335.42
        64803395.70
      
      
        45693960.63
        66491430.34
      
      
        156597821.73
        12595780.31
      
      
        423106566.43
        299601873.73
      
      0.0003
      Y
      BNY Mellon Investment Adviser, Inc. Expenses are capped at 62 basis points and is also waiving expenses to maintain a minimum yield of .01 (796,591.81)
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV
      BFXS5XCH7N0Y05NIXW11
      1867
      0000897878
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          BFXS5XCH7N0Y05NIXW11
          
            2051-01-20
          
          2.500
          455181013.00
          457451213.58
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          BFXS5XCH7N0Y05NIXW11
          
            2051-03-20
          
          3.000
          176221639.00
          176103197.27
          Agency Mortgage-Backed Securities
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          BFXS5XCH7N0Y05NIXW11
          
            2051-04-20
          
          3.000
          79307719.00
          81377630.59
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2040-05-15
          
          4.375
          24999910.00
          35925103.82
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-05-15
          
          3.000
          272100.00
          328338.34
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-02-15
          
          1.375
          50000000.00
          82520377.81
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-05-15
          
          3.375
          1367100.00
          1758808.47
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-05-15
          
          3.000
          27000.00
          32906.37
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2047-05-15
          
          3.000
          979900.00
          1205864.59
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2028-11-15
          
          3.125
          3941200.00
          4538054.55
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-12-31
          
          2.625
          172300.00
          187583.00
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2029-05-15
          
          2.375
          10000000.00
          10988098.91
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-02-15
          
          2.000
          18975200.00
          20155249.13
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-02-15
          
          2.000
          46944700.00
          48709070.64
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-03-31
          
          2.125
          10785400.00
          11379840.26
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-06-30
          
          2.000
          465700.00
          488598.67
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2022-08-15
          
          1.500
          60053400.00
          61350134.06
          Agency Mortgage-Backed Securities
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      975000000.00
      975000000.00
      0.0083
      N
      Y
      Y
      N
      - N/A -
    
    
      ABN AMRO BANK NV
      ABN AMRO BANK NV
      BFXS5XCH7N0Y05NIXW11
      1867
      0000897878
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2040-05-15
          
          4.375
          13.03
          18.73
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-05-15
          
          3.000
          11486726.27
          13860833.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2042-08-15
          
          2.750
          3340453.40
          3904494.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-02-15
          
          3.625
          21611476.54
          28997064.44
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2044-05-15
          
          3.375
          5860595.02
          7539802.65
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-02-15
          
          2.500
          1385313.72
          1557785.32
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2045-05-15
          
          3.000
          86.91
          105.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2046-02-15
          
          2.500
          4316.97
          4865.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2047-02-15
          
          0.875
          454194.81
          677725.00
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2049-08-15
          
          2.250
          2806191.78
          3030758.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-08-31
          
          2.750
          25266692.32
          26886001.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2028-11-15
          
          3.125
          6980820.54
          8037994.63
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-12-31
          
          2.625
          21329511.56
          23221438.08
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-02-29
          
          2.375
          40328393.72
          42878954.22
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2029-05-15
          
          2.375
          1735930.16
          1907457.23
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-08-15
          
          2.375
          11580453.83
          12404232.62
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2021-10-31
          
          2.000
          36216216.21
          36572172.80
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2025-02-15
          
          2.000
          11773703.56
          12505898.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2023-02-15
          
          2.000
          290555.45
          301475.70
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-03-31
          
          2.125
          40640099.45
          42879989.64
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2024-06-30
          
          2.000
          5699230.05
          5979463.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          BFXS5XCH7N0Y05NIXW11
          
            2022-08-31
          
          0.125
          211270.91
          211470.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      268000000.00
      268000000.00
      0.0023
      N
      Y
      Y
      N
      - N/A -
    
    
      BANCO SANTANDER SA
      BANCO SANTANDER SA
      
      3580
      0001096975
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2021-12-31
          
          2.125
          100.00
          101.01
          Agency Mortgage-Backed Securities
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2028-06-30
          
          1.250
          17300.00
          17620.63
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2037-09-01
          
          2.217
          48391700.00
          10475385.13
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2041-02-01
          
          4.000
          29497855.00
          7058493.34
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2042-07-01
          
          3.500
          150721.00
          66241.87
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2043-09-01
          
          3.500
          118100000.00
          27764048.21
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2044-02-01
          
          4.500
          15186841.00
          5379801.60
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2047-01-01
          
          4.000
          32530947.00
          20248543.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2047-04-01
          
          4.000
          35472128.00
          17514425.16
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2047-06-01
          
          4.500
          12562168.00
          6632956.05
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2048-08-01
          
          4.000
          48931.00
          24879.18
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2048-06-01
          
          4.500
          1350524.00
          886145.78
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2036-03-01
          
          3.000
          80380800.00
          36761307.06
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2049-12-01
          
          3.500
          15967100.00
          8843078.17
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2051-06-01
          
          1.802
          4000.00
          4085.66
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2041-08-01
          
          6.000
          23795505.00
          6386790.55
          Agency Mortgage-Backed Securities
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2042-03-01
          
          4.000
          26540883.00
          4936097.86
          Agency Mortgage-Backed Securities
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      150000000.00
      150000000.00
      0.0013
      N
      Y
      Y
      N
      - N/A -
    
    
      BANK OF MONTREAL
      BANK OF MONTREAL
      NQQ6HPCNCCU6TUTQYE16
      563
      0000927971
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2040-12-15
          
          4.000
          65493059.50
          1306040.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2038-02-15
          
          1.879
          206797178.09
          2020647.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-10-25
          
          6.510
          56990357.14
          1163123.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-12-25
          
          5.910
          47778678.14
          864324.09
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-05-25
          
          3.500
          63183672.94
          339438.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-09-25
          
          6.010
          67842597.32
          1764719.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-09-25
          
          2.500
          61377199.32
          469708.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-10-25
          
          3.500
          44760126.98
          367891.32
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-11-25
          
          3.500
          41464285.71
          391015.02
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-25
          
          3.000
          27710888.05
          10505694.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-10-25
          
          4.910
          23210472.42
          800526.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-01-25
          
          6.030
          34611467.54
          2003403.01
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2033-02-25
          
          3.000
          28883153.44
          824384.56
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2028-02-25
          
          3.500
          48396817.58
          475274.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-03-25
          
          6.060
          19331709.64
          1478884.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-02-25
          
          5.910
          22055501.33
          1083168.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2023-01-25
          
          0.041
          326185897.64
          61430.18
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-08-25
          
          6.010
          53042035.71
          2012389.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-03-25
          
          0.129
          215822528.57
          903116.82
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-09-25
          
          0.490
          143630707.30
          1770546.25
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2024-12-25
          
          0.473
          110571428.57
          968432.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-25
          
          6.160
          5343364.28
          304437.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2025-10-25
          
          0.072
          411248929.79
          1229625.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2026-01-25
          
          0.070
          568150724.95
          2053066.61
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-05-25
          
          5.910
          13821428.57
          1277109.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-06-25
          
          5.500
          16585714.28
          979722.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-11-25
          
          6.010
          4884492.85
          304257.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-02-25
          
          0.049
          276428571.42
          3808084.04
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-05-25
          
          0.113
          515999999.99
          7686971.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-09-25
          
          4.500
          14374285.71
          775745.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-12-25
          
          6.110
          18428571.42
          1072188.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-09-25
          
          6.060
          26326530.08
          3315969.73
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-01-25
          
          6.110
          27925087.94
          3203605.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-06-25
          
          6.110
          118173213.36
          6229990.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-10-25
          
          6.110
          2582764.28
          313208.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-05-25
          
          6.010
          6705235.71
          695164.37
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-06-25
          
          6.060
          31645803.62
          4282674.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-09-25
          
          1.692
          92142857.14
          2318182.36
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-25
          
          1.602
          46049139.21
          866408.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-25
          
          5.960
          11978571.42
          1333329.36
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-25
          
          5.960
          7090747.60
          654817.18
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-25
          
          5.960
          31422242.01
          4343363.64
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2024-11-25
          
          0.747
          300810786.79
          5605675.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-25
          
          1.340
          36857142.85
          985188.80
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-25
          
          3.500
          11937913.39
          1304290.72
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-25
          
          6.010
          25668366.55
          5692461.73
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-25
          
          5.990
          30476829.57
          5443166.55
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          2.500
          32249999.99
          887104.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          46846350.00
          3654685.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          4.000
          35592300.62
          4965303.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-25
          
          1.500
          10134792.85
          1035875.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-25
          
          4.000
          22058785.30
          3196294.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          32848191.42
          2930968.87
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          12715714.28
          1954314.46
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.000
          38095540.09
          3852265.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-25
          
          3.000
          21356592.23
          1782978.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-25
          
          3.000
          34057612.50
          3701388.74
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-12-25
          
          5.910
          41778431.12
          6448287.64
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-01-15
          
          5.866
          92142857.14
          3007954.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2027-02-15
          
          4.000
          74482142.54
          433781.05
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-15
          
          6.056
          18658928.57
          818898.57
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-08-15
          
          6.006
          15037714.28
          802972.15
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-04-15
          
          6.006
          20000457.62
          1048299.30
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-12-15
          
          5.856
          25111394.31
          1028778.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2035-07-15
          
          6.006
          15436692.85
          546278.32
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          3.000
          16921727.95
          2155090.45
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          70551482.14
          6674475.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          2.500
          23035714.28
          1568788.63
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          4.099
          25630650.64
          3530186.51
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          3.000
          17883393.47
          1865216.68
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-25
          
          3.000
          73599567.85
          10034590.84
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-25
          
          1.500
          12284793.47
          1184352.38
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-25
          
          2.000
          28804899.27
          2835131.38
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-25
          
          3.000
          48741465.96
          2087189.90
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          2.500
          52291440.00
          4351183.85
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          1.500
          18310628.57
          2405468.88
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          2.000
          15765412.50
          1418951.62
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-25
          
          4.230
          28125125.48
          2219376.03
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-06-15
          
          6.106
          33516964.28
          1104415.35
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-25
          
          2.500
          17801954.84
          1363554.62
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-04-15
          
          5.956
          9671621.12
          1137357.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-09-15
          
          5.906
          22114285.71
          966711.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-15
          
          1.986
          36720716.14
          1389055.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2038-07-15
          
          1.776
          21828548.87
          574220.60
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-06-15
          
          1.814
          46071428.57
          1304954.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2038-08-15
          
          2.055
          33393276.32
          848520.40
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-07-15
          
          5.956
          23707279.99
          3465815.61
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2049-11-25
          
          5.960
          56229128.14
          5172843.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-02-25
          
          5.910
          1817057.14
          253193.07
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-25
          
          6.099
          23904311.82
          4202342.08
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-25
          
          4.500
          32173932.38
          3464206.93
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2041-06-25
          
          3.500
          25336735.19
          2371372.13
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-25
          
          3.500
          17168230.37
          2093652.49
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-25
          
          3.000
          10037912.01
          1056329.81
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-25
          
          3.000
          46071428.57
          4744583.70
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2051-08-25
          
          3.000
          209153352.04
          21333781.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          NQQ6HPCNCCU6TUTQYE16
          
            2044-11-01
          
          3.500
          39811435.43
          1077058.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-20
          
          2.125
          9214285.71
          614108.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2042-12-20
          
          2.125
          13821428.57
          901020.99
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-20
          
          1.500
          921.42
          908.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-15
          
          3.000
          547269.59
          585589.58
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-20
          
          4.000
          921.42
          948.75
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          4.500
          1985344.09
          2160104.47
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-09-20
          
          5.000
          4654496.91
          5122725.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-02-20
          
          4.500
          4618883.70
          5029384.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          5.000
          2700636.19
          2975501.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2039-07-20
          
          6.000
          921.42
          903.59
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2047-06-20
          
          3.500
          921.42
          932.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2041-05-20
          
          4.000
          8591771.33
          8936802.82
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          4.000
          1169965.50
          1181070.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-20
          
          4.500
          1838738.35
          1983513.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          4.500
          2695673.37
          2939798.61
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2049-11-20
          
          5.000
          2599711.19
          2711141.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          4.500
          11985917.97
          13089701.16
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2039-12-20
          
          2.125
          14245153.94
          1039168.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-20
          
          2.500
          63841230.17
          65827656.39
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2062-10-20
          
          1.539
          8711185.71
          107343.60
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-08-20
          
          2.500
          2077896.06
          57246.47
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-02-20
          
          2.311
          9850071.42
          773285.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-12-20
          
          2.343
          19899171.42
          1331815.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-08-20
          
          1.818
          11915914.28
          676844.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-03-20
          
          1.465
          3479314.28
          88773.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.473
          6205821.42
          213484.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.472
          11517857.14
          223579.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-05-20
          
          1.472
          11517857.14
          223371.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-09-20
          
          2.094
          2664771.42
          161777.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-06-20
          
          1.484
          11050692.85
          332116.33
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-06-20
          
          1.559
          23035714.28
          569565.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-07-20
          
          1.568
          6480942.49
          98635.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-07-20
          
          1.615
          42411412.00
          919244.73
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2064-08-20
          
          1.550
          46087489.07
          1541079.19
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-04-20
          
          1.712
          14023221.42
          532091.77
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-04-20
          
          2.605
          11978571.42
          789163.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-11-20
          
          2.382
          53741157.66
          3339254.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-10-20
          
          4.000
          5558057.14
          204874.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-05-20
          
          2.233
          21192857.14
          1112794.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-09-20
          
          2.277
          12290935.71
          1167840.67
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-10-20
          
          1.853
          7111585.71
          339704.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-10-20
          
          2.358
          9929314.28
          527950.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-06-20
          
          1.925
          43122857.14
          2174509.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-06-20
          
          2.038
          50784397.50
          788346.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-11-20
          
          2.180
          2216957.14
          149842.58
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-09-20
          
          1.911
          7611000.00
          407703.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-10-20
          
          1.728
          4254235.71
          174402.78
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-10-20
          
          1.615
          11057142.85
          435965.37
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-11-20
          
          1.817
          23496428.57
          1116857.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2065-12-20
          
          1.836
          49388571.42
          2241230.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          1.974
          36857142.85
          2037101.29
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.070
          26767500.00
          1518893.19
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.185
          8134371.42
          520523.67
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-01-20
          
          1.541
          3913307.14
          158851.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-12-20
          
          2.498
          43694598.04
          2779042.15
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-01-20
          
          1.818
          8972871.42
          407976.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2067-01-20
          
          2.306
          29402785.71
          2180461.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-06-20
          
          1.970
          23016364.28
          1174274.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-06-20
          
          1.853
          34128792.85
          1850446.58
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-08-20
          
          2.445
          1650278.57
          103704.15
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2066-09-20
          
          2.231
          33658864.28
          1731736.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-04-20
          
          6.066
          17756715.47
          2038717.16
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-03-20
          
          5.666
          94504017.85
          1103012.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2040-11-20
          
          5.966
          89769257.14
          1514310.14
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-09-20
          
          6.616
          14065607.14
          677388.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-11-16
          
          5.958
          28552632.40
          1218027.80
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-05-20
          
          5.966
          16051285.71
          102790.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-01-20
          
          6.666
          9791100.00
          230436.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-11-20
          
          2.500
          20386607.14
          2446590.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-01-20
          
          3.000
          32249999.99
          4973163.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-07-20
          
          6.066
          24595116.96
          542265.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-10-16
          
          5.588
          8292857.14
          430350.44
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2042-08-20
          
          6.116
          40030642.37
          1559937.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-01-20
          
          6.116
          9962294.97
          243058.15
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-02-20
          
          6.016
          13263042.85
          323974.93
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-10-20
          
          4.500
          63516020.25
          1678668.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-11-16
          
          4.000
          52808945.61
          2385430.11
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-12-20
          
          4.000
          12195107.14
          198937.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-20
          
          5.586
          32557142.54
          2496551.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-11-16
          
          4.500
          5759850.00
          275543.96
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-07-20
          
          3.500
          25001138.01
          87437.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2041-03-20
          
          1.642
          137391496.07
          1478868.13
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-02-20
          
          2.000
          54450900.00
          2650633.44
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2047-11-20
          
          6.116
          14282142.85
          1151675.17
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-12-20
          
          2.326
          13884744.53
          872414.44
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-09-20
          
          1.331
          22575000.00
          1212551.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-10-20
          
          1.348
          25431428.57
          1446385.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-10-20
          
          0.996
          23035714.28
          966720.82
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-07-20
          
          2.264
          1712014.28
          124556.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-11-20
          
          1.035
          12767439.60
          747137.32
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2068-06-20
          
          2.080
          1697271.42
          101468.47
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2069-08-20
          
          2.134
          412800.00
          27693.23
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2058-09-16
          
          0.668
          119293013.52
          1458245.33
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2060-01-16
          
          0.664
          49740743.27
          1677625.20
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2058-06-16
          
          0.369
          45057857.14
          1012136.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2061-05-16
          
          0.912
          87535714.28
          3763139.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2060-02-16
          
          0.578
          69121001.14
          2370595.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2070-04-20
          
          1.173
          25371908.89
          2038824.60
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2070-12-20
          
          1.081
          63644252.69
          4830425.72
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-03-20
          
          6.116
          7371428.57
          610250.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-01-16
          
          2.799
          2026147.71
          1087419.07
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-06-20
          
          4.500
          3791919.06
          70137.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2044-10-20
          
          5.000
          5648114.80
          469472.25
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2046-10-20
          
          6.016
          78165802.97
          8018875.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-09-16
          
          1.399
          13821428.57
          1401589.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          3925285.71
          293238.06
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          8827285.71
          418881.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-03-20
          
          5.966
          21945176.84
          1770484.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-04-20
          
          5.966
          3915150.00
          352217.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2043-05-20
          
          3.500
          8030017.79
          707172.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-02-20
          
          6.016
          42475959.92
          3891284.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-05-20
          
          5.966
          8753571.42
          806955.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-12-20
          
          1.754
          64390945.24
          1067932.06
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          6.066
          12623571.42
          1104559.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-07-20
          
          6.016
          4792350.00
          430146.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-08-20
          
          5.966
          26437012.13
          1933419.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-10-20
          
          4.500
          1909527.10
          99976.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2048-10-20
          
          1.707
          22634142.81
          375733.63
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          5.966
          28154535.64
          2041714.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-04-20
          
          4.000
          14354014.28
          976384.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          5.966
          15375189.34
          1279272.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          3.500
          7779404.89
          162087.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-01-20
          
          5.966
          41068020.75
          3643936.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2045-11-20
          
          6.116
          15310488.47
          1563783.37
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-03-20
          
          4.500
          28236532.64
          2567578.13
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-04-20
          
          6.016
          41040250.73
          3455055.93
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2049-06-20
          
          4.000
          21862800.21
          2204744.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-06-20
          
          6.066
          45295857.53
          5470975.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-05-20
          
          5.866
          53378627.12
          5004442.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-20
          
          2.500
          19748117.95
          3876340.73
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-08-20
          
          2.500
          50553994.28
          2353999.62
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-20
          
          3.500
          11302719.23
          1304668.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-09-20
          
          3.516
          46071428.57
          4157995.04
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.000
          40410992.42
          3994752.53
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.000
          13768615.04
          7556522.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.000
          9214285.71
          2052259.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.116
          50867925.00
          2996048.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          3.616
          65948638.67
          4188060.41
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          2.500
          15813317.57
          5049075.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          4.166
          22231603.84
          1179856.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          4.666
          17818887.02
          1003763.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          63010350.38
          5315040.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          58711535.03
          4607962.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.116
          67897693.22
          4319261.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-11-20
          
          3.666
          65299475.65
          4817384.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-07-20
          
          3.500
          34321112.50
          3414771.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          3.000
          6974695.52
          3954708.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-12-20
          
          3.616
          56731148.22
          2839113.00
          Agency Debentures and Agency Strips
        
        
          United States Treasury-U.S. Treasuries (including strips)
          NQQ6HPCNCCU6TUTQYE16
          
            2021-12-16
          
          0.000
          2031012.85
          2030590.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-01-20
          
          3.000
          24964108.56
          3409891.56
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          2.500
          4141755.08
          4189823.87
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          4.000
          24354448.11
          2849644.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          2.000
          11845716.17
          7527923.15
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          3.000
          66342857.14
          5194267.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-03-20
          
          3.000
          69107142.85
          6382753.47
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          0.260
          50666994.59
          1470016.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2050-10-20
          
          1.740
          78246963.32
          2151959.96
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-02-20
          
          1.740
          50666994.59
          2451304.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-04-20
          
          3.000
          46071428.57
          2688513.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          69107449.69
          6408681.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          11147592.12
          1430545.61
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          11026405.84
          1802351.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          61649838.06
          8082024.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          3.000
          69107142.85
          7028384.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-04-20
          
          3.000
          38392856.52
          3550086.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-05-20
          
          3.000
          38392857.44
          3640684.37
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-06-20
          
          6.216
          12663425.97
          1772825.57
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          NQQ6HPCNCCU6TUTQYE16
          
            2051-07-20
          
          0.268
          50038554.51
          48281723.10
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      645000000.00
      645000000.00
      0.0055
      N
      Y
      Y
      N
      - N/A -
    
    
      BANK OF NOVA SCOTIA/NEW YORK
      BANK OF NOVA SCOTIA/NEW YORK
      L3I9ZG2KFGXZ61BMYR72
      36019
      0000814020
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          L3I9ZG2KFGXZ61BMYR72
          
            2051-06-20
          
          2.500
          97698073.00
          102000425.34
          Agency Mortgage-Backed Securities
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      100000000.00
      100000000.00
      0.0008
      N
      Y
      Y
      N
      - N/A -
    
    
      BOFA FINANCE LLC
      BOFA FINANCE LLC
      
      29815
      0001682472
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        Y
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-12-15
          
          3.000
          29968438.00
          1209429.97
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-12-15
          
          3.500
          68588097.00
          2796436.95
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-10-15
          
          4.000
          32397229.00
          597160.73
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2032-12-15
          
          3.671
          9226436.00
          180306.86
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-12-15
          
          3.967
          21236953.00
          303334.90
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2043-08-15
          
          5.856
          183320322.00
          8035242.83
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2029-11-18
          
          20.409
          111112.00
          178759.06
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-10-25
          
          6.510
          162367330.00
          575375.98
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-12-25
          
          6.430
          30200000.00
          244041.59
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-01-25
          
          5.910
          25147650.00
          634786.15
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-02-25
          
          5.860
          16422258.00
          526757.23
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-03-25
          
          4.500
          9333333.00
          171095.50
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-03-25
          
          3.500
          2659000.00
          3088584.99
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-03-25
          
          6.410
          13923018.00
          480280.04
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-08-25
          
          6.460
          30474900.00
          286570.02
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-05-25
          
          6.310
          20000000.00
          536328.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-07-25
          
          6.460
          14951541.00
          285880.01
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-03-25
          
          6.560
          39053000.00
          249721.00
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-03-25
          
          6.610
          57726198.00
          509989.87
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-08-25
          
          5.960
          33210641.00
          1401446.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-08-25
          
          5.460
          55907460.00
          1049098.91
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-09-25
          
          5.990
          16935361.00
          461650.49
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-09-25
          
          5.990
          30555761.00
          1180854.25
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-09-25
          
          2.514
          1812500.00
          476633.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-07-25
          
          4.000
          8095312.00
          238709.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-07-25
          
          3.500
          8265141.00
          173852.45
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-08-25
          
          6.110
          48417143.00
          675787.34
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2042-12-25
          
          3.000
          24500000.00
          281760.95
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2043-01-25
          
          3.500
          94848363.00
          1777051.01
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2043-01-25
          
          3.500
          3000000.00
          131487.06
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2043-02-25
          
          4.500
          25000000.00
          591240.63
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2043-03-25
          
          5.999
          1150000.00
          522920.76
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2043-09-25
          
          5.860
          57151716.00
          3922933.89
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2044-01-25
          
          0.000
          11728389.00
          1512519.38
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2023-12-25
          
          0.070
          297437117.00
          1140806.28
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2044-04-25
          
          6.010
          10250000.00
          94177.75
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2044-07-25
          
          3.500
          32500000.00
          531892.57
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2021-10-25
          
          0.289
          601480025.00
          24695.45
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-01-25
          
          6.060
          138839821.00
          7245695.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-02-25
          
          6.010
          39500000.00
          3859049.60
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-05-25
          
          5.560
          16402119.00
          990995.65
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-09-25
          
          6.110
          19579550.00
          1025075.41
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-09-25
          
          6.160
          110051670.00
          6270186.80
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-02-25
          
          6.060
          60000000.00
          2897249.00
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-03-25
          
          6.060
          85155762.00
          3070055.68
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-05-25
          
          4.000
          13344386.00
          549279.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-08-25
          
          6.010
          103399270.00
          6939701.40
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-10-25
          
          6.010
          176880174.00
          10919579.64
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-11-25
          
          6.010
          67082366.00
          3461029.74
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-11-25
          
          6.010
          147449897.00
          11412057.14
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-01-25
          
          5.910
          42857142.00
          3713523.49
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-01-25
          
          3.000
          8571508.00
          61320.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-03-25
          
          5.960
          20000000.00
          1464194.27
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-03-25
          
          5.500
          53631103.00
          3783110.98
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-03-25
          
          6.010
          71548001.00
          4243631.76
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-07-25
          
          4.000
          36750000.00
          405369.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-07-25
          
          4.000
          31711055.00
          399970.54
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-05-25
          
          4.000
          37945500.00
          1354243.69
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-05-25
          
          4.000
          26187500.00
          378826.93
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2039-05-25
          
          6.010
          166000000.00
          13505373.21
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-05-25
          
          6.060
          21000000.00
          2178597.37
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-09-25
          
          5.000
          82398151.00
          4783331.56
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-10-25
          
          6.110
          40189528.00
          2769986.59
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-11-25
          
          1.746
          63945368.00
          1066328.15
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-11-25
          
          6.100
          46035907.00
          4039015.97
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-03-25
          
          6.160
          38487447.00
          3537270.42
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-03-25
          
          4.000
          20270000.00
          1109727.49
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-02-25
          
          4.000
          15000000.00
          1054940.91
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-01-25
          
          6.160
          55174514.00
          4738348.21
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-02-25
          
          6.110
          47510177.00
          4572945.81
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-02-25
          
          6.060
          43627786.00
          4263153.81
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-05-25
          
          6.110
          15191465.00
          1535887.47
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-01-25
          
          4.000
          10772000.00
          344529.53
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-05-25
          
          5.000
          16821877.00
          1133048.46
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2047-12-25
          
          6.110
          185428571.00
          9231649.41
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-04-25
          
          6.110
          57325923.00
          4461845.29
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-06-25
          
          6.110
          31746386.00
          3229664.29
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-09-25
          
          6.110
          55745335.00
          2939925.59
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-03-25
          
          4.500
          4439230.00
          87059.33
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-08-25
          
          6.160
          25000000.00
          2464856.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2058-10-25
          
          6.060
          58006373.00
          5671598.25
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2045-11-25
          
          4.000
          42614069.00
          1118498.44
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2048-07-25
          
          4.000
          48352292.00
          751550.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-03-25
          
          5.710
          15739809.00
          1091254.31
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          
          
            2026-12-25
          
          0.001
          242296140.00
          10419.82
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-05-25
          
          6.010
          37858162.00
          4325243.73
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-06-25
          
          5.960
          12628919.00
          1069692.86
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-06-25
          
          5.960
          31982689.00
          2848074.53
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-10-25
          
          5.960
          78462075.00
          9725572.01
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2044-05-25
          
          4.500
          41726142.00
          2207945.45
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-07-25
          
          5.910
          40000000.00
          2830891.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-07-25
          
          5.960
          29602364.00
          2220697.38
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-07-25
          
          5.960
          19037784.00
          1452660.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-08-25
          
          3.500
          6059142.00
          53421.47
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-12-25
          
          4.560
          30426187.00
          2877440.79
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-07-25
          
          4.500
          13499444.00
          999880.48
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-08-25
          
          5.960
          53805747.00
          7811474.11
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-05-25
          
          6.010
          54965980.00
          6664686.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-01-25
          
          5.910
          179112321.00
          16901920.05
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-01-25
          
          5.910
          78750000.00
          3790121.44
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-12-25
          
          6.010
          54672031.00
          6753787.37
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-01-25
          
          5.960
          108446076.00
          5923618.82
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2029-07-25
          
          1.369
          528762690.00
          48655255.90
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-02-25
          
          5.910
          25649146.00
          3717734.98
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-03-25
          
          5.910
          38122510.00
          2200486.83
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-04-25
          
          5.960
          51428571.00
          6317855.52
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-06-25
          
          6.010
          38762849.00
          5160984.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2035-05-25
          
          3.500
          40515955.00
          3870481.76
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-12-25
          
          3.000
          41008845.00
          3821521.16
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-02-25
          
          3.500
          19938139.00
          2373061.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          3.000
          64677665.00
          7341190.64
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2061-03-25
          
          3.500
          11428571.00
          1493080.84
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-02-25
          
          4.000
          72509355.00
          10074293.25
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-02-25
          
          3.500
          33838676.00
          3276441.69
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-02-25
          
          2.000
          22360750.00
          2008131.23
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-02-25
          
          3.500
          40566572.00
          4748197.69
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-04-25
          
          5.860
          53145132.00
          5171047.71
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-03-25
          
          5.910
          88523575.00
          8821618.20
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-06-25
          
          5.000
          196020798.00
          23530289.37
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-02-25
          
          2.000
          11739990.00
          1512070.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-02-25
          
          3.000
          50000000.00
          4628675.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-05-25
          
          3.000
          320090457.00
          26906341.51
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          3.000
          32910666.00
          2741004.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          3.500
          61750854.00
          9135983.90
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          3.000
          27013831.00
          2530602.05
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-03-25
          
          3.000
          98064583.00
          7155695.41
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          4.000
          47522683.00
          4433152.05
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-04-25
          
          2.500
          25204400.00
          2577787.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-04-25
          
          3.500
          78151170.00
          8695197.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-04-25
          
          2.500
          23400800.00
          2067372.53
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2046-02-25
          
          1.917
          67786392.00
          3450565.70
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          2.000
          50705386.00
          6226389.06
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          3.000
          22185903.00
          3422255.57
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          3.000
          8333333.00
          1012008.83
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.500
          7500000.00
          725000.79
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          3.000
          112906911.00
          10996709.95
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-08-25
          
          2.500
          6425000.00
          6472203.76
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-01-25
          
          2.500
          6500000.00
          533161.77
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-06-25
          
          3.000
          69974000.00
          7165384.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-11-25
          
          3.000
          103625000.00
          10611269.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.500
          29501531.00
          2769865.96
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-08-25
          
          2.500
          45265480.00
          4841500.18
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.649
          99860343.00
          6499576.36
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.500
          200000000.00
          23132503.73
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-03-25
          
          2.500
          50814000.00
          5486311.97
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.450
          30000000.00
          2176533.01
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-07-25
          
          2.350
          57327054.00
          3940702.75
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2051-06-25
          
          3.500
          132142857.00
          15235406.60
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-07-15
          
          5.806
          19659440.00
          233017.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-08-15
          
          6.506
          37722098.00
          372800.91
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-08-15
          
          5.500
          13240000.00
          279230.33
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-07-15
          
          6.556
          31000000.00
          137033.12
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-11-15
          
          5.906
          76625000.00
          1563190.55
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-02-15
          
          13.949
          1660000.00
          227968.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-09-15
          
          5.956
          45243726.00
          124799.03
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-03-15
          
          6.506
          9250000.00
          169670.46
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-02-15
          
          4.000
          1906000.00
          777724.02
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-05-15
          
          6.406
          54349215.00
          976724.26
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-10-15
          
          6.556
          11000000.00
          42228.37
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-08-15
          
          3.500
          2226723.00
          3297824.31
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-07-15
          
          6.556
          29417058.00
          244938.75
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-08-15
          
          2.514
          5437721.00
          1257430.10
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-05-15
          
          6.606
          14100000.00
          391911.30
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-09-15
          
          6.506
          27750000.00
          1228302.10
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-09-15
          
          6.006
          23714285.00
          1070915.55
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-10-15
          
          9.116
          1370597.00
          299815.71
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2043-04-15
          
          0.000
          19760200.00
          1.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2033-05-15
          
          3.000
          40333333.00
          1119417.11
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-10-15
          
          6.106
          62189959.00
          663088.61
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-04-15
          
          1.843
          30348964.00
          252190.50
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2044-06-15
          
          6.006
          20795310.00
          1326213.56
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-12-15
          
          1.989
          171076974.00
          1476951.80
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2054-06-15
          
          5.906
          66018973.00
          3047337.26
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-06-15
          
          4.125
          2000000.00
          2775984.93
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2044-09-15
          
          5.000
          58054223.00
          1585748.38
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-06-15
          
          6.000
          70233315.00
          2955826.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-03-15
          
          6.056
          35311467.00
          1729604.46
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-04-15
          
          4.000
          28000000.00
          834446.87
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-04-15
          
          4.000
          26947000.00
          667473.51
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-07-15
          
          6.000
          57782558.00
          2539632.65
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2043-11-15
          
          5.000
          23125271.00
          715338.37
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-07-15
          
          6.086
          8284072.00
          637490.80
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-09-15
          
          6.006
          100000000.00
          4671656.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-11-15
          
          6.056
          8524857.00
          316700.18
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2046-04-15
          
          3.500
          29111489.00
          1053781.89
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2046-05-15
          
          5.906
          14702046.00
          880479.57
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-07-15
          
          1.663
          33816211.00
          250596.97
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2041-06-15
          
          6.006
          297858354.00
          16785631.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2045-11-15
          
          3.500
          29222200.00
          307832.82
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2046-11-15
          
          5.906
          48916734.00
          4628496.91
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-11-25
          
          2.000
          91625932.00
          9380082.86
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-11-25
          
          2.000
          6326000.00
          460098.89
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2048-12-15
          
          4.474
          458129.00
          342732.86
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2047-08-15
          
          4.000
          24905135.00
          1356622.90
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2048-07-15
          
          6.106
          6529500.00
          480371.94
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2048-11-15
          
          6.006
          37442906.00
          1951173.14
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2057-08-15
          
          6.006
          50000000.00
          7223286.74
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2049-05-15
          
          5.956
          37558334.00
          1339618.48
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2049-05-15
          
          5.706
          5000000.00
          394212.61
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2042-03-15
          
          5.906
          8937809.00
          963230.38
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2049-07-15
          
          4.000
          1000.00
          1185.15
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2049-07-15
          
          4.000
          15319495.00
          617010.35
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-08-25
          
          5.960
          29963544.00
          2818278.65
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2049-06-15
          
          5.956
          30386099.00
          1572001.07
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-09-25
          
          5.980
          7004592.00
          1346674.77
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-04-25
          
          5.960
          29073692.00
          1302165.55
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-10-25
          
          5.960
          37957596.00
          2722428.80
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-10-25
          
          5.960
          11608446.00
          1212307.68
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2049-10-25
          
          5.960
          23977404.00
          2403120.57
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2048-01-25
          
          6.060
          9000000.00
          1215957.17
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2048-12-15
          
          4.500
          55907927.00
          5186185.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-05-25
          
          5.910
          16666666.00
          2735543.29
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2038-07-15
          
          5.906
          16008884.00
          2139817.18
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-06-25
          
          5.960
          70000000.00
          8557506.50
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-07-25
          
          5.960
          70500000.00
          15721425.85
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-07-25
          
          2.000
          23000000.00
          22835408.16
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2050-07-25
          
          6.060
          57228320.00
          14158268.75
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2044-04-15
          
          5.906
          20170372.00
          2154884.11
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2051-03-25
          
          4.230
          63745435.00
          6096321.30
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          
          
            2051-04-25
          
          2.950
          20408166.00
          1801417.70
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-09-15
          
          5.906
          66130718.00
          1692311.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2051-05-15
          
          3.500
          22612941.00
          1919336.92
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2035-08-25
          
          6.590
          16370295.00
          165535.54
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2035-09-25
          
          6.010
          32000000.00
          174074.30
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-06-25
          
          6.610
          54534000.00
          592472.69
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-10-25
          
          6.460
          37750000.00
          203033.04
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-08-25
          
          7.110
          20000000.00
          137939.30
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-01-25
          
          6.660
          155497886.00
          222445.69
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-10-25
          
          6.490
          26314000.00
          333052.27
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-11-25
          
          6.530
          21849481.00
          419205.29
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-12-25
          
          6.550
          170395588.00
          2273221.08
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-12-25
          
          6.290
          59910000.00
          674161.07
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-01-25
          
          7.110
          37828000.00
          226682.25
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-06-15
          
          6.391
          118963711.00
          1221920.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-05-25
          
          6.350
          49813961.00
          277992.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-08-25
          
          6.460
          75000000.00
          438238.51
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-06-25
          
          6.510
          86555000.00
          273433.60
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-07-25
          
          6.440
          52455908.00
          186240.63
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-07-25
          
          7.040
          69073388.00
          278115.00
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-11-25
          
          6.370
          75000000.00
          837586.95
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-11-25
          
          6.320
          61774250.00
          670300.30
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-11-25
          
          6.410
          27000000.00
          187438.13
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-09-25
          
          6.410
          50000000.00
          297831.63
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-10-15
          
          6.506
          39955710.00
          224774.28
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-11-15
          
          6.500
          111538461.00
          1312192.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-08-15
          
          0.000
          25000000.00
          14.84
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-01-15
          
          7.156
          146666666.00
          316177.32
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-02-15
          
          6.656
          30769231.00
          395728.89
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-08-15
          
          0.000
          140000000.00
          114.42
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-03-15
          
          6.346
          111975445.00
          1272746.23
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-04-15
          
          6.656
          38305092.00
          290849.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-05-15
          
          6.316
          100000000.00
          53221.75
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-05-15
          
          6.656
          74117533.00
          84667.52
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-09-15
          
          0.000
          95058510.00
          269.03
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-05-15
          
          6.006
          74000000.00
          179472.76
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2035-08-15
          
          6.406
          130000000.00
          535284.01
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-06-15
          
          6.476
          47351000.00
          230615.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-07-15
          
          6.496
          10000000.00
          81713.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2032-05-15
          
          0.000
          79890963.00
          294.18
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-10-15
          
          6.286
          100000000.00
          1417638.88
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2038-06-25
          
          5.960
          110000000.00
          56481.38
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2038-06-25
          
          5.940
          200000000.00
          118461.31
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-03-25
          
          5.960
          40601706.00
          35548.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2038-08-25
          
          6.010
          56809000.00
          175745.42
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-01-25
          
          0.000
          46460176.00
          3.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-04-25
          
          0.000
          23019827.00
          1.39
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2036-07-25
          
          0.000
          14420183.00
          3.47
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-06-25
          
          0.000
          16108173.00
          8.49
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-02-25
          
          0.000
          5654180.00
          0.04
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-11-15
          
          6.326
          20000000.00
          283757.62
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-01-25
          
          6.440
          124200000.00
          2192175.50
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-02-25
          
          4.000
          400000.00
          214051.27
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2038-02-15
          
          6.206
          50000000.00
          143885.07
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2035-08-15
          
          5.956
          125000000.00
          555083.14
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2038-03-15
          
          6.756
          50000000.00
          628255.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-05-15
          
          6.476
          11799625.00
          235373.23
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-03-15
          
          5.657
          83500000.00
          1130391.87
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2041-07-25
          
          6.590
          15641022.00
          157596.27
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-08-15
          
          0.000
          79982750.00
          10.89
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-01-15
          
          5.756
          32000000.00
          369560.46
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2032-03-15
          
          0.000
          10916685.00
          0.84
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2037-07-15
          
          0.000
          21475526.00
          15.00
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-08-15
          
          0.000
          5938329.00
          0.17
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-07-15
          
          0.000
          12224948.00
          8.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-06-15
          
          0.000
          150000000.00
          438.02
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-07-15
          
          0.000
          77242219.00
          15.56
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2036-06-15
          
          0.000
          10000000.00
          92.67
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2037-03-25
          
          5.660
          100000000.00
          98822.62
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2039-10-25
          
          6.060
          173241126.00
          1521283.61
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2038-03-25
          
          6.160
          62500000.00
          187771.94
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-02-25
          
          6.160
          99707712.00
          51510.79
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-10-15
          
          6.056
          50814314.00
          755583.41
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2039-12-15
          
          6.206
          33000000.00
          210830.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2035-05-25
          
          3.500
          66396483.00
          4699852.10
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-05-25
          
          4.500
          49226572.00
          4657234.27
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-05-25
          
          4.000
          52987980.00
          4100799.22
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-07-25
          
          5.000
          125000000.00
          15869562.09
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-11-25
          
          3.500
          11522584.00
          472996.66
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-02-25
          
          4.500
          36018965.00
          2388305.06
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-07-25
          
          4.500
          144005485.00
          8649743.86
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-07-25
          
          5.000
          60770836.00
          3259097.28
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-09-25
          
          4.000
          25000000.00
          1764562.35
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-08-25
          
          2.500
          65357507.00
          7642041.14
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2044-12-25
          
          6.010
          16136613.00
          1833639.79
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-08-25
          
          4.500
          38043320.00
          2697869.83
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-09-25
          
          4.000
          62199671.00
          6285366.21
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-09-25
          
          2.500
          45000000.00
          6240208.45
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-12-25
          
          2.500
          150000000.00
          16667971.50
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-11-25
          
          5.000
          51239689.00
          6022859.83
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-11-25
          
          2.000
          160000000.00
          14276550.17
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-12-25
          
          3.000
          20443594.00
          1480530.05
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-11-25
          
          3.500
          1487000.00
          104631.98
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-06-25
          
          4.500
          25804921.00
          1047777.25
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-10-25
          
          4.000
          77792191.00
          3639027.24
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-03-25
          
          4.000
          49992465.00
          2853360.64
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2049-07-25
          
          4.000
          27576096.00
          1609018.00
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-11-25
          
          2.000
          30000000.00
          2539281.21
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2050-12-25
          
          3.000
          17271333.00
          2092319.82
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-11-25
          
          5.910
          50000000.00
          1128402.14
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-06-25
          
          6.560
          50000000.00
          821754.59
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-10-25
          
          5.910
          13127115.00
          554318.51
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-11-25
          
          5.930
          90000000.00
          1294357.31
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-10-25
          
          5.000
          11408517.00
          61280.43
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-04-25
          
          6.360
          100000000.00
          1061335.81
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-04-25
          
          6.410
          90000000.00
          33482.65
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2033-02-25
          
          2.000
          51914665.00
          161689.78
          Agency Collateralized Mortgage Obligation
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2040-12-25
          
          5.910
          77315851.00
          1333071.87
          Agency Collateralized Mortgage Obligation
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          
          
            2040-02-15
          
          6.146
          76754703.00
          693211.59
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1
      
      2021-11-02
      2021-11-02
      2021-11-02
      N
      N
      N
      0.0010
      875000000.00
      875000000.00
      0.0074
      N
      N
      N
      Y
      - N/A -
    
    
      BOFA FINANCE LLC
      BOFA FINANCE LLC
      
      29815
      0001682472
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        Y
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2024-08-31
          
          1.250
          62205100.00
          64159151.51
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          
          
            2027-08-31
          
          0.500
          12618500.00
          12340883.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        NR
      
      
        S&P RATING
        A-1
      
      2021-11-02
      2021-11-02
      2021-11-02
      N
      N
      N
      0.0010
      75000000.00
      75000000.00
      0.0006
      N
      N
      N
      Y
      - N/A -
    
    
      CANADIAN IMP BK COMM NY
      CANADIAN IMP BK COMM NY
      2IGI19DL77OX0HC3ZE78
      12816
      0000800030
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-11-01
          
          3.000
          1000.00
          297.16
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2038-10-01
          
          2.113
          5001.00
          194.87
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2038-11-15
          
          0.000
          4200000.00
          2870364.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-05-01
          
          4.000
          1208385.00
          185844.84
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-04-01
          
          4.000
          1004.00
          88.87
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-05-01
          
          4.000
          1085549.00
          260231.60
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-03-01
          
          3.000
          58517.00
          19104.55
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-01-15
          
          3.500
          15801182.00
          502668.36
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2046-12-15
          
          3.000
          15296123.00
          685600.14
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2048-09-15
          
          3.000
          10420187.00
          419626.28
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2047-10-15
          
          3.500
          17000000.00
          1241257.88
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-05-15
          
          4.500
          9734612.00
          792431.62
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.500
          25050807.00
          11108607.29
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-12-01
          
          3.500
          1195.00
          353.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-08-01
          
          3.000
          1000.00
          934.91
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-10-01
          
          3.500
          66963.00
          15059.24
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-05-01
          
          4.000
          354989.00
          130626.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-03-01
          
          4.000
          22025.00
          6936.03
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          3487394.00
          3552596.61
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          2.500
          34075799.00
          34452973.67
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-04-01
          
          2.000
          47328.00
          47574.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          1967951.00
          1981869.38
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          53172289.00
          53489633.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2037-10-15
          
          0.442
          8446744.00
          1413904.92
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-04-25
          
          4.500
          7621333.00
          142825.28
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2031-12-25
          
          6.610
          7944084.00
          124861.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-10-25
          
          8.891
          3368356.00
          1546615.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2033-02-25
          
          3.500
          5331143.00
          137414.12
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-02-25
          
          6.160
          23976392.00
          444887.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2054-08-25
          
          1.857
          41760620.00
          462945.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-06-25
          
          6.010
          7225000.00
          380117.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2055-04-25
          
          1.805
          8681058.00
          100315.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-09-25
          
          1.917
          5449978.00
          73364.88
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-07-25
          
          1.971
          54100000.00
          641499.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-01-25
          
          6.791
          2251025.00
          569961.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-03-25
          
          6.060
          23299669.00
          1408285.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2036-07-25
          
          3.500
          14285714.00
          581877.74
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-05-25
          
          3.000
          5100000.00
          176800.16
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-04-25
          
          3.500
          18800000.00
          41081.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-07-25
          
          4.000
          2000000.00
          22060.90
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-09-25
          
          6.060
          8300000.00
          1089769.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-01-25
          
          6.060
          20160000.00
          2406485.23
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-05-25
          
          3.000
          33149900.00
          885728.65
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-05-25
          
          6.110
          3190904.00
          371945.18
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-06-25
          
          6.110
          100000.00
          5658.00
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-12-25
          
          3.000
          35500000.00
          1192717.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.910
          14250000.00
          1856371.56
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.910
          8500000.00
          893004.04
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.910
          18850000.00
          1610779.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.960
          14000000.00
          1817176.78
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-06-25
          
          5.960
          11500000.00
          430976.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-01-25
          
          5.960
          11700000.00
          528450.41
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-06-25
          
          5.960
          10000000.00
          1787918.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.960
          100004.00
          9697.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-10-25
          
          5.910
          14000000.00
          1809015.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-11-25
          
          5.910
          12825500.00
          1939153.61
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-12-25
          
          0.589
          1944840.00
          1163814.25
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2059-07-25
          
          5.960
          25000000.00
          3323153.78
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-04-25
          
          3.000
          8208360.00
          1187916.33
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.000
          7000000.00
          769184.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.000
          7750000.00
          579562.63
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.000
          25825000.00
          2578203.93
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          1.050
          40019492.00
          1653305.17
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          5.000
          27100000.00
          2329205.51
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          21270240.00
          2043609.15
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.500
          20000000.00
          1175963.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          6.010
          18599999.00
          1422029.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          23434500.00
          3260676.60
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2060-10-25
          
          1.943
          44331404.00
          1889228.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-10-25
          
          3.000
          30448210.00
          2972296.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.500
          100000.00
          9178.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          4.000
          16000000.00
          1646685.36
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.000
          21759450.00
          1892388.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          3.000
          34000000.00
          3905703.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          2.500
          13849342.00
          1665945.19
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2036-11-15
          
          2.062
          11512740.00
          66038.36
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2039-05-15
          
          5.946
          125000000.00
          119557.81
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-05-15
          
          6.506
          33039339.00
          212985.99
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2026-08-15
          
          6.556
          24279269.00
          242615.66
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-09-15
          
          14.249
          7411448.00
          881521.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-08-15
          
          5.228
          388000.00
          103673.75
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-11-15
          
          2.449
          500000.00
          109026.50
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-09-15
          
          6.006
          4000000.00
          180636.36
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-09-15
          
          6.106
          3750000.00
          142747.80
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-03-15
          
          5.710
          415500.00
          95362.14
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-11-15
          
          2.036
          65963488.00
          923555.58
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2035-10-15
          
          3.500
          5294000.00
          149838.06
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-01-15
          
          1.972
          27114013.00
          446744.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-10-15
          
          1.974
          42566507.00
          847633.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          2.000
          8750000.00
          863415.07
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          6.200
          8909091.00
          1952395.22
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.500
          11099121.00
          934576.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          6.250
          21000000.00
          4984498.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2035-12-25
          
          1.500
          33333333.00
          1505663.54
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.500
          6250000.00
          755075.06
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          3.000
          5822370.00
          708514.64
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.000
          18520696.00
          1516526.19
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-11-15
          
          4.205
          160300000.00
          12073498.61
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          3.000
          19000000.00
          2077796.45
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          3.000
          8000000.00
          1052305.19
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          3.000
          14922181.00
          1760820.23
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          6.250
          17850000.00
          4027304.03
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          6.250
          4396500.00
          921979.84
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          7982158.00
          875608.92
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2041-02-25
          
          3.500
          3000000.00
          328882.31
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          31865844.00
          3217063.97
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          22701635.00
          2401304.35
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.000
          25000000.00
          2872219.31
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-09-15
          
          3.000
          8525326.00
          179412.25
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-11-25
          
          5.960
          8000000.00
          922480.06
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-11-25
          
          5.910
          13000000.00
          1578580.68
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-05-25
          
          3.500
          10700000.00
          1196626.42
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          5.960
          15500000.00
          1776371.66
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          5.960
          11111111.00
          1222171.77
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          6.010
          8166665.00
          973529.09
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          9999460.00
          1008174.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          24065300.00
          2671526.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          6.010
          20000000.00
          2868815.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          2.500
          11500000.00
          1193703.20
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-05-25
          
          6.060
          6599999.00
          958976.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          6.010
          3527015.00
          895769.83
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          6.010
          10000000.00
          1991547.59
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          6.010
          5926860.00
          949302.49
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.000
          18267888.00
          2135102.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          4.000
          15615664.00
          1380926.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          3.500
          26671427.00
          4661628.04
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-10-25
          
          2.500
          7296603.00
          540436.50
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-10-25
          
          2.500
          27000000.00
          2355199.69
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          2.500
          6250000.00
          618011.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          4.049
          25000000.00
          2732557.28
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2041-04-25
          
          3.500
          12398444.00
          1359176.24
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-06-25
          
          3.500
          12500000.00
          1182611.97
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-07-25
          
          4.500
          8500000.00
          1022802.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2027-10-01
          
          3.279
          758959.00
          841042.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-01-01
          
          3.500
          1000.00
          450.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-02-01
          
          3.500
          1800.00
          884.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          4.000
          12955.00
          5160.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2033-08-25
          
          6.960
          24050.00
          44.63
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2033-06-15
          
          5.000
          22244561.00
          136415.96
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2035-07-15
          
          6.006
          15197747.00
          109801.59
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2037-02-25
          
          5.980
          22954528.00
          112067.70
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2036-07-15
          
          6.376
          16862278.00
          282672.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-03-25
          
          6.890
          100000.00
          1380.37
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2037-05-15
          
          6.206
          100000000.00
          238665.74
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-07-25
          
          5.830
          41190490.00
          474032.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-10-25
          
          5.980
          59113364.00
          451205.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          4.000
          4909736.00
          2867948.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-03-01
          
          4.000
          809344.00
          509179.59
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2034-05-01
          
          3.450
          1285000.00
          1506121.72
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          1000.00
          573.48
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          24816766.00
          6230937.30
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-04-01
          
          3.000
          10207054.00
          8198939.24
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-04-01
          
          3.500
          32063.00
          20024.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          1112278.00
          1118775.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          2.500
          4005749.00
          4188827.30
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.500
          1000.00
          1042.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          3.500
          1001.00
          528.75
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.000
          1000.00
          601.20
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          2697186.00
          2738282.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          1521556.00
          1529997.50
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-10-01
          
          2.500
          1610676.00
          1453486.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-07-01
          
          2.024
          1409.00
          58.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-01-20
          
          4.573
          2000000.00
          1409810.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.637
          99622.00
          97096.20
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-04-20
          
          4.573
          598777.00
          520113.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-08-20
          
          4.666
          1151688.00
          586993.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          1630079.00
          510476.61
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          386045.00
          120894.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-09-20
          
          4.500
          1710059.00
          379861.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          2.500
          4206.00
          4226.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          12355000.00
          12385830.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          4.000
          1663450.00
          1635450.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          2.500
          265060.00
          263853.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-20
          
          3.000
          1067.00
          1110.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-15
          
          4.000
          674533.00
          78568.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-15
          
          4.500
          7352892.00
          1263026.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-12-20
          
          4.000
          54039.00
          40111.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2067-12-20
          
          2.782
          9237078.00
          7686080.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2067-12-20
          
          2.206
          485701.00
          294654.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          2.064
          337012.00
          253263.55
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          4.343
          877831.00
          647848.75
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          3.500
          8351429.00
          8102528.51
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          3.500
          3030996.00
          3172149.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          2.500
          8793448.00
          8946055.13
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-09-20
          
          4.000
          24647.00
          26813.69
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          3.500
          7141327.00
          7104880.02
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-10-20
          
          3.500
          7487854.00
          7317943.82
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2062-01-15
          
          2.200
          626128.00
          644007.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          4.000
          9088900.00
          9360501.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          7651206.00
          7795054.76
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-20
          
          3.500
          66055.00
          61894.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2062-12-15
          
          2.410
          5264420.00
          5661696.23
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-09-20
          
          4.700
          252910.00
          195055.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-11-20
          
          4.671
          1048230.00
          842208.78
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-12-20
          
          4.671
          1023834.00
          854255.80
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-03-20
          
          4.633
          22229.00
          21271.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-11-20
          
          4.676
          1000.00
          825.39
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.535
          856791.00
          696135.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-10-20
          
          4.589
          379484.00
          190924.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-10-20
          
          4.564
          138617.00
          118266.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-11-20
          
          4.626
          1000.00
          738.14
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-11-20
          
          4.559
          4815793.00
          3572185.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.522
          1000.00
          896.50
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-10-20
          
          3.500
          56582.00
          30299.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2066-12-20
          
          4.500
          127334.00
          79803.91
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-06-15
          
          4.000
          160828.00
          61284.83
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-20
          
          3.500
          4594041.00
          1472287.35
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-20
          
          3.500
          3853.00
          792.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-06-15
          
          4.500
          6954958.00
          1662760.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-20
          
          3.000
          1584328.00
          1670890.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-10-20
          
          2.000
          6183311.00
          6180278.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.000
          743016.00
          680399.75
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-01-15
          
          4.000
          788714.00
          230602.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-09-20
          
          1.680
          4879975.00
          32381.54
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2027-12-20
          
          2.500
          40332084.00
          345169.54
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-11-20
          
          3.500
          16400000.00
          479313.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-06-20
          
          2.432
          9985000.00
          52140.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-06-20
          
          3.000
          8217850.00
          36003.72
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-04-20
          
          3.000
          5600000.00
          17609.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-06-20
          
          6.116
          22186064.00
          1538907.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2062-01-16
          
          1.095
          36940859.00
          2690229.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2062-09-16
          
          1.074
          84150000.00
          7241548.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-12-20
          
          6.016
          7891334.00
          612953.23
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-02-20
          
          6.016
          10000000.00
          458007.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-06-20
          
          3.196
          19000000.00
          613177.87
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-06-20
          
          5.966
          22650000.00
          2086533.32
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-09-20
          
          5.966
          10950000.00
          1309536.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-04-20
          
          0.395
          330991.00
          2752.65
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0002
      400000000.00
      400000000.00
      0.0034
      N
      Y
      Y
      N
      - N/A -
    
    
      CANADIAN IMP BK COMM NY
      CANADIAN IMP BK COMM NY
      2IGI19DL77OX0HC3ZE78
      12816
      0000800030
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2031-09-15
          
          6.500
          10000000.00
          437646.02
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2032-07-15
          
          0.000
          30875000.00
          25719338.12
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2037-10-15
          
          0.442
          4589372.00
          768217.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2030-05-15
          
          0.000
          6398000.00
          5609779.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2030-11-15
          
          0.000
          40219000.00
          34855193.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2028-08-01
          
          3.750
          47059000.00
          52483906.61
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2030-09-01
          
          3.690
          1123948.00
          1304393.91
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2028-03-23
          
          0.000
          3342000.00
          3082159.50
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-03-25
          
          6.510
          20987052.00
          395017.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-03-25
          
          5.910
          7500000.00
          138634.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-01-25
          
          12.174
          3486316.00
          3904067.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2032-12-25
          
          3.000
          18862707.00
          513681.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-02-25
          
          6.060
          10400000.00
          319469.09
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-02-25
          
          6.160
          22560890.00
          418622.95
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-03-25
          
          1.663
          14449618.00
          102996.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-06-25
          
          6.010
          5400000.00
          284101.60
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-03-25
          
          6.060
          12554138.00
          758801.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-03-25
          
          3.500
          15000000.00
          726576.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-05-25
          
          3.000
          10400000.00
          360533.67
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-07-25
          
          4.000
          7500000.00
          82728.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-11-25
          
          6.060
          1800000.00
          157940.92
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-05-25
          
          3.000
          3250100.00
          86839.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-05-25
          
          6.110
          8526763.00
          993915.33
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-06-25
          
          6.110
          37260470.00
          2108199.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-04-25
          
          5.910
          22000000.00
          2733298.84
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.910
          2000000.00
          210118.59
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-01-25
          
          5.960
          9829252.00
          443954.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          5.960
          100000.00
          9696.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-10-25
          
          5.910
          14912500.00
          1926924.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-12-25
          
          0.589
          1009.00
          603.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2059-07-25
          
          5.960
          15000000.00
          1993892.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.500
          13915215.00
          1451862.67
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.000
          8333333.00
          1177664.13
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.500
          6467000.00
          887004.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-04-25
          
          3.000
          8208304.00
          1187908.23
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.000
          28540000.00
          2849252.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          6.010
          14861349.00
          1813474.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          1.050
          34769874.00
          2056293.02
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.000
          4630000.00
          498628.82
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-04-25
          
          3.000
          15277695.00
          1799481.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          5.000
          13400000.00
          1151710.47
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2047-12-25
          
          4.500
          8734582.00
          460053.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.500
          20000000.00
          1175963.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          6.010
          3400001.00
          259941.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.500
          22900000.00
          2101893.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-06-25
          
          4.000
          16500000.00
          1996705.12
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          4.000
          12102980.00
          1286968.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.000
          12327466.00
          1072102.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-02-25
          
          2.500
          25344200.00
          2036292.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2035-11-25
          
          1.500
          66666666.00
          3837899.13
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.500
          20000000.00
          1850122.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-04-25
          
          2.500
          23933500.00
          1539067.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          3.000
          10786000.00
          1258929.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          2.500
          4900093.00
          589434.96
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          3.000
          15000000.00
          1665108.56
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2051-05-25
          
          3.500
          25000000.00
          1976273.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-03-25
          
          3.500
          9370129.00
          375900.12
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2041-09-15
          
          14.249
          213446.00
          25387.37
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-07-15
          
          5.906
          31050000.00
          993684.04
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-02-15
          
          6.106
          4082144.00
          142183.94
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2030-09-15
          
          6.000
          17538880.00
          75801.41
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-10-15
          
          0.442
          6038781.00
          1541814.57
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-12-15
          
          8.699
          393000.00
          211188.08
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          2.000
          27125000.00
          2362033.65
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.000
          18520697.00
          1516526.27
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          3.000
          22302666.00
          2208809.20
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-04-25
          
          2.000
          15140396.00
          1191453.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          2.000
          7500000.00
          622059.09
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          3.000
          5300000.00
          625401.02
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          6.250
          3107874.00
          701196.27
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          21534156.00
          2174012.94
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          10100000.00
          1068344.81
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.000
          10000000.00
          1148887.72
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          3.000
          26500000.00
          3026628.94
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-03-25
          
          2.500
          20000000.00
          2320981.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-03-25
          
          3.000
          35000000.00
          3953752.16
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-03-25
          
          3.000
          14000000.00
          1619505.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-03-25
          
          2.000
          31718171.00
          2852639.64
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-03-25
          
          2.000
          6000000.00
          524614.20
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-09-15
          
          3.000
          1531640.00
          32232.78
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-06-25
          
          5.960
          21189621.00
          1816066.88
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-11-25
          
          5.910
          20000000.00
          2694871.94
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-07-25
          
          4.000
          25047500.00
          3921096.96
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          5.960
          30000000.00
          3667502.78
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.500
          20000000.00
          1281312.01
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.000
          15000000.00
          2030170.41
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          56681482.00
          5714788.29
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.000
          17500000.00
          1968251.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          7434700.00
          825337.72
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          2.500
          13500000.00
          1401303.75
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-05-25
          
          6.060
          2000001.00
          290599.27
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          3.500
          17087913.00
          2024371.46
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          3.000
          25000000.00
          2709134.58
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          6.010
          12472985.00
          3167812.93
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          3.000
          18267888.00
          2135102.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-09-25
          
          4.000
          15615643.00
          1380924.57
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-10-25
          
          2.500
          65363397.00
          4841261.81
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-10-25
          
          2.500
          84965000.00
          6316522.35
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2048-11-25
          
          4.000
          15300000.00
          2417016.91
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          3.000
          14000000.00
          1617905.98
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2041-04-25
          
          3.500
          23999770.00
          2630968.64
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-02-25
          
          4.500
          14831327.00
          1752417.93
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-10-01
          
          4.500
          3965197.00
          819743.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2032-01-01
          
          3.500
          2668825.00
          500616.80
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-03-01
          
          3.500
          1000.00
          316.60
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2030-06-01
          
          3.549
          2000000.00
          2317329.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2033-07-01
          
          3.750
          2775000.00
          3328853.46
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2033-06-01
          
          3.669
          9428000.00
          10471475.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2033-07-01
          
          3.750
          4878921.00
          5852689.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-05-01
          
          4.000
          1000.00
          344.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-03-01
          
          3.500
          1118370.00
          366637.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-04-01
          
          5.500
          2092739.00
          911673.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-04-01
          
          4.000
          1600803.00
          154418.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-01-01
          
          3.500
          8760.00
          3944.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-02-01
          
          3.500
          6000.00
          2948.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          4.000
          4179444.00
          1664770.35
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-03-01
          
          4.000
          1225584.00
          611385.65
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-01-01
          
          4.000
          1470094.00
          532827.80
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-11-01
          
          3.500
          1422744.00
          692048.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-05-01
          
          4.000
          1108054.00
          280658.20
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-05-01
          
          3.500
          7080.00
          1046.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          3.000
          1130.00
          555.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-09-01
          
          4.000
          1311261.00
          683713.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-11-01
          
          4.500
          1038771.00
          238239.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-01-01
          
          4.000
          1068782.00
          679178.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-03-01
          
          4.500
          1412578.00
          753839.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-02-01
          
          3.500
          1032736.00
          615869.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          2.444
          12847.00
          3602.15
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-05-01
          
          4.000
          768036.00
          551618.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2032-11-25
          
          5.500
          9550000.00
          2486570.04
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2032-03-25
          
          6.500
          43262467.00
          364726.96
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2023-06-25
          
          7.010
          211644.00
          67.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2033-08-25
          
          6.960
          96410988.00
          178932.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2034-01-25
          
          10.000
          4500000.00
          256028.34
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-08-01
          
          3.500
          14102189.00
          519556.41
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-08-01
          
          5.000
          42385961.00
          1399718.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-11-01
          
          3.000
          5972441.00
          226493.53
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-02-01
          
          3.000
          92965853.00
          1754176.84
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2037-02-25
          
          5.980
          100306.00
          489.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2038-03-25
          
          6.890
          16252049.00
          224338.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2030-05-01
          
          3.500
          7196576.00
          160962.85
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2045-07-01
          
          4.500
          28504068.00
          1325178.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-07-25
          
          4.500
          4200000.00
          648260.93
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2035-10-01
          
          5.000
          1998.00
          239.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-11-01
          
          4.000
          1132629.00
          251577.74
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          3.500
          1054030.00
          298128.57
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-01-01
          
          4.500
          1075879.00
          625531.91
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-05-01
          
          4.000
          1367374.00
          612809.65
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          3.000
          797728.00
          439391.24
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-01
          
          4.000
          1067860.00
          500464.55
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-09-01
          
          3.500
          1325821.00
          638974.88
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-11-01
          
          3.000
          1069757.00
          512429.65
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-01
          
          4.000
          1174156.00
          609583.80
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          1058560.00
          579324.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          1510435.00
          337851.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-03-01
          
          4.000
          1502846.00
          432658.32
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          4.000
          5102.00
          2980.25
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-01-01
          
          4.000
          692671.00
          425105.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-03-01
          
          4.000
          22398.00
          14091.17
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          1000.00
          456.96
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-02-01
          
          3.500
          1175851.00
          679289.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.000
          610282.00
          428088.33
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          5000.00
          2867.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          8627029.00
          2166054.86
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-11-01
          
          4.000
          1128742.00
          536425.08
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-11-01
          
          3.000
          1674400.00
          817647.33
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-01-01
          
          4.500
          1309963.00
          757960.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-06-01
          
          3.500
          181121.00
          154102.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          2.000
          9460.00
          9346.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2034-07-01
          
          3.500
          44897.00
          31055.32
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-06-01
          
          3.500
          529096.00
          478701.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2035-08-01
          
          3.000
          1294891.00
          1062949.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-09-01
          
          2.500
          1006956.00
          995476.33
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-01
          
          2.500
          1286759.00
          1336493.64
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          2102654.00
          2114936.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          2.500
          2965505.00
          3101040.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.500
          492357.00
          513063.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-06-01
          
          2.500
          244706.00
          258459.99
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          3.500
          5343.00
          2822.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          4.000
          1648.00
          921.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.000
          4299.00
          2584.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          4.500
          317557.00
          222920.45
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          155237.00
          157602.32
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2038-07-01
          
          5.500
          2705.00
          51.87
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2039-04-01
          
          5.000
          1151.00
          31.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-07-01
          
          3.500
          1864205.00
          396083.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-08-01
          
          3.500
          521691.00
          145882.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-10-01
          
          3.500
          1558289.00
          715581.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-05-01
          
          3.500
          4498236.00
          2492843.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-10-01
          
          2.500
          215308.00
          194295.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-11-01
          
          2.000
          3674.00
          3464.78
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.637
          150025.00
          146221.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-04-20
          
          4.573
          3704920.00
          3218191.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-07-20
          
          4.391
          3400000.00
          1489724.37
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-08-20
          
          4.666
          259136.00
          132076.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-06-20
          
          4.607
          3055053.00
          1748638.60
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-10-20
          
          4.634
          4166823.00
          2700720.04
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-07-20
          
          4.000
          14471000.00
          2056022.93
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          534759.00
          167465.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          34424.00
          10780.24
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-09-20
          
          4.500
          1072074.00
          238143.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-12-20
          
          4.500
          161555.00
          31630.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          4.000
          206352.00
          202878.68
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.000
          631514.00
          592211.60
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          2.500
          100786913.00
          100328002.83
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-07-20
          
          4.570
          4270000.00
          2976350.57
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-06-15
          
          4.500
          5629777.00
          1162827.92
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-15
          
          4.000
          1049308.00
          122222.00
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-15
          
          4.500
          2109576.00
          904787.68
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-15
          
          4.500
          3945315.00
          990862.48
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2067-12-20
          
          2.206
          1398421.00
          848362.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          2.064
          4302586.00
          3233381.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-01-15
          
          4.500
          139283.00
          41727.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-02-15
          
          4.500
          4228932.00
          755477.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-09-20
          
          4.500
          4101776.00
          4269517.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          4.343
          2184847.00
          1612440.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-08-20
          
          1.905
          330921.00
          261567.57
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          2.500
          495797.00
          511964.95
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          1511174.00
          1565551.66
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          2605038.00
          2702349.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          1333582.00
          1385760.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          1684649.00
          1755963.29
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          2.500
          1238916.00
          1271429.31
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          5707567.00
          5316977.70
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          2.500
          6823564.00
          6909642.03
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          3.500
          1715351.00
          1788654.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          3.500
          3853197.00
          4032640.68
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-15
          
          2.500
          1796312.00
          1851036.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          2965983.00
          2932264.29
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          1905501.00
          2046986.72
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          1120893.00
          1167269.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          4.500
          1470461.00
          1624039.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          1591842.00
          1703881.24
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          2003557.00
          2096653.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          3642764.00
          3906171.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          2187332.00
          2347833.06
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          2473238.00
          2655188.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          1586951.00
          1698296.30
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          1678494.00
          1790612.77
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          3299783.00
          3448026.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-06-20
          
          4.000
          162887.00
          171043.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.500
          2049301.00
          2141072.70
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          2.500
          1610105.00
          1657428.08
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          3419361.00
          3562977.11
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          3435321.00
          3500010.19
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-20
          
          2.500
          6851524.00
          7178568.87
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          1722707.00
          1880221.29
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          2.500
          123717.00
          127693.73
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-10-20
          
          5.000
          5056210.00
          5346762.85
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-05-20
          
          4.000
          28911703.00
          31329103.64
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-05-20
          
          4.700
          2499000.00
          1722804.98
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-05-20
          
          4.661
          2999000.00
          2503592.82
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-01-20
          
          4.692
          3859916.00
          2838782.90
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-11-20
          
          4.676
          3346980.00
          2762564.46
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-10-20
          
          4.589
          3338574.00
          1679688.18
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-10-20
          
          4.564
          80973.00
          69085.05
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-11-20
          
          4.626
          3819647.00
          2819456.25
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2066-12-20
          
          4.500
          3086177.00
          1934196.78
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2066-10-20
          
          4.435
          2000000.00
          1392913.32
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-06-15
          
          4.000
          538150.00
          205066.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-20
          
          3.500
          1485172.00
          475964.39
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-07-20
          
          3.500
          16434.00
          3381.56
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2066-11-20
          
          4.519
          73111.00
          67404.28
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-08-15
          
          4.500
          3879065.00
          1218887.36
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-04-15
          
          4.500
          2508678.00
          360671.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-20
          
          3.000
          4407997.00
          4648836.79
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-10-20
          
          2.000
          2520839.00
          2519602.84
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.000
          719309.00
          658690.61
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-01-15
          
          4.000
          1389210.00
          406175.01
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2045-09-20
          
          1.680
          9750025.00
          64697.22
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-11-20
          
          3.500
          6100000.00
          178281.39
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2044-11-20
          
          5.516
          7000000.00
          378245.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-06-20
          
          3.000
          5689281.00
          24925.65
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-04-20
          
          3.000
          13430000.00
          42230.40
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2062-01-16
          
          1.095
          74967685.00
          5459543.94
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-12-20
          
          6.016
          10508666.00
          816252.45
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-05-20
          
          4.386
          40000000.00
          1935133.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2049-06-20
          
          5.966
          5250000.00
          483633.55
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-08-20
          
          2.500
          1300000.00
          165478.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-10-20
          
          2.500
          1200000.00
          159070.76
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-07-01
          
          2.149
          8351830.00
          223205.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-11-01
          
          3.000
          1263.00
          375.31
          Agency Debentures and Agency Strips
        
        
          United States Treasury-U.S. Treasuries (including strips)
          2IGI19DL77OX0HC3ZE78
          
            2023-11-15
          
          0.250
          3740200.00
          3742329.31
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-04-01
          
          4.000
          1067889.00
          94532.50
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-05-01
          
          4.000
          1000.00
          239.72
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2033-08-09
          
          4.000
          3020000.00
          3080013.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2035-09-27
          
          4.030
          1280000.00
          1395826.13
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-12-01
          
          3.500
          1028214.00
          302892.05
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2030-03-01
          
          3.500
          1017726.00
          382371.59
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-03-01
          
          3.000
          88119.00
          28768.97
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-10-01
          
          4.000
          10890.00
          4647.93
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2039-04-15
          
          5.856
          100000000.00
          325900.19
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2043-01-15
          
          3.500
          28244422.00
          898513.62
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2049-06-15
          
          4.000
          13690206.00
          952008.36
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2045-04-15
          
          3.500
          15114847.00
          577736.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-05-01
          
          4.000
          1500.00
          983.23
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-10-01
          
          3.500
          4853275.00
          1091448.45
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-10-01
          
          4.000
          27680.00
          12815.27
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-01-01
          
          3.500
          69671.00
          35831.61
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-03-01
          
          4.000
          21818.00
          6870.84
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-01
          
          3.000
          1031000.00
          1070184.72
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-06-01
          
          2.500
          4079712.00
          4280795.33
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          3.000
          5806468.00
          6103000.44
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-07-01
          
          2.500
          1123204.00
          1180257.25
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-08-01
          
          3.000
          1753000.00
          1202539.81
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          2.500
          64050297.00
          64759250.29
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          11699911.00
          11769738.80
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2031-06-15
          
          7.000
          7000000.00
          268696.99
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2031-06-15
          
          6.500
          10000000.00
          538496.58
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2031-06-15
          
          6.500
          11505200.00
          465851.57
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-06
      2021-08-06
      2021-08-06
      N
      N
      N
      0.0005
      700000000.00
      700000000.00
      0.0059
      N
      N
      Y
      N
      - N/A -
    
    
      CANADIAN IMP BK COMM NY
      CANADIAN IMP BK COMM NY
      2IGI19DL77OX0HC3ZE78
      12816
      0000800030
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          4.000
          8324737.00
          8715841.01
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          3.500
          2686334.00
          2882500.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          4.000
          5048068.00
          5542325.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          1452269.00
          1460326.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-07-01
          
          3.500
          28085207.00
          5967208.88
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-05-01
          
          3.500
          3055540.00
          868646.50
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-10-01
          
          3.500
          1519080.00
          697576.46
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-10-01
          
          2.500
          10547166.00
          9517843.10
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-11-01
          
          2.000
          136246.00
          128487.49
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.637
          84076.00
          81944.35
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          5434.00
          1701.71
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-12-20
          
          4.500
          7837.00
          1534.38
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-15
          
          4.000
          45332.00
          5280.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          2.064
          445044.00
          334449.29
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-03-20
          
          3.000
          7344000.00
          4277281.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          2.500
          21998781.00
          21952899.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          3.500
          6578424.00
          7037357.42
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2063-11-20
          
          4.671
          125659.00
          100961.72
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2064-12-20
          
          4.671
          4009058.00
          3345035.47
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-01-15
          
          4.000
          122076.00
          35692.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-05-01
          
          4.000
          1558143.00
          669449.87
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          3.000
          644156.00
          316536.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-03-01
          
          4.500
          6162.00
          3288.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          2.444
          403404.00
          113109.91
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          4.000
          1071499.00
          293874.60
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-10-01
          
          3.500
          5007422.00
          3523326.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          4.000
          1270450.00
          558431.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          4.000
          6874944.00
          4015895.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-01-01
          
          4.000
          20470.00
          12562.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-08-01
          
          4.500
          2754258.00
          662466.97
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-03-01
          
          4.000
          4043310.00
          2543752.63
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2032-10-01
          
          3.500
          1590303.00
          813988.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-07-01
          
          4.500
          785868.00
          427694.68
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2033-10-01
          
          4.000
          537721.00
          486351.49
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2035-01-01
          
          2.770
          2995538.00
          3220104.83
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          5713.00
          3276.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          8931502.00
          2242501.25
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-02-01
          
          3.500
          5268300.00
          3725616.69
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-02-01
          
          3.500
          3166556.00
          1096808.72
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-11-01
          
          3.500
          2582904.00
          657135.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-11-01
          
          3.000
          1527.00
          745.66
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-12-01
          
          4.500
          4130283.00
          2540223.58
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-04-01
          
          2.500
          1016.00
          1053.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-05-01
          
          4.000
          39619287.00
          22445132.92
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-04-01
          
          5.000
          4133604.00
          2109764.00
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          2.000
          7724917.00
          7632182.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2034-07-01
          
          3.500
          1453279.00
          1005235.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-04-01
          
          3.500
          970452.00
          606096.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-06-01
          
          2.500
          1442743.00
          1521178.03
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-09-01
          
          2.500
          3799979.00
          3756657.84
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          9055000.00
          9107896.02
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-04-01
          
          2.000
          685140.00
          696198.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          2116483.00
          2012213.76
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.500
          700757.00
          730326.21
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2036-05-01
          
          2.000
          1306112.00
          1342494.35
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.500
          11735023.00
          12228547.79
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.500
          1765914.00
          1855588.80
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-07-01
          
          2.500
          1233630.00
          1301256.22
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          3.500
          2066.00
          1091.31
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-11-01
          
          4.000
          365039.00
          204071.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.000
          5428936.00
          3263915.52
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-04-01
          
          4.500
          5868395.00
          3945866.30
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-06-01
          
          2.500
          201451.00
          192206.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-02-01
          
          4.500
          3582350.00
          2514758.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          16475931.00
          16726972.87
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-07-01
          
          2.149
          11450171.00
          306010.01
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-01-01
          
          3.500
          11358.00
          2559.28
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2028-09-21
          
          3.700
          200000.00
          203553.66
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2034-02-14
          
          3.750
          320000.00
          331144.85
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-06-01
          
          3.500
          32107544.00
          10234429.18
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-03-01
          
          3.000
          1727939.00
          564135.16
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-07-01
          
          4.000
          5101.00
          760.68
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-05-01
          
          4.500
          900000.00
          205789.45
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-01
          
          4.000
          452958.00
          258838.99
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-02-01
          
          4.000
          49314887.00
          22460492.54
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-07-01
          
          3.500
          519845.00
          299912.21
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-03-01
          
          4.000
          1204885.00
          379437.90
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-03-01
          
          5.000
          14360000.00
          7202788.86
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-04-01
          
          3.500
          1068876.00
          881455.05
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-01-01
          
          3.500
          341066.00
          286671.31
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2031-03-15
          
          0.000
          14929000.00
          12747753.66
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2032-07-15
          
          0.000
          5162000.00
          4300023.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2030-05-15
          
          0.000
          23310000.00
          20438254.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2030-09-01
          
          3.690
          545357.00
          632912.15
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.000
          1928591.00
          167726.85
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          524746.00
          52906.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2041-08-01
          
          4.500
          50000000.00
          12889183.88
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-08-01
          
          4.500
          4450000.00
          1544881.77
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-01-01
          
          3.500
          6000.00
          2701.89
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-02-01
          
          3.500
          2100.00
          1032.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          4.000
          15301166.00
          6094812.51
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-01
          
          4.000
          13426.00
          7293.68
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-04-01
          
          3.500
          24858.00
          9169.36
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-10-01
          
          4.500
          4452620.00
          1320283.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-10-01
          
          5.000
          3897908.00
          1772402.50
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-09-01
          
          2.100
          2445192.00
          127108.78
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2029-11-01
          
          3.500
          2151.00
          1046.28
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2044-03-01
          
          4.500
          10352239.00
          4202045.03
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-06
      2021-08-06
      2021-08-06
      N
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0025
      N
      N
      Y
      N
      - N/A -
    
    
      CANADIAN IMP BK COMM NY
      CANADIAN IMP BK COMM NY
      2IGI19DL77OX0HC3ZE78
      12816
      0000800030
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2033-08-09
          
          4.000
          20000.00
          20397.43
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-04-01
          
          4.500
          461254.00
          363837.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.500
          67394811.00
          29885763.32
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2042-05-01
          
          4.000
          50000000.00
          15246727.18
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-03-01
          
          4.000
          1001.00
          315.23
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-04-01
          
          2.000
          10100495.00
          10153147.45
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2046-03-25
          
          6.060
          39146193.00
          2366086.63
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-01-25
          
          5.000
          12512865.00
          1153896.26
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          3.500
          20179000.00
          2767722.94
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.000
          5978571.00
          447091.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2050-12-25
          
          2.500
          20000000.00
          1850122.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2036-02-25
          
          1.500
          15777717.00
          871595.02
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          3.000
          10000000.00
          990378.99
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-11-25
          
          3.000
          11000000.00
          1446919.64
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          6.250
          4396656.00
          922012.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-01-25
          
          2.000
          6000000.00
          492791.32
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-02-25
          
          3.000
          5738952.00
          579384.48
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-08-25
          
          3.000
          12500000.00
          1427655.16
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-06-25
          
          4.500
          6600000.00
          503101.21
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.500
          20000000.00
          1281312.01
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          4.000
          30992377.00
          3124739.63
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-05-25
          
          6.060
          10200000.00
          1482055.56
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2050-07-25
          
          3.500
          12042858.00
          2104848.92
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-06-25
          
          4.000
          14000000.00
          2097799.71
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2051-07-25
          
          4.500
          8500000.00
          1022802.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2043-03-01
          
          4.000
          35909281.00
          9621544.70
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2033-07-01
          
          3.750
          3121079.00
          3744005.27
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-04-01
          
          4.000
          8042713.00
          3203600.81
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          3.500
          4100000.00
          1886906.56
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2045-06-01
          
          4.000
          1000.00
          150.12
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          2IGI19DL77OX0HC3ZE78
          
            2030-05-01
          
          3.500
          23852201.00
          533492.35
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2031-03-01
          
          3.500
          1001.00
          74.86
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-01
          
          4.000
          3684357.00
          2070373.56
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          6245666.00
          2854031.40
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-04-01
          
          4.000
          4585538.00
          2362119.09
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.500
          76488722.00
          43837634.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2048-06-01
          
          4.000
          3272239.00
          1882605.61
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2046-12-01
          
          3.500
          6199968.00
          3555584.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-10-01
          
          4.000
          174352633.00
          43776063.50
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2049-05-01
          
          4.000
          605537.00
          343049.04
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2034-07-01
          
          3.500
          228017.00
          157719.72
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-09-01
          
          2.500
          990893.00
          979596.45
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-01
          
          2.000
          165928.00
          166897.29
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-05-01
          
          2.000
          15832001.00
          16073231.39
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-05-01
          
          3.500
          7014410.00
          3887262.38
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2040-10-01
          
          2.500
          16630345.00
          15007350.26
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-09-20
          
          3.500
          9029091.00
          2827556.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-01-20
          
          4.000
          34584.00
          34001.88
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.000
          50533087.00
          47388150.67
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-12-20
          
          2.500
          474525.00
          472364.35
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2047-07-15
          
          4.000
          53033.00
          6177.21
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2069-05-20
          
          2.064
          28216.00
          21204.24
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2061-06-15
          
          3.439
          781143.00
          879860.81
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2062-02-15
          
          2.529
          1218118.00
          1279077.56
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2062-01-15
          
          2.200
          142149.00
          146208.09
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2061-06-15
          
          2.540
          1927596.00
          2083307.41
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2037-06-15
          
          2.669
          1000000.00
          1069321.77
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2065-01-20
          
          4.535
          268368.00
          218046.86
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2051-03-20
          
          3.000
          2859675.00
          3015919.10
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-10-20
          
          2.000
          214650.00
          214544.74
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Mortgage-Backed Securities
          2IGI19DL77OX0HC3ZE78
          
            2050-11-20
          
          3.000
          7933285.00
          7264722.62
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2043-03-20
          
          3.500
          9400000.00
          76182.12
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2042-11-20
          
          3.500
          900003.00
          26303.89
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2048-12-20
          
          6.016
          11600000.00
          901020.97
          Agency Debentures and Agency Strips
        
        
          Government National Mortgage Association-Agency Collateralized Mortgage Obligation
          2IGI19DL77OX0HC3ZE78
          
            2040-04-20
          
          0.395
          137785796.00
          1145883.85
          Agency Debentures and Agency Strips
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      300000000.00
      300000000.00
      0.0025
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796N88
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-30
      2021-11-30
      2021-11-30
      N
      N
      N
      0.0005
      895866720.00
      895866720.00
      0.0076
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796N54
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-11-09
      2021-11-09
      2021-11-09
      N
      N
      N
      0.0005
      999876250.00
      999876250.00
      0.0085
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796J83
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-03
      2021-08-03
      2021-08-03
      N
      N
      N
      0.0003
      764999625.15
      764999625.15
      0.0065
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796J91
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-10
      2021-08-10
      2021-08-10
      N
      N
      N
      0.0004
      1099993565.00
      1099993565.00
      0.0093
      N
      Y
      Y
      N
      - N/A -
    
    
      CASH MGMT BILL
      CASH MGMT BILL
      912796K24
      U.S. Treasury Debt
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1+
      
      2021-08-17
      2021-08-17
      2021-08-17
      N
      N
      N
      0.0003
      1199985000.00
      1199985000.00
      0.0102
      N
      Y
      Y
      N
      - N/A -
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC
      MBNUM2BPBDO7JBLYG310
      36027
      0000091154
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-02-15
          
          0.000
          74400.00
          56766.45
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-05-15
          
          0.000
          1082800.00
          820470.04
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-02-15
          
          0.000
          594700.00
          440318.25
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-05-15
          
          0.000
          4024800.00
          2965372.01
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-08-15
          
          0.000
          4669100.00
          3414512.83
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-11-15
          
          0.000
          6725500.00
          4878005.15
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2045-02-15
          
          2.500
          363400.00
          408643.31
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2037-05-15
          
          0.000
          1.00
          0.75
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2037-08-15
          
          0.000
          1.00
          0.74
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-02-15
          
          0.000
          1535.00
          1131.50
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2037-11-15
          
          0.000
          30.00
          22.25
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-05-15
          
          0.000
          3953584.00
          2896047.72
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-08-15
          
          0.000
          51476353.00
          37449921.90
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-02-15
          
          0.000
          67465196.00
          48309465.57
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2038-11-15
          
          0.000
          13810961.00
          9965616.56
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-05-15
          
          0.000
          76594203.00
          54548170.14
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-08-15
          
          0.000
          35639637.00
          25199789.41
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2039-11-15
          
          0.000
          90567103.00
          63645850.49
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      250000000.00
      250000000.00
      0.0021
      N
      Y
      Y
      N
      - N/A -
    
    
      CITIGROUP GLOBAL MARKETS INC
      CITIGROUP GLOBAL MARKETS INC
      MBNUM2BPBDO7JBLYG310
      36027
      0000091154
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-05-15
          
          4.375
          21.00
          30.17
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-08-15
          
          3.875
          300.00
          408.67
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-08-15
          
          3.875
          814300.00
          1109269.82
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-11-15
          
          4.250
          3300200.00
          4683433.20
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-11-15
          
          4.250
          39858800.00
          56565064.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-02-15
          
          4.750
          18869100.00
          28698968.06
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-02-15
          
          4.750
          24455900.00
          37196214.61
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-02-15
          
          2.125
          17506100.00
          33582950.93
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-05-15
          
          4.375
          22614200.00
          32695776.03
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-05-15
          
          4.375
          2299800.00
          3325067.68
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-08-15
          
          3.750
          7732500.00
          10418998.92
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2042-02-15
          
          0.750
          58626200.00
          87999879.88
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2045-02-15
          
          2.500
          1011800.00
          1137769.12
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-08-15
          
          1.125
          24400.00
          21735.85
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-05-15
          
          1.125
          100.00
          89.10
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2040-11-15
          
          1.375
          94923700.00
          87999934.36
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-02-15
          
          1.875
          86704800.00
          87999933.07
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          MBNUM2BPBDO7JBLYG310
          
            2041-05-15
          
          2.250
          81600600.00
          87564521.76
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      550000000.00
      550000000.00
      0.0047
      N
      Y
      Y
      N
      - N/A -
    
    
      CREDIT AGRICOLE
      CREDIT AGRICOLE
      261700PLI2HF5NCF2442
      4257
      0001335241
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2023-05-15
          
          1.750
          102687830.90
          105954754.94
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2026-02-28
          
          0.500
          11311054.50
          11248676.49
          U.S. Treasuries (including strips)
        
        
          United States Treasury-U.S. Treasuries (including strips)
          261700PLI2HF5NCF2442
          
            2024-06-15
          
          0.250
          79866044.10
          79656585.57
          U.S. Treasuries (including strips)
        
      
      Y
      
        FITCH'S RATING
        F1+
      
      
        MOODY'S RATING
        P-1
      
      
        S&P RATING
        A-1
      
      2021-08-02
      2021-08-02
      2021-08-02
      N
      N
      N
      0.0005
      193000000.00
      193000000.00
      0.0016
      N
      Y
      Y
      N
      - N/A -
    
    
      DAIWA CAPITAL MARKETS AMERICA
      DAIWA CAPITAL MARKETS AMERICA
      
      36977
      0000026617
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2037-10-01
          
          6.500
          5630649.00
          111638.82
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2044-01-01
          
          4.500
          6071600.00
          1805649.03
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks-Agency Debentures and Agency Strips
          
          
            2028-06-09
          
          1.250
          1390000.00
          1411418.04
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2029-04-01
          
          3.000
          39085.00
          14010.33
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2041-09-01
          
          4.000
          12281639.00
          2226847.80
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2041-12-01
          
          4.000
          19502.00
          2864.74
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2047-11-01
          
          4.000
          542652.00
          282677.12
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2049-03-01
          
          5.500
          23169.00
          9351.96
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2048-07-01
          
          3.827
          14352877.00
          2669010.23
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2048-08-01
          
          3.787
          20118247.00
          3052249.86
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2048-12-01
          
          3.999
          15004736.00
          4046772.11
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2049-02-01
          
          3.894
          324834.00
          44865.68
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2028-09-01
          
          4.000
          198255.00
          99755.25
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2050-11-01
          
          2.000
          113044902.00
          107661021.01
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2051-07-01
          
          2.000
          14892085.00
          15194098.13
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2051-07-01
          
          2.500
          6853552.00
          7148521.26
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2051-07-01
          
          3.500
          223408.00
          239478.95
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2042-08-01
          
          3.500
          29500000.00
          5448672.20
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2046-03-01
          
          4.000
          260412.00
          140106.14
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2049-03-01
          
          4.000
          3732147.00
          1771602.99
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2046-08-01
          
          3.500
          4591663.00
          1567447.61
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2049-03-01
          
          4.500
          11000000.00
          6874818.34
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2044-12-01
          
          3.500
          19999228.00
          10003365.49
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2050-08-01
          
          2.500
          4367508.00
          4498847.67
          Agency Debentures and Agency Strips
        
        
          Federal Farm Credit Bank-Agency Debentures and Agency Strips
          
          
            2023-01-30
          
          0.062
          125000000.00
          124990000.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities
          
          
            2036-07-01
          
          1.500
          2509943.00
          2558958.00
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Debentures and Agency Strips
          
          
            2021-10-27
          
          0.000
          1842000.00
          1841661.07
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Collateralized Mortgage Obligation
          
          
            2023-07-25
          
          0.000
          1390.00
          0.06
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2024-08-01
          
          6.000
          6860.00
          80.43
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2037-12-01
          
          2.451
          1721.00
          100.62
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2042-07-01
          
          4.000
          1351.00
          325.17
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2025-05-01
          
          5.500
          4673455.00
          19713.05
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2043-03-01
          
          3.500
          22028086.00
          8051532.45
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2037-01-01
          
          1.768
          42963698.00
          8515820.61
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2042-04-01
          
          3.500
          132357202.00
          24189264.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2044-11-01
          
          4.000
          11095090.00
          4553099.71
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2045-09-01
          
          2.694
          30221101.00
          4891181.65
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2046-07-01
          
          4.000
          783909.00
          344624.44
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2047-03-01
          
          4.000
          2182089.00
          1346084.19
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2047-05-01
          
          4.500
          3324485.00
          3030954.48
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2033-04-01
          
          4.000
          1874025.00
          1320695.14
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2049-08-01
          
          3.130
          9740211.00
          2945836.88
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2049-09-01
          
          3.500
          7643690.00
          5249675.11
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2050-09-01
          
          2.165
          2152778.00
          1648521.98
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2033-07-01
          
          3.500
          31493.00
          16614.42
          Agency Debentures and Agency Strips
        
        
          Federal National Mortgage Association-Agency Mortgage-Backed Securities
          
          
            2048-08-01
          
          4.000
          1774415.00
          1147566.36